Home > Equitable Bank > Securities
Equitable Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $28,947,000 | 3,224 |
| U.S. Government securities | $28,947,000 | 2,530 |
| U.S. Treasury securities | $27,621,000 | 746 |
| U.S. Government agency obligations | $1,326,000 | 4,033 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,370,000 | 3,710 |
| Mortgage-backed securities | $1,326,000 | 3,438 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,000 | 3,579 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,292,000 | 2,082 |
| 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) | $6,000 | 1,734 |
| Available-for-sale securities (fair market value) | $28,941,000 | 2,975 |
| Total debt securities | $28,946,000 | 3,202 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $96,000 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $28,696,000 | 3,244 |
| U.S. Government securities | $28,696,000 | 2,526 |
| U.S. Treasury securities | $27,344,000 | 776 |
| U.S. Government agency obligations | $1,352,000 | 4,048 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,363,000 | 3,717 |
| Mortgage-backed securities | $1,352,000 | 3,447 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,000 | 3,604 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,318,000 | 2,040 |
| 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) | $7,000 | 1,756 |
| Available-for-sale securities (fair market value) | $28,689,000 | 2,988 |
| Total debt securities | $28,697,000 | 3,221 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $77,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $30,241,000 | 3,243 |
| U.S. Government securities | $28,590,000 | 2,582 |
| U.S. Treasury securities | $27,157,000 | 783 |
| U.S. Government agency obligations | $1,433,000 | 4,068 |
| Securities issued by states & political subdivisions | $1,651,000 | 3,462 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,444,000 | 3,705 |
| Mortgage-backed securities | $1,433,000 | 3,451 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $35,000 | 3,615 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,398,000 | 2,026 |
| 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) | $8,000 | 1,768 |
| Available-for-sale securities (fair market value) | $30,233,000 | 2,994 |
| Total debt securities | $30,240,000 | 3,221 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $72,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $31,496,000 | 3,279 |
| U.S. Government securities | $28,830,000 | 2,650 |
| U.S. Treasury securities | $27,283,000 | 826 |
| U.S. Government agency obligations | $1,547,000 | 4,074 |
| Securities issued by states & political subdivisions | $2,666,000 | 3,337 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $904,000 | 3,783 |
| Mortgage-backed securities | $1,547,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $37,000 | 3,665 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,510,000 | 2,032 |
| 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) | $9,000 | 1,826 |
| Available-for-sale securities (fair market value) | $31,487,000 | 3,019 |
| Total debt securities | $31,495,000 | 3,252 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $67,000 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $31,265,000 | 3,331 |
| U.S. Government securities | $28,586,000 | 2,668 |
| U.S. Treasury securities | $27,005,000 | 883 |
| U.S. Government agency obligations | $1,581,000 | 4,092 |
| Securities issued by states & political subdivisions | $2,679,000 | 3,379 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $911,000 | 3,740 |
| Mortgage-backed securities | $1,581,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $36,000 | 3,703 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,545,000 | 2,039 |
| 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) | $10,000 | 1,846 |
| Available-for-sale securities (fair market value) | $31,255,000 | 3,064 |
| Total debt securities | $31,264,000 | 3,307 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $56,000 | 235 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $31,368,000 | 3,339 |
| U.S. Government securities | $28,674,000 | 2,698 |
| U.S. Treasury securities | $26,944,000 | 905 |
| U.S. Government agency obligations | $1,730,000 | 4,102 |
| Securities issued by states & political subdivisions | $2,694,000 | 3,414 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,520,000 | 3,344 |
| Mortgage-backed securities | $1,730,000 | 3,506 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $36,000 | 3,729 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,694,000 | 2,006 |
| 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) | $11,000 | 1,844 |
| Available-for-sale securities (fair market value) | $31,357,000 | 3,080 |
| Total debt securities | $31,368,000 | 3,313 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $50,000 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $31,998,000 | 3,348 |
| U.S. Government securities | $29,258,000 | 2,702 |
| U.S. Treasury securities | $27,430,000 | 878 |
| U.S. Government agency obligations | $1,828,000 | 4,121 |
| Securities issued by states & political subdivisions | $2,740,000 | 3,451 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,611,000 | 3,334 |
| Mortgage-backed securities | $1,828,000 | 3,541 |
| Certificates of participation in pools of residential mortgages | $39,000 | 3,820 |
| Issued or guaranteed by U.S. | $39,000 | 3,755 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,789,000 | 2,090 |
| CMOs issued by government agencies or sponsored agencies | $1,789,000 | 2,016 |
| 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) | $13,000 | 1,780 |
| Available-for-sale securities (fair market value) | $31,985,000 | 3,105 |
| Total debt securities | $31,996,000 | 3,330 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $49,000 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $33,143,000 | 3,267 |
| U.S. Government securities | $29,869,000 | 2,622 |
| U.S. Treasury securities | $27,830,000 | 774 |
| U.S. Government agency obligations | $2,039,000 | 4,078 |
| Securities issued by states & political subdivisions | $3,274,000 | 3,363 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,734,000 | 3,307 |
| Mortgage-backed securities | $2,039,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | $44,000 | 3,833 |
| Issued or guaranteed by U.S. | $44,000 | 3,772 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,995,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $1,995,000 | 1,984 |
| 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) | $15,000 | 1,705 |
| Available-for-sale securities (fair market value) | $33,128,000 | 3,058 |
| Total debt securities | $33,143,000 | 3,249 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $54,000 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $29,303,000 | 3,314 |
| U.S. Government securities | $25,948,000 | 2,632 |
| U.S. Treasury securities | $23,529,000 | 624 |
| U.S. Government agency obligations | $2,419,000 | 4,045 |
| Securities issued by states & political subdivisions | $3,355,000 | 3,393 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $930,000 | 3,843 |
| Mortgage-backed securities | $2,419,000 | 3,486 |
| Certificates of participation in pools of residential mortgages | $49,000 | 3,848 |
| Issued or guaranteed by U.S. | $49,000 | 3,775 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,370,000 | 1,953 |
| CMOs issued by government agencies or sponsored agencies | $2,370,000 | 1,897 |
| 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) | $17,000 | 1,628 |
| Available-for-sale securities (fair market value) | $29,286,000 | 3,127 |
| Total debt securities | $29,303,000 | 3,294 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $49,000 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $21,620,000 | 3,567 |
| U.S. Government securities | $18,222,000 | 2,984 |
| U.S. Treasury securities | $13,409,000 | 731 |
| U.S. Government agency obligations | $4,813,000 | 3,795 |
| Securities issued by states & political subdivisions | $3,398,000 | 3,419 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $969,000 | 3,866 |
| Mortgage-backed securities | $2,808,000 | 3,463 |
| Certificates of participation in pools of residential mortgages | $53,000 | 3,895 |
| Issued or guaranteed by U.S. | $53,000 | 3,827 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,755,000 | 1,902 |
| CMOs issued by government agencies or sponsored agencies | $2,755,000 | 1,856 |
| 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) | $21,000 | 1,641 |
| Available-for-sale securities (fair market value) | $21,599,000 | 3,357 |
| Total debt securities | $21,621,000 | 3,544 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $49,000 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $22,135,000 | 3,511 |
| U.S. Government securities | $18,700,000 | 2,905 |
| U.S. Treasury securities | $13,457,000 | 644 |
| U.S. Government agency obligations | $5,243,000 | 3,742 |
| Securities issued by states & political subdivisions | $3,435,000 | 3,426 |
| 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 | $1,029,000 | 3,856 |
| Mortgage-backed securities | $3,230,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $59,000 | 3,905 |
| Issued or guaranteed by U.S. | $59,000 | 3,836 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,171,000 | 1,791 |
| CMOs issued by government agencies or sponsored agencies | $3,171,000 | 1,752 |
| 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) | $24,000 | 1,624 |
| Available-for-sale securities (fair market value) | $22,111,000 | 3,308 |
| Total debt securities | $22,135,000 | 3,486 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $49,000 | 235 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $28,027,000 | 3,178 |
| U.S. Government securities | $24,553,000 | 2,431 |
| U.S. Treasury securities | $13,525,000 | 486 |
| U.S. Government agency obligations | $11,028,000 | 3,148 |
| Securities issued by states & political subdivisions | $3,474,000 | 3,405 |
| 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 | $1,080,000 | 3,858 |
| Mortgage-backed securities | $4,002,000 | 3,303 |
| Certificates of participation in pools of residential mortgages | $71,000 | 3,890 |
| Issued or guaranteed by U.S. | $71,000 | 3,811 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,931,000 | 1,639 |
| CMOs issued by government agencies or sponsored agencies | $3,931,000 | 1,600 |
| 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) | $32,000 | 1,617 |
| Available-for-sale securities (fair market value) | $27,995,000 | 2,996 |
| Total debt securities | $28,028,000 | 3,158 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $30,000 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $20,213,000 | 3,421 |
| U.S. Government securities | $15,395,000 | 2,825 |
| U.S. Treasury securities | $8,084,000 | 479 |
| U.S. Government agency obligations | $7,311,000 | 3,377 |
| Securities issued by states & political subdivisions | $4,818,000 | 3,218 |
| 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 | $1,228,000 | 3,835 |
| Mortgage-backed securities | $5,283,000 | 3,121 |
| Certificates of participation in pools of residential mortgages | $86,000 | 3,872 |
| Issued or guaranteed by U.S. | $86,000 | 3,803 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,197,000 | 1,489 |
| CMOs issued by government agencies or sponsored agencies | $5,197,000 | 1,446 |
| 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) | $36,000 | 1,607 |
| Available-for-sale securities (fair market value) | $20,177,000 | 3,208 |
| Total debt securities | $20,213,000 | 3,397 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $30,000 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $16,894,000 | 3,535 |
| U.S. Government securities | $12,022,000 | 3,069 |
| U.S. Treasury securities | $3,024,000 | 709 |
| U.S. Government agency obligations | $8,998,000 | 3,203 |
| Securities issued by states & political subdivisions | $4,872,000 | 3,124 |
| 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 | $524,000 | 4,031 |
| Mortgage-backed securities | $6,965,000 | 2,924 |
| Certificates of participation in pools of residential mortgages | $111,000 | 3,861 |
| Issued or guaranteed by U.S. | $111,000 | 3,791 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,854,000 | 1,344 |
| CMOs issued by government agencies or sponsored agencies | $6,854,000 | 1,310 |
| 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) | $48,000 | 1,599 |
| Available-for-sale securities (fair market value) | $16,846,000 | 3,322 |
| Total debt securities | $16,895,000 | 3,512 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $30,000 | 222 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $18,311,000 | 3,416 |
| U.S. Government securities | $13,402,000 | 2,973 |
| U.S. Treasury securities | $3,042,000 | 738 |
| U.S. Government agency obligations | $10,360,000 | 3,068 |
| Securities issued by states & political subdivisions | $4,909,000 | 3,075 |
| 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 | $641,000 | 4,055 |
| Mortgage-backed securities | $8,321,000 | 2,786 |
| Certificates of participation in pools of residential mortgages | $136,000 | 3,847 |
| Issued or guaranteed by U.S. | $136,000 | 3,778 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,185,000 | 1,281 |
| CMOs issued by government agencies or sponsored agencies | $8,185,000 | 1,244 |
| 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) | $53,000 | 1,610 |
| Available-for-sale securities (fair market value) | $18,258,000 | 3,204 |
| Total debt securities | $18,312,000 | 3,392 |
| 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 | $18,981,000 | 3,364 |
| U.S. Government securities | $14,223,000 | 2,922 |
| U.S. Treasury securities | $3,014,000 | 773 |
| U.S. Government agency obligations | $11,209,000 | 3,048 |
| Securities issued by states & political subdivisions | $4,758,000 | 3,037 |
| 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 | $528,000 | 4,118 |
| Mortgage-backed securities | $9,178,000 | 2,728 |
| Certificates of participation in pools of residential mortgages | $153,000 | 3,868 |
| Issued or guaranteed by U.S. | $153,000 | 3,789 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $9,025,000 | 1,237 |
| CMOs issued by government agencies or sponsored agencies | $9,025,000 | 1,199 |
| 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) | $61,000 | 1,620 |
| Available-for-sale securities (fair market value) | $18,920,000 | 3,150 |
| Total debt securities | $18,981,000 | 3,342 |
| 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 | $18,734,000 | 3,436 |
| U.S. Government securities | $18,734,000 | 2,659 |
| U.S. Treasury securities | $6,004,000 | 605 |
| U.S. Government agency obligations | $12,730,000 | 2,973 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $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 | $546,000 | 4,178 |
| Mortgage-backed securities | $9,736,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $157,000 | 3,886 |
| Issued or guaranteed by U.S. | $157,000 | 3,819 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $9,579,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $9,579,000 | 1,163 |
| 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) | $64,000 | 1,663 |
| Available-for-sale securities (fair market value) | $18,670,000 | 3,207 |
| Total debt securities | $18,734,000 | 3,413 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $7,466,000 | 4,367 |
| U.S. Government securities | $7,266,000 | 3,751 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,266,000 | 3,593 |
| Securities issued by states & political subdivisions | $200,000 | 4,237 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $547,000 | 4,246 |
| Mortgage-backed securities | $4,271,000 | 3,249 |
| Certificates of participation in pools of residential mortgages | $171,000 | 3,912 |
| Issued or guaranteed by U.S. | $171,000 | 3,840 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,100,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $4,100,000 | 1,683 |
| 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) | $267,000 | 1,624 |
| Available-for-sale securities (fair market value) | $7,199,000 | 4,130 |
| Total debt securities | $7,466,000 | 4,342 |
| 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 | $9,634,000 | 4,236 |
| U.S. Government securities | $9,434,000 | 3,561 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,434,000 | 3,406 |
| Securities issued by states & political subdivisions | $200,000 | 4,301 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $545,000 | 4,288 |
| Mortgage-backed securities | $4,449,000 | 3,219 |
| Certificates of participation in pools of residential mortgages | $175,000 | 3,938 |
| Issued or guaranteed by U.S. | $175,000 | 3,872 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,274,000 | 1,687 |
| CMOs issued by government agencies or sponsored agencies | $4,274,000 | 1,638 |
| 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) | $270,000 | 1,667 |
| Available-for-sale securities (fair market value) | $9,364,000 | 3,987 |
| Total debt securities | $9,635,000 | 4,211 |
| 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 | $3,533,000 | 4,833 |
| U.S. Government securities | $3,333,000 | 4,413 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,333,000 | 4,249 |
| Securities issued by states & political subdivisions | $200,000 | 4,362 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $538,000 | 4,335 |
| Mortgage-backed securities | $355,000 | 4,093 |
| Certificates of participation in pools of residential mortgages | $179,000 | 3,970 |
| Issued or guaranteed by U.S. | $179,000 | 3,896 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $176,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $176,000 | 2,719 |
| 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) | $274,000 | 1,692 |
| Available-for-sale securities (fair market value) | $3,259,000 | 4,580 |
| Total debt securities | $3,533,000 | 4,812 |
| 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 | $1,528,000 | 5,058 |
| U.S. Government securities | $1,328,000 | 4,791 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,328,000 | 4,646 |
| Securities issued by states & political subdivisions | $200,000 | 4,411 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,318,000 | 4,162 |
| Mortgage-backed securities | $369,000 | 4,118 |
| Certificates of participation in pools of residential mortgages | $182,000 | 3,998 |
| Issued or guaranteed by U.S. | $182,000 | 3,941 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $187,000 | 2,779 |
| CMOs issued by government agencies or sponsored agencies | $187,000 | 2,723 |
| 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) | $279,000 | 1,732 |
| Available-for-sale securities (fair market value) | $1,249,000 | 4,820 |
| Total debt securities | $1,528,000 | 5,036 |
| 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 | $1,936,000 | 5,086 |
| U.S. Government securities | $1,336,000 | 4,853 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,336,000 | 4,711 |
| Securities issued by states & political subdivisions | $600,000 | 4,271 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,936,000 | 4,079 |
| Mortgage-backed securities | $386,000 | 4,162 |
| Certificates of participation in pools of residential mortgages | $186,000 | 4,053 |
| Issued or guaranteed by U.S. | $186,000 | 4,031 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $200,000 | 2,774 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 2,717 |
| 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) | $684,000 | 1,624 |
| Available-for-sale securities (fair market value) | $1,252,000 | 4,886 |
| Total debt securities | $1,937,000 | 5,063 |
| 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 | $1,973,000 | 5,146 |
| U.S. Government securities | $1,373,000 | 4,884 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,373,000 | 4,736 |
| Securities issued by states & political subdivisions | $600,000 | 4,314 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,973,000 | 4,113 |
| Mortgage-backed securities | $426,000 | 4,198 |
| Certificates of participation in pools of residential mortgages | $206,000 | 4,097 |
| Issued or guaranteed by U.S. | $206,000 | 3,965 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $220,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $220,000 | 2,725 |
| 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) | $700,000 | 1,646 |
| Available-for-sale securities (fair market value) | $1,273,000 | 4,940 |
| Total debt securities | $1,974,000 | 5,124 |
| 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 | $2,017,000 | 5,199 |
| U.S. Government securities | $1,417,000 | 4,950 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,417,000 | 4,815 |
| Securities issued by states & political subdivisions | $600,000 | 4,358 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,885,000 | 4,188 |
| Mortgage-backed securities | $461,000 | 4,221 |
| Certificates of participation in pools of residential mortgages | $221,000 | 4,123 |
| Issued or guaranteed by U.S. | $221,000 | 4,116 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $240,000 | 2,772 |
| CMOs issued by government agencies or sponsored agencies | $240,000 | 2,708 |
| 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) | $711,000 | 1,667 |
| Available-for-sale securities (fair market value) | $1,306,000 | 4,989 |
| Total debt securities | $2,018,000 | 5,178 |
| 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 | $2,063,000 | 5,255 |
| U.S. Government securities | $1,463,000 | 4,988 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,463,000 | 4,867 |
| Securities issued by states & political subdivisions | $600,000 | 4,427 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,931,000 | 4,241 |
| Mortgage-backed securities | $495,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $234,000 | 4,162 |
| Issued or guaranteed by U.S. | $234,000 | 4,157 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $261,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $261,000 | 2,689 |
| 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) | $719,000 | 1,687 |
| Available-for-sale securities (fair market value) | $1,344,000 | 5,051 |
| Total debt securities | $2,063,000 | 5,236 |
| 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 | $2,114,000 | 5,317 |
| U.S. Government securities | $1,514,000 | 5,029 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,514,000 | 4,907 |
| Securities issued by states & political subdivisions | $600,000 | 4,469 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,933,000 | 4,297 |
| Mortgage-backed securities | $533,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $246,000 | 4,213 |
| Issued or guaranteed by U.S. | $246,000 | 4,209 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $287,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $287,000 | 2,691 |
| 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) | $729,000 | 1,745 |
| Available-for-sale securities (fair market value) | $1,385,000 | 5,094 |
| Total debt securities | $2,114,000 | 5,294 |
| 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 | $2,147,000 | 5,368 |
| U.S. Government securities | $1,547,000 | 5,080 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,547,000 | 4,956 |
| Securities issued by states & political subdivisions | $600,000 | 4,512 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,055,000 | 4,292 |
| Mortgage-backed securities | $578,000 | 4,299 |
| Certificates of participation in pools of residential mortgages | $261,000 | 4,234 |
| Issued or guaranteed by U.S. | $261,000 | 4,229 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $317,000 | 2,766 |
| CMOs issued by government agencies or sponsored agencies | $317,000 | 2,693 |
| 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) | $736,000 | 1,767 |
| Available-for-sale securities (fair market value) | $1,411,000 | 5,146 |
| Total debt securities | $2,147,000 | 5,345 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $2,179,000 | 5,432 |
| U.S. Government securities | $1,579,000 | 5,151 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,579,000 | 5,024 |
| Securities issued by states & political subdivisions | $600,000 | 4,567 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,577,000 | 4,472 |
| Mortgage-backed securities | $620,000 | 4,350 |
| Certificates of participation in pools of residential mortgages | $274,000 | 4,292 |
| Issued or guaranteed by U.S. | $274,000 | 4,288 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $346,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $346,000 | 2,719 |
| 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) | $745,000 | 1,800 |
| Available-for-sale securities (fair market value) | $1,434,000 | 5,201 |
| Total debt securities | $2,178,000 | 5,407 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $2,219,000 | 5,464 |
| U.S. Government securities | $1,618,000 | 5,177 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,618,000 | 5,054 |
| Securities issued by states & political subdivisions | $601,000 | 4,615 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,165,000 | 4,629 |
| Mortgage-backed securities | $664,000 | 4,361 |
| Certificates of participation in pools of residential mortgages | $287,000 | 4,327 |
| Issued or guaranteed by U.S. | $287,000 | 4,322 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $377,000 | 2,787 |
| CMOs issued by government agencies or sponsored agencies | $377,000 | 2,695 |
| 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) | $753,000 | 1,821 |
| Available-for-sale securities (fair market value) | $1,466,000 | 5,238 |
| Total debt securities | $2,220,000 | 5,441 |
| 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 | $1,367,000 | 5,631 |
| U.S. Government securities | $766,000 | 5,412 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $766,000 | 5,308 |
| Securities issued by states & political subdivisions | $601,000 | 4,645 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,367,000 | 4,640 |
| Mortgage-backed securities | $766,000 | 4,378 |
| Certificates of participation in pools of residential mortgages | $340,000 | 4,327 |
| Issued or guaranteed by U.S. | $340,000 | 4,324 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $426,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $426,000 | 2,705 |
| 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) | $770,000 | 1,823 |
| Available-for-sale securities (fair market value) | $597,000 | 5,387 |
| Total debt securities | $1,369,000 | 5,611 |
| 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 | $1,447,000 | 5,698 |
| U.S. Government securities | $845,000 | 5,495 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $845,000 | 5,398 |
| Securities issued by states & political subdivisions | $602,000 | 4,684 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,410,000 | 4,713 |
| Mortgage-backed securities | $845,000 | 4,413 |
| Certificates of participation in pools of residential mortgages | $368,000 | 4,369 |
| Issued or guaranteed by U.S. | $368,000 | 4,364 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $477,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $477,000 | 2,703 |
| 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) | $782,000 | 1,864 |
| Available-for-sale securities (fair market value) | $665,000 | 5,459 |
| Total debt securities | $1,447,000 | 5,680 |
| 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 | $1,528,000 | 5,764 |
| U.S. Government securities | $926,000 | 5,558 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $926,000 | 5,457 |
| Securities issued by states & political subdivisions | $602,000 | 4,730 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,493,000 | 4,733 |
| Mortgage-backed securities | $926,000 | 4,415 |
| Certificates of participation in pools of residential mortgages | $405,000 | 4,390 |
| Issued or guaranteed by U.S. | $405,000 | 4,386 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $521,000 | 2,793 |
| CMOs issued by government agencies or sponsored agencies | $521,000 | 2,703 |
| 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) | $793,000 | 1,898 |
| Available-for-sale securities (fair market value) | $735,000 | 5,505 |
| Total debt securities | $1,529,000 | 5,747 |
| 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 | $1,593,000 | 5,815 |
| U.S. Government securities | $990,000 | 5,606 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $990,000 | 5,509 |
| Securities issued by states & political subdivisions | $603,000 | 4,759 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,526,000 | 4,758 |
| Mortgage-backed securities | $990,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $428,000 | 4,407 |
| Issued or guaranteed by U.S. | $428,000 | 4,404 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $562,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $562,000 | 2,714 |
| 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) | $805,000 | 1,931 |
| Available-for-sale securities (fair market value) | $788,000 | 5,554 |
| Total debt securities | $1,596,000 | 5,795 |
| 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 | $4,089,000 | 5,615 |
| U.S. Government securities | $1,072,000 | 5,668 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,072,000 | 5,576 |
| Securities issued by states & political subdivisions | $3,017,000 | 4,034 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,606,000 | 4,808 |
| Mortgage-backed securities | $1,072,000 | 4,449 |
| Certificates of participation in pools of residential mortgages | $459,000 | 4,452 |
| Issued or guaranteed by U.S. | $459,000 | 4,448 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $613,000 | 2,814 |
| CMOs issued by government agencies or sponsored agencies | $613,000 | 2,725 |
| 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) | $3,232,000 | 1,534 |
| Available-for-sale securities (fair market value) | $857,000 | 5,626 |
| Total debt securities | $4,090,000 | 5,592 |
| 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 | $3,696,000 | 5,743 |
| U.S. Government securities | $679,000 | 5,851 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $679,000 | 5,760 |
| Securities issued by states & political subdivisions | $3,017,000 | 4,060 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $847,000 | 5,124 |
| Mortgage-backed securities | $679,000 | 4,682 |
| Certificates of participation in pools of residential mortgages | $497,000 | 4,508 |
| Issued or guaranteed by U.S. | $497,000 | 4,505 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $182,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $182,000 | 3,052 |
| 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) | $3,276,000 | 1,560 |
| Available-for-sale securities (fair market value) | $420,000 | 5,752 |
| Total debt securities | $3,697,000 | 5,720 |
| 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 | $3,933,000 | 5,773 |
| U.S. Government securities | $874,000 | 5,886 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $874,000 | 5,795 |
| Securities issued by states & political subdivisions | $3,059,000 | 4,057 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $827,000 | 5,196 |
| Mortgage-backed securities | $874,000 | 4,672 |
| Certificates of participation in pools of residential mortgages | $579,000 | 4,520 |
| Issued or guaranteed by U.S. | $579,000 | 4,515 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $295,000 | 3,099 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 3,001 |
| 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) | $3,386,000 | 1,544 |
| Available-for-sale securities (fair market value) | $547,000 | 5,792 |
| Total debt securities | $3,934,000 | 5,748 |
| 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 | $4,096,000 | 5,859 |
| U.S. Government securities | $1,037,000 | 5,927 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,037,000 | 5,837 |
| Securities issued by states & political subdivisions | $3,059,000 | 4,100 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $859,000 | 5,267 |
| Mortgage-backed securities | $1,037,000 | 4,695 |
| Certificates of participation in pools of residential mortgages | $636,000 | 4,575 |
| Issued or guaranteed by U.S. | $636,000 | 4,568 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $401,000 | 3,094 |
| CMOs issued by government agencies or sponsored agencies | $401,000 | 2,996 |
| 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) | $3,438,000 | 1,559 |
| Available-for-sale securities (fair market value) | $658,000 | 5,867 |
| Total debt securities | $4,095,000 | 5,833 |
| 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 | $4,355,000 | 5,909 |
| U.S. Government securities | $1,214,000 | 5,986 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,214,000 | 5,899 |
| Securities issued by states & political subdivisions | $3,141,000 | 4,112 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $882,000 | 5,321 |
| Mortgage-backed securities | $1,214,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $676,000 | 4,647 |
| Issued or guaranteed by U.S. | $676,000 | 4,643 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $538,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $538,000 | 2,958 |
| 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) | $3,575,000 | 1,569 |
| Available-for-sale securities (fair market value) | $780,000 | 5,931 |
| Total debt securities | $4,355,000 | 5,885 |
| 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 | $4,525,000 | 5,964 |
| U.S. Government securities | $1,384,000 | 6,031 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,384,000 | 5,938 |
| Securities issued by states & political subdivisions | $3,141,000 | 4,161 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $984,000 | 5,337 |
| Mortgage-backed securities | $1,384,000 | 4,727 |
| Certificates of participation in pools of residential mortgages | $730,000 | 4,668 |
| Issued or guaranteed by U.S. | $730,000 | 4,665 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $654,000 | 3,041 |
| CMOs issued by government agencies or sponsored agencies | $654,000 | 2,940 |
| 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) | $3,642,000 | 1,571 |
| Available-for-sale securities (fair market value) | $883,000 | 5,981 |
| Total debt securities | $4,524,000 | 5,939 |
| 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 | $4,736,000 | 5,987 |
| U.S. Government securities | $1,530,000 | 6,055 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,530,000 | 5,960 |
| Securities issued by states & political subdivisions | $3,206,000 | 4,173 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,135,000 | 5,278 |
| Mortgage-backed securities | $1,530,000 | 4,719 |
| Certificates of participation in pools of residential mortgages | $740,000 | 4,704 |
| Issued or guaranteed by U.S. | $740,000 | 4,700 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $790,000 | 2,993 |
| CMOs issued by government agencies or sponsored agencies | $790,000 | 2,896 |
| 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) | $3,774,000 | 1,566 |
| Available-for-sale securities (fair market value) | $962,000 | 6,036 |
| Total debt securities | $4,736,000 | 5,963 |
| 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 | $4,909,000 | 6,026 |
| U.S. Government securities | $1,702,000 | 6,081 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,702,000 | 5,982 |
| Securities issued by states & political subdivisions | $3,207,000 | 4,201 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,308,000 | 4,949 |
| Mortgage-backed securities | $1,702,000 | 4,707 |
| Certificates of participation in pools of residential mortgages | $768,000 | 4,716 |
| Issued or guaranteed by U.S. | $768,000 | 4,711 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $934,000 | 2,904 |
| CMOs issued by government agencies or sponsored agencies | $934,000 | 2,799 |
| 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) | $3,846,000 | 1,544 |
| Available-for-sale securities (fair market value) | $1,063,000 | 6,087 |
| Total debt securities | $4,908,000 | 6,000 |
| 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 | $2,525,000 | 6,370 |
| U.S. Government securities | $1,918,000 | 6,115 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,918,000 | 6,016 |
| Securities issued by states & political subdivisions | $607,000 | 5,134 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,093,000 | 5,422 |
| Mortgage-backed securities | $1,918,000 | 4,689 |
| Certificates of participation in pools of residential mortgages | $818,000 | 4,731 |
| Issued or guaranteed by U.S. | $818,000 | 4,727 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,100,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $1,100,000 | 2,759 |
| 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) | $1,331,000 | 1,878 |
| Available-for-sale securities (fair market value) | $1,194,000 | 6,139 |
| Total debt securities | $2,524,000 | 6,340 |
| 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 | $2,184,000 | 6,438 |
| U.S. Government securities | $2,184,000 | 6,044 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,184,000 | 5,941 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $1,059,000 | 5,451 |
| Mortgage-backed securities | $2,184,000 | 4,619 |
| Certificates of participation in pools of residential mortgages | $869,000 | 4,692 |
| Issued or guaranteed by U.S. | $869,000 | 4,688 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,315,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $1,315,000 | 2,690 |
| 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) | $842,000 | 1,968 |
| Available-for-sale securities (fair market value) | $1,342,000 | 6,155 |
| Total debt securities | $2,184,000 | 6,409 |
| 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 | $2,651,000 | 6,424 |
| U.S. Government securities | $2,651,000 | 5,990 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,651,000 | 5,884 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $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 | $1,620,000 | 5,308 |
| Mortgage-backed securities | $2,651,000 | 4,572 |
| Certificates of participation in pools of residential mortgages | $996,000 | 4,684 |
| Issued or guaranteed by U.S. | $996,000 | 4,682 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,655,000 | 2,730 |
| CMOs issued by government agencies or sponsored agencies | $1,655,000 | 2,613 |
| 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) | $1,051,000 | 1,881 |
| Available-for-sale securities (fair market value) | $1,600,000 | 6,178 |
| Total debt securities | $2,651,000 | 6,393 |
| 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 | $3,213,000 | 6,400 |
| U.S. Government securities | $3,213,000 | 5,906 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,213,000 | 5,803 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $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 | $523,000 | 5,791 |
| Mortgage-backed securities | $3,213,000 | 4,465 |
| Certificates of participation in pools of residential mortgages | $1,128,000 | 4,658 |
| Issued or guaranteed by U.S. | $1,128,000 | 4,657 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,085,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $2,085,000 | 2,539 |
| 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) | $1,343,000 | 1,816 |
| Available-for-sale securities (fair market value) | $1,870,000 | 6,182 |
| Total debt securities | $3,213,000 | 6,365 |
| 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 | $2,778,000 | 6,553 |
| U.S. Government securities | $2,778,000 | 6,113 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,778,000 | 6,013 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $494,000 | 5,924 |
| Mortgage-backed securities | $2,778,000 | 4,670 |
| Certificates of participation in pools of residential mortgages | $156,000 | 5,323 |
| Issued or guaranteed by U.S. | $156,000 | 5,316 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,622,000 | 2,578 |
| CMOs issued by government agencies or sponsored agencies | $2,622,000 | 2,473 |
| 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) | $1,672,000 | 1,763 |
| Available-for-sale securities (fair market value) | $1,106,000 | 6,366 |
| Total debt securities | $2,777,000 | 6,520 |
| 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 | $3,247,000 | 6,544 |
| U.S. Government securities | $3,247,000 | 6,110 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,247,000 | 6,011 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $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 | $955,000 | 5,763 |
| Mortgage-backed securities | $3,247,000 | 4,621 |
| Certificates of participation in pools of residential mortgages | $160,000 | 5,345 |
| Issued or guaranteed by U.S. | $160,000 | 5,337 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,087,000 | 2,497 |
| CMOs issued by government agencies or sponsored agencies | $3,087,000 | 2,380 |
| 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) | $1,971,000 | 1,709 |
| Available-for-sale securities (fair market value) | $1,276,000 | 6,413 |
| Total debt securities | $3,247,000 | 6,517 |
| 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 | $3,573,000 | 6,576 |
| U.S. Government securities | $3,573,000 | 6,136 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,573,000 | 6,033 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $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 | $698,000 | 5,899 |
| Mortgage-backed securities | $3,573,000 | 4,574 |
| Certificates of participation in pools of residential mortgages | $166,000 | 5,364 |
| Issued or guaranteed by U.S. | $166,000 | 5,358 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,407,000 | 2,440 |
| CMOs issued by government agencies or sponsored agencies | $3,407,000 | 2,326 |
| 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) | $2,141,000 | 1,691 |
| Available-for-sale securities (fair market value) | $1,432,000 | 6,447 |
| Total debt securities | $3,572,000 | 6,548 |
| 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 | $3,912,000 | 6,549 |
| U.S. Government securities | $3,912,000 | 6,083 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,912,000 | 5,978 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,912,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $174,000 | 5,339 |
| Issued or guaranteed by U.S. | $174,000 | 5,325 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,738,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $3,738,000 | 2,151 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,327,000 | 1,717 |
| Available-for-sale securities (fair market value) | $1,585,000 | 6,437 |
| Total debt securities | $3,912,000 | 6,515 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $4,831,000 | 6,495 |
| U.S. Government securities | $4,831,000 | 5,933 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,831,000 | 5,814 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,279,000 | 4,329 |
| Certificates of participation in pools of residential mortgages | $175,000 | 5,343 |
| Issued or guaranteed by U.S. | $175,000 | 5,327 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,104,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $4,104,000 | 2,048 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,053,000 | 1,618 |
| Available-for-sale securities (fair market value) | $1,778,000 | 6,486 |
| Total debt securities | $4,831,000 | 6,459 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $5,091,000 | 6,536 |
| U.S. Government securities | $5,091,000 | 6,001 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,091,000 | 5,877 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,537,000 | 4,258 |
| Certificates of participation in pools of residential mortgages | $186,000 | 5,345 |
| Issued or guaranteed by U.S. | $186,000 | 5,333 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,351,000 | 2,158 |
| CMOs issued by government agencies or sponsored agencies | $4,351,000 | 1,968 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,188,000 | 1,630 |
| Available-for-sale securities (fair market value) | $1,903,000 | 6,539 |
| Total debt securities | $5,091,000 | 6,500 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $2,677,000 | 6,933 |
| U.S. Government securities | $2,677,000 | 6,535 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,677,000 | 6,417 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,126,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $105,000 | 5,455 |
| Issued or guaranteed by U.S. | $105,000 | 5,443 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,021,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $2,021,000 | 2,413 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $105,000 | 2,745 |
| Available-for-sale securities (fair market value) | $2,572,000 | 6,462 |
| Total debt securities | $2,677,000 | 6,895 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $2,917,000 | 6,912 |
| U.S. Government securities | $2,917,000 | 6,427 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,917,000 | 6,301 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,370,000 | 4,663 |
| Certificates of participation in pools of residential mortgages | $124,000 | 5,408 |
| Issued or guaranteed by U.S. | $124,000 | 5,395 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,246,000 | 2,545 |
| CMOs issued by government agencies or sponsored agencies | $2,246,000 | 2,311 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $124,000 | 2,747 |
| Available-for-sale securities (fair market value) | $2,793,000 | 6,425 |
| Total debt securities | $2,917,000 | 6,874 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $5,769,000 | 6,416 |
| U.S. Government securities | $237,000 | 7,235 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $237,000 | 7,138 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $5,532,000 | 1,088 |
| Privately issued residential mortgage-backed securities | $5,532,000 | 539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,769,000 | 3,852 |
| Certificates of participation in pools of residential mortgages | $237,000 | 5,280 |
| Issued or guaranteed by U.S. | $237,000 | 5,268 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,532,000 | 1,890 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $5,532,000 | 516 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,089,000 | 1,717 |
| Available-for-sale securities (fair market value) | $2,680,000 | 6,470 |
| Total debt securities | $5,769,000 | 6,376 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $6,219,000 | 6,425 |
| U.S. Government securities | $241,000 | 7,322 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $241,000 | 7,228 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $5,978,000 | 1,040 |
| Privately issued residential mortgage-backed securities | $5,978,000 | 550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,219,000 | 3,760 |
| Certificates of participation in pools of residential mortgages | $241,000 | 5,340 |
| Issued or guaranteed by U.S. | $241,000 | 5,328 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,978,000 | 1,777 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $5,978,000 | 530 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,218,000 | 1,749 |
| Available-for-sale securities (fair market value) | $3,001,000 | 6,501 |
| Total debt securities | $6,219,000 | 6,387 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $7,736,000 | 6,197 |
| U.S. Government securities | $1,546,000 | 7,052 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,546,000 | 6,943 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $6,190,000 | 1,068 |
| Privately issued residential mortgage-backed securities | $6,190,000 | 568 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,436,000 | 3,796 |
| Certificates of participation in pools of residential mortgages | $246,000 | 5,450 |
| Issued or guaranteed by U.S. | $246,000 | 5,438 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,190,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $6,190,000 | 548 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,618,000 | 1,573 |
| Available-for-sale securities (fair market value) | $3,118,000 | 6,537 |
| Total debt securities | $7,736,000 | 6,151 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $7,472,000 | 6,246 |
| U.S. Government securities | $1,076,000 | 7,199 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,076,000 | 7,097 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $6,396,000 | 1,083 |
| Privately issued residential mortgage-backed securities | $6,396,000 | 589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,472,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | $1,076,000 | 4,916 |
| Issued or guaranteed by U.S. | $1,076,000 | 4,907 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,396,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $6,396,000 | 567 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $412,000 | 2,716 |
| Available-for-sale securities (fair market value) | $7,060,000 | 5,823 |
| Total debt securities | $7,472,000 | 6,205 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $8,136,000 | 6,152 |
| U.S. Government securities | $1,137,000 | 7,255 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,137,000 | 7,162 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $6,999,000 | 1,092 |
| Privately issued residential mortgage-backed securities | $6,999,000 | 607 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,136,000 | 3,596 |
| Certificates of participation in pools of residential mortgages | $1,137,000 | 4,980 |
| Issued or guaranteed by U.S. | $1,137,000 | 4,968 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,999,000 | 1,620 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $6,999,000 | 582 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $334,000 | 2,850 |
| Available-for-sale securities (fair market value) | $7,802,000 | 5,719 |
| Total debt securities | $8,136,000 | 6,109 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $10,587,000 | 5,718 |
| U.S. Government securities | $1,196,000 | 7,291 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,196,000 | 7,207 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $9,391,000 | 953 |
| Privately issued residential mortgage-backed securities | $9,391,000 | 534 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,587,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | $1,196,000 | 4,995 |
| Issued or guaranteed by U.S. | $1,196,000 | 4,982 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $9,391,000 | 1,404 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $9,391,000 | 509 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $362,000 | 2,867 |
| Available-for-sale securities (fair market value) | $10,225,000 | 5,280 |
| Total debt securities | $10,587,000 | 5,674 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $10,965,000 | 5,719 |
| U.S. Government securities | $1,241,000 | 7,387 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,241,000 | 7,301 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $9,724,000 | 893 |
| Privately issued residential mortgage-backed securities | $9,724,000 | 532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,965,000 | 3,278 |
| Certificates of participation in pools of residential mortgages | $1,241,000 | 5,061 |
| Issued or guaranteed by U.S. | $1,241,000 | 5,044 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,724,000 | 1,391 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $9,724,000 | 506 |
| 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) | $376,000 | 2,898 |
| Available-for-sale securities (fair market value) | $10,589,000 | 5,278 |
| Total debt securities | $10,965,000 | 5,674 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $11,574,000 | 5,652 |
| U.S. Government securities | $1,792,000 | 7,325 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,792,000 | 7,235 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $9,782,000 | 851 |
| Privately issued residential mortgage-backed securities | $9,782,000 | 511 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,073,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $1,291,000 | 5,028 |
| Issued or guaranteed by U.S. | $1,291,000 | 5,014 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $9,782,000 | 1,331 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $9,782,000 | 485 |
| 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) | $393,000 | 2,917 |
| Available-for-sale securities (fair market value) | $11,181,000 | 5,195 |
| Total debt securities | $11,574,000 | 5,610 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $6,076,000 | 6,675 |
| U.S. Government securities | $1,309,000 | 7,495 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,309,000 | 7,404 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $4,767,000 | 1,215 |
| Privately issued residential mortgage-backed securities | $4,767,000 | 703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,076,000 | 3,963 |
| Certificates of participation in pools of residential mortgages | $1,309,000 | 5,003 |
| Issued or guaranteed by U.S. | $1,309,000 | 4,987 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,767,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $4,767,000 | 674 |
| 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) | $410,000 | 2,917 |
| Available-for-sale securities (fair market value) | $5,666,000 | 6,183 |
| Total debt securities | $6,076,000 | 6,630 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $6,287,000 | 6,673 |
| U.S. Government securities | $1,376,000 | 7,533 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,376,000 | 7,453 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $4,911,000 | 1,249 |
| Privately issued residential mortgage-backed securities | $4,911,000 | 695 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,287,000 | 3,887 |
| Certificates of participation in pools of residential mortgages | $1,376,000 | 4,973 |
| Issued or guaranteed by U.S. | $1,376,000 | 4,954 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,911,000 | 1,734 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $4,911,000 | 661 |
| 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) | $425,000 | 2,919 |
| Available-for-sale securities (fair market value) | $5,862,000 | 6,203 |
| Total debt securities | $6,287,000 | 6,612 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $7,078,000 | 6,552 |
| U.S. Government securities | $6,825,000 | 5,927 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,825,000 | 5,840 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $253,000 | 2,818 |
| Privately issued residential mortgage-backed securities | $253,000 | 1,361 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,110,000 | 5,036 |
| Certificates of participation in pools of residential mortgages | $1,857,000 | 4,694 |
| Issued or guaranteed by U.S. | $1,857,000 | 4,672 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $253,000 | 3,306 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $253,000 | 1,291 |
| 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) | $629,000 | 2,804 |
| Available-for-sale securities (fair market value) | $6,449,000 | 6,107 |
| Total debt securities | $7,078,000 | 6,482 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $5,230,000 | 7,025 |
| U.S. Government securities | $4,002,000 | 6,893 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,002,000 | 6,780 |
| Securities issued by states & political subdivisions | $998,000 | 4,898 |
| Other domestic debt securities | $230,000 | 2,704 |
| Privately issued residential mortgage-backed securities | $230,000 | 1,275 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,234,000 | 4,766 |
| Certificates of participation in pools of residential mortgages | $2,004,000 | 4,348 |
| Issued or guaranteed by U.S. | $2,004,000 | 4,333 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $230,000 | 3,251 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $230,000 | 1,211 |
| 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) | $658,000 | 2,859 |
| Available-for-sale securities (fair market value) | $4,572,000 | 6,554 |
| Total debt securities | $5,230,000 | 6,972 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $6,768,000 | 6,743 |
| U.S. Government securities | $5,536,000 | 6,526 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,536,000 | 6,416 |
| Securities issued by states & political subdivisions | $986,000 | 4,914 |
| Other domestic debt securities | $246,000 | 2,647 |
| Privately issued residential mortgage-backed securities | $246,000 | 1,226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,311,000 | 4,612 |
| Certificates of participation in pools of residential mortgages | $2,065,000 | 4,161 |
| Issued or guaranteed by U.S. | $2,065,000 | 4,148 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $246,000 | 3,193 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $246,000 | 1,163 |
| 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) | $680,000 | 2,909 |
| Available-for-sale securities (fair market value) | $6,088,000 | 6,263 |
| Total debt securities | $6,768,000 | 6,691 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $7,286,000 | 6,661 |
| U.S. Government securities | $6,065,000 | 6,409 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,065,000 | 6,290 |
| Securities issued by states & political subdivisions | $973,000 | 4,951 |
| Other domestic debt securities | $248,000 | 2,585 |
| Privately issued residential mortgage-backed securities | $248,000 | 1,185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,372,000 | 4,560 |
| Certificates of participation in pools of residential mortgages | $2,124,000 | 4,105 |
| Issued or guaranteed by U.S. | $2,124,000 | 4,093 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $248,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $248,000 | 1,117 |
| 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) | $702,000 | 2,927 |
| Available-for-sale securities (fair market value) | $6,584,000 | 6,165 |
| Total debt securities | $7,286,000 | 6,605 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $7,430,000 | 6,673 |
| U.S. Government securities | $6,186,000 | 6,411 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,186,000 | 6,288 |
| Securities issued by states & political subdivisions | $985,000 | 4,973 |
| Other domestic debt securities | $259,000 | 2,565 |
| Privately issued residential mortgage-backed securities | $259,000 | 1,136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,510,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $2,251,000 | 4,040 |
| Issued or guaranteed by U.S. | $2,251,000 | 4,021 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $259,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $259,000 | 1,063 |
| 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) | $747,000 | 2,938 |
| Available-for-sale securities (fair market value) | $6,683,000 | 6,182 |
| Total debt securities | $7,430,000 | 6,615 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $8,109,000 | 6,556 |
| U.S. Government securities | $6,849,000 | 6,263 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,849,000 | 6,135 |
| Securities issued by states & political subdivisions | $984,000 | 5,013 |
| Other domestic debt securities | $276,000 | 2,584 |
| Privately issued residential mortgage-backed securities | $276,000 | 1,108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,654,000 | 4,425 |
| Certificates of participation in pools of residential mortgages | $2,378,000 | 3,984 |
| Issued or guaranteed by U.S. | $2,378,000 | 3,971 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $276,000 | 3,103 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $276,000 | 1,044 |
| 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) | $819,000 | 2,964 |
| Available-for-sale securities (fair market value) | $7,290,000 | 6,065 |
| Total debt securities | $8,109,000 | 6,493 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $10,276,000 | 6,141 |
| U.S. Government securities | $9,004,000 | 5,745 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,004,000 | 5,626 |
| Securities issued by states & political subdivisions | $983,000 | 5,040 |
| Other domestic debt securities | $289,000 | 2,620 |
| Privately issued residential mortgage-backed securities | $289,000 | 1,088 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,778,000 | 4,366 |
| Certificates of participation in pools of residential mortgages | $2,489,000 | 3,924 |
| Issued or guaranteed by U.S. | $2,489,000 | 3,902 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $289,000 | 3,055 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $289,000 | 1,014 |
| 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) | $864,000 | 3,008 |
| Available-for-sale securities (fair market value) | $9,412,000 | 5,654 |
| Total debt securities | $10,276,000 | 6,082 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $10,344,000 | 6,164 |
| U.S. Government securities | $9,083,000 | 5,752 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,083,000 | 5,622 |
| Securities issued by states & political subdivisions | $965,000 | 5,077 |
| Other domestic debt securities | $296,000 | 2,649 |
| Privately issued residential mortgage-backed securities | $296,000 | 1,070 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,917,000 | 4,314 |
| Certificates of participation in pools of residential mortgages | $2,621,000 | 3,858 |
| Issued or guaranteed by U.S. | $2,621,000 | 3,843 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $296,000 | 3,045 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $296,000 | 997 |
| 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) | $914,000 | 3,000 |
| Available-for-sale securities (fair market value) | $9,430,000 | 5,663 |
| Total debt securities | $10,344,000 | 6,103 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $11,632,000 | 5,949 |
| U.S. Government securities | $10,334,000 | 5,505 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,334,000 | 5,370 |
| Securities issued by states & political subdivisions | $974,000 | 5,090 |
| Other domestic debt securities | $324,000 | 2,681 |
| Privately issued residential mortgage-backed securities | $324,000 | 1,045 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,127,000 | 4,258 |
| Certificates of participation in pools of residential mortgages | $2,803,000 | 3,808 |
| Issued or guaranteed by U.S. | $2,803,000 | 3,792 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $324,000 | 3,021 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $324,000 | 976 |
| 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) | $972,000 | 3,033 |
| Available-for-sale securities (fair market value) | $10,660,000 | 5,455 |
| Total debt securities | $11,632,000 | 5,893 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $12,190,000 | 5,874 |
| U.S. Government securities | $10,500,000 | 5,455 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,500,000 | 5,320 |
| Securities issued by states & political subdivisions | $980,000 | 5,104 |
| Other domestic debt securities | $348,000 | 2,744 |
| Privately issued residential mortgage-backed securities | $348,000 | 999 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $362,000 | 1,477 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,305,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $2,957,000 | 3,762 |
| Issued or guaranteed by U.S. | $2,957,000 | 3,746 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $348,000 | 3,002 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $348,000 | 930 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,045,000 | 3,037 |
| Available-for-sale securities (fair market value) | $11,145,000 | 5,389 |
| Total debt securities | $11,828,000 | 5,891 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $13,437,000 | 5,629 |
| U.S. Government securities | $11,380,000 | 5,236 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,380,000 | 5,088 |
| Securities issued by states & political subdivisions | $988,000 | 5,112 |
| Other domestic debt securities | $429,000 | 2,720 |
| Privately issued residential mortgage-backed securities | $429,000 | 955 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $640,000 | 1,296 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,686,000 | 4,130 |
| Certificates of participation in pools of residential mortgages | $3,257,000 | 3,692 |
| Issued or guaranteed by U.S. | $3,257,000 | 3,678 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $429,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $429,000 | 889 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,142,000 | 3,027 |
| Available-for-sale securities (fair market value) | $12,295,000 | 5,150 |
| Total debt securities | $12,797,000 | 5,689 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $14,023,000 | 5,569 |
| U.S. Government securities | $11,721,000 | 5,206 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,721,000 | 5,056 |
| Securities issued by states & political subdivisions | $999,000 | 5,082 |
| Other domestic debt securities | $562,000 | 2,533 |
| Privately issued residential mortgage-backed securities | $562,000 | 880 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $741,000 | 1,262 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,098,000 | 4,079 |
| Certificates of participation in pools of residential mortgages | $3,536,000 | 3,685 |
| Issued or guaranteed by U.S. | $3,536,000 | 3,671 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $562,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $562,000 | 814 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,242,000 | 3,035 |
| Available-for-sale securities (fair market value) | $12,781,000 | 5,098 |
| Total debt securities | $13,282,000 | 5,637 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $14,330,000 | 5,601 |
| U.S. Government securities | $11,953,000 | 5,229 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,953,000 | 5,078 |
| Securities issued by states & political subdivisions | $984,000 | 5,119 |
| Other domestic debt securities | $661,000 | 2,540 |
| Privately issued residential mortgage-backed securities | $661,000 | 847 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $732,000 | 1,310 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,458,000 | 4,039 |
| Certificates of participation in pools of residential mortgages | $3,797,000 | 3,674 |
| Issued or guaranteed by U.S. | $3,797,000 | 3,665 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $661,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $661,000 | 789 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,385,000 | 3,010 |
| Available-for-sale securities (fair market value) | $12,945,000 | 5,132 |
| Total debt securities | $13,598,000 | 5,664 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $14,956,000 | 5,517 |
| U.S. Government securities | $12,357,000 | 5,154 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,357,000 | 4,994 |
| Securities issued by states & political subdivisions | $997,000 | 5,119 |
| Other domestic debt securities | $762,000 | 2,505 |
| Privately issued residential mortgage-backed securities | $762,000 | 811 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $840,000 | 1,299 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,867,000 | 3,977 |
| Certificates of participation in pools of residential mortgages | $4,105,000 | 3,590 |
| Issued or guaranteed by U.S. | $4,105,000 | 3,582 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $762,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $762,000 | 754 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,545,000 | 2,966 |
| Available-for-sale securities (fair market value) | $13,411,000 | 5,076 |
| Total debt securities | $14,116,000 | 5,586 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $16,354,000 | 5,285 |
| U.S. Government securities | $14,715,000 | 4,677 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,715,000 | 4,534 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $902,000 | 2,445 |
| Privately issued residential mortgage-backed securities | $902,000 | 730 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $737,000 | 1,361 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,309,000 | 3,867 |
| Certificates of participation in pools of residential mortgages | $4,407,000 | 3,519 |
| Issued or guaranteed by U.S. | $4,407,000 | 3,513 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $902,000 | 2,738 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $902,000 | 676 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,724,000 | 2,935 |
| Available-for-sale securities (fair market value) | $14,630,000 | 4,888 |
| Total debt securities | $15,617,000 | 5,340 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $18,230,000 | 5,052 |
| U.S. Government securities | $16,548,000 | 4,404 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,548,000 | 4,257 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $963,000 | 2,510 |
| Privately issued residential mortgage-backed securities | $963,000 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $719,000 | 1,392 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,699,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $4,736,000 | 3,478 |
| Issued or guaranteed by U.S. | $4,736,000 | 3,471 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $963,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $963,000 | 663 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,894,000 | 2,867 |
| Available-for-sale securities (fair market value) | $16,336,000 | 4,682 |
| Total debt securities | $17,511,000 | 5,096 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $16,165,000 | 5,346 |
| U.S. Government securities | $8,777,000 | 6,037 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,777,000 | 5,878 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $965,000 | 2,593 |
| Privately issued residential mortgage-backed securities | $965,000 | 736 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,423,000 | 539 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,304,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $4,339,000 | 3,650 |
| Issued or guaranteed by U.S. | $4,339,000 | 3,642 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $965,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $965,000 | 686 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,808,000 | 1,671 |
| Available-for-sale securities (fair market value) | $8,357,000 | 6,156 |
| Total debt securities | $9,742,000 | 6,542 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $21,348,000 | 4,638 |
| U.S. Government securities | $6,497,000 | 6,754 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,497,000 | 6,580 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,851,000 | 284 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,563,000 | 4,526 |
| Certificates of participation in pools of residential mortgages | $3,563,000 | 3,893 |
| Issued or guaranteed by U.S. | $3,563,000 | 3,882 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,242,000 | 2,762 |
| Available-for-sale securities (fair market value) | $19,106,000 | 4,317 |
| Total debt securities | $6,497,000 | 7,365 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $21,565,000 | 4,542 |
| U.S. Government securities | $6,856,000 | 6,517 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,856,000 | 6,333 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,709,000 | 301 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,884,000 | 4,395 |
| Certificates of participation in pools of residential mortgages | $3,884,000 | 3,777 |
| Issued or guaranteed by U.S. | $3,884,000 | 3,765 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,430,000 | 2,734 |
| Available-for-sale securities (fair market value) | $19,135,000 | 4,243 |
| Total debt securities | $6,856,000 | 7,216 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $22,211,000 | 4,384 |
| U.S. Government securities | $7,527,000 | 6,242 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,527,000 | 6,065 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,684,000 | 315 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,514,000 | 4,276 |
| Certificates of participation in pools of residential mortgages | $4,514,000 | 3,587 |
| Issued or guaranteed by U.S. | $4,514,000 | 3,577 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,873,000 | 2,607 |
| Available-for-sale securities (fair market value) | $19,338,000 | 4,165 |
| Total debt securities | $7,527,000 | 6,971 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $29,051,000 | 3,602 |
| U.S. Government securities | $11,451,000 | 5,250 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,451,000 | 5,068 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,600,000 | 261 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,927,000 | 4,183 |
| Certificates of participation in pools of residential mortgages | $4,927,000 | 3,436 |
| Issued or guaranteed by U.S. | $4,927,000 | 3,425 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,088,000 | 1,962 |
| Available-for-sale securities (fair market value) | $22,963,000 | 3,675 |
| Total debt securities | $11,451,000 | 6,120 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $28,712,000 | 3,628 |
| U.S. Government securities | $8,631,000 | 5,978 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,631,000 | 5,772 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $416,000 | 3,453 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $416,000 | 3,051 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,665,000 | 238 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,150,000 | 4,797 |
| Certificates of participation in pools of residential mortgages | $3,150,000 | 4,088 |
| Issued or guaranteed by U.S. | $3,150,000 | 4,075 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,607,000 | 2,254 |
| Available-for-sale securities (fair market value) | $24,105,000 | 3,523 |
| Total debt securities | $9,047,000 | 6,642 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $17,152,000 | 4,983 |
| U.S. Government securities | $7,523,000 | 6,255 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,523,000 | 6,034 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $473,000 | 3,462 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $473,000 | 2,996 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,156,000 | 458 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,071,000 | 3,960 |
| Certificates of participation in pools of residential mortgages | $5,071,000 | 3,120 |
| Issued or guaranteed by U.S. | $5,071,000 | 3,105 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,471,000 | 2,192 |
| Available-for-sale securities (fair market value) | $11,681,000 | 5,216 |
| Total debt securities | $7,996,000 | 6,944 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $14,536,000 | 5,660 |
| U.S. Government securities | $10,447,000 | 5,718 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,447,000 | 5,408 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $311,000 | 3,223 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $311,000 | 2,819 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,778,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,434,000 | 2,769 |
| Certificates of participation in pools of residential mortgages | $7,434,000 | 2,098 |
| Issued or guaranteed by U.S. | $7,434,000 | 2,082 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,244,000 | 1,975 |
| Available-for-sale securities (fair market value) | $5,292,000 | 7,149 |
| Total debt securities | $10,758,000 | 6,443 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $15,271,000 | 5,741 |
| U.S. Government securities | $12,371,000 | 5,411 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,371,000 | 4,920 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $319,000 | 3,101 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $319,000 | 2,646 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,581,000 | 1,297 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,523,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $9,523,000 | 1,937 |
| Issued or guaranteed by U.S. | $9,523,000 | 1,926 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,496,000 | 2,323 |
| Available-for-sale securities (fair market value) | $6,775,000 | 6,838 |
| Total debt securities | $12,690,000 | 6,243 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $15,747,000 | 5,651 |
| U.S. Government securities | $12,033,000 | 5,509 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,033,000 | 4,731 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $85,000 | 3,553 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $85,000 | 2,957 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,629,000 | 1,027 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,536,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $6,536,000 | 2,568 |
| Issued or guaranteed by U.S. | $6,536,000 | 2,554 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,911,000 | 2,335 |
| Available-for-sale securities (fair market value) | $5,836,000 | 7,053 |
| Total debt securities | $12,118,000 | 6,388 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,763,000 | 6,314 |
| U.S. Government securities | $11,336,000 | 6,025 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,336,000 | 4,835 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $80,000 | 3,404 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $80,000 | 2,710 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,347,000 | 1,328 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,586,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $7,586,000 | 2,303 |
| Issued or guaranteed by U.S. | $7,586,000 | 2,289 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,382,000 | 3,127 |
| Available-for-sale securities (fair market value) | $5,381,000 | 7,313 |
| Total debt securities | $11,416,000 | 6,850 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $11,935,000 | 7,303 |
| U.S. Government securities | $10,416,000 | 6,854 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,416,000 | 5,375 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,543,000 | 1,776 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $24,000 | 187 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,434,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | $9,434,000 | 2,237 |
| Issued or guaranteed by U.S. | $9,434,000 | 2,218 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,503,000 | 3,518 |
| Available-for-sale securities (fair market value) | $3,432,000 | 8,414 |
| Total debt securities | $10,416,000 | 7,661 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $14,355,000 | 6,868 |
| U.S. Government securities | $13,213,000 | 6,209 |
| U.S. Treasury securities | $1,003,000 | 8,533 |
| U.S. Government agency obligations | $12,210,000 | 4,810 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,166,000 | 1,987 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $24,000 | 204 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,403,000 | 2,836 |
| Certificates of participation in pools of residential mortgages | $11,403,000 | 1,990 |
| Issued or guaranteed by U.S. | $11,403,000 | 1,971 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,754,000 | 3,234 |
| Available-for-sale securities (fair market value) | $3,601,000 | 8,664 |
| Total debt securities | $13,213,000 | 7,062 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $15,635,000 | 6,939 |
| U.S. Government securities | $14,962,000 | 6,081 |
| U.S. Treasury securities | $1,006,000 | 9,547 |
| U.S. Government agency obligations | $13,956,000 | 4,232 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $697,000 | 2,535 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $24,000 | 269 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,149,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $13,149,000 | 1,881 |
| Issued or guaranteed by U.S. | $13,149,000 | 1,858 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,012,000 | 4,547 |
| Available-for-sale securities (fair market value) | $1,623,000 | 9,153 |
| Total debt securities | $14,962,000 | 7,030 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $18,876,000 | 6,402 |
| U.S. Government securities | $18,853,000 | 5,364 |
| U.S. Treasury securities | $1,009,000 | 9,881 |
| U.S. Government agency obligations | $17,844,000 | 3,637 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $55,000 | 6,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $32,000 | 215 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,046,000 | 2,539 |
| Certificates of participation in pools of residential mortgages | $17,046,000 | 1,687 |
| Issued or guaranteed by U.S. | $17,046,000 | 1,663 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $18,853,000 | 6,271 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $25,030,000 | 5,165 |
| U.S. Government securities | $25,074,000 | 4,215 |
| U.S. Treasury securities | $1,013,000 | 10,265 |
| U.S. Government agency obligations | $24,061,000 | 2,768 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $55,000 | 6,200 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $99,000 | 215 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,263,000 | 2,049 |
| Certificates of participation in pools of residential mortgages | $23,263,000 | 1,339 |
| Issued or guaranteed by U.S. | $23,263,000 | 1,306 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $25,074,000 | 5,063 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |