Home > Conway Bank > Securities
Conway Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $16,492,000 | 3,720 |
| U.S. Government securities | $15,559,000 | 3,224 |
| U.S. Treasury securities | $1,858,000 | 2,354 |
| U.S. Government agency obligations | $13,701,000 | 2,979 |
| Securities issued by states & political subdivisions | $910,000 | 3,549 |
| 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 | $11,893,000 | 2,800 |
| Mortgage-backed securities | $10,939,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,053,000 | 2,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,964,000 | 1,335 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $922,000 | 1,253 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $16,469,000 | 3,477 |
| Total debt securities | $16,469,000 | 3,700 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $16,217,000 | 3,756 |
| U.S. Government securities | $15,316,000 | 3,257 |
| U.S. Treasury securities | $1,817,000 | 2,420 |
| U.S. Government agency obligations | $13,499,000 | 2,970 |
| Securities issued by states & political subdivisions | $875,000 | 3,591 |
| 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 | $11,668,000 | 2,785 |
| Mortgage-backed securities | $10,799,000 | 2,497 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,031,000 | 2,676 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,880,000 | 1,325 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $888,000 | 1,238 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $16,191,000 | 3,492 |
| Total debt securities | $16,191,000 | 3,735 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $17,142,000 | 3,756 |
| U.S. Government securities | $16,143,000 | 3,267 |
| U.S. Treasury securities | $1,822,000 | 2,442 |
| U.S. Government agency obligations | $14,321,000 | 2,971 |
| Securities issued by states & political subdivisions | $977,000 | 3,612 |
| 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 | $12,436,000 | 2,723 |
| Mortgage-backed securities | $11,627,000 | 2,487 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,350,000 | 2,667 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,367,000 | 1,296 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $910,000 | 1,230 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $17,120,000 | 3,489 |
| Total debt securities | $17,120,000 | 3,734 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $17,741,000 | 3,809 |
| U.S. Government securities | $16,734,000 | 3,302 |
| U.S. Treasury securities | $1,836,000 | 2,521 |
| U.S. Government agency obligations | $14,898,000 | 2,946 |
| Securities issued by states & political subdivisions | $985,000 | 3,665 |
| 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 | $12,913,000 | 2,615 |
| Mortgage-backed securities | $12,181,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,556,000 | 2,685 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,701,000 | 1,312 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $924,000 | 1,246 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $17,719,000 | 3,540 |
| Total debt securities | $17,719,000 | 3,788 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $18,023,000 | 3,825 |
| U.S. Government securities | $17,020,000 | 3,294 |
| U.S. Treasury securities | $1,813,000 | 2,556 |
| U.S. Government agency obligations | $15,207,000 | 2,923 |
| Securities issued by states & political subdivisions | $980,000 | 3,701 |
| 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 | $4,047,000 | 3,300 |
| Mortgage-backed securities | $12,505,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,737,000 | 2,672 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,848,000 | 1,309 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $920,000 | 1,234 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $18,000,000 | 3,555 |
| Total debt securities | $18,000,000 | 3,805 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $19,286,000 | 3,805 |
| U.S. Government securities | $18,211,000 | 3,261 |
| U.S. Treasury securities | $1,819,000 | 2,543 |
| U.S. Government agency obligations | $16,392,000 | 2,902 |
| Securities issued by states & political subdivisions | $974,000 | 3,773 |
| 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 | $3,978,000 | 3,295 |
| Mortgage-backed securities | $13,653,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | $5,185,000 | 2,769 |
| Issued or guaranteed by U.S. | $5,185,000 | 2,689 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $7,534,000 | 1,353 |
| CMOs issued by government agencies or sponsored agencies | $7,534,000 | 1,284 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $934,000 | 1,737 |
| Commercial mortgage pass-through securities | $934,000 | 1,239 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $19,185,000 | 3,556 |
| Total debt securities | $19,185,000 | 3,791 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $20,743,000 | 3,721 |
| U.S. Government securities | $19,599,000 | 3,108 |
| U.S. Treasury securities | $1,878,000 | 2,304 |
| U.S. Government agency obligations | $17,721,000 | 2,819 |
| Securities issued by states & political subdivisions | $1,041,000 | 3,778 |
| 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 | $4,221,000 | 3,254 |
| Mortgage-backed securities | $15,360,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $5,758,000 | 2,723 |
| Issued or guaranteed by U.S. | $5,758,000 | 2,646 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $8,611,000 | 1,290 |
| CMOs issued by government agencies or sponsored agencies | $8,611,000 | 1,228 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $991,000 | 1,695 |
| Commercial mortgage pass-through securities | $991,000 | 1,199 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $20,640,000 | 3,484 |
| Total debt securities | $20,640,000 | 3,705 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $22,316,000 | 3,595 |
| U.S. Government securities | $21,096,000 | 2,882 |
| U.S. Treasury securities | $1,966,000 | 1,802 |
| U.S. Government agency obligations | $19,130,000 | 2,703 |
| Securities issued by states & political subdivisions | $1,117,000 | 3,784 |
| 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 | $3,066,000 | 3,419 |
| Mortgage-backed securities | $17,177,000 | 2,339 |
| Certificates of participation in pools of residential mortgages | $6,433,000 | 2,640 |
| Issued or guaranteed by U.S. | $6,433,000 | 2,558 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $9,670,000 | 1,201 |
| CMOs issued by government agencies or sponsored agencies | $9,670,000 | 1,154 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,074,000 | 1,653 |
| Commercial mortgage pass-through securities | $1,074,000 | 1,172 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $22,213,000 | 3,386 |
| Total debt securities | $22,213,000 | 3,576 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $20,589,000 | 3,622 |
| U.S. Government securities | $19,362,000 | 2,917 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $19,362,000 | 2,697 |
| Securities issued by states & political subdivisions | $1,129,000 | 3,814 |
| 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 | $2,896,000 | 3,471 |
| Mortgage-backed securities | $18,382,000 | 2,293 |
| Certificates of participation in pools of residential mortgages | $7,020,000 | 2,584 |
| Issued or guaranteed by U.S. | $7,020,000 | 2,513 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $10,270,000 | 1,159 |
| CMOs issued by government agencies or sponsored agencies | $10,270,000 | 1,117 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,092,000 | 1,666 |
| Commercial mortgage pass-through securities | $1,092,000 | 1,172 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $20,491,000 | 3,413 |
| Total debt securities | $20,491,000 | 3,606 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $12,476,000 | 3,992 |
| U.S. Government securities | $11,257,000 | 3,425 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $11,257,000 | 3,204 |
| Securities issued by states & political subdivisions | $1,124,000 | 3,835 |
| 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 | $3,115,000 | 3,438 |
| Mortgage-backed securities | $10,281,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $6,530,000 | 2,623 |
| Issued or guaranteed by U.S. | $6,530,000 | 2,547 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,652,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $2,652,000 | 1,844 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,099,000 | 1,655 |
| Commercial mortgage pass-through securities | $1,099,000 | 1,172 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $12,381,000 | 3,784 |
| Total debt securities | $12,381,000 | 3,972 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $10,281,000 | 4,076 |
| U.S. Government securities | $9,578,000 | 3,452 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $9,578,000 | 3,264 |
| Securities issued by states & political subdivisions | $614,000 | 3,978 |
| 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 | $4,029,000 | 3,268 |
| Mortgage-backed securities | $9,578,000 | 2,774 |
| Certificates of participation in pools of residential mortgages | $7,122,000 | 2,490 |
| Issued or guaranteed by U.S. | $7,122,000 | 2,417 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,384,000 | 2,147 |
