Home > Empire State Bank > Securities
Empire State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $15,221,000 | 3,770 |
| U.S. Government securities | $8,176,000 | 3,718 |
| U.S. Treasury securities | $3,972,000 | 1,965 |
| U.S. Government agency obligations | $4,204,000 | 3,736 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $7,256,000 | 1,181 |
| 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 | $7,256,000 | 777 |
| 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 | $7,912,000 | 3,104 |
| Mortgage-backed securities | $4,204,000 | 3,092 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,116,000 | 2,999 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,088,000 | 1,869 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $7,256,000 | 1,070 |
| Available-for-sale securities (fair market value) | $8,176,000 | 3,827 |
| Total debt securities | $15,432,000 | 3,733 |
| 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 | $15,143,000 | 3,797 |
| U.S. Government securities | $8,148,000 | 3,740 |
| U.S. Treasury securities | $3,937,000 | 2,018 |
| U.S. Government agency obligations | $4,211,000 | 3,749 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $7,257,000 | 1,171 |
| 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 | $7,257,000 | 779 |
| 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 | $7,856,000 | 3,080 |
| Mortgage-backed securities | $4,211,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,156,000 | 3,000 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,055,000 | 1,850 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $7,257,000 | 1,086 |
| Available-for-sale securities (fair market value) | $8,148,000 | 3,834 |
| Total debt securities | $15,405,000 | 3,767 |
| 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 | $15,342,000 | 3,819 |
| U.S. Government securities | $8,410,000 | 3,760 |
| U.S. Treasury securities | $3,901,000 | 2,071 |
| U.S. Government agency obligations | $4,509,000 | 3,764 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $7,256,000 | 1,186 |
| 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 | $7,256,000 | 791 |
| 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 | $8,082,000 | 3,029 |
| Mortgage-backed securities | $4,509,000 | 3,080 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,349,000 | 2,994 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,160,000 | 1,838 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $7,256,000 | 1,095 |
| Available-for-sale securities (fair market value) | $8,410,000 | 3,855 |
| Total debt securities | $15,666,000 | 3,785 |
| 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 | $15,630,000 | 3,889 |
| U.S. Government securities | $8,682,000 | 3,822 |
| U.S. Treasury securities | $3,897,000 | 2,147 |
| U.S. Government agency obligations | $4,785,000 | 3,755 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $7,257,000 | 1,242 |
| 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 | $7,257,000 | 838 |
| 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 | $8,312,000 | 2,947 |
| Mortgage-backed securities | $4,785,000 | 3,095 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,529,000 | 3,005 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,256,000 | 1,859 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $7,257,000 | 1,137 |
| Available-for-sale securities (fair market value) | $8,682,000 | 3,916 |
| Total debt securities | $15,939,000 | 3,858 |
| 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 | $16,042,000 | 3,901 |
| U.S. Government securities | $8,784,000 | 3,841 |
| U.S. Treasury securities | $3,868,000 | 2,199 |
| U.S. Government agency obligations | $4,916,000 | 3,741 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $7,258,000 | 1,263 |
| 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 | $7,258,000 | 844 |
| 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 | $434,000 | 3,838 |
| Mortgage-backed securities | $4,916,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,656,000 | 3,008 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,260,000 | 1,871 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $7,258,000 | 1,152 |
| Available-for-sale securities (fair market value) | $8,784,000 | 3,941 |
| Total debt securities | $16,042,000 | 3,877 |
| 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 | $32,622,000 | 3,293 |
| U.S. Government securities | $23,861,000 | 2,937 |
| U.S. Treasury securities | $18,647,000 | 1,141 |
| U.S. Government agency obligations | $5,214,000 | 3,732 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $8,761,000 | 1,125 |
| 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 | $8,761,000 | 752 |
| 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 | $448,000 | 3,861 |
| Mortgage-backed securities | $5,214,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,809,000 | 2,999 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,405,000 | 1,855 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $8,761,000 | 1,084 |
| Available-for-sale securities (fair market value) | $23,861,000 | 3,322 |
| Total debt securities | $32,622,000 | 3,267 |
| 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 | $33,258,000 | 3,316 |
| U.S. Government securities | $24,493,000 | 2,933 |
| U.S. Treasury securities | $18,721,000 | 1,138 |
| U.S. Government agency obligations | $5,772,000 | 3,703 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $8,765,000 | 1,060 |
| 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 | $8,765,000 | 755 |
| 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 | $498,000 | 3,881 |
| Mortgage-backed securities | $5,772,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | $3,151,000 | 3,073 |
| Issued or guaranteed by U.S. | $3,151,000 | 2,979 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,621,000 | 1,925 |
| CMOs issued by government agencies or sponsored agencies | $2,621,000 | 1,846 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $8,765,000 | 1,010 |
| Available-for-sale securities (fair market value) | $24,493,000 | 3,347 |
| Total debt securities | $33,258,000 | 3,297 |
| 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 | $17,064,000 | 3,855 |
| U.S. Government securities | $8,295,000 | 3,834 |
| U.S. Treasury securities | $1,972,000 | 2,241 |
| U.S. Government agency obligations | $6,323,000 | 3,642 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $8,769,000 | 1,027 |
| 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 | $8,769,000 | 739 |
| 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 | $531,000 | 3,884 |
| Mortgage-backed securities | $6,323,000 | 3,063 |
| Certificates of participation in pools of residential mortgages | $3,470,000 | 3,042 |
| Issued or guaranteed by U.S. | $3,470,000 | 2,958 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,853,000 | 1,885 |
| CMOs issued by government agencies or sponsored agencies | $2,853,000 | 1,811 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $8,769,000 | 923 |
| Available-for-sale securities (fair market value) | $8,295,000 | 3,993 |
| Total debt securities | $17,064,000 | 3,839 |
| 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 | $11,192,000 | 4,092 |
| U.S. Government securities | $3,932,000 | 4,101 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $3,932,000 | 3,860 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $7,260,000 | 1,111 |
| 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 | $7,260,000 | 793 |
| 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 | $591,000 | 3,901 |
| Mortgage-backed securities | $3,932,000 | 3,303 |
| Certificates of participation in pools of residential mortgages | $3,932,000 | 2,962 |
| Issued or guaranteed by U.S. | $3,932,000 | 2,871 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $7,260,000 | 862 |
| Available-for-sale securities (fair market value) | $3,932,000 | 4,232 |
| Total debt securities | $11,192,000 | 4,070 |
| 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 | $5,865,000 | 4,365 |
| U.S. Government securities | $4,365,000 | 4,047 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,365,000 | 3,837 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $1,500,000 | 1,672 |
| 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 | $1,500,000 | 1,354 |
| 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 | $651,000 | 3,920 |
| Mortgage-backed securities | $4,365,000 | 3,290 |
| Certificates of participation in pools of residential mortgages | $4,365,000 | 2,912 |
| Issued or guaranteed by U.S. | $4,365,000 | 2,830 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,500,000 | 1,253 |
| Available-for-sale securities (fair market value) | $4,365,000 | 4,226 |
| Total debt securities | $5,865,000 | 4,343 |
| 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 | $4,873,000 | 4,436 |
| U.S. Government securities | $4,873,000 | 4,000 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,873,000 | 3,789 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| 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 | $716,000 | 3,942 |
| Mortgage-backed securities | $4,873,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $4,873,000 | 2,830 |
| Issued or guaranteed by U.S. | $4,873,000 | 2,742 |
| 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) | $4,873,000 | 4,205 |
| Total debt securities | $4,873,000 | 4,415 |
| 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 | $5,589,000 | 4,354 |
| U.S. Government securities | $5,589,000 | 3,824 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,589,000 | 3,641 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| 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 | $787,000 | 3,936 |
| Mortgage-backed securities | $5,589,000 | 3,117 |
| Certificates of participation in pools of residential mortgages | $5,589,000 | 2,682 |
| Issued or guaranteed by U.S. | $5,589,000 | 2,603 |
| 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) | $5,589,000 | 4,121 |
| Total debt securities | $5,589,000 | 4,330 |
| 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 | $6,464,000 | 4,284 |
| U.S. Government securities | $6,464,000 | 3,622 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,464,000 | 3,471 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| 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 | $873,000 | 3,933 |
| Mortgage-backed securities | $6,464,000 | 2,987 |
| Certificates of participation in pools of residential mortgages | $6,464,000 | 2,484 |
| Issued or guaranteed by U.S. | $6,464,000 | 2,413 |
| 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) | $6,464,000 | 4,055 |
| Total debt securities | $6,464,000 | 4,261 |
| 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 | $7,156,000 | 4,218 |
| U.S. Government securities | $7,156,000 | 3,548 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $7,156,000 | 3,392 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $951,000 | 3,941 |
| Mortgage-backed securities | $7,156,000 | 2,904 |
| Certificates of participation in pools of residential mortgages | $7,156,000 | 2,393 |
| Issued or guaranteed by U.S. | $7,156,000 | 2,320 |
| 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) | $7,156,000 | 3,971 |
| Total debt securities | $7,156,000 | 4,193 |
| 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 | $7,776,000 | 4,179 |
| U.S. Government securities | $7,776,000 | 3,494 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,776,000 | 3,343 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,015,000 | 3,948 |
| Mortgage-backed securities | $7,776,000 | 2,838 |
| Certificates of participation in pools of residential mortgages | $7,776,000 | 2,274 |
| Issued or guaranteed by U.S. | $7,776,000 | 2,211 |
| 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) | $7,776,000 | 3,934 |
| Total debt securities | $7,776,000 | 4,155 |
| 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 | $8,386,000 | 4,159 |
| U.S. Government securities | $8,386,000 | 3,486 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $8,386,000 | 3,329 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,068,000 | 3,949 |
| Mortgage-backed securities | $8,386,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | $8,386,000 | 2,219 |
| Issued or guaranteed by U.S. | $8,386,000 | 2,150 |
| 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) | $8,386,000 | 3,912 |
| Total debt securities | $8,386,000 | 4,133 |
| 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 | $15,569,000 | 3,642 |
| U.S. Government securities | $14,617,000 | 2,954 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $14,617,000 | 2,794 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $952,000 | 1,555 |
| 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 | $952,000 | 1,175 |
| 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 | $1,087,000 | 4,014 |
| Mortgage-backed securities | $14,617,000 | 2,272 |
| Certificates of participation in pools of residential mortgages | $14,617,000 | 1,612 |
| Issued or guaranteed by U.S. | $14,617,000 | 1,567 |
| 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) | $12,265,000 | 655 |
| Available-for-sale securities (fair market value) | $3,304,000 | 4,415 |
| Total debt securities | $15,569,000 | 3,621 |
| 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 | $15,623,000 | 3,692 |
| U.S. Government securities | $14,693,000 | 2,986 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $14,693,000 | 2,826 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $930,000 | 1,585 |
| 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 | $930,000 | 1,178 |
| 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 | $1,124,000 | 4,072 |
| Mortgage-backed securities | $14,693,000 | 2,263 |
| Certificates of participation in pools of residential mortgages | $14,693,000 | 1,596 |
| Issued or guaranteed by U.S. | $14,693,000 | 1,547 |
| 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) | $12,188,000 | 689 |
| Available-for-sale securities (fair market value) | $3,435,000 | 4,477 |
| Total debt securities | $15,623,000 | 3,669 |
| 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 | $16,638,000 | 3,681 |
| U.S. Government securities | $15,696,000 | 2,959 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $15,696,000 | 2,795 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $942,000 | 1,570 |
| 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 | $942,000 | 1,205 |
| 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 | $1,161,000 | 4,109 |
| Mortgage-backed securities | $15,696,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | $15,696,000 | 1,516 |
| Issued or guaranteed by U.S. | $15,696,000 | 1,492 |
| 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) | $13,011,000 | 701 |
| Available-for-sale securities (fair market value) | $3,627,000 | 4,508 |
| Total debt securities | $16,638,000 | 3,659 |
| 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 | $19,565,000 | 3,546 |
| U.S. Government securities | $16,590,000 | 2,922 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $16,590,000 | 2,760 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $945,000 | 1,568 |
| 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 | $945,000 | 1,206 |
| 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 | $1,187,000 | 4,146 |
| Mortgage-backed securities | $16,590,000 | 2,107 |
| Certificates of participation in pools of residential mortgages | $16,590,000 | 1,476 |
| Issued or guaranteed by U.S. | $16,590,000 | 1,452 |
| 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) | $13,769,000 | 700 |
| Available-for-sale securities (fair market value) | $3,766,000 | 4,543 |
| Total debt securities | $17,535,000 | 3,664 |
