Home > Douglas National Bank > Securities
Douglas National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $38,866,000 | 2,910 |
| U.S. Government securities | $29,837,000 | 2,496 |
| U.S. Treasury securities | $10,509,000 | 1,334 |
| U.S. Government agency obligations | $19,328,000 | 2,628 |
| Securities issued by states & political subdivisions | $6,544,000 | 2,760 |
| Other domestic debt securities | $2,485,000 | 1,667 |
| 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 | $2,485,000 | 1,252 |
| 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 | $17,008,000 | 2,510 |
| Mortgage-backed securities | $10,463,000 | 2,545 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,611,000 | 2,264 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $2,852,000 | 860 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $38,866,000 | 2,680 |
| Total debt securities | $38,866,000 | 2,891 |
| 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 | $37,739,000 | 2,931 |
| U.S. Government securities | $29,164,000 | 2,507 |
| U.S. Treasury securities | $10,324,000 | 1,398 |
| U.S. Government agency obligations | $18,840,000 | 2,635 |
| Securities issued by states & political subdivisions | $6,131,000 | 2,818 |
| Other domestic debt securities | $2,444,000 | 1,666 |
| 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 | $2,444,000 | 1,246 |
| 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 | $16,703,000 | 2,493 |
| Mortgage-backed securities | $10,244,000 | 2,542 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,500,000 | 2,271 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $2,744,000 | 855 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $37,739,000 | 2,700 |
| Total debt securities | $37,736,000 | 2,912 |
| 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 | $38,989,000 | 2,957 |
| U.S. Government securities | $30,059,000 | 2,507 |
| U.S. Treasury securities | $10,287,000 | 1,424 |
| U.S. Government agency obligations | $19,772,000 | 2,648 |
| Securities issued by states & political subdivisions | $6,450,000 | 2,833 |
| Other domestic debt securities | $2,480,000 | 1,675 |
| 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 | $2,480,000 | 1,262 |
| 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 | $16,969,000 | 2,467 |
| Mortgage-backed securities | $10,865,000 | 2,532 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,046,000 | 2,254 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $2,819,000 | 852 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $38,989,000 | 2,717 |
| Total debt securities | $38,988,000 | 2,938 |
| 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 | $39,777,000 | 3,014 |
| U.S. Government securities | $30,658,000 | 2,572 |
| U.S. Treasury securities | $10,353,000 | 1,483 |
| U.S. Government agency obligations | $20,305,000 | 2,631 |
| Securities issued by states & political subdivisions | $6,494,000 | 2,874 |
| Other domestic debt securities | $2,625,000 | 1,687 |
| 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 | $2,625,000 | 1,271 |
| 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 | $17,190,000 | 2,380 |
| Mortgage-backed securities | $11,208,000 | 2,558 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,371,000 | 2,278 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $2,837,000 | 870 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $39,777,000 | 2,768 |
| Total debt securities | $39,778,000 | 2,993 |
| 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 | $39,659,000 | 3,054 |
| U.S. Government securities | $30,712,000 | 2,579 |
| U.S. Treasury securities | $10,230,000 | 1,535 |
| U.S. Government agency obligations | $20,482,000 | 2,611 |
| Securities issued by states & political subdivisions | $6,341,000 | 2,932 |
| Other domestic debt securities | $2,606,000 | 1,711 |
| 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 | $2,606,000 | 1,280 |
| 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 | $6,988,000 | 2,974 |
| Mortgage-backed securities | $11,343,000 | 2,585 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,535,000 | 2,295 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $2,808,000 | 873 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $39,659,000 | 2,798 |
| Total debt securities | $39,659,000 | 3,030 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $39,486,000 | 3,070 |
| U.S. Government securities | $30,585,000 | 2,622 |
| U.S. Treasury securities | $10,133,000 | 1,567 |
| U.S. Government agency obligations | $20,452,000 | 2,637 |
| Securities issued by states & political subdivisions | $6,270,000 | 2,956 |
| Other domestic debt securities | $2,631,000 | 1,674 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $2,631,000 | 1,278 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,004,000 | 2,931 |
| Mortgage-backed securities | $11,384,000 | 2,584 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,615,000 | 2,293 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $2,769,000 | 906 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $39,486,000 | 2,815 |
| Total debt securities | $39,486,000 | 3,049 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $42,158,000 | 3,025 |
| U.S. Government securities | $32,750,000 | 2,564 |
| U.S. Treasury securities | $10,376,000 | 1,536 |
| U.S. Government agency obligations | $22,374,000 | 2,576 |
| Securities issued by states & political subdivisions | $6,626,000 | 2,976 |
| Other domestic debt securities | $2,782,000 | 1,562 |
| 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 | $2,782,000 | 1,267 |
| 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 | $7,647,000 | 2,868 |
| Mortgage-backed securities | $12,599,000 | 2,559 |
| Certificates of participation in pools of residential mortgages | $9,687,000 | 2,284 |
| Issued or guaranteed by U.S. | $9,687,000 | 2,224 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $2,912,000 | 1,387 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $2,912,000 | 957 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $42,158,000 | 2,800 |
| Total debt securities | $42,158,000 | 3,009 |
| 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 | $32,194,000 | 3,302 |
| U.S. Government securities | $22,483,000 | 2,950 |
| U.S. Treasury securities | $1,976,000 | 2,240 |
| U.S. Government agency obligations | $20,507,000 | 2,671 |
| Securities issued by states & political subdivisions | $7,122,000 | 2,937 |
| Other domestic debt securities | $2,589,000 | 1,576 |
| 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 | $2,589,000 | 1,272 |
| 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 | $4,764,000 | 3,169 |
| Mortgage-backed securities | $12,312,000 | 2,599 |
| Certificates of participation in pools of residential mortgages | $9,275,000 | 2,357 |
| Issued or guaranteed by U.S. | $9,275,000 | 2,300 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $3,037,000 | 1,354 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $3,037,000 | 937 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $32,194,000 | 3,090 |
| Total debt securities | $32,194,000 | 3,283 |
| 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 | $29,678,000 | 3,300 |
| U.S. Government securities | $19,212,000 | 2,979 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $19,212,000 | 2,697 |
| Securities issued by states & political subdivisions | $7,749,000 | 2,914 |
| Other domestic debt securities | $2,717,000 | 1,521 |
| 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 | $2,717,000 | 1,199 |
| 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 | $4,600,000 | 3,206 |
| Mortgage-backed securities | $13,722,000 | 2,525 |
| Certificates of participation in pools of residential mortgages | $10,433,000 | 2,237 |
| Issued or guaranteed by U.S. | $10,433,000 | 2,175 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,289,000 | 1,315 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $3,289,000 | 904 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $29,678,000 | 3,113 |