| CMOs issued by government agencies or sponsored agencies | $1,384,000 | 2,103 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,072,000 | 1,643 |
| Commercial mortgage pass-through securities | $1,072,000 | 1,164 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $10,192,000 | 3,852 |
| Total debt securities | $10,192,000 | 4,058 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $11,146,000 | 3,946 |
| U.S. Government securities | $10,518,000 | 3,235 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $10,518,000 | 3,085 |
| Securities issued by states & political subdivisions | $541,000 | 4,018 |
| 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 | $2,237,000 | 3,583 |
| Mortgage-backed securities | $10,518,000 | 2,602 |
| Certificates of participation in pools of residential mortgages | $7,679,000 | 2,342 |
| Issued or guaranteed by U.S. | $7,679,000 | 2,277 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,715,000 | 2,103 |
| CMOs issued by government agencies or sponsored agencies | $1,715,000 | 2,055 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,124,000 | 1,601 |
| Commercial mortgage pass-through securities | $1,124,000 | 1,111 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $11,059,000 | 3,731 |
| Total debt securities | $11,058,000 | 3,927 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $8,911,000 | 4,084 |
| U.S. Government securities | $8,284,000 | 3,434 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $8,284,000 | 3,281 |
| Securities issued by states & political subdivisions | $541,000 | 4,007 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,939,000 | 3,697 |
| Mortgage-backed securities | $8,284,000 | 2,794 |
| Certificates of participation in pools of residential mortgages | $5,101,000 | 2,670 |
| Issued or guaranteed by U.S. | $5,101,000 | 2,590 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,053,000 | 2,036 |
| CMOs issued by government agencies or sponsored agencies | $2,053,000 | 1,987 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,130,000 | 1,573 |
| Commercial mortgage pass-through securities | $1,130,000 | 1,093 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $8,825,000 | 3,848 |
| Total debt securities | $8,825,000 | 4,067 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $8,728,000 | 4,104 |
| U.S. Government securities | $8,103,000 | 3,449 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $8,103,000 | 3,295 |
| Securities issued by states & political subdivisions | $540,000 | 4,015 |
| 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 | $1,984,000 | 3,718 |
| Mortgage-backed securities | $8,103,000 | 2,810 |
| Certificates of participation in pools of residential mortgages | $4,529,000 | 2,736 |
| Issued or guaranteed by U.S. | $4,529,000 | 2,659 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,456,000 | 1,984 |
| CMOs issued by government agencies or sponsored agencies | $2,456,000 | 1,937 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,118,000 | 1,560 |
| Commercial mortgage pass-through securities | $1,118,000 | 1,095 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $8,643,000 | 3,868 |
| Total debt securities | $8,643,000 | 4,085 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $9,490,000 | 4,072 |
| U.S. Government securities | $8,893,000 | 3,419 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $8,893,000 | 3,268 |
| Securities issued by states & political subdivisions | $511,000 | 4,026 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,259,000 | 3,660 |
| Mortgage-backed securities | $7,391,000 | 2,893 |
| Certificates of participation in pools of residential mortgages | $3,677,000 | 2,887 |
| Issued or guaranteed by U.S. | $3,677,000 | 2,795 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,653,000 | 1,971 |
| CMOs issued by government agencies or sponsored agencies | $2,653,000 | 1,922 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,061,000 | 1,547 |
| Commercial mortgage pass-through securities | $1,061,000 | 1,082 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $9,404,000 | 3,834 |
| Total debt securities | $9,404,000 | 4,054 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $10,469,000 | 4,040 |
| U.S. Government securities | $9,851,000 | 3,395 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $9,851,000 | 3,243 |
| Securities issued by states & political subdivisions | $531,000 | 4,032 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,798,000 | 3,627 |
| Mortgage-backed securities | $7,840,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | $3,958,000 | 2,792 |
| Issued or guaranteed by U.S. | $3,958,000 | 2,707 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,848,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $2,848,000 | 1,894 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,034,000 | 1,538 |
| Commercial mortgage pass-through securities | $1,034,000 | 1,081 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $10,382,000 | 3,801 |
| Total debt securities | $10,382,000 | 4,025 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $9,091,000 | 4,219 |
| U.S. Government securities | $8,282,000 | 3,650 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $8,282,000 | 3,485 |
| Securities issued by states & political subdivisions | $706,000 | 4,013 |
| 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 | $2,928,000 | 3,670 |
| Mortgage-backed securities | $6,277,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $4,281,000 | 2,729 |
| Issued or guaranteed by U.S. | $4,281,000 | 2,641 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $951,000 | 2,394 |
| CMOs issued by government agencies or sponsored agencies | $951,000 | 2,350 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,045,000 | 1,520 |
| Commercial mortgage pass-through securities | $1,045,000 | 1,086 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $8,988,000 | 3,973 |
| Total debt securities | $8,988,000 | 4,207 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $6,917,000 | 4,459 |
| U.S. Government securities | $6,109,000 | 3,965 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,109,000 | 3,809 |
| Securities issued by states & political subdivisions | $706,000 | 4,080 |
| 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 | $2,949,000 | 3,723 |
| Mortgage-backed securities | $4,108,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $4,108,000 | 2,763 |
| Issued or guaranteed by U.S. | $4,108,000 | 2,688 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $6,815,000 | 4,212 |
| Total debt securities | $6,815,000 | 4,443 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $7,213,000 | 4,500 |
| U.S. Government securities | $6,413,000 | 3,981 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,413,000 | 3,820 |
| Securities issued by states & political subdivisions | $700,000 | 4,139 |
| 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 | $2,944,000 | 3,776 |
| Mortgage-backed securities | $4,430,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $4,430,000 | 2,721 |
| Issued or guaranteed by U.S. | $4,430,000 | 2,648 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $7,113,000 | 4,243 |
| Total debt securities | $7,113,000 | 4,487 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $6,185,000 | 4,625 |
| U.S. Government securities | $5,491,000 | 4,136 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,491,000 | 3,992 |
| Securities issued by states & political subdivisions | $694,000 | 4,188 |
| 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 | $2,947,000 | 3,808 |
| Mortgage-backed securities | $3,522,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $3,522,000 | 2,930 |
| Issued or guaranteed by U.S. | $3,522,000 | 2,871 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $6,185,000 | 4,353 |
| Total debt securities | $6,185,000 | 4,603 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $6,332,000 | 4,653 |
| U.S. Government securities | $5,642,000 | 4,174 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,642,000 | 4,030 |
| Securities issued by states & political subdivisions | $690,000 | 4,239 |
| 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 | $2,960,000 | 3,842 |
| Mortgage-backed securities | $3,684,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $3,684,000 | 2,937 |
| Issued or guaranteed by U.S. | $3,684,000 | 2,916 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $6,332,000 | 4,384 |
| Total debt securities | $6,332,000 | 4,632 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $6,569,000 | 4,684 |
| U.S. Government securities | $5,874,000 | 4,157 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,874,000 | 4,011 |
| Securities issued by states & political subdivisions | $695,000 | 4,282 |
| 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 | $2,997,000 | 3,860 |
| Mortgage-backed securities | $3,918,000 | 3,405 |
| Certificates of participation in pools of residential mortgages | $3,918,000 | 2,925 |
| Issued or guaranteed by U.S. | $3,918,000 | 2,780 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $6,569,000 | 4,412 |
| Total debt securities | $6,569,000 | 4,663 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $5,764,000 | 4,821 |
| U.S. Government securities | $5,068,000 | 4,348 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,068,000 | 4,200 |
| Securities issued by states & political subdivisions | $696,000 | 4,323 |
| 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 | $3,042,000 | 3,903 |
| Mortgage-backed securities | $3,109,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $3,109,000 | 3,133 |
| Issued or guaranteed by U.S. | $3,109,000 | 3,127 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $5,764,000 | 4,547 |
| Total debt securities | $5,764,000 | 4,802 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $6,027,000 | 4,869 |
| U.S. Government securities | $5,320,000 | 4,361 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,320,000 | 4,221 |
| Securities issued by states & political subdivisions | $707,000 | 4,384 |
| 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 | $972,000 | 4,520 |
| Mortgage-backed securities | $3,341,000 | 3,549 |
| Certificates of participation in pools of residential mortgages | $3,341,000 | 3,125 |
| Issued or guaranteed by U.S. | $3,341,000 | 3,120 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $6,027,000 | 4,586 |
| Total debt securities | $6,027,000 | 4,845 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $5,642,000 | 4,971 |
| U.S. Government securities | $5,642,000 | 4,376 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,642,000 | 4,247 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,324,000 | 4,453 |
| Mortgage-backed securities | $2,645,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $2,645,000 | 3,358 |
| Issued or guaranteed by U.S. | $2,645,000 | 3,354 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $5,642,000 | 4,684 |
| Total debt securities | $5,641,000 | 4,944 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $7,891,000 | 4,788 |
| U.S. Government securities | $7,790,000 | 4,092 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $7,790,000 | 3,961 |
| Securities issued by states & political subdivisions | $101,000 | 4,760 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,326,000 | 4,480 |
| Mortgage-backed securities | $2,803,000 | 3,743 |
| Certificates of participation in pools of residential mortgages | $2,803,000 | 3,358 |
| Issued or guaranteed by U.S. | $2,803,000 | 3,354 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $7,891,000 | 4,494 |
| Total debt securities | $7,891,000 | 4,757 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $8,019,000 | 4,842 |
| U.S. Government securities | $7,917,000 | 4,131 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,917,000 | 3,993 |
| Securities issued by states & political subdivisions | $102,000 | 4,819 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,328,000 | 4,536 |
| Mortgage-backed securities | $2,941,000 | 3,772 |
| Certificates of participation in pools of residential mortgages | $2,941,000 | 3,373 |
| Issued or guaranteed by U.S. | $2,941,000 | 3,369 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $8,019,000 | 4,530 |
| Total debt securities | $8,019,000 | 4,812 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $4,610,000 | 5,207 |
| U.S. Government securities | $3,907,000 | 4,732 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,907,000 | 4,608 |
| Securities issued by states & political subdivisions | $703,000 | 4,582 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $481,000 | 4,867 |
| Mortgage-backed securities | $420,000 | 4,467 |
| Certificates of participation in pools of residential mortgages | $420,000 | 4,258 |
| Issued or guaranteed by U.S. | $420,000 | 4,252 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $4,610,000 | 4,889 |
| Total debt securities | $4,610,000 | 5,178 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $4,704,000 | 5,254 |
| U.S. Government securities | $3,982,000 | 4,756 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,982,000 | 4,641 |
| Securities issued by states & political subdivisions | $722,000 | 4,599 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,000 | 4,935 |
| Mortgage-backed securities | $460,000 | 4,496 |
| Certificates of participation in pools of residential mortgages | $460,000 | 4,274 |
| Issued or guaranteed by U.S. | $460,000 | 4,271 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $4,704,000 | 4,929 |
| Total debt securities | $4,704,000 | 5,228 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $4,768,000 | 5,330 |
| U.S. Government securities | $4,036,000 | 4,845 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,036,000 | 4,718 |
| Securities issued by states & political subdivisions | $732,000 | 4,634 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,000 | 4,991 |
| Mortgage-backed securities | $511,000 | 4,525 |
| Certificates of participation in pools of residential mortgages | $511,000 | 4,306 |
| Issued or guaranteed by U.S. | $511,000 | 4,300 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $4,768,000 | 5,000 |
| Total debt securities | $4,768,000 | 5,305 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $5,294,000 | 5,322 |
| U.S. Government securities | $4,561,000 | 4,860 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,561,000 | 4,751 |
| Securities issued by states & political subdivisions | $733,000 | 4,676 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,894 |
| Mortgage-backed securities | $555,000 | 4,548 |
| Certificates of participation in pools of residential mortgages | $555,000 | 4,321 |
| Issued or guaranteed by U.S. | $555,000 | 4,316 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $5,294,000 | 4,980 |
| Total debt securities | $5,294,000 | 5,303 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $5,315,000 | 5,380 |
| U.S. Government securities | $4,581,000 | 4,923 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,581,000 | 4,806 |
| Securities issued by states & political subdivisions | $734,000 | 4,708 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,000 | 5,282 |
| Mortgage-backed securities | $603,000 | 4,562 |
| Certificates of participation in pools of residential mortgages | $603,000 | 4,322 |
| Issued or guaranteed by U.S. | $603,000 | 4,319 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $5,315,000 | 5,027 |
| Total debt securities | $5,315,000 | 5,357 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $5,385,000 | 5,469 |
| U.S. Government securities | $4,654,000 | 5,003 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,654,000 | 4,892 |
| Securities issued by states & political subdivisions | $731,000 | 4,757 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,997,000 | 4,163 |
| Mortgage-backed securities | $648,000 | 4,614 |
| Certificates of participation in pools of residential mortgages | $648,000 | 4,362 |
| Issued or guaranteed by U.S. | $648,000 | 4,356 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $5,385,000 | 5,106 |
| Total debt securities | $5,385,000 | 5,446 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $5,410,000 | 5,546 |
| U.S. Government securities | $4,681,000 | 5,105 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,681,000 | 4,998 |
| Securities issued by states & political subdivisions | $729,000 | 4,785 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,891,000 | 4,253 |
| Mortgage-backed securities | $703,000 | 4,677 |
| Certificates of participation in pools of residential mortgages | $703,000 | 4,414 |
| Issued or guaranteed by U.S. | $703,000 | 4,411 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $5,410,000 | 5,177 |
| Total debt securities | $5,410,000 | 5,526 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $5,999,000 | 5,544 |
| U.S. Government securities | $5,256,000 | 5,101 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,256,000 | 4,991 |
| Securities issued by states & political subdivisions | $743,000 | 4,785 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,542,000 | 3,954 |
| Mortgage-backed securities | $770,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $770,000 | 4,443 |
| Issued or guaranteed by U.S. | $770,000 | 4,438 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $5,999,000 | 5,173 |
| Total debt securities | $5,999,000 | 5,524 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $8,515,000 | 5,377 |
| U.S. Government securities | $6,501,000 | 4,978 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,501,000 | 4,862 |
| Securities issued by states & political subdivisions | $2,014,000 | 4,426 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,703,000 | 3,765 |
| Mortgage-backed securities | $1,567,000 | 4,527 |
| Certificates of participation in pools of residential mortgages | $1,567,000 | 4,210 |
| Issued or guaranteed by U.S. | $1,567,000 | 4,202 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $8,515,000 | 4,985 |
| Total debt securities | $8,515,000 | 5,356 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $8,654,000 | 5,456 |
| U.S. Government securities | $6,622,000 | 5,049 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,622,000 | 4,937 |
| Securities issued by states & political subdivisions | $2,032,000 | 4,445 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,668,000 | 3,819 |
| Mortgage-backed securities | $1,708,000 | 4,573 |
| Certificates of participation in pools of residential mortgages | $1,708,000 | 4,255 |
| Issued or guaranteed by U.S. | $1,708,000 | 4,251 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $8,654,000 | 5,071 |
| Total debt securities | $8,654,000 | 5,435 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $8,838,000 | 5,499 |