| 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 | $20,170,000 | 3,534 |
| U.S. Government securities | $17,248,000 | 2,881 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $17,248,000 | 2,727 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $944,000 | 1,562 |
| 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 | $944,000 | 1,209 |
| 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 | $1,206,000 | 4,189 |
| Mortgage-backed securities | $17,248,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $17,248,000 | 1,440 |
| Issued or guaranteed by U.S. | $17,248,000 | 1,426 |
| 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) | $14,337,000 | 724 |
| Available-for-sale securities (fair market value) | $3,855,000 | 4,576 |
| Total debt securities | $18,192,000 | 3,648 |
| 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 | $17,980,000 | 3,717 |
| U.S. Government securities | $15,000,000 | 3,101 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $15,000,000 | 2,942 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $946,000 | 1,525 |
| 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 | $946,000 | 1,212 |
| 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 | $1,232,000 | 4,234 |
| Mortgage-backed securities | $15,000,000 | 2,228 |
| Certificates of participation in pools of residential mortgages | $15,000,000 | 1,605 |
| Issued or guaranteed by U.S. | $15,000,000 | 1,599 |
| 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) | $11,895,000 | 801 |
| Available-for-sale securities (fair market value) | $4,051,000 | 4,607 |
| Total debt securities | $15,946,000 | 3,836 |
| 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 | $18,616,000 | 3,731 |
| U.S. Government securities | $15,631,000 | 3,064 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $15,631,000 | 2,908 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $2,985,000 | 1,184 |
| 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 | $2,985,000 | 792 |
| 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 | $1,286,000 | 4,269 |
| Mortgage-backed securities | $15,631,000 | 2,218 |
| Certificates of participation in pools of residential mortgages | $15,631,000 | 1,608 |
| Issued or guaranteed by U.S. | $15,631,000 | 1,543 |
| 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) | $12,416,000 | 796 |
| Available-for-sale securities (fair market value) | $6,200,000 | 4,452 |
| Total debt securities | $18,616,000 | 3,707 |
| 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 | $11,152,000 | 4,367 |
| U.S. Government securities | $8,176,000 | 3,919 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $8,176,000 | 3,762 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $2,976,000 | 1,043 |
| 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 | $2,976,000 | 807 |
| 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 | $1,330,000 | 4,311 |
| Mortgage-backed securities | $8,176,000 | 2,834 |
| Certificates of participation in pools of residential mortgages | $8,176,000 | 2,268 |
| Issued or guaranteed by U.S. | $8,176,000 | 2,265 |
| 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) | $4,881,000 | 1,147 |
| Available-for-sale securities (fair market value) | $6,271,000 | 4,499 |
| Total debt securities | $11,152,000 | 4,344 |
| 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 | $9,543,000 | 4,576 |
| U.S. Government securities | $6,538,000 | 4,180 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,538,000 | 4,036 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $3,005,000 | 1,019 |
| 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 | $3,005,000 | 796 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $6,538,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $6,538,000 | 2,553 |
| Issued or guaranteed by U.S. | $6,538,000 | 2,551 |
| 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) | $5,146,000 | 1,160 |
| Available-for-sale securities (fair market value) | $4,397,000 | 4,747 |
| Total debt securities | $9,543,000 | 4,549 |
| 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 | $9,909,000 | 4,584 |
| U.S. Government securities | $6,882,000 | 4,173 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,882,000 | 4,032 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $3,027,000 | 1,045 |
| 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 | $3,027,000 | 827 |
| 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 | $860,000 | 4,611 |
| Mortgage-backed securities | $6,882,000 | 3,047 |
| Certificates of participation in pools of residential mortgages | $6,882,000 | 2,557 |
| Issued or guaranteed by U.S. | $6,882,000 | 2,556 |
| 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) | $5,440,000 | 1,175 |
| Available-for-sale securities (fair market value) | $4,469,000 | 4,797 |
| Total debt securities | $9,909,000 | 4,559 |
| 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 | $10,292,000 | 4,595 |
| U.S. Government securities | $7,240,000 | 4,157 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $7,240,000 | 4,026 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $3,052,000 | 1,055 |
| 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 | $3,052,000 | 835 |
| 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 | $928,000 | 4,631 |
| Mortgage-backed securities | $7,240,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $7,240,000 | 2,539 |
| Issued or guaranteed by U.S. | $7,240,000 | 2,538 |
| 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) | $5,762,000 | 1,170 |
| Available-for-sale securities (fair market value) | $4,530,000 | 4,836 |
| Total debt securities | $10,292,000 | 4,569 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $11,121,000 | 4,556 |
| U.S. Government securities | $7,571,000 | 4,178 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,571,000 | 4,039 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $3,550,000 | 1,021 |
| 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 | $3,550,000 | 796 |
| 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 | $6,069,000 | 3,521 |
| Mortgage-backed securities | $7,571,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | $7,571,000 | 2,541 |
| Issued or guaranteed by U.S. | $7,571,000 | 2,541 |
| 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) | $6,069,000 | 1,166 |
| Available-for-sale securities (fair market value) | $5,052,000 | 4,821 |
| Total debt securities | $11,121,000 | 4,532 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $11,426,000 | 4,535 |
| U.S. Government securities | $7,902,000 | 4,133 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,902,000 | 3,997 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $3,524,000 | 1,021 |
| 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 | $3,524,000 | 783 |
| 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 | $7,316,000 | 3,319 |
| Mortgage-backed securities | $7,902,000 | 3,015 |
| Certificates of participation in pools of residential mortgages | $7,902,000 | 2,500 |
| Issued or guaranteed by U.S. | $7,902,000 | 2,498 |
| 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) | $6,402,000 | 1,154 |
| Available-for-sale securities (fair market value) | $5,024,000 | 4,845 |
| Total debt securities | $11,426,000 | 4,510 |
| 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 | $12,031,000 | 4,502 |
| U.S. Government securities | $8,462,000 | 4,063 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,462,000 | 3,937 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $3,569,000 | 1,029 |
| 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 | $3,569,000 | 788 |
| 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 | $7,828,000 | 3,288 |
| Mortgage-backed securities | $8,462,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $8,462,000 | 2,451 |
| Issued or guaranteed by U.S. | $8,462,000 | 2,450 |
| 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) | $6,831,000 | 1,123 |
| Available-for-sale securities (fair market value) | $5,200,000 | 4,865 |
| Total debt securities | $12,031,000 | 4,480 |
| 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 | $12,598,000 | 4,538 |
| U.S. Government securities | $9,035,000 | 4,081 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,035,000 | 3,954 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $3,563,000 | 1,036 |
| 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 | $3,563,000 | 788 |
| 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 | $8,032,000 | 3,313 |
| Mortgage-backed securities | $9,035,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $9,035,000 | 2,430 |
| Issued or guaranteed by U.S. | $9,035,000 | 2,425 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $7,290,000 | 1,119 |
| Available-for-sale securities (fair market value) | $5,308,000 | 4,921 |
| Total debt securities | $12,598,000 | 4,510 |
| 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 | $13,666,000 | 4,493 |
| U.S. Government securities | $9,581,000 | 4,102 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $9,581,000 | 3,987 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $4,085,000 | 969 |
| 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 | $4,085,000 | 724 |
| 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 | $8,521,000 | 3,268 |
| Mortgage-backed securities | $9,581,000 | 2,891 |
| Certificates of participation in pools of residential mortgages | $9,581,000 | 2,385 |
| Issued or guaranteed by U.S. | $9,581,000 | 2,383 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $10,846,000 | 998 |
| Available-for-sale securities (fair market value) | $2,820,000 | 5,262 |
| Total debt securities | $13,666,000 | 4,471 |
| 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 | $16,570,000 | 4,294 |
| U.S. Government securities | $11,664,000 | 3,880 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,664,000 | 3,744 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $4,906,000 | 883 |
| 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 | $4,906,000 | 659 |
| 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 | $10,065,000 | 3,097 |
| Mortgage-backed securities | $11,664,000 | 2,688 |
| Certificates of participation in pools of residential mortgages | $11,664,000 | 2,154 |
| Issued or guaranteed by U.S. | $11,664,000 | 2,150 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $12,021,000 | 975 |
| Available-for-sale securities (fair market value) | $4,549,000 | 5,133 |
| Total debt securities | $16,570,000 | 4,268 |
| 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 | $17,279,000 | 4,326 |
| U.S. Government securities | $12,349,000 | 3,898 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $12,349,000 | 3,772 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $4,930,000 | 885 |
| 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 | $4,930,000 | 655 |
| 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 | $9,234,000 | 3,249 |
| Mortgage-backed securities | $12,349,000 | 2,664 |
| Certificates of participation in pools of residential mortgages | $12,349,000 | 2,119 |
| Issued or guaranteed by U.S. | $12,349,000 | 2,117 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $12,438,000 | 977 |
| Available-for-sale securities (fair market value) | $4,841,000 | 5,164 |
| Total debt securities | $17,279,000 | 4,300 |
| 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 | $17,061,000 | 4,417 |
| U.S. Government securities | $13,094,000 | 3,911 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $13,094,000 | 3,784 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $3,967,000 | 997 |
| 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 | $3,967,000 | 760 |
| 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 | $9,501,000 | 3,240 |
| Mortgage-backed securities | $13,094,000 | 2,645 |
| Certificates of participation in pools of residential mortgages | $13,094,000 | 2,105 |
| Issued or guaranteed by U.S. | $13,094,000 | 2,103 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $12,932,000 | 970 |
| Available-for-sale securities (fair market value) | $4,129,000 | 5,331 |
| Total debt securities | $17,061,000 | 4,395 |
| 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 | $16,329,000 | 4,528 |
| U.S. Government securities | $13,915,000 | 3,887 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,915,000 | 3,771 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $2,414,000 | 1,240 |
| 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 | $2,414,000 | 960 |
| 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 | $9,456,000 | 3,285 |
| Mortgage-backed securities | $13,915,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $13,915,000 | 2,051 |
| Issued or guaranteed by U.S. | $13,915,000 | 2,050 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $11,869,000 | 1,004 |
| Available-for-sale securities (fair market value) | $4,460,000 | 5,351 |
| Total debt securities | $16,329,000 | 4,511 |
| 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 | $17,032,000 | 4,541 |
| U.S. Government securities | $14,603,000 | 3,863 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,603,000 | 3,740 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $2,429,000 | 1,250 |
| 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 | $2,429,000 | 963 |
| 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 | $9,859,000 | 3,234 |
| Mortgage-backed securities | $14,603,000 | 2,602 |
| Certificates of participation in pools of residential mortgages | $14,603,000 | 2,046 |
| Issued or guaranteed by U.S. | $14,603,000 | 2,043 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $12,278,000 | 997 |
| Available-for-sale securities (fair market value) | $4,754,000 | 5,412 |
| Total debt securities | $17,032,000 | 4,525 |
| 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 | $17,750,000 | 4,563 |
| U.S. Government securities | $15,306,000 | 3,901 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $15,306,000 | 3,777 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $2,444,000 | 1,286 |
| 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 | $2,444,000 | 984 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,807,000 | 4,452 |
| Mortgage-backed securities | $15,306,000 | 2,621 |
| Certificates of participation in pools of residential mortgages | $15,306,000 | 2,071 |
| Issued or guaranteed by U.S. | $15,306,000 | 2,068 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $12,721,000 | 995 |
| Available-for-sale securities (fair market value) | $5,029,000 | 5,453 |
| Total debt securities | $17,750,000 | 4,541 |
| 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 | $18,598,000 | 4,542 |
| U.S. Government securities | $16,140,000 | 3,859 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,140,000 | 3,745 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $2,458,000 | 1,311 |
| 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 | $2,458,000 | 1,009 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,521,000 | 4,559 |
| Mortgage-backed securities | $16,140,000 | 2,584 |
| Certificates of participation in pools of residential mortgages | $16,140,000 | 2,040 |
| Issued or guaranteed by U.S. | $16,140,000 | 2,039 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $13,226,000 | 991 |
| Available-for-sale securities (fair market value) | $5,372,000 | 5,468 |
| Total debt securities | $18,598,000 | 4,520 |
| 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 | $19,318,000 | 4,514 |
| U.S. Government securities | $16,845,000 | 3,816 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $16,845,000 | 3,720 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $2,473,000 | 1,337 |
| 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 | $2,473,000 | 1,028 |
| 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 | $1,332,000 | 5,218 |
| Mortgage-backed securities | $16,845,000 | 2,553 |
| Certificates of participation in pools of residential mortgages | $16,845,000 | 1,986 |
| Issued or guaranteed by U.S. | $16,845,000 | 1,986 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $13,647,000 | 960 |
| Available-for-sale securities (fair market value) | $5,671,000 | 5,489 |
| Total debt securities | $19,318,000 | 4,494 |
| 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 | $19,953,000 | 4,460 |
| U.S. Government securities | $17,465,000 | 3,733 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,465,000 | 3,633 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $2,488,000 | 1,365 |
| 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 | $2,488,000 | 1,031 |
| 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 | $1,355,000 | 5,274 |
| Mortgage-backed securities | $17,465,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $17,465,000 | 1,955 |
| Issued or guaranteed by U.S. | $17,465,000 | 1,955 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $14,013,000 | 934 |
| Available-for-sale securities (fair market value) | $5,940,000 | 5,495 |
| Total debt securities | $19,953,000 | 4,439 |
| 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 | $21,759,000 | 4,349 |
| U.S. Government securities | $18,300,000 | 3,685 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,300,000 | 3,589 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $3,459,000 | 1,234 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $964,000 | 327 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,495,000 | 1,070 |
| 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 | $1,387,000 | 5,312 |
| Mortgage-backed securities | $18,300,000 | 2,467 |
| Certificates of participation in pools of residential mortgages | $18,300,000 | 1,893 |
| Issued or guaranteed by U.S. | $18,300,000 | 1,890 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $13,079,000 | 937 |
| Available-for-sale securities (fair market value) | $8,680,000 | 5,250 |
| Total debt securities | $21,759,000 | 4,321 |
| 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 | $10,606,000 | 5,427 |
| U.S. Government securities | $7,130,000 | 5,113 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,130,000 | 5,001 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $3,476,000 | 1,248 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $963,000 | 338 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,513,000 | 1,088 |
| 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 | $1,433,000 | 5,314 |
| Mortgage-backed securities | $7,130,000 | 3,623 |
| Certificates of participation in pools of residential mortgages | $7,130,000 | 3,070 |
| Issued or guaranteed by U.S. | $7,130,000 | 3,067 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,150,000 | 1,865 |
| Available-for-sale securities (fair market value) | $9,456,000 | 5,175 |
| Total debt securities | $10,606,000 | 5,396 |
| 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 | $10,554,000 | 5,491 |
| U.S. Government securities | $8,185,000 | 4,995 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,185,000 | 4,888 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $2,369,000 | 1,475 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $987,000 | 319 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,382,000 | 1,380 |
| 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 | $7,156,000 | 3,840 |
| Mortgage-backed securities | $8,185,000 | 3,530 |
| Certificates of participation in pools of residential mortgages | $8,185,000 | 2,932 |
| Issued or guaranteed by U.S. | $8,185,000 | 2,931 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $10,554,000 | 5,117 |
| Total debt securities | $10,554,000 | 5,456 |
| 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 | $11,578,000 | 5,354 |
| U.S. Government securities | $9,232,000 | 4,815 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,232,000 | 4,715 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $2,346,000 | 1,465 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $978,000 | 306 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,368,000 | 1,348 |
| 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 | $7,757,000 | 3,690 |
| Mortgage-backed securities | $9,232,000 | 3,395 |
| Certificates of participation in pools of residential mortgages | $9,232,000 | 2,760 |
| Issued or guaranteed by U.S. | $9,232,000 | 2,758 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $11,578,000 | 4,978 |
| Total debt securities | $11,578,000 | 5,327 |
| 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 | $12,916,000 | 5,289 |
| U.S. Government securities | $10,528,000 | 4,717 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,528,000 | 4,614 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $2,388,000 | 1,503 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $947,000 | 299 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,441,000 | 1,373 |
| 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 | $7,228,000 | 3,848 |
| Mortgage-backed securities | $10,528,000 | 3,378 |
| Certificates of participation in pools of residential mortgages | $10,528,000 | 2,713 |
| Issued or guaranteed by U.S. | $10,528,000 | 2,710 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $12,916,000 | 4,882 |
| Total debt securities | $12,916,000 | 5,257 |
| 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 | $14,004,000 | 5,172 |
| U.S. Government securities | $11,697,000 | 4,623 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,697,000 | 4,536 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $2,307,000 | 1,530 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $925,000 | 265 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,382,000 | 1,399 |
| 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 | $7,337,000 | 3,857 |
| Mortgage-backed securities | $11,697,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $11,697,000 | 2,631 |
| Issued or guaranteed by U.S. | $11,697,000 | 2,630 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $14,004,000 | 4,785 |
| Total debt securities | $14,004,000 | 5,141 |
| 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 | $14,327,000 | 5,199 |
| U.S. Government securities | $12,962,000 | 4,525 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,962,000 | 4,426 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,365,000 | 1,843 |
| 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 | $1,365,000 | 1,389 |
| 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 | $7,424,000 | 3,860 |
| Mortgage-backed securities | $12,962,000 | 3,140 |
| Certificates of participation in pools of residential mortgages | $12,962,000 | 2,481 |
| Issued or guaranteed by U.S. | $12,962,000 | 2,475 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $14,327,000 | 4,796 |
| Total debt securities | $14,327,000 | 5,173 |
| 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 | $18,756,000 | 4,675 |
| U.S. Government securities | $17,449,000 | 3,909 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $17,449,000 | 3,829 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $1,307,000 | 1,827 |
| 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 | $1,307,000 | 1,316 |
| 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 | $8,226,000 | 3,523 |
| Mortgage-backed securities | $14,368,000 | 2,937 |
| Certificates of participation in pools of residential mortgages | $14,368,000 | 2,234 |
| Issued or guaranteed by U.S. | $14,368,000 | 2,229 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $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) | $18,756,000 | 4,285 |
| Total debt securities | $18,756,000 | 4,643 |
| 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 | $19,817,000 | 4,525 |
| U.S. Government securities | $18,502,000 | 3,747 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $18,502,000 | 3,664 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $1,315,000 | 1,828 |
| 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 | $1,315,000 | 1,294 |
| 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 | $9,462,000 | 3,276 |
| Mortgage-backed securities | $16,000,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | $16,000,000 | 2,030 |
| Issued or guaranteed by U.S. | $16,000,000 | 2,024 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $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) | $19,817,000 | 4,150 |
| Total debt securities | $19,817,000 | 4,491 |
| 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 | $20,811,000 | 4,484 |
| U.S. Government securities | $19,454,000 | 3,724 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $19,454,000 | 3,630 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $1,357,000 | 1,761 |
| 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 | $1,357,000 | 1,200 |
| 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 | $10,448,000 | 3,133 |
| Mortgage-backed securities | $18,312,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | $18,312,000 | 1,795 |
| Issued or guaranteed by U.S. | $18,312,000 | 1,792 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $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) | $20,811,000 | 4,115 |
| Total debt securities | $20,811,000 | 4,453 |
| 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 | $20,820,000 | 4,445 |
| U.S. Government securities | $19,432,000 | 3,716 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $19,432,000 | 3,612 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $1,388,000 | 1,798 |
| 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 | $1,388,000 | 1,221 |
| 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 | $11,887,000 | 2,933 |
| Mortgage-backed securities | $18,822,000 | 2,391 |
| Certificates of participation in pools of residential mortgages | $18,822,000 | 1,709 |
| Issued or guaranteed by U.S. | $18,822,000 | 1,705 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $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) | $20,820,000 | 4,084 |
| Total debt securities | $20,820,000 | 4,413 |
| 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 | $20,120,000 | 4,384 |
| U.S. Government securities | $18,742,000 | 3,604 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $18,742,000 | 3,501 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,378,000 | 1,918 |
| 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 | $1,378,000 | 1,225 |
| 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 | $12,916,000 | 2,763 |
| Mortgage-backed securities | $18,128,000 | 2,352 |
| Certificates of participation in pools of residential mortgages | $18,128,000 | 1,679 |
| Issued or guaranteed by U.S. | $18,128,000 | 1,673 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $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) | $20,120,000 | 4,031 |
| Total debt securities | $20,120,000 | 4,351 |
| 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 | $25,525,000 | 3,821 |
| U.S. Government securities | $24,123,000 | 3,049 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $24,123,000 | 2,950 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,402,000 | 1,952 |
| 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 | $1,402,000 | 1,212 |
| 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 | $15,908,000 | 2,479 |
| Mortgage-backed securities | $23,003,000 | 2,026 |
| Certificates of participation in pools of residential mortgages | $23,003,000 | 1,385 |
| Issued or guaranteed by U.S. | $23,003,000 | 1,379 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $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) | $25,525,000 | 3,505 |
| Total debt securities | $25,525,000 | 3,781 |
| 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 | $28,593,000 | 3,577 |
| U.S. Government securities | $27,260,000 | 2,861 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $27,260,000 | 2,778 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $1,333,000 | 1,974 |
| 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 | $1,333,000 | 1,193 |
| 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 | $12,559,000 | 2,873 |
| Mortgage-backed securities | $26,134,000 | 1,853 |
| Certificates of participation in pools of residential mortgages | $26,134,000 | 1,243 |
| Issued or guaranteed by U.S. | $26,134,000 | 1,238 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $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) | $28,593,000 | 3,268 |
| Total debt securities | $28,593,000 | 3,548 |
| 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 | $31,185,000 | 3,420 |
| U.S. Government securities | $29,856,000 | 2,716 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $29,856,000 | 2,647 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,329,000 | 2,029 |
| 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 | $1,329,000 | 1,208 |
| 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 | $16,291,000 | 2,531 |
| Mortgage-backed securities | $29,234,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | $29,234,000 | 1,215 |
| Issued or guaranteed by U.S. | $29,234,000 | 1,210 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $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) | $31,185,000 | 3,097 |
| Total debt securities | $31,185,000 | 3,388 |
| 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 | $28,756,000 | 3,567 |
| U.S. Government securities | $27,473,000 | 2,846 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $27,473,000 | 2,777 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,283,000 | 2,113 |
| 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 | $1,283,000 | 1,258 |
| 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 | $16,694,000 | 2,517 |
| Mortgage-backed securities | $25,846,000 | 1,952 |
| Certificates of participation in pools of residential mortgages | $25,846,000 | 1,379 |
| Issued or guaranteed by U.S. | $25,846,000 | 1,372 |
| 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) | $28,756,000 | 3,222 |
| Total debt securities | $28,756,000 | 3,537 |
| 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 | $35,732,000 | 3,104 |
| U.S. Government securities | $34,444,000 | 2,393 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $34,444,000 | 2,335 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,288,000 | 2,219 |
| 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 | $1,288,000 | 1,341 |
| 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 | $12,104,000 | 3,019 |
| Mortgage-backed securities | $32,838,000 | 1,656 |
| Certificates of participation in pools of residential mortgages | $32,838,000 | 1,161 |
| Issued or guaranteed by U.S. | $32,838,000 | 1,153 |
| 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) | $31,972,000 | 543 |
| Available-for-sale securities (fair market value) | $3,760,000 | 6,498 |
| Total debt securities | $35,731,000 | 3,072 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $33,052,000 | 3,214 |
| U.S. Government securities | $31,878,000 | 2,494 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $31,878,000 | 2,439 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,174,000 | 2,333 |
| 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 | $1,174,000 | 1,424 |
| 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 | $12,473,000 | 2,990 |
| Mortgage-backed securities | $29,773,000 | 1,805 |
| Certificates of participation in pools of residential mortgages | $29,773,000 | 1,303 |
| Issued or guaranteed by U.S. | $29,773,000 | 1,293 |
| 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) | $28,796,000 | 587 |
| Available-for-sale securities (fair market value) | $4,256,000 | 6,413 |
| Total debt securities | $33,052,000 | 3,179 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $33,566,000 | 3,199 |
| U.S. Government securities | $32,563,000 | 2,479 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $32,563,000 | 2,423 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,003,000 | 2,328 |
| 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 | $1,003,000 | 1,529 |
| 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 | $13,658,000 | 2,875 |
| Mortgage-backed securities | $29,936,000 | 1,817 |
| Certificates of participation in pools of residential mortgages | $29,936,000 | 1,331 |
| Issued or guaranteed by U.S. | $29,936,000 | 1,320 |
| 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) | $29,364,000 | 569 |
| Available-for-sale securities (fair market value) | $4,202,000 | 6,464 |
| Total debt securities | $33,566,000 | 3,166 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| 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 | $28,503,000 | 3,570 |
| U.S. Government securities | $27,383,000 | 2,849 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $27,383,000 | 2,791 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,120,000 | 2,199 |
| 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 | $1,120,000 | 1,440 |
| 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 | $13,885,000 | 2,868 |
| Mortgage-backed securities | $21,218,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $21,218,000 | 1,702 |
| Issued or guaranteed by U.S. | $21,218,000 | 1,692 |
| 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) | $23,529,000 | 669 |
| Available-for-sale securities (fair market value) | $4,974,000 | 6,368 |
| Total debt securities | $28,503,000 | 3,531 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| 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 | $27,618,000 | 3,581 |
| U.S. Government securities | $26,521,000 | 2,840 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $26,521,000 | 2,789 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,097,000 | 2,161 |
| 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 | $1,097,000 | 1,419 |
| 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 | $12,726,000 | 3,028 |
| Mortgage-backed securities | $19,837,000 | 2,256 |
| Certificates of participation in pools of residential mortgages | $19,837,000 | 1,702 |
| Issued or guaranteed by U.S. | $19,837,000 | 1,692 |
| 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) | $22,598,000 | 689 |
| Available-for-sale securities (fair market value) | $5,020,000 | 6,320 |
| Total debt securities | $27,618,000 | 3,552 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| 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 | $26,093,000 | 3,780 |
| U.S. Government securities | $24,803,000 | 3,026 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $24,803,000 | 2,969 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,290,000 | 2,112 |
| 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 | $1,290,000 | 1,429 |
| 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 | $13,916,000 | 2,825 |
| Mortgage-backed securities | $17,357,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | $17,357,000 | 1,858 |
| Issued or guaranteed by U.S. | $17,357,000 | 1,848 |
| 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) | $20,003,000 | 741 |
| Available-for-sale securities (fair market value) | $6,090,000 | 6,154 |
| Total debt securities | $26,093,000 | 3,736 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| 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 | $11,472,000 | 5,683 |
| U.S. Government securities | $10,820,000 | 4,976 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,820,000 | 4,877 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $652,000 | 2,438 |
| 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 | $652,000 | 1,736 |
| 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 | $1,513,000 | 5,845 |
| Mortgage-backed securities | $5,999,000 | 3,875 |
| Certificates of participation in pools of residential mortgages | $5,999,000 | 3,269 |
| Issued or guaranteed by U.S. | $5,999,000 | 3,253 |
| 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) | $4,486,000 | 1,731 |
| Available-for-sale securities (fair market value) | $6,986,000 | 6,005 |
| Total debt securities | $11,472,000 | 5,612 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| 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 | $7,037,000 | 6,646 |
| U.S. Government securities | $7,037,000 | 5,997 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,037,000 | 5,886 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $1,172,000 | 6,072 |
| Mortgage-backed securities | $1,660,000 | 5,003 |
| Certificates of participation in pools of residential mortgages | $1,660,000 | 4,548 |
| Issued or guaranteed by U.S. | $1,660,000 | 4,530 |
| 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) | $7,037,000 | 6,024 |
| Total debt securities | $7,037,000 | 6,581 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $10,067,000 | 6,062 |
| U.S. Government securities | $9,485,000 | 5,455 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,485,000 | 5,342 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $582,000 | 2,245 |
| Privately issued residential mortgage-backed securities | $582,000 | 1,096 |
| 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 | $1,255,000 | 6,048 |
| Mortgage-backed securities | $3,361,000 | 4,213 |
| Certificates of participation in pools of residential mortgages | $2,779,000 | 3,856 |
| Issued or guaranteed by U.S. | $2,779,000 | 3,840 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $582,000 | 2,867 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $582,000 | 1,042 |
| 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) | $10,067,000 | 5,458 |
| Total debt securities | $10,067,000 | 5,997 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $7,740,000 | 6,563 |
| U.S. Government securities | $7,118,000 | 6,070 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,118,000 | 5,964 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $622,000 | 2,165 |
| Privately issued residential mortgage-backed securities | $622,000 | 1,038 |
| 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 | $1,334,000 | 6,065 |
| Mortgage-backed securities | $3,557,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $2,935,000 | 3,746 |
| Issued or guaranteed by U.S. | $2,935,000 | 3,733 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $622,000 | 2,818 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $622,000 | 981 |
| 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) | $7,740,000 | 5,912 |
| Total debt securities | $7,740,000 | 6,504 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $7,491,000 | 6,662 |
| U.S. Government securities | $6,840,000 | 6,219 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,840,000 | 6,097 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $651,000 | 2,162 |
| Privately issued residential mortgage-backed securities | $651,000 | 997 |
| 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 | $2,009,000 | 5,730 |
| Mortgage-backed securities | $3,794,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $3,143,000 | 3,650 |
| Issued or guaranteed by U.S. | $3,143,000 | 3,635 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $651,000 | 2,764 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $651,000 | 936 |
| 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) | $7,491,000 | 5,993 |
| Total debt securities | $7,491,000 | 6,603 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $9,443,000 | 6,287 |
| U.S. Government securities | $8,728,000 | 5,767 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,728,000 | 5,645 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $715,000 | 2,133 |
| Privately issued residential mortgage-backed securities | $715,000 | 961 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,187,000 | 5,668 |
| Mortgage-backed securities | $4,060,000 | 3,911 |
| Certificates of participation in pools of residential mortgages | $3,345,000 | 3,579 |
| Issued or guaranteed by U.S. | $3,345,000 | 3,567 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $715,000 | 2,717 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $715,000 | 908 |
| 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) | $9,443,000 | 5,637 |
| Total debt securities | $9,445,000 | 6,228 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $9,718,000 | 6,272 |
| U.S. Government securities | $8,953,000 | 5,762 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,953,000 | 5,646 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $765,000 | 2,111 |
| Privately issued residential mortgage-backed securities | $765,000 | 927 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,304,000 | 5,647 |
| Mortgage-backed securities | $4,330,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | $3,565,000 | 3,491 |
| Issued or guaranteed by U.S. | $3,565,000 | 3,473 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $765,000 | 2,661 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $765,000 | 865 |
| 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) | $9,718,000 | 5,594 |
| Total debt securities | $9,718,000 | 6,213 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $8,760,000 | 6,513 |
| U.S. Government securities | $7,958,000 | 6,025 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,958,000 | 5,888 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $802,000 | 2,113 |
| Privately issued residential mortgage-backed securities | $802,000 | 897 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,430,000 | 5,607 |
| Mortgage-backed securities | $4,558,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | $3,756,000 | 3,412 |
| Issued or guaranteed by U.S. | $3,756,000 | 3,399 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $802,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $802,000 | 841 |
| 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) | $8,760,000 | 5,806 |
| Total debt securities | $8,760,000 | 6,451 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $9,072,000 | 6,508 |
| U.S. Government securities | $8,214,000 | 6,015 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,214,000 | 5,869 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $858,000 | 2,146 |
| Privately issued residential mortgage-backed securities | $858,000 | 889 |
| 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 | $2,601,000 | 5,530 |
| Mortgage-backed securities | $4,863,000 | 3,699 |
| Certificates of participation in pools of residential mortgages | $4,005,000 | 3,360 |
| Issued or guaranteed by U.S. | $4,005,000 | 3,346 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $858,000 | 2,606 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $858,000 | 833 |
| 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) | $9,072,000 | 5,791 |
| Total debt securities | $9,073,000 | 6,445 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $6,379,000 | 7,130 |
| U.S. Government securities | $5,464,000 | 6,816 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,464,000 | 6,670 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $915,000 | 2,193 |
| Privately issued residential mortgage-backed securities | $915,000 | 839 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,990,000 | 5,838 |
| Mortgage-backed securities | $5,155,000 | 3,645 |
| Certificates of participation in pools of residential mortgages | $4,240,000 | 3,305 |
| Issued or guaranteed by U.S. | $4,240,000 | 3,293 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $915,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $915,000 | 787 |
| 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) | $6,379,000 | 6,399 |
| Total debt securities | $6,379,000 | 7,076 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $5,557,000 | 7,352 |
| U.S. Government securities | $4,588,000 | 7,089 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,588,000 | 6,948 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $969,000 | 2,194 |
| Privately issued residential mortgage-backed securities | $969,000 | 810 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,141,000 | 5,760 |
| Mortgage-backed securities | $5,557,000 | 3,575 |
| Certificates of participation in pools of residential mortgages | $4,588,000 | 3,252 |
| Issued or guaranteed by U.S. | $4,588,000 | 3,240 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $969,000 | 2,545 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $969,000 | 757 |
| 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) | $5,557,000 | 6,587 |
| Total debt securities | $5,557,000 | 7,295 |
| 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 | $8,962,000 | 6,594 |
| U.S. Government securities | $7,934,000 | 6,137 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,934,000 | 5,996 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,028,000 | 2,132 |
| Privately issued residential mortgage-backed securities | $1,028,000 | 774 |
| 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 | $1,997,000 | 5,852 |
| Mortgage-backed securities | $5,967,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $4,939,000 | 3,223 |
| Issued or guaranteed by U.S. | $4,939,000 | 3,211 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,028,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $1,028,000 | 723 |
| 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) | $8,962,000 | 5,853 |
| Total debt securities | $8,962,000 | 6,534 |
| 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 | $9,210,000 | 6,598 |
| U.S. Government securities | $8,148,000 | 6,153 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,148,000 | 6,002 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,062,000 | 2,165 |
| Privately issued residential mortgage-backed securities | $1,062,000 | 745 |
| 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 | $0 | 7,151 |
| Mortgage-backed securities | $6,217,000 | 3,596 |
| Certificates of participation in pools of residential mortgages | $5,155,000 | 3,235 |
| Issued or guaranteed by U.S. | $5,155,000 | 3,228 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,062,000 | 2,577 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $1,062,000 | 697 |
| 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) | $9,210,000 | 5,861 |
| Total debt securities | $9,210,000 | 6,541 |
| 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 | $11,301,000 | 6,224 |
| U.S. Government securities | $11,301,000 | 5,406 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,301,000 | 5,241 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $0 | 7,176 |
| Mortgage-backed securities | $5,308,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $5,308,000 | 3,207 |
| Issued or guaranteed by U.S. | $5,308,000 | 3,198 |
| 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) | $11,301,000 | 5,469 |
| Total debt securities | $11,301,000 | 6,159 |
| 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 | $10,986,000 | 6,297 |
| U.S. Government securities | $10,986,000 | 5,488 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,986,000 | 5,335 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $10,986,000 | 5,540 |
| Total debt securities | $10,986,000 | 6,227 |
| 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 | $0 | 8,921 |
| U.S. Government securities | $0 | 8,803 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $0 | 8,720 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $0 | 8,873 |
| 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 |