| Total debt securities | $29,677,000 | 3,278 |
| 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 | $28,399,000 | 3,302 |
| U.S. Government securities | $19,110,000 | 2,933 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $19,110,000 | 2,710 |
| Securities issued by states & political subdivisions | $7,802,000 | 2,899 |
| Other domestic debt securities | $1,487,000 | 1,686 |
| 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 | $1,487,000 | 1,373 |
| 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 | $4,908,000 | 3,170 |
| Mortgage-backed securities | $14,513,000 | 2,495 |
| Certificates of participation in pools of residential mortgages | $11,175,000 | 2,192 |
| Issued or guaranteed by U.S. | $11,175,000 | 2,137 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,338,000 | 1,305 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $3,338,000 | 891 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $28,399,000 | 3,115 |
| Total debt securities | $28,395,000 | 3,282 |
| 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 | $22,187,000 | 3,507 |
| U.S. Government securities | $14,994,000 | 3,139 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $14,994,000 | 2,918 |
| Securities issued by states & political subdivisions | $7,193,000 | 2,947 |
| 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 | $5,529,000 | 3,076 |
| Mortgage-backed securities | $10,354,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $10,354,000 | 2,226 |
| Issued or guaranteed by U.S. | $10,354,000 | 2,169 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $22,187,000 | 3,306 |
| Total debt securities | $22,186,000 | 3,483 |
| 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 | $21,545,000 | 3,442 |
| U.S. Government securities | $14,604,000 | 3,029 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $14,604,000 | 2,852 |
| Securities issued by states & political subdivisions | $6,941,000 | 2,955 |
| 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 | $3,821,000 | 3,308 |
| Mortgage-backed securities | $9,915,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $9,915,000 | 2,207 |
| Issued or guaranteed by U.S. | $9,915,000 | 2,143 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $21,545,000 | 3,235 |
| Total debt securities | $21,545,000 | 3,414 |
| 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 | $15,362,000 | 3,687 |
| U.S. Government securities | $11,351,000 | 3,171 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $11,351,000 | 3,026 |
| Securities issued by states & political subdivisions | $4,011,000 | 3,342 |
| 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 | $3,232,000 | 3,404 |
| Mortgage-backed securities | $8,235,000 | 2,815 |
| Certificates of participation in pools of residential mortgages | $8,235,000 | 2,259 |
| Issued or guaranteed by U.S. | $8,235,000 | 2,199 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $15,362,000 | 3,467 |
| Total debt securities | $15,364,000 | 3,665 |
| 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 | $7,111,000 | 4,221 |
| U.S. Government securities | $5,147,000 | 3,790 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,147,000 | 3,634 |
| Securities issued by states & political subdivisions | $1,964,000 | 3,624 |
| 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 | $2,282,000 | 3,613 |
| Mortgage-backed securities | $2,042,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $2,042,000 | 3,222 |
| Issued or guaranteed by U.S. | $2,042,000 | 3,134 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $7,111,000 | 3,974 |
| Total debt securities | $7,111,000 | 4,196 |
| 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 | $7,553,000 | 4,198 |
| U.S. Government securities | $5,585,000 | 3,758 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $5,585,000 | 3,593 |
| Securities issued by states & political subdivisions | $1,968,000 | 3,604 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 3,605 |
| Mortgage-backed securities | $2,171,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $2,171,000 | 3,187 |
| Issued or guaranteed by U.S. | $2,171,000 | 3,098 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $7,553,000 | 3,955 |
| Total debt securities | $7,553,000 | 4,175 |
| 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 | $6,572,000 | 4,298 |
| U.S. Government securities | $4,612,000 | 3,923 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,612,000 | 3,761 |
| Securities issued by states & political subdivisions | $1,960,000 | 3,578 |
| 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 | $2,501,000 | 3,611 |
| Mortgage-backed securities | $1,193,000 | 3,776 |
| Certificates of participation in pools of residential mortgages | $1,193,000 | 3,473 |
| Issued or guaranteed by U.S. | $1,193,000 | 3,371 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $6,572,000 | 4,064 |
| Total debt securities | $6,571,000 | 4,276 |
| 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 | $6,902,000 | 4,328 |
| U.S. Government securities | $4,933,000 | 3,973 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,933,000 | 3,803 |
| Securities issued by states & political subdivisions | $1,969,000 | 3,583 |
| 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 | $2,719,000 | 3,646 |
| Mortgage-backed securities | $1,218,000 | 3,768 |
| Certificates of participation in pools of residential mortgages | $1,218,000 | 3,455 |
| Issued or guaranteed by U.S. | $1,218,000 | 3,359 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $6,902,000 | 4,088 |
| Total debt securities | $6,901,000 | 4,308 |
| 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 | $7,116,000 | 4,395 |
| U.S. Government securities | $5,131,000 | 4,005 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $5,131,000 | 3,849 |
| Securities issued by states & political subdivisions | $1,985,000 | 3,606 |
| 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 | $2,796,000 | 3,688 |
| Mortgage-backed securities | $1,282,000 | 3,769 |
| Certificates of participation in pools of residential mortgages | $1,282,000 | 3,445 |
| Issued or guaranteed by U.S. | $1,282,000 | 3,353 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $7,116,000 | 4,138 |
| Total debt securities | $7,116,000 | 4,370 |
| 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 | $8,692,000 | 4,325 |
| U.S. Government securities | $6,225,000 | 3,950 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,225,000 | 3,795 |
| Securities issued by states & political subdivisions | $2,467,000 | 3,526 |
| 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 | $3,056,000 | 3,688 |
| Mortgage-backed securities | $2,499,000 | 3,543 |
| Certificates of participation in pools of residential mortgages | $2,499,000 | 3,102 |
| Issued or guaranteed by U.S. | $2,499,000 | 3,015 |
| 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) | $8,692,000 | 4,057 |
| Total debt securities | $8,692,000 | 4,303 |
| 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 | $8,753,000 | 4,375 |
| U.S. Government securities | $6,305,000 | 3,997 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,305,000 | 3,830 |
| Securities issued by states & political subdivisions | $2,448,000 | 3,602 |
| 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 | $3,048,000 | 3,748 |
| Mortgage-backed securities | $2,565,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $2,565,000 | 3,115 |
| Issued or guaranteed by U.S. | $2,565,000 | 3,021 |
| 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) | $8,753,000 | 4,099 |
| Total debt securities | $8,753,000 | 4,353 |
| 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 | $9,056,000 | 4,392 |
| U.S. Government securities | $6,636,000 | 3,982 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $6,636,000 | 3,830 |
| Securities issued by states & political subdivisions | $2,420,000 | 3,663 |
| 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 | $3,233,000 | 3,737 |
| Mortgage-backed securities | $2,652,000 | 3,541 |
| Certificates of participation in pools of residential mortgages | $2,652,000 | 3,110 |