| U.S. Government securities | $6,804,000 | 5,095 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,804,000 | 4,990 |
| Securities issued by states & political subdivisions | $2,034,000 | 4,495 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,666,000 | 4,281 |
| Mortgage-backed securities | $1,866,000 | 4,597 |
| Certificates of participation in pools of residential mortgages | $1,866,000 | 4,253 |
| Issued or guaranteed by U.S. | $1,866,000 | 4,250 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $8,838,000 | 5,101 |
| Total debt securities | $8,838,000 | 5,476 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $8,942,000 | 5,533 |
| U.S. Government securities | $6,933,000 | 5,105 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,933,000 | 5,009 |
| Securities issued by states & political subdivisions | $2,009,000 | 4,515 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,388,000 | 4,380 |
| Mortgage-backed securities | $2,050,000 | 4,577 |
| Certificates of participation in pools of residential mortgages | $2,050,000 | 4,217 |
| Issued or guaranteed by U.S. | $2,050,000 | 4,214 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $8,942,000 | 5,134 |
| Total debt securities | $8,942,000 | 5,507 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $9,549,000 | 5,485 |
| U.S. Government securities | $7,559,000 | 4,997 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,559,000 | 4,896 |
| Securities issued by states & political subdivisions | $1,990,000 | 4,553 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,922,000 | 4,258 |
| Mortgage-backed securities | $2,229,000 | 4,567 |
| Certificates of participation in pools of residential mortgages | $2,229,000 | 4,194 |
| Issued or guaranteed by U.S. | $2,229,000 | 4,189 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $9,549,000 | 5,099 |
| Total debt securities | $9,549,000 | 5,463 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $10,230,000 | 5,464 |
| U.S. Government securities | $8,228,000 | 4,933 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,228,000 | 4,831 |
| Securities issued by states & political subdivisions | $2,002,000 | 4,558 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,134,000 | 4,234 |
| Mortgage-backed securities | $2,362,000 | 4,574 |
| Certificates of participation in pools of residential mortgages | $2,362,000 | 4,178 |
| Issued or guaranteed by U.S. | $2,362,000 | 4,171 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $10,230,000 | 5,082 |
| Total debt securities | $10,230,000 | 5,435 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $8,980,000 | 5,625 |
| U.S. Government securities | $6,977,000 | 5,144 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,977,000 | 5,033 |
| Securities issued by states & political subdivisions | $2,003,000 | 4,564 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,131,000 | 4,235 |
| Mortgage-backed securities | $2,570,000 | 4,540 |
| Certificates of participation in pools of residential mortgages | $2,570,000 | 4,107 |
| Issued or guaranteed by U.S. | $2,570,000 | 4,101 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $8,980,000 | 5,234 |
| Total debt securities | $8,980,000 | 5,585 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $7,869,000 | 5,792 |
| U.S. Government securities | $5,797,000 | 5,402 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,797,000 | 5,287 |
| Securities issued by states & political subdivisions | $2,072,000 | 4,515 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,666,000 | 4,144 |
| Mortgage-backed securities | $2,792,000 | 4,537 |
| Certificates of participation in pools of residential mortgages | $2,792,000 | 4,076 |
| Issued or guaranteed by U.S. | $2,792,000 | 4,072 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $7,869,000 | 5,418 |
| Total debt securities | $7,869,000 | 5,757 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $8,145,000 | 5,777 |
| U.S. Government securities | $5,890,000 | 5,390 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,890,000 | 5,276 |
| Securities issued by states & political subdivisions | $2,093,000 | 4,516 |
| Other domestic debt securities | $162,000 | 2,625 |
| Privately issued residential mortgage-backed securities | $162,000 | 877 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,789,000 | 4,107 |
| Mortgage-backed securities | $3,040,000 | 4,506 |
| Certificates of participation in pools of residential mortgages | $2,284,000 | 4,224 |
| Issued or guaranteed by U.S. | $2,284,000 | 4,223 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $756,000 | 3,161 |
| CMOs issued by government agencies or sponsored agencies | $594,000 | 3,092 |
| Privately issued | $162,000 | 843 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $8,145,000 | 5,403 |
| Total debt securities | $8,145,000 | 5,747 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $8,804,000 | 5,768 |
| U.S. Government securities | $6,429,000 | 5,428 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,429,000 | 5,314 |
| Securities issued by states & political subdivisions | $2,121,000 | 4,535 |
| Other domestic debt securities | $254,000 | 2,603 |
| Privately issued residential mortgage-backed securities | $254,000 | 856 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,900,000 | 4,128 |
| Mortgage-backed securities | $2,906,000 | 4,650 |
| Certificates of participation in pools of residential mortgages | $1,970,000 | 4,460 |
| Issued or guaranteed by U.S. | $1,970,000 | 4,458 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $936,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $682,000 | 3,126 |
| Privately issued | $254,000 | 823 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $8,804,000 | 5,392 |
| Total debt securities | $8,804,000 | 5,742 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $10,003,000 | 5,689 |
| U.S. Government securities | $7,167,000 | 5,376 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,167,000 | 5,273 |
| Securities issued by states & political subdivisions | $2,481,000 | 4,391 |
| Other domestic debt securities | $355,000 | 2,502 |
| Privately issued residential mortgage-backed securities | $355,000 | 860 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,006,000 | 4,144 |
| Mortgage-backed securities | $3,238,000 | 4,623 |
| Certificates of participation in pools of residential mortgages | $2,134,000 | 4,438 |
| Issued or guaranteed by U.S. | $2,134,000 | 4,437 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,104,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $749,000 | 3,108 |
| Privately issued | $355,000 | 826 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $10,003,000 | 5,303 |
| Total debt securities | $10,003,000 | 5,660 |
| 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 | $11,338,000 | 5,568 |
| U.S. Government securities | $8,418,000 | 5,244 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,418,000 | 5,140 |
| Securities issued by states & political subdivisions | $2,474,000 | 4,320 |
| Other domestic debt securities | $446,000 | 2,431 |
| Privately issued residential mortgage-backed securities | $446,000 | 855 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,967,000 | 4,142 |
| Mortgage-backed securities | $3,567,000 | 4,578 |
| Certificates of participation in pools of residential mortgages | $2,322,000 | 4,403 |
| Issued or guaranteed by U.S. | $2,322,000 | 4,400 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,245,000 | 3,057 |
| CMOs issued by government agencies or sponsored agencies | $799,000 | 3,109 |
| Privately issued | $446,000 | 822 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $11,338,000 | 5,169 |
| Total debt securities | $11,338,000 | 5,542 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 2,184 |
| Fair value | $1,007,000 | 2,216 |
| 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 | $11,984,000 | 5,489 |
| U.S. Government securities | $8,722,000 | 5,152 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,722,000 | 5,062 |
| Securities issued by states & political subdivisions | $2,732,000 | 4,211 |
| Other domestic debt securities | $530,000 | 2,282 |
| Privately issued residential mortgage-backed securities | $530,000 | 905 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,904,000 | 3,971 |
| Mortgage-backed securities | $3,945,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $2,574,000 | 4,273 |
| Issued or guaranteed by U.S. | $2,574,000 | 4,265 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,371,000 | 2,982 |
| CMOs issued by government agencies or sponsored agencies | $841,000 | 2,949 |
| Privately issued | $530,000 | 859 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $11,984,000 | 5,071 |
| Total debt securities | $11,984,000 | 5,461 |
| Structured notes | ||
| Amortized cost | $1,005,000 | 2,138 |
| Fair value | $1,013,000 | 2,153 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $13,406,000 | 5,261 |
| U.S. Government securities | $9,209,000 | 5,044 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,209,000 | 4,947 |
| Securities issued by states & political subdivisions | $3,591,000 | 3,911 |
| Other domestic debt securities | $606,000 | 2,226 |
| Privately issued residential mortgage-backed securities | $606,000 | 911 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,312,000 | 3,656 |
| Mortgage-backed securities | $8,027,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $4,119,000 | 3,757 |
| Issued or guaranteed by U.S. | $4,119,000 | 3,747 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,908,000 | 2,270 |
| CMOs issued by government agencies or sponsored agencies | $3,302,000 | 2,215 |
| Privately issued | $606,000 | 862 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $13,406,000 | 4,841 |
| Total debt securities | $13,406,000 | 5,231 |
| Structured notes | ||
| Amortized cost | $1,007,000 | 2,219 |
| Fair value | $1,019,000 | 2,229 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $14,235,000 | 5,231 |
| U.S. Government securities | $9,683,000 | 5,091 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,683,000 | 4,975 |
| Securities issued by states & political subdivisions | $3,875,000 | 3,779 |
| Other domestic debt securities | $677,000 | 2,138 |
| Privately issued residential mortgage-backed securities | $677,000 | 909 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,237,000 | 3,525 |
| Mortgage-backed securities | $8,567,000 | 3,537 |
| Certificates of participation in pools of residential mortgages | $4,459,000 | 3,649 |
| Issued or guaranteed by U.S. | $4,459,000 | 3,637 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,108,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $3,431,000 | 2,143 |
| Privately issued | $677,000 | 861 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $14,235,000 | 4,790 |
| Total debt securities | $14,235,000 | 5,195 |
| Structured notes | ||
| Amortized cost | $1,010,000 | 2,432 |
| Fair value | $1,026,000 | 2,431 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $22,474,000 | 4,280 |
| U.S. Government securities | $16,606,000 | 4,023 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $16,606,000 | 3,908 |
| Securities issued by states & political subdivisions | $5,868,000 | 3,246 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,978,000 | 3,767 |
| Mortgage-backed securities | $13,930,000 | 2,791 |
| Certificates of participation in pools of residential mortgages | $8,672,000 | 2,766 |
| Issued or guaranteed by U.S. | $8,672,000 | 2,760 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,258,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $5,258,000 | 1,770 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $22,474,000 | 3,937 |
| Total debt securities | $22,475,000 | 4,244 |
| Structured notes | ||
| Amortized cost | $1,012,000 | 2,469 |
| Fair value | $1,028,000 | 2,471 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $15,956,000 | 4,902 |
| U.S. Government securities | $10,920,000 | 4,709 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,920,000 | 4,586 |
| Securities issued by states & political subdivisions | $5,036,000 | 3,443 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,557,000 | 4,339 |
| Mortgage-backed securities | $8,234,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $4,932,000 | 3,369 |
| Issued or guaranteed by U.S. | $4,932,000 | 3,363 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,302,000 | 2,290 |
| CMOs issued by government agencies or sponsored agencies | $3,302,000 | 2,055 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $15,956,000 | 4,489 |
| Total debt securities | $15,957,000 | 4,866 |
| Structured notes | ||
| Amortized cost | $1,015,000 | 2,315 |
| Fair value | $1,030,000 | 2,319 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $14,124,000 | 5,093 |
| U.S. Government securities | $11,938,000 | 4,493 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,938,000 | 4,376 |
| Securities issued by states & political subdivisions | $2,186,000 | 4,271 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,513,000 | 5,078 |
| Mortgage-backed securities | $9,158,000 | 3,271 |
| Certificates of participation in pools of residential mortgages | $5,526,000 | 3,197 |
| Issued or guaranteed by U.S. | $5,526,000 | 3,189 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,632,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $3,632,000 | 1,963 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $14,124,000 | 4,652 |
| Total debt securities | $14,124,000 | 5,056 |
| Structured notes | ||
| Amortized cost | $1,017,000 | 2,358 |
| Fair value | $1,040,000 | 2,359 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $9,396,000 | 5,834 |
| U.S. Government securities | $7,258,000 | 5,514 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,258,000 | 5,396 |
| Securities issued by states & political subdivisions | $2,138,000 | 4,240 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,298,000 | 4,859 |
| Mortgage-backed securities | $4,465,000 | 4,136 |
| Certificates of participation in pools of residential mortgages | $4,376,000 | 3,499 |
| Issued or guaranteed by U.S. | $4,376,000 | 3,492 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $89,000 | 3,549 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 3,234 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $9,396,000 | 5,363 |
| Total debt securities | $9,397,000 | 5,795 |
| Structured notes | ||
| Amortized cost | $1,020,000 | 2,444 |
| Fair value | $1,035,000 | 2,444 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $9,912,000 | 5,815 |
| U.S. Government securities | $7,779,000 | 5,473 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,779,000 | 5,359 |
| Securities issued by states & political subdivisions | $2,133,000 | 4,236 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,138,000 | 4,974 |
| Mortgage-backed securities | $4,992,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $4,849,000 | 3,499 |
| Issued or guaranteed by U.S. | $4,849,000 | 3,491 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $143,000 | 3,485 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 3,149 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $9,912,000 | 5,323 |
| Total debt securities | $9,912,000 | 5,773 |
| Structured notes | ||
| Amortized cost | $1,022,000 | 2,238 |
| Fair value | $1,022,000 | 2,241 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $11,275,000 | 5,566 |
| U.S. Government securities | $9,136,000 | 5,142 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,136,000 | 5,042 |
| Securities issued by states & political subdivisions | $2,139,000 | 4,268 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,557,000 | 4,858 |
| Mortgage-backed securities | $5,570,000 | 4,026 |
| Certificates of participation in pools of residential mortgages | $5,366,000 | 3,429 |
| Issued or guaranteed by U.S. | $5,366,000 | 3,420 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $204,000 | 3,439 |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 3,093 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $11,275,000 | 5,095 |
| Total debt securities | $11,274,000 | 5,530 |
| Structured notes | ||
| Amortized cost | $1,024,000 | 1,957 |
| Fair value | $1,010,000 | 1,972 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $12,019,000 | 5,482 |
| U.S. Government securities | $9,678,000 | 5,076 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $9,678,000 | 4,978 |
| Securities issued by states & political subdivisions | $2,341,000 | 4,205 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,032,000 | 4,713 |
| Mortgage-backed securities | $6,086,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $5,831,000 | 3,403 |
| Issued or guaranteed by U.S. | $5,831,000 | 3,391 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $255,000 | 3,399 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 3,047 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $12,019,000 | 5,020 |
| Total debt securities | $12,018,000 | 5,433 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $13,120,000 | 5,314 |
| U.S. Government securities | $11,011,000 | 4,812 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,011,000 | 4,723 |
| Securities issued by states & political subdivisions | $2,109,000 | 4,289 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,862,000 | 4,790 |
| Mortgage-backed securities | $6,687,000 | 3,915 |
| Certificates of participation in pools of residential mortgages | $6,369,000 | 3,336 |
| Issued or guaranteed by U.S. | $6,369,000 | 3,324 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $318,000 | 3,336 |
| CMOs issued by government agencies or sponsored agencies | $318,000 | 2,984 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $13,120,000 | 4,854 |
| Total debt securities | $13,119,000 | 5,269 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $13,403,000 | 5,321 |
| U.S. Government securities | $11,288,000 | 4,825 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $11,288,000 | 4,739 |
| Securities issued by states & political subdivisions | $2,115,000 | 4,208 |
| 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 | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,998,000 | 4,817 |
| Mortgage-backed securities | $7,271,000 | 3,870 |
| Certificates of participation in pools of residential mortgages | $6,766,000 | 3,331 |
| Issued or guaranteed by U.S. | $6,766,000 | 3,317 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $505,000 | 3,236 |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 2,870 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $13,403,000 | 4,841 |
| Total debt securities | $13,403,000 | 5,276 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $995,000 | 1,021 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $13,913,000 | 5,276 |
| U.S. Government securities | $11,801,000 | 4,811 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,801,000 | 4,720 |
| Securities issued by states & political subdivisions | $2,112,000 | 4,152 |
| 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 | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,828,000 | 5,671 |
| Mortgage-backed securities | $7,792,000 | 3,714 |
| Certificates of participation in pools of residential mortgages | $7,176,000 | 3,210 |
| Issued or guaranteed by U.S. | $7,176,000 | 3,198 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $616,000 | 3,087 |
| CMOs issued by government agencies or sponsored agencies | $616,000 | 2,760 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $13,913,000 | 4,764 |
| Total debt securities | $13,914,000 | 5,233 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $979,000 | 1,105 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $13,829,000 | 5,241 |
| U.S. Government securities | $11,968,000 | 4,728 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,968,000 | 4,638 |
| Securities issued by states & political subdivisions | $1,861,000 | 4,295 |
| 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 | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,465,000 | 5,064 |
| Mortgage-backed securities | $6,724,000 | 3,819 |
| Certificates of participation in pools of residential mortgages | $6,074,000 | 3,363 |
| Issued or guaranteed by U.S. | $6,074,000 | 3,351 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $650,000 | 2,989 |
| CMOs issued by government agencies or sponsored agencies | $650,000 | 2,652 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $13,829,000 | 4,723 |
| Total debt securities | $13,829,000 | 5,201 |
| Structured notes | ||
| Amortized cost | $1,267,000 | 843 |
| Fair value | $1,251,000 | 848 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $13,042,000 | 5,398 |
| U.S. Government securities | $11,188,000 | 4,886 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,188,000 | 4,803 |
| Securities issued by states & political subdivisions | $1,854,000 | 4,317 |
| 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 | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,061,000 | 5,582 |
| Mortgage-backed securities | $5,920,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $5,224,000 | 3,588 |
| Issued or guaranteed by U.S. | $5,224,000 | 3,572 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $696,000 | 2,975 |
| CMOs issued by government agencies or sponsored agencies | $696,000 | 2,646 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $13,042,000 | 4,916 |
| Total debt securities | $13,042,000 | 5,348 |
| Structured notes | ||
| Amortized cost | $1,267,000 | 893 |
| Fair value | $1,255,000 | 892 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $12,661,000 | 5,488 |
| U.S. Government securities | $10,767,000 | 4,985 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,767,000 | 4,886 |
| Securities issued by states & political subdivisions | $1,894,000 | 4,309 |
| 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 | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,186,000 | 4,756 |
| Mortgage-backed securities | $5,715,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $5,680,000 | 3,366 |
| Issued or guaranteed by U.S. | $5,680,000 | 3,349 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $35,000 | 3,572 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,227 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $12,661,000 | 4,989 |
| Total debt securities | $12,661,000 | 5,415 |
| Structured notes | ||
| Amortized cost | $2,267,000 | 648 |
| Fair value | $2,269,000 | 649 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $16,999,000 | 4,868 |
| U.S. Government securities | $15,131,000 | 4,262 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $15,131,000 | 4,170 |
| Securities issued by states & political subdivisions | $1,868,000 | 4,337 |
| 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 | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,937,000 | 4,269 |
| Mortgage-backed securities | $5,924,000 | 3,634 |
| Certificates of participation in pools of residential mortgages | $5,889,000 | 3,027 |
| Issued or guaranteed by U.S. | $5,889,000 | 3,012 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $35,000 | 3,501 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,174 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $16,999,000 | 4,319 |
| Total debt securities | $16,999,000 | 4,817 |
| Structured notes | ||
| Amortized cost | $4,490,000 | 560 |
| Fair value | $4,479,000 | 563 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $17,957,000 | 4,745 |
| U.S. Government securities | $16,048,000 | 4,203 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,048,000 | 4,115 |
| Securities issued by states & political subdivisions | $1,909,000 | 4,322 |
| 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 | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,211,000 | 4,190 |
| Mortgage-backed securities | $6,098,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $6,061,000 | 2,828 |
| Issued or guaranteed by U.S. | $6,061,000 | 2,813 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $37,000 | 3,470 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,135 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $17,957,000 | 4,210 |
| Total debt securities | $17,957,000 | 4,692 |
| Structured notes | ||
| Amortized cost | $5,240,000 | 598 |
| Fair value | $5,177,000 | 600 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $16,083,000 | 5,025 |
| U.S. Government securities | $14,202,000 | 4,539 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $14,202,000 | 4,431 |
| Securities issued by states & political subdivisions | $1,881,000 | 4,330 |
| 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 | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,619,000 | 4,689 |
| Mortgage-backed securities | $3,967,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | $3,910,000 | 3,351 |
| Issued or guaranteed by U.S. | $3,910,000 | 3,337 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $57,000 | 3,405 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,084 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $16,083,000 | 4,456 |
| Total debt securities | $16,083,000 | 4,988 |
| Structured notes | ||
| Amortized cost | $4,250,000 | 738 |
| Fair value | $4,111,000 | 747 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $17,357,000 | 4,871 |
| U.S. Government securities | $15,444,000 | 4,361 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,444,000 | 4,251 |
| Securities issued by states & political subdivisions | $1,913,000 | 4,331 |
| 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 | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,736,000 | 5,013 |
| Mortgage-backed securities | $3,605,000 | 4,065 |
| Certificates of participation in pools of residential mortgages | $3,525,000 | 3,478 |
| Issued or guaranteed by U.S. | $3,525,000 | 3,459 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $80,000 | 3,348 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,050 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $17,357,000 | 4,293 |
| Total debt securities | $17,356,000 | 4,822 |
| Structured notes | ||
| Amortized cost | $5,750,000 | 617 |
| Fair value | $5,653,000 | 621 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $20,072,000 | 4,536 |
| U.S. Government securities | $18,159,000 | 3,977 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,159,000 | 3,878 |
| Securities issued by states & political subdivisions | $1,913,000 | 4,350 |
| 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 | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,974,000 | 5,345 |
| Mortgage-backed securities | $3,786,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $3,694,000 | 3,429 |
| Issued or guaranteed by U.S. | $3,694,000 | 3,416 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $92,000 | 3,329 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 3,033 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $20,072,000 | 3,981 |
| Total debt securities | $20,072,000 | 4,485 |
| Structured notes | ||
| Amortized cost | $6,292,000 | 592 |
| Fair value | $6,182,000 | 594 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $21,042,000 | 4,441 |
| U.S. Government securities | $19,092,000 | 3,886 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,092,000 | 3,786 |
| Securities issued by states & political subdivisions | $1,950,000 | 4,338 |
| 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 | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,157,000 | 5,712 |
| Mortgage-backed securities | $4,005,000 | 3,935 |
| Certificates of participation in pools of residential mortgages | $3,877,000 | 3,379 |
| Issued or guaranteed by U.S. | $3,877,000 | 3,362 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $128,000 | 3,240 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 2,950 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $21,042,000 | 3,880 |
| Total debt securities | $21,042,000 | 4,387 |
| Structured notes | ||
| Amortized cost | $7,042,000 | 568 |
| Fair value | $6,911,000 | 574 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $20,404,000 | 4,521 |
| U.S. Government securities | $18,898,000 | 3,932 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $18,898,000 | 3,818 |
| Securities issued by states & political subdivisions | $1,506,000 | 4,628 |
| 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 | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,107,000 | 5,754 |
| Mortgage-backed securities | $4,136,000 | 3,863 |
| Certificates of participation in pools of residential mortgages | $3,948,000 | 3,352 |
| Issued or guaranteed by U.S. | $3,948,000 | 3,340 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $188,000 | 3,159 |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 2,856 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $20,404,000 | 3,945 |
| Total debt securities | $20,404,000 | 4,457 |
| Structured notes | ||
| Amortized cost | $9,540,000 | 444 |
| Fair value | $9,216,000 | 453 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $19,207,000 | 4,714 |
| U.S. Government securities | $17,675,000 | 4,139 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $17,675,000 | 4,009 |
| Securities issued by states & political subdivisions | $1,532,000 | 4,638 |
| 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 | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,540,000 | 6,067 |
| Mortgage-backed securities | $3,768,000 | 4,021 |
| Certificates of participation in pools of residential mortgages | $3,505,000 | 3,531 |
| Issued or guaranteed by U.S. | $3,505,000 | 3,515 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $263,000 | 3,077 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 2,779 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $19,207,000 | 4,097 |
| Total debt securities | $19,207,000 | 4,664 |
| Structured notes | ||
| Amortized cost | $9,540,000 | 468 |
| Fair value | $9,300,000 | 471 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $20,178,000 | 4,609 |
| U.S. Government securities | $19,282,000 | 3,907 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,282,000 | 3,772 |
| Securities issued by states & political subdivisions | $896,000 | 5,183 |
| 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 | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,474,000 | 6,143 |
| Mortgage-backed securities | $3,265,000 | 4,229 |
| Certificates of participation in pools of residential mortgages | $2,941,000 | 3,771 |
| Issued or guaranteed by U.S. | $2,941,000 | 3,755 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $324,000 | 3,027 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 2,737 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $20,178,000 | 3,973 |
| Total debt securities | $20,178,000 | 4,550 |
| Structured notes | ||
| Amortized cost | $9,539,000 | 475 |
| Fair value | $9,365,000 | 477 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $19,730,000 | 4,646 |
| U.S. Government securities | $18,785,000 | 3,924 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $18,785,000 | 3,801 |
| Securities issued by states & political subdivisions | $945,000 | 5,148 |
| 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 | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,131,000 | 5,769 |
| Mortgage-backed securities | $2,912,000 | 4,431 |
| Certificates of participation in pools of residential mortgages | $2,420,000 | 4,049 |
| Issued or guaranteed by U.S. | $2,420,000 | 4,036 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $492,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $492,000 | 2,585 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $19,730,000 | 4,022 |
| Total debt securities | $19,730,000 | 4,586 |
| Structured notes | ||
| Amortized cost | $9,339,000 | 482 |
| Fair value | $9,199,000 | 483 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $20,062,000 | 4,623 |
| U.S. Government securities | $19,385,000 | 3,876 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $19,385,000 | 3,747 |
| Securities issued by states & political subdivisions | $677,000 | 5,405 |
| 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 | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,633,000 | 4,711 |
| Mortgage-backed securities | $3,389,000 | 4,337 |
| Certificates of participation in pools of residential mortgages | $2,639,000 | 4,032 |
| Issued or guaranteed by U.S. | $2,639,000 | 4,018 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $750,000 | 2,740 |
| CMOs issued by government agencies or sponsored agencies | $750,000 | 2,468 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $20,062,000 | 4,019 |
| Total debt securities | $20,062,000 | 4,555 |
| Structured notes | ||
| Amortized cost | $9,338,000 | 471 |
| Fair value | $9,269,000 | 471 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $19,223,000 | 4,811 |
| U.S. Government securities | $18,561,000 | 4,082 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,561,000 | 3,935 |
| Securities issued by states & political subdivisions | $662,000 | 5,427 |
| 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 | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,547,000 | 4,765 |
| Mortgage-backed securities | $3,856,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $2,811,000 | 4,047 |
| Issued or guaranteed by U.S. | $2,811,000 | 4,036 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,045,000 | 2,590 |
| CMOs issued by government agencies or sponsored agencies | $1,045,000 | 2,336 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $19,223,000 | 4,186 |
| Total debt securities | $19,224,000 | 4,763 |
| Structured notes | ||
| Amortized cost | $8,797,000 | 488 |
| Fair value | $8,593,000 | 491 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $19,559,000 | 4,789 |
| U.S. Government securities | $19,256,000 | 3,967 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,256,000 | 3,834 |
| Securities issued by states & political subdivisions | $303,000 | 5,969 |
| 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 | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,841,000 | 5,016 |
| Mortgage-backed securities | $4,371,000 | 4,139 |
| Certificates of participation in pools of residential mortgages | $3,025,000 | 4,016 |
| Issued or guaranteed by U.S. | $3,025,000 | 4,004 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,346,000 | 2,479 |
| CMOs issued by government agencies or sponsored agencies | $1,346,000 | 2,231 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $19,559,000 | 4,147 |
| Total debt securities | $19,560,000 | 4,727 |
| Structured notes | ||
| Amortized cost | $8,797,000 | 485 |
| Fair value | $8,676,000 | 485 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $14,514,000 | 5,610 |
| U.S. Government securities | $14,163,000 | 4,781 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $14,163,000 | 4,638 |
| Securities issued by states & political subdivisions | $351,000 | 5,930 |
| 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 | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,422,000 | 4,807 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $14,514,000 | 4,916 |
| Total debt securities | $14,515,000 | 5,541 |
| Structured notes | ||
| Amortized cost | $11,746,000 | 361 |
| Fair value | $11,678,000 | 363 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $14,250,000 | 5,708 |
| U.S. Government securities | $13,898,000 | 4,910 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,898,000 | 4,749 |
| Securities issued by states & political subdivisions | $352,000 | 5,967 |
| 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 | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,322,000 | 4,838 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $14,250,000 | 5,017 |
| Total debt securities | $14,249,000 | 5,637 |
| Structured notes | ||
| Amortized cost | $11,745,000 | 344 |
| Fair value | $11,463,000 | 345 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $12,351,000 | 6,060 |
| U.S. Government securities | $11,994,000 | 5,244 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,994,000 | 5,094 |
| Securities issued by states & political subdivisions | $357,000 | 5,966 |
| 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 | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,643,000 | 5,051 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $12,351,000 | 5,339 |
| Total debt securities | $12,351,000 | 5,983 |
| Structured notes | ||
| Amortized cost | $10,994,000 | 320 |
| Fair value | $11,003,000 | 319 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $12,512,000 | 6,101 |
| U.S. Government securities | $12,155,000 | 5,280 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,155,000 | 5,117 |
| Securities issued by states & political subdivisions | $357,000 | 6,014 |
| 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 | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,424,000 | 5,109 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $12,512,000 | 5,355 |
| Total debt securities | $12,511,000 | 6,009 |
| Structured notes | ||
| Amortized cost | $10,993,000 | 276 |
| Fair value | $10,832,000 | 277 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $10,567,000 | 6,428 |
| U.S. Government securities | $10,168,000 | 5,583 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,168,000 | 5,424 |
| Securities issued by states & political subdivisions | $399,000 | 5,988 |
| 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 | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,594,000 | 5,005 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $10,567,000 | 5,697 |
| Total debt securities | $10,567,000 | 6,336 |
| Structured notes | ||
| Amortized cost | $7,992,000 | 323 |
| Fair value | $7,824,000 | 330 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $9,285,000 | 6,662 |
| U.S. Government securities | $8,880,000 | 5,855 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,880,000 | 5,672 |
| Securities issued by states & political subdivisions | $405,000 | 5,977 |
| 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 | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,659,000 | 4,953 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $9,285,000 | 5,900 |
| Total debt securities | $9,285,000 | 6,558 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 297 |
| Fair value | $6,497,000 | 300 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,790,000 | 7,873 |
| U.S. Government securities | $4,387,000 | 7,387 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,387,000 | 7,182 |
| Securities issued by states & political subdivisions | $403,000 | 5,964 |
| 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 | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,625,000 | 5,506 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $4,790,000 | 7,027 |
| Total debt securities | $4,790,000 | 7,800 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 604 |
| Fair value | $2,004,000 | 661 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,787,000 | 7,893 |
| U.S. Government securities | $4,383,000 | 7,394 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,383,000 | 7,196 |
| Securities issued by states & political subdivisions | $404,000 | 5,978 |
| 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 | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,975,000 | 5,355 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $4,787,000 | 7,020 |
| Total debt securities | $4,788,000 | 7,812 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 482 |
| Fair value | $2,004,000 | 534 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $17,250,000 | 4,966 |
| U.S. Government securities | $16,273,000 | 4,137 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,273,000 | 3,946 |
| Securities issued by states & political subdivisions | $977,000 | 5,284 |
| 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 | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,740,000 | 5,500 |
| Mortgage-backed securities | $1,018,000 | 5,874 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,018,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $1,018,000 | 3,109 |
| Privately issued | $0 | 1,359 |
| 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) | $911,000 | 3,912 |
| Available-for-sale securities (fair market value) | $16,339,000 | 4,388 |
| Total debt securities | $17,250,000 | 4,873 |
| Structured notes | ||
| Amortized cost | $14,238,000 | 18 |
| Fair value | $13,993,000 | 19 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $12,635,000 | 6,078 |
| U.S. Government securities | $10,970,000 | 5,555 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,970,000 | 5,234 |
| Securities issued by states & political subdivisions | $929,000 | 5,449 |
| 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 | $736,000 | 3,060 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,628,000 | 5,310 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| 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) | $833,000 | 4,604 |
| Available-for-sale securities (fair market value) | $11,802,000 | 5,270 |
| Total debt securities | $11,899,000 | 6,128 |
| Structured notes | ||
| Amortized cost | $5,200,000 | 70 |
| Fair value | $5,170,000 | 67 |
| 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 | $7,469,000 | 7,831 |
| U.S. Government securities | $5,902,000 | 7,659 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $5,902,000 | 7,131 |
| Securities issued by states & political subdivisions | $1,176,000 | 5,388 |
| 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 | $391,000 | 4,251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,624,000 | 4,048 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,081,000 | 4,786 |
| Available-for-sale securities (fair market value) | $6,388,000 | 6,971 |
| Total debt securities | $7,078,000 | 7,854 |
| Structured notes | ||
| Amortized cost | $4,450,000 | 126 |
| Fair value | $4,319,000 | 125 |
| 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 | $4,659,000 | 8,874 |
| U.S. Government securities | $3,321,000 | 8,835 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,321,000 | 8,036 |
| Securities issued by states & political subdivisions | $1,108,000 | 5,616 |
| 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 | $230,000 | 5,165 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,638,000 | 5,648 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,078,000 | 5,369 |
| Available-for-sale securities (fair market value) | $3,581,000 | 7,879 |
| Total debt securities | $4,429,000 | 8,824 |
| Structured notes | ||
| Amortized cost | $750,000 | 832 |
| Fair value | $750,000 | 834 |
| 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 | $3,686,000 | 9,727 |
| U.S. Government securities | $2,470,000 | 9,818 |
| U.S. Treasury securities | $300,000 | 7,519 |
| U.S. Government agency obligations | $2,170,000 | 8,921 |
| Securities issued by states & political subdivisions | $1,027,000 | 5,765 |
| 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 | $189,000 | 5,495 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,892,000 | 5,742 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,178,000 | 6,160 |
| Available-for-sale securities (fair market value) | $2,508,000 | 8,515 |
| Total debt securities | $3,497,000 | 9,689 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $205,000 | 2,610 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $5,821,000 | 9,428 |
| U.S. Government securities | $4,398,000 | 9,465 |
| U.S. Treasury securities | $1,056,000 | 7,047 |
| U.S. Government agency obligations | $3,342,000 | 8,596 |
| Securities issued by states & political subdivisions | $923,000 | 6,220 |
| 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 | $500,000 | 3,522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,848,000 | 5,250 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,701,000 | 5,831 |
| Available-for-sale securities (fair market value) | $3,120,000 | 8,544 |
| Total debt securities | $5,321,000 | 9,524 |
| Structured notes | ||
| Amortized cost | $701,000 | 2,245 |
| Fair value | $704,000 | 2,244 |
| 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 | $2,732,000 | 11,119 |
| U.S. Government securities | $2,177,000 | 11,013 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $2,177,000 | 9,594 |
| Securities issued by states & political subdivisions | $518,000 | 7,285 |
| 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 | $37,000 | 7,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,077,000 | 7,979 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,125,000 | 7,293 |
| Available-for-sale securities (fair market value) | $1,607,000 | 9,612 |
| Total debt securities | $2,695,000 | 11,032 |
| Structured notes | ||
| Amortized cost | $600,000 | 3,290 |
| Fair value | $597,000 | 3,302 |
| 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 | $3,408,000 | 11,529 |
| U.S. Government securities | $3,246,000 | 11,102 |
| U.S. Treasury securities | $498,000 | 10,469 |
| U.S. Government agency obligations | $2,748,000 | 9,338 |
| Securities issued by states & political subdivisions | $140,000 | 8,893 |
| 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 | $22,000 | 7,819 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,052,000 | 8,302 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,929,000 | 10,090 |
| Available-for-sale securities (fair market value) | $1,479,000 | 9,284 |
| Total debt securities | $3,386,000 | 11,450 |
| 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 | $2,989,000 | 12,167 |
| U.S. Government securities | $2,717,000 | 11,798 |
| U.S. Treasury securities | $100,000 | 11,479 |
| U.S. Government agency obligations | $2,617,000 | 9,696 |
| Securities issued by states & political subdivisions | $250,000 | 8,648 |
| 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 | $22,000 | 7,717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,670,000 | 7,467 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| 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 | $2,967,000 | 12,064 |
| 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 | $2,456,000 | 12,830 |
| U.S. Government securities | $2,219,000 | 12,572 |
| U.S. Treasury securities | $100,000 | 12,023 |
| U.S. Government agency obligations | $2,119,000 | 10,387 |
| Securities issued by states & political subdivisions | $215,000 | 8,676 |
| 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 | $22,000 | 7,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,065,000 | 6,997 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| 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 | $2,434,000 | 12,728 |
| 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 |