| Issued or guaranteed by U.S. | $2,652,000 | 3,044 |
| 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) | $9,056,000 | 4,109 |
| Total debt securities | $9,056,000 | 4,371 |
| 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 | $8,950,000 | 4,450 |
| U.S. Government securities | $6,745,000 | 4,023 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $6,745,000 | 3,867 |
| Securities issued by states & political subdivisions | $2,205,000 | 3,778 |
| 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 | $3,288,000 | 3,762 |
| Mortgage-backed securities | $2,732,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $2,732,000 | 3,136 |
| Issued or guaranteed by U.S. | $2,732,000 | 3,107 |
| 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) | $8,950,000 | 4,169 |
| Total debt securities | $8,950,000 | 4,425 |
| 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 | $9,607,000 | 4,441 |
| U.S. Government securities | $7,505,000 | 3,926 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $7,505,000 | 3,766 |
| Securities issued by states & political subdivisions | $2,102,000 | 3,848 |
| 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 | $3,502,000 | 3,757 |
| Mortgage-backed securities | $3,068,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $3,068,000 | 3,097 |
| Issued or guaranteed by U.S. | $3,068,000 | 2,938 |
| 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) | $9,607,000 | 4,153 |
| Total debt securities | $9,607,000 | 4,416 |
| 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 | $10,153,000 | 4,444 |
| U.S. Government securities | $7,643,000 | 3,974 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $7,643,000 | 3,819 |
| Securities issued by states & political subdivisions | $2,510,000 | 3,798 |
| 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 | $3,509,000 | 3,802 |
| Mortgage-backed securities | $3,089,000 | 3,563 |
| Certificates of participation in pools of residential mortgages | $3,089,000 | 3,138 |
| Issued or guaranteed by U.S. | $3,089,000 | 3,132 |
| 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) | $10,153,000 | 4,158 |
| Total debt securities | $10,156,000 | 4,419 |
| 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 | $10,785,000 | 4,450 |
| U.S. Government securities | $8,230,000 | 3,947 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,230,000 | 3,803 |
| Securities issued by states & political subdivisions | $2,555,000 | 3,857 |
| 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 | $2,625,000 | 4,062 |
| Mortgage-backed securities | $3,338,000 | 3,551 |
| Certificates of participation in pools of residential mortgages | $3,338,000 | 3,126 |
| Issued or guaranteed by U.S. | $3,338,000 | 3,121 |
| 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) | $10,785,000 | 4,164 |
| Total debt securities | $10,786,000 | 4,422 |
| 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 | $11,099,000 | 4,455 |
| U.S. Government securities | $8,511,000 | 3,947 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $8,511,000 | 3,806 |
| Securities issued by states & political subdivisions | $2,588,000 | 3,893 |
| 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 | $8,697,000 | 3,069 |
| Mortgage-backed securities | $3,467,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $3,467,000 | 3,146 |
| Issued or guaranteed by U.S. | $3,467,000 | 3,141 |
| 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) | $11,099,000 | 4,166 |
| Total debt securities | $11,099,000 | 4,432 |
| 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 | $11,494,000 | 4,473 |
| U.S. Government securities | $9,125,000 | 3,913 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,125,000 | 3,776 |
| Securities issued by states & political subdivisions | $2,369,000 | 3,976 |
| 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 | $9,255,000 | 3,016 |
| Mortgage-backed securities | $3,647,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $3,647,000 | 3,152 |
| Issued or guaranteed by U.S. | $3,647,000 | 3,149 |
| 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) | $11,494,000 | 4,175 |
| Total debt securities | $11,494,000 | 4,450 |
| 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 | $14,830,000 | 4,243 |
| U.S. Government securities | $11,605,000 | 3,668 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $11,605,000 | 3,527 |
| Securities issued by states & political subdivisions | $3,225,000 | 3,835 |
| 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 | $11,065,000 | 2,830 |
| Mortgage-backed securities | $6,067,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $6,067,000 | 2,750 |
| Issued or guaranteed by U.S. | $6,067,000 | 2,747 |
| 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) | $14,830,000 | 3,935 |
| Total debt securities | $14,831,000 | 4,222 |
| 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 | $14,582,000 | 4,260 |
| U.S. Government securities | $11,640,000 | 3,650 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,640,000 | 3,512 |
| Securities issued by states & political subdivisions | $2,942,000 | 3,919 |
| 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 | $11,775,000 | 2,748 |
| Mortgage-backed securities | $6,327,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $6,327,000 | 2,735 |
| Issued or guaranteed by U.S. | $6,327,000 | 2,731 |
| 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) | $14,582,000 | 3,946 |
| Total debt securities | $14,582,000 | 4,239 |
| 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 | $14,414,000 | 4,304 |
| U.S. Government securities | $11,377,000 | 3,672 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $11,377,000 | 3,548 |
| Securities issued by states & political subdivisions | $3,037,000 | 3,913 |
| 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 | $12,551,000 | 2,678 |
| Mortgage-backed securities | $5,825,000 | 3,325 |
| Certificates of participation in pools of residential mortgages | $5,825,000 | 2,838 |
| Issued or guaranteed by U.S. | $5,825,000 | 2,835 |
| 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) | $14,414,000 | 3,985 |
| Total debt securities | $14,415,000 | 4,282 |
| 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 | $14,801,000 | 4,335 |
| U.S. Government securities | $11,976,000 | 3,714 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $11,976,000 | 3,589 |
| Securities issued by states & political subdivisions | $2,825,000 | 3,987 |
| 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 | $13,180,000 | 2,666 |
| Mortgage-backed securities | $6,139,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | $6,139,000 | 2,829 |
| Issued or guaranteed by U.S. | $6,139,000 | 2,824 |
| 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) | $14,801,000 | 4,000 |
| Total debt securities | $14,800,000 | 4,314 |
| 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 | $15,011,000 | 4,366 |
| U.S. Government securities | $12,244,000 | 3,774 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $12,244,000 | 3,649 |
| Securities issued by states & political subdivisions | $2,767,000 | 4,016 |
| 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 | $12,625,000 | 2,776 |
| Mortgage-backed securities | $6,363,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $6,363,000 | 2,806 |
| Issued or guaranteed by U.S. | $6,363,000 | 2,804 |
| 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) | $15,011,000 | 4,025 |
| Total debt securities | $15,011,000 | 4,345 |
| 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 | $13,731,000 | 4,549 |
| U.S. Government securities | $10,962,000 | 3,977 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,962,000 | 3,834 |
| Securities issued by states & political subdivisions | $2,769,000 | 4,058 |
| 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 | $10,373,000 | 3,054 |
| Mortgage-backed securities | $6,502,000 | 3,276 |
| Certificates of participation in pools of residential mortgages | $6,500,000 | 2,788 |
| Issued or guaranteed by U.S. | $6,500,000 | 2,786 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,000 | 3,293 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,181 |
| 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) | $13,731,000 | 4,198 |
| Total debt securities | $13,732,000 | 4,528 |
| 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 | $11,545,000 | 4,833 |
| U.S. Government securities | $8,780,000 | 4,348 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,780,000 | 4,235 |
| Securities issued by states & political subdivisions | $2,765,000 | 4,093 |
| 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 | $10,693,000 | 3,046 |
| Mortgage-backed securities | $4,207,000 | 3,699 |
| Certificates of participation in pools of residential mortgages | $4,196,000 | 3,252 |
| Issued or guaranteed by U.S. | $4,196,000 | 3,248 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $11,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,184 |
| 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) | $11,545,000 | 4,466 |
| Total debt securities | $11,544,000 | 4,808 |
| 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 | $11,874,000 | 4,886 |
| U.S. Government securities | $9,116,000 | 4,439 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,116,000 | 4,320 |
| Securities issued by states & political subdivisions | $2,758,000 | 4,119 |
| 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 | $10,919,000 | 3,036 |
| Mortgage-backed securities | $4,372,000 | 3,745 |
| Certificates of participation in pools of residential mortgages | $4,360,000 | 3,296 |
| Issued or guaranteed by U.S. | $4,360,000 | 3,294 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,000 | 3,342 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,228 |
| 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) | $11,874,000 | 4,509 |
| Total debt securities | $11,874,000 | 4,866 |
| 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 | $12,284,000 | 4,918 |
| U.S. Government securities | $9,488,000 | 4,469 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,488,000 | 4,343 |
| Securities issued by states & political subdivisions | $2,796,000 | 4,113 |
| 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 | $11,254,000 | 3,023 |
| Mortgage-backed securities | $4,612,000 | 3,770 |
| Certificates of participation in pools of residential mortgages | $4,598,000 | 3,312 |
| Issued or guaranteed by U.S. | $4,598,000 | 3,310 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $14,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,247 |
| 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) | $12,284,000 | 4,542 |
| Total debt securities | $12,284,000 | 4,897 |
| 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 | $9,117,000 | 5,297 |
| U.S. Government securities | $6,626,000 | 4,951 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,626,000 | 4,835 |
| Securities issued by states & political subdivisions | $2,491,000 | 4,266 |
| 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 | $8,234,000 | 3,493 |
| Mortgage-backed securities | $1,547,000 | 4,532 |
| Certificates of participation in pools of residential mortgages | $1,531,000 | 4,223 |
| Issued or guaranteed by U.S. | $1,531,000 | 4,215 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $16,000 | 3,406 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,285 |
| 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) | $9,117,000 | 4,905 |
| Total debt securities | $9,118,000 | 5,278 |
| 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 | $9,897,000 | 5,307 |
| U.S. Government securities | $6,859,000 | 5,019 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,859,000 | 4,908 |
| Securities issued by states & political subdivisions | $3,038,000 | 4,140 |
| 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 | $9,017,000 | 3,387 |
| Mortgage-backed securities | $1,695,000 | 4,577 |
| Certificates of participation in pools of residential mortgages | $1,678,000 | 4,268 |
| Issued or guaranteed by U.S. | $1,678,000 | 4,264 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $17,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,332 |
| 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) | $9,897,000 | 4,927 |
| Total debt securities | $9,897,000 | 5,290 |
| 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 | $10,091,000 | 5,350 |
| U.S. Government securities | $7,067,000 | 5,054 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,067,000 | 4,955 |
| Securities issued by states & political subdivisions | $3,024,000 | 4,183 |
| 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 | $9,157,000 | 3,377 |
| Mortgage-backed securities | $1,785,000 | 4,615 |
| Certificates of participation in pools of residential mortgages | $1,766,000 | 4,289 |
| Issued or guaranteed by U.S. | $1,766,000 | 4,286 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $19,000 | 3,504 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,369 |
| 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) | $10,091,000 | 4,956 |
| Total debt securities | $10,090,000 | 5,331 |
| 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 | $10,200,000 | 5,387 |
| U.S. Government securities | $7,212,000 | 5,066 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,212,000 | 4,971 |
| Securities issued by states & political subdivisions | $2,988,000 | 4,235 |
| 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 | $8,143,000 | 3,596 |
| Mortgage-backed securities | $1,870,000 | 4,625 |
| Certificates of participation in pools of residential mortgages | $1,849,000 | 4,294 |
| Issued or guaranteed by U.S. | $1,849,000 | 4,290 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $21,000 | 3,535 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,402 |
| 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) | $10,200,000 | 4,986 |
| Total debt securities | $10,200,000 | 5,363 |
| 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 | $9,461,000 | 5,492 |
| U.S. Government securities | $6,512,000 | 5,165 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,512,000 | 5,063 |
| Securities issued by states & political subdivisions | $2,949,000 | 4,273 |
| 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 | $8,128,000 | 3,592 |
| Mortgage-backed securities | $1,986,000 | 4,634 |
| Certificates of participation in pools of residential mortgages | $1,953,000 | 4,283 |
| Issued or guaranteed by U.S. | $1,953,000 | 4,278 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $33,000 | 3,513 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,372 |
| 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) | $9,461,000 | 5,107 |
| Total debt securities | $9,461,000 | 5,471 |
| 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 | $9,736,000 | 5,521 |
| U.S. Government securities | $6,770,000 | 5,176 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,770,000 | 5,080 |
| Securities issued by states & political subdivisions | $2,966,000 | 4,282 |
| 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 | $7,927,000 | 3,642 |
| Mortgage-backed securities | $2,103,000 | 4,635 |
| Certificates of participation in pools of residential mortgages | $2,067,000 | 4,270 |
| Issued or guaranteed by U.S. | $2,067,000 | 4,263 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $36,000 | 3,552 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,405 |
| 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) | $9,736,000 | 5,137 |
| Total debt securities | $9,737,000 | 5,493 |
| 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 | $10,217,000 | 5,470 |
| U.S. Government securities | $7,284,000 | 5,092 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,284,000 | 4,978 |
| Securities issued by states & political subdivisions | $2,933,000 | 4,297 |
| 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 | $8,317,000 | 3,567 |
| Mortgage-backed securities | $2,295,000 | 4,594 |
| Certificates of participation in pools of residential mortgages | $2,235,000 | 4,193 |
| Issued or guaranteed by U.S. | $2,235,000 | 4,187 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $60,000 | 3,541 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,388 |
| 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) | $10,217,000 | 5,100 |
| Total debt securities | $10,210,000 | 5,439 |
| 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 | $10,853,000 | 5,460 |
| U.S. Government securities | $7,683,000 | 5,068 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,683,000 | 4,962 |
| Securities issued by states & political subdivisions | $3,170,000 | 4,205 |
| 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 | $7,129,000 | 3,848 |
| Mortgage-backed securities | $2,531,000 | 4,591 |
| Certificates of participation in pools of residential mortgages | $2,419,000 | 4,180 |
| Issued or guaranteed by U.S. | $2,419,000 | 4,176 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $112,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 3,369 |
| 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) | $10,853,000 | 5,087 |
| Total debt securities | $10,852,000 | 5,428 |
| 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 | $10,757,000 | 5,460 |
| U.S. Government securities | $7,553,000 | 5,085 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,553,000 | 4,983 |
| Securities issued by states & political subdivisions | $3,204,000 | 4,203 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,538,000 | 3,728 |
| Mortgage-backed securities | $2,815,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $2,668,000 | 4,121 |
| Issued or guaranteed by U.S. | $2,668,000 | 4,119 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $147,000 | 3,537 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 3,383 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $10,757,000 | 5,085 |
| Total debt securities | $10,757,000 | 5,430 |
| 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 | $11,167,000 | 5,503 |
| U.S. Government securities | $7,945,000 | 5,121 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,945,000 | 5,027 |
| Securities issued by states & political subdivisions | $3,222,000 | 4,194 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,904,000 | 3,704 |
| Mortgage-backed securities | $3,130,000 | 4,599 |
| Certificates of participation in pools of residential mortgages | $2,948,000 | 4,174 |
| Issued or guaranteed by U.S. | $2,948,000 | 4,172 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $182,000 | 3,586 |
| CMOs issued by government agencies or sponsored agencies | $182,000 | 3,425 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $11,167,000 | 5,116 |
| Total debt securities | $11,168,000 | 5,474 |
| 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 | $10,942,000 | 5,578 |
| U.S. Government securities | $7,768,000 | 5,254 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,768,000 | 5,153 |
| Securities issued by states & political subdivisions | $3,174,000 | 4,169 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,220,000 | 3,682 |
| Mortgage-backed securities | $3,360,000 | 4,601 |
| Certificates of participation in pools of residential mortgages | $3,152,000 | 4,159 |
| Issued or guaranteed by U.S. | $3,152,000 | 4,157 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $208,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $208,000 | 3,413 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $10,942,000 | 5,186 |
| Total debt securities | $10,943,000 | 5,549 |
| 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 | $11,229,000 | 5,585 |
| U.S. Government securities | $8,092,000 | 5,299 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,092,000 | 5,199 |
| Securities issued by states & political subdivisions | $3,137,000 | 4,107 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,503,000 | 3,642 |
| Mortgage-backed securities | $3,619,000 | 4,562 |
| Certificates of participation in pools of residential mortgages | $3,356,000 | 4,118 |
| Issued or guaranteed by U.S. | $3,356,000 | 4,114 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $263,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 3,406 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $11,229,000 | 5,189 |
| Total debt securities | $11,232,000 | 5,556 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $12,401,000 | 5,431 |
| U.S. Government securities | $9,080,000 | 5,084 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,080,000 | 4,990 |
| Securities issued by states & political subdivisions | $3,321,000 | 4,049 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| 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 | $9,424,000 | 3,310 |
| Mortgage-backed securities | $4,450,000 | 4,326 |
| Certificates of participation in pools of residential mortgages | $4,100,000 | 3,815 |
| Issued or guaranteed by U.S. | $4,100,000 | 3,810 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $350,000 | 3,475 |
| CMOs issued by government agencies or sponsored agencies | $350,000 | 3,217 |
| Privately issued | $0 | 1,216 |
| 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) | $12,401,000 | 5,011 |
| Total debt securities | $12,401,000 | 5,402 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $12,547,000 | 5,369 |
| U.S. Government securities | $8,827,000 | 5,116 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $8,827,000 | 5,016 |
| Securities issued by states & political subdivisions | $3,720,000 | 3,875 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| 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 | $9,846,000 | 3,222 |
| Mortgage-backed securities | $5,694,000 | 4,070 |
| Certificates of participation in pools of residential mortgages | $5,298,000 | 3,492 |
| Issued or guaranteed by U.S. | $5,298,000 | 3,487 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $396,000 | 3,434 |
| CMOs issued by government agencies or sponsored agencies | $396,000 | 3,167 |
| Privately issued | $0 | 1,235 |
| 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) | $12,547,000 | 4,940 |
| Total debt securities | $12,547,000 | 5,335 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $13,151,000 | 5,360 |
| U.S. Government securities | $9,308,000 | 5,164 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,308,000 | 5,050 |
| Securities issued by states & political subdivisions | $3,843,000 | 3,788 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | $10,288,000 | 3,159 |
| Mortgage-backed securities | $6,015,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | $5,582,000 | 3,395 |
| Issued or guaranteed by U.S. | $5,582,000 | 3,387 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $433,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $433,000 | 3,110 |
| Privately issued | $0 | 1,265 |
| 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) | $13,151,000 | 4,929 |
| Total debt securities | $13,151,000 | 5,328 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $13,157,000 | 5,354 |
| U.S. Government securities | $9,663,000 | 5,092 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,663,000 | 4,974 |
| Securities issued by states & political subdivisions | $3,494,000 | 3,866 |
| 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 | $10,579,000 | 3,108 |
| Mortgage-backed securities | $6,299,000 | 3,846 |
| Certificates of participation in pools of residential mortgages | $5,796,000 | 3,280 |
| Issued or guaranteed by U.S. | $5,796,000 | 3,274 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $503,000 | 3,286 |
| CMOs issued by government agencies or sponsored agencies | $503,000 | 3,009 |
| 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) | $13,157,000 | 4,925 |
| Total debt securities | $13,157,000 | 5,319 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $12,685,000 | 5,345 |
| U.S. Government securities | $9,792,000 | 4,883 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,792,000 | 4,760 |
| Securities issued by states & political subdivisions | $2,893,000 | 4,067 |
| 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 | $10,941,000 | 3,026 |
| Mortgage-backed securities | $5,863,000 | 3,834 |
| Certificates of participation in pools of residential mortgages | $5,164,000 | 3,306 |
| Issued or guaranteed by U.S. | $5,164,000 | 3,299 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $699,000 | 3,170 |
| CMOs issued by government agencies or sponsored agencies | $699,000 | 2,886 |
| 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) | $12,685,000 | 4,903 |
| Total debt securities | $12,685,000 | 5,308 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $12,778,000 | 5,271 |
| U.S. Government securities | $10,397,000 | 4,759 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,397,000 | 4,636 |
| Securities issued by states & political subdivisions | $2,381,000 | 4,196 |
| 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 | $9,360,000 | 3,318 |
| Mortgage-backed securities | $5,360,000 | 3,936 |
| Certificates of participation in pools of residential mortgages | $4,493,000 | 3,462 |
| Issued or guaranteed by U.S. | $4,493,000 | 3,455 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $867,000 | 3,061 |
| CMOs issued by government agencies or sponsored agencies | $867,000 | 2,771 |
| 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) | $12,778,000 | 4,829 |
| Total debt securities | $12,778,000 | 5,238 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $11,742,000 | 5,452 |
| U.S. Government securities | $9,425,000 | 5,046 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,425,000 | 4,932 |
| Securities issued by states & political subdivisions | $2,317,000 | 4,163 |
| 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 | $10,042,000 | 3,227 |
| Mortgage-backed securities | $3,909,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $2,891,000 | 3,960 |
| Issued or guaranteed by U.S. | $2,891,000 | 3,952 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,018,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $1,018,000 | 2,599 |
| 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) | $11,742,000 | 4,995 |
| Total debt securities | $11,744,000 | 5,417 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $11,929,000 | 5,468 |
| U.S. Government securities | $9,595,000 | 5,097 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,595,000 | 4,990 |
| Securities issued by states & political subdivisions | $2,334,000 | 4,144 |
| 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 | $9,921,000 | 3,333 |
| Mortgage-backed securities | $3,998,000 | 4,341 |
| Certificates of participation in pools of residential mortgages | $2,973,000 | 4,057 |
| Issued or guaranteed by U.S. | $2,973,000 | 4,049 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,025,000 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $1,025,000 | 2,559 |
| 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) | $11,929,000 | 5,014 |
| Total debt securities | $11,929,000 | 5,430 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $4,641,000 | 6,804 |
| U.S. Government securities | $2,050,000 | 6,949 |
| U.S. Treasury securities | $1,059,000 | 730 |
| U.S. Government agency obligations | $991,000 | 7,136 |
| Securities issued by states & political subdivisions | $2,591,000 | 4,056 |
| 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 | $4,485,000 | 4,548 |
| Mortgage-backed securities | $991,000 | 5,388 |
| Certificates of participation in pools of residential mortgages | $991,000 | 4,965 |
| Issued or guaranteed by U.S. | $991,000 | 4,956 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $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) | $4,641,000 | 6,282 |
| Total debt securities | $4,641,000 | 6,765 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $5,190,000 | 6,761 |
| U.S. Government securities | $2,536,000 | 6,858 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,536,000 | 6,763 |
| Securities issued by states & political subdivisions | $2,654,000 | 4,055 |
| 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 | $5,168,000 | 4,342 |
| Mortgage-backed securities | $1,029,000 | 5,462 |
| Certificates of participation in pools of residential mortgages | $1,029,000 | 5,047 |
| Issued or guaranteed by U.S. | $1,029,000 | 5,035 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $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) | $5,190,000 | 6,240 |
| Total debt securities | $5,190,000 | 6,716 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $1,002,000 | 1,606 |
| 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 | $7,893,000 | 6,211 |
| U.S. Government securities | $5,778,000 | 5,963 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,778,000 | 5,874 |
| Securities issued by states & political subdivisions | $2,115,000 | 4,287 |
| 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 | $6,783,000 | 3,949 |
| Mortgage-backed securities | $4,510,000 | 4,409 |
| Certificates of participation in pools of residential mortgages | $4,510,000 | 3,804 |
| Issued or guaranteed by U.S. | $4,510,000 | 3,793 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $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) | $7,893,000 | 5,708 |
| Total debt securities | $7,893,000 | 6,167 |
| Structured notes | ||
| Amortized cost | $252,000 | 1,830 |
| Fair value | $262,000 | 1,825 |
| 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 | $8,492,000 | 6,179 |
| U.S. Government securities | $6,187,000 | 5,971 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,187,000 | 5,890 |
| Securities issued by states & political subdivisions | $2,305,000 | 4,121 |
| 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 | $7,362,000 | 3,876 |
| Mortgage-backed securities | $4,896,000 | 4,387 |
| Certificates of participation in pools of residential mortgages | $4,896,000 | 3,797 |
| Issued or guaranteed by U.S. | $4,896,000 | 3,784 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,492,000 | 5,653 |
| Total debt securities | $8,491,000 | 6,126 |
| Structured notes | ||
| Amortized cost | $272,000 | 1,557 |
| Fair value | $272,000 | 1,549 |
| 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 | $8,761,000 | 6,166 |
| U.S. Government securities | $6,428,000 | 6,008 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,428,000 | 5,921 |
| Securities issued by states & political subdivisions | $2,333,000 | 4,058 |
| 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 | $7,570,000 | 3,876 |
| Mortgage-backed securities | $5,112,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $5,112,000 | 3,712 |
| Issued or guaranteed by U.S. | $5,112,000 | 3,696 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $8,761,000 | 5,627 |
| Total debt securities | $8,761,000 | 6,119 |
| Structured notes | ||
| Amortized cost | $287,000 | 1,579 |
| Fair value | $287,000 | 1,572 |
| 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 | $8,716,000 | 6,141 |
| U.S. Government securities | $6,335,000 | 6,010 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,335,000 | 5,922 |
| Securities issued by states & political subdivisions | $2,381,000 | 4,012 |
| 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 | $7,331,000 | 3,940 |
| Mortgage-backed securities | $5,014,000 | 4,207 |
| Certificates of participation in pools of residential mortgages | $5,014,000 | 3,648 |
| Issued or guaranteed by U.S. | $5,014,000 | 3,636 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $8,716,000 | 5,594 |
| Total debt securities | $8,716,000 | 6,096 |
| Structured notes | ||
| Amortized cost | $294,000 | 1,573 |
| Fair value | $294,000 | 1,569 |
| 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 | $8,616,000 | 6,199 |
| U.S. Government securities | $6,208,000 | 6,082 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,208,000 | 5,996 |
| Securities issued by states & political subdivisions | $2,408,000 | 4,039 |
| 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 | $6,053,000 | 4,234 |
| Mortgage-backed securities | $4,882,000 | 4,233 |
| Certificates of participation in pools of residential mortgages | $4,882,000 | 3,676 |
| Issued or guaranteed by U.S. | $4,882,000 | 3,661 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $8,616,000 | 5,663 |
| Total debt securities | $8,616,000 | 6,136 |
| Structured notes | ||
| Amortized cost | $302,000 | 1,591 |
| Fair value | $302,000 | 1,597 |
| 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 | $6,352,000 | 6,694 |
| U.S. Government securities | $5,157,000 | 6,418 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,157,000 | 6,326 |
| Securities issued by states & political subdivisions | $1,195,000 | 4,716 |
| 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 | $4,841,000 | 4,534 |
| Mortgage-backed securities | $1,780,000 | 5,192 |
| Certificates of participation in pools of residential mortgages | $1,780,000 | 4,727 |
| Issued or guaranteed by U.S. | $1,780,000 | 4,705 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $6,352,000 | 6,126 |
| Total debt securities | $6,351,000 | 6,621 |
| Structured notes | ||
| Amortized cost | $314,000 | 1,737 |
| Fair value | $314,000 | 1,739 |
| 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 | $6,479,000 | 6,745 |
| U.S. Government securities | $5,289,000 | 6,491 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,289,000 | 6,390 |
| Securities issued by states & political subdivisions | $1,190,000 | 4,743 |
| 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 | $4,936,000 | 4,538 |
| Mortgage-backed securities | $1,918,000 | 4,886 |
| Certificates of participation in pools of residential mortgages | $1,918,000 | 4,408 |
| Issued or guaranteed by U.S. | $1,918,000 | 4,391 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $6,479,000 | 6,125 |
| Total debt securities | $6,478,000 | 6,688 |
| Structured notes | ||
| Amortized cost | $323,000 | 2,225 |
| Fair value | $323,000 | 2,223 |
| 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 | $6,526,000 | 6,803 |
| U.S. Government securities | $5,339,000 | 6,597 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,339,000 | 6,483 |
| Securities issued by states & political subdivisions | $1,187,000 | 4,749 |
| 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 | $4,944,000 | 4,571 |
| Mortgage-backed securities | $1,979,000 | 4,739 |
| Certificates of participation in pools of residential mortgages | $1,979,000 | 4,207 |
| Issued or guaranteed by U.S. | $1,979,000 | 4,195 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $6,526,000 | 6,166 |
| Total debt securities | $6,527,000 | 6,750 |
| Structured notes | ||
| Amortized cost | $333,000 | 2,447 |
| Fair value | $333,000 | 2,444 |
| 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 | $6,515,000 | 6,839 |
| U.S. Government securities | $5,344,000 | 6,635 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,344,000 | 6,506 |
| Securities issued by states & political subdivisions | $1,171,000 | 4,776 |
| 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 | $4,576,000 | 4,703 |
| Mortgage-backed securities | $2,012,000 | 4,706 |
| Certificates of participation in pools of residential mortgages | $2,012,000 | 4,158 |
| Issued or guaranteed by U.S. | $2,012,000 | 4,145 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $6,515,000 | 6,186 |
| Total debt securities | $6,515,000 | 6,790 |
| Structured notes | ||
| Amortized cost | $344,000 | 2,522 |
| Fair value | $344,000 | 2,522 |
| 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 | $7,785,000 | 6,600 |
| U.S. Government securities | $6,583,000 | 6,288 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,583,000 | 6,166 |
| Securities issued by states & political subdivisions | $1,202,000 | 4,788 |
| 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 | $5,725,000 | 4,352 |
| Mortgage-backed securities | $2,201,000 | 4,617 |
| Certificates of participation in pools of residential mortgages | $2,201,000 | 4,063 |
| Issued or guaranteed by U.S. | $2,201,000 | 4,045 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,785,000 | 5,925 |
| Total debt securities | $7,784,000 | 6,537 |
| Structured notes | ||
| Amortized cost | $357,000 | 2,582 |
| Fair value | $357,000 | 2,582 |
| 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 | $7,632,000 | 6,675 |
| U.S. Government securities | $6,674,000 | 6,320 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,674,000 | 6,190 |
| Securities issued by states & political subdivisions | $958,000 | 5,032 |
| 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 | $7,006,000 | 4,037 |
| Mortgage-backed securities | $1,042,000 | 5,256 |
| Certificates of participation in pools of residential mortgages | $1,042,000 | 4,770 |
| Issued or guaranteed by U.S. | $1,042,000 | 4,752 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $7,632,000 | 6,009 |
| Total debt securities | $7,632,000 | 6,617 |
| Structured notes | ||
| Amortized cost | $369,000 | 2,685 |
| Fair value | $370,000 | 2,682 |
| 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 | $7,450,000 | 6,780 |
| U.S. Government securities | $6,689,000 | 6,359 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,689,000 | 6,229 |
| Securities issued by states & political subdivisions | $761,000 | 5,226 |
| 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 | $7,023,000 | 4,038 |
| Mortgage-backed securities | $1,079,000 | 5,233 |
| Certificates of participation in pools of residential mortgages | $1,079,000 | 4,751 |
| Issued or guaranteed by U.S. | $1,079,000 | 4,726 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $7,450,000 | 6,080 |
| Total debt securities | $7,449,000 | 6,720 |
| Structured notes | ||
| Amortized cost | $387,000 | 2,811 |
| Fair value | $380,000 | 2,808 |
| 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 | $7,458,000 | 6,783 |
| U.S. Government securities | $6,701,000 | 6,365 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,701,000 | 6,232 |
| Securities issued by states & political subdivisions | $757,000 | 5,259 |
| 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 | $7,061,000 | 4,033 |
| Mortgage-backed securities | $1,124,000 | 5,229 |
| Certificates of participation in pools of residential mortgages | $1,124,000 | 4,754 |
| Issued or guaranteed by U.S. | $1,124,000 | 4,730 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $7,458,000 | 6,068 |
| Total debt securities | $7,459,000 | 6,726 |
| Structured notes | ||
| Amortized cost | $403,000 | 2,849 |
| Fair value | $395,000 | 2,850 |
| 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 | $7,444,000 | 6,864 |
| U.S. Government securities | $6,779,000 | 6,405 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,779,000 | 6,265 |
| Securities issued by states & political subdivisions | $665,000 | 5,369 |
| 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 | $7,116,000 | 3,997 |
| Mortgage-backed securities | $1,195,000 | 5,229 |
| Certificates of participation in pools of residential mortgages | $1,195,000 | 4,729 |
| Issued or guaranteed by U.S. | $1,195,000 | 4,710 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $7,444,000 | 6,131 |
| Total debt securities | $7,445,000 | 6,813 |
| Structured notes | ||
| Amortized cost | $423,000 | 2,838 |
| Fair value | $417,000 | 2,837 |
| 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 | $7,515,000 | 6,885 |
| U.S. Government securities | $6,844,000 | 6,396 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,844,000 | 6,260 |
| Securities issued by states & political subdivisions | $671,000 | 5,386 |
| 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 | $6,047,000 | 4,269 |
| Mortgage-backed securities | $1,253,000 | 5,251 |
| Certificates of participation in pools of residential mortgages | $1,253,000 | 4,732 |
| Issued or guaranteed by U.S. | $1,253,000 | 4,712 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $7,515,000 | 6,146 |
| Total debt securities | $7,514,000 | 6,826 |
| Structured notes | ||
| Amortized cost | $440,000 | 2,834 |
| Fair value | $434,000 | 2,835 |
| 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 | $6,524,000 | 7,116 |
| U.S. Government securities | $5,831,000 | 6,713 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,831,000 | 6,575 |
| Securities issued by states & political subdivisions | $693,000 | 5,390 |
| 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 | $6,108,000 | 4,263 |
| Mortgage-backed securities | $665,000 | 5,691 |
| Certificates of participation in pools of residential mortgages | $665,000 | 5,243 |
| Issued or guaranteed by U.S. | $665,000 | 5,225 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $6,524,000 | 6,361 |
| Total debt securities | $6,524,000 | 7,059 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $6,167,000 | 7,243 |
| U.S. Government securities | $5,888,000 | 6,734 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,888,000 | 6,595 |
| Securities issued by states & political subdivisions | $279,000 | 5,939 |
| 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 | $6,167,000 | 4,200 |
| Mortgage-backed securities | $725,000 | 5,706 |
| Certificates of participation in pools of residential mortgages | $725,000 | 5,243 |
| Issued or guaranteed by U.S. | $725,000 | 5,222 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $6,167,000 | 6,468 |
| Total debt securities | $6,167,000 | 7,174 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| 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 | $6,210,000 | 7,327 |
| U.S. Government securities | $5,931,000 | 6,799 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,931,000 | 6,642 |
| Securities issued by states & political subdivisions | $279,000 | 5,966 |
| 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 | $6,201,000 | 4,232 |
| Mortgage-backed securities | $785,000 | 5,738 |
| Certificates of participation in pools of residential mortgages | $785,000 | 5,261 |
| Issued or guaranteed by U.S. | $785,000 | 5,245 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,210,000 | 6,525 |
| Total debt securities | $6,210,000 | 7,258 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| 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 | $6,333,000 | 7,309 |
| U.S. Government securities | $6,052,000 | 6,765 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,052,000 | 6,608 |
| Securities issued by states & political subdivisions | $281,000 | 6,003 |
| 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 | $5,544,000 | 4,423 |
| Mortgage-backed securities | $851,000 | 5,744 |
| Certificates of participation in pools of residential mortgages | $851,000 | 5,248 |
| Issued or guaranteed by U.S. | $851,000 | 5,232 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,333,000 | 6,502 |
| Total debt securities | $6,333,000 | 7,239 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| 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 | $6,127,000 | 7,413 |
| U.S. Government securities | $6,127,000 | 6,763 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,127,000 | 6,608 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $5,117,000 | 4,554 |
| Mortgage-backed securities | $899,000 | 5,728 |
| Certificates of participation in pools of residential mortgages | $899,000 | 5,228 |
| Issued or guaranteed by U.S. | $899,000 | 5,214 |
| 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) | $6,127,000 | 6,593 |
| Total debt securities | $6,128,000 | 7,336 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| 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 | $6,099,000 | 7,486 |
| U.S. Government securities | $6,099,000 | 6,859 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,099,000 | 6,688 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $5,080,000 | 4,554 |
| Mortgage-backed securities | $951,000 | 5,757 |
| Certificates of participation in pools of residential mortgages | $951,000 | 5,255 |
| Issued or guaranteed by U.S. | $951,000 | 5,239 |
| 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) | $6,099,000 | 6,667 |
| Total debt securities | $6,099,000 | 7,407 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| 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 | $4,338,000 | 7,904 |
| U.S. Government securities | $4,338,000 | 7,379 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,338,000 | 7,225 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $4,208,000 | 4,836 |
| Mortgage-backed securities | $1,084,000 | 5,699 |
| Certificates of participation in pools of residential mortgages | $1,084,000 | 5,185 |
| Issued or guaranteed by U.S. | $1,084,000 | 5,169 |
| 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) | $4,338,000 | 7,114 |
| Total debt securities | $4,339,000 | 7,830 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| 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 | $2,356,000 | 8,456 |
| U.S. Government securities | $2,356,000 | 8,109 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,356,000 | 7,938 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $2,234,000 | 5,695 |
| Mortgage-backed securities | $369,000 | 6,352 |
| Certificates of participation in pools of residential mortgages | $369,000 | 5,920 |
| Issued or guaranteed by U.S. | $369,000 | 5,900 |
| 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) | $2,356,000 | 7,632 |
| Total debt securities | $2,356,000 | 8,387 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| 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 | $2,396,000 | 8,458 |
| U.S. Government securities | $2,396,000 | 8,063 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,396,000 | 7,894 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $1,896,000 | 5,923 |
| Mortgage-backed securities | $406,000 | 6,362 |
| Certificates of participation in pools of residential mortgages | $406,000 | 5,921 |
| Issued or guaranteed by U.S. | $406,000 | 5,894 |
| 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) | $2,396,000 | 7,629 |
| Total debt securities | $2,396,000 | 8,382 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| 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 | $2,608,000 | 8,421 |
| U.S. Government securities | $2,608,000 | 7,970 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,608,000 | 7,793 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $2,014,000 | 5,816 |
| Mortgage-backed securities | $606,000 | 6,214 |
| Certificates of participation in pools of residential mortgages | $606,000 | 5,720 |
| Issued or guaranteed by U.S. | $606,000 | 5,699 |
| 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) | $2,608,000 | 7,587 |
| Total debt securities | $2,607,000 | 8,345 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| 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 | $1,250,000 | 8,798 |
| U.S. Government securities | $1,250,000 | 8,537 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,250,000 | 8,378 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $1,155,000 | 6,446 |
| Mortgage-backed securities | $247,000 | 6,646 |
| Certificates of participation in pools of residential mortgages | $247,000 | 6,192 |
| Issued or guaranteed by U.S. | $247,000 | 6,173 |
| 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) | $1,250,000 | 7,996 |
| Total debt securities | $1,249,000 | 8,724 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| 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 | $1,590,000 | 8,772 |
| U.S. Government securities | $1,590,000 | 8,485 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,590,000 | 8,314 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $307,000 | 7,172 |
| Mortgage-backed securities | $586,000 | 6,257 |
| Certificates of participation in pools of residential mortgages | $586,000 | 5,733 |
| Issued or guaranteed by U.S. | $586,000 | 5,716 |
| 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) | $1,590,000 | 7,938 |
| Total debt securities | $1,590,000 | 8,695 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| 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 | $0 | 9,430 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| 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 | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $0 | 9,380 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |