Home > Heritage Bank & Trust > Securities
Heritage Bank & Trust, Securities
| 2023-12-31 | Rank | |
| Total securities | $41,110,000 | 2,843 |
| U.S. Government securities | $32,850,000 | 2,363 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $32,850,000 | 2,066 |
| Securities issued by states & political subdivisions | $8,260,000 | 2,603 |
| 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 | $21,461,000 | 2,314 |
| Mortgage-backed securities | $32,850,000 | 1,626 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,263,000 | 1,483 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,577,000 | 1,070 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,791,000 | 882 |
| Other commercial mortgage-backed securities | $219,000 | 1,306 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $41,110,000 | 2,606 |
| Total debt securities | $41,110,000 | 2,824 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $40,897,000 | 2,841 |
| U.S. Government securities | $33,184,000 | 2,342 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $33,184,000 | 2,037 |
| Securities issued by states & political subdivisions | $7,713,000 | 2,658 |
| 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 | $19,266,000 | 2,376 |
| Mortgage-backed securities | $33,184,000 | 1,591 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,638,000 | 1,441 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,619,000 | 1,050 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,712,000 | 875 |
| Other commercial mortgage-backed securities | $215,000 | 1,302 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $40,897,000 | 2,598 |
| Total debt securities | $40,895,000 | 2,821 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $38,363,000 | 2,975 |
| U.S. Government securities | $29,856,000 | 2,519 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $29,856,000 | 2,174 |
| Securities issued by states & political subdivisions | $8,507,000 | 2,642 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,645,000 | 2,704 |
| Mortgage-backed securities | $29,856,000 | 1,710 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,177,000 | 1,493 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,655,000 | 1,189 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,801,000 | 1,006 |
| Other commercial mortgage-backed securities | $223,000 | 1,294 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $38,363,000 | 2,740 |
| Total debt securities | $38,363,000 | 2,956 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $40,194,000 | 3,005 |
| U.S. Government securities | $31,482,000 | 2,538 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $31,482,000 | 2,129 |
| Securities issued by states & political subdivisions | $8,712,000 | 2,671 |
| 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 | $8,907,000 | 2,896 |
| Mortgage-backed securities | $31,482,000 | 1,713 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,235,000 | 1,501 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,149,000 | 1,200 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,866,000 | 1,025 |
| Other commercial mortgage-backed securities | $232,000 | 1,299 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $40,194,000 | 2,756 |
| Total debt securities | $40,194,000 | 2,983 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $36,561,000 | 3,151 |
| U.S. Government securities | $28,084,000 | 2,698 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $28,084,000 | 2,259 |
| Securities issued by states & political subdivisions | $8,477,000 | 2,730 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,548,000 | 3,233 |
| Mortgage-backed securities | $28,084,000 | 1,824 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,547,000 | 1,552 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,461,000 | 1,424 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,840,000 | 1,023 |
| Other commercial mortgage-backed securities | $236,000 | 1,301 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $36,561,000 | 2,895 |
| Total debt securities | $36,560,000 | 3,126 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $36,041,000 | 3,181 |
| U.S. Government securities | $27,684,000 | 2,748 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $27,684,000 | 2,302 |
| Securities issued by states & political subdivisions | $8,357,000 | 2,757 |
| 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 | $3,688,000 | 3,317 |
| Mortgage-backed securities | $27,684,000 | 1,842 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,403,000 | 1,564 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,779,000 | 1,514 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,261,000 | 988 |
| Other commercial mortgage-backed securities | $241,000 | 1,335 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $36,041,000 | 2,919 |
| Total debt securities | $36,041,000 | 3,158 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $38,827,000 | 3,127 |
| U.S. Government securities | $10,207,000 | 3,761 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $10,207,000 | 3,335 |
| Securities issued by states & political subdivisions | $8,752,000 | 2,765 |
| Other domestic debt securities | $19,868,000 | 690 |
| Privately issued residential mortgage-backed securities | $19,868,000 | 191 |
| 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 | $3,955,000 | 3,298 |
| Mortgage-backed securities | $30,075,000 | 1,836 |
| Certificates of participation in pools of residential mortgages | $22,150,000 | 1,571 |
| Issued or guaranteed by U.S. | $2,282,000 | 3,103 |
| Privately issued | $19,868,000 | 41 |
| Collaterized mortgage obligations | $5,297,000 | 1,550 |
| CMOs issued by government agencies or sponsored agencies | $5,297,000 | 1,478 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $2,628,000 | 1,424 |
| Commercial mortgage pass-through securities | $2,358,000 | 963 |
| Other commercial mortgage-backed securities | $270,000 | 1,405 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $38,827,000 | 2,895 |
| Total debt securities | $38,828,000 | 3,110 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $39,953,000 | 3,063 |
| U.S. Government securities | $9,352,000 | 3,760 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $9,352,000 | 3,372 |
| Securities issued by states & political subdivisions | $8,896,000 | 2,753 |
| Other domestic debt securities | $21,705,000 | 642 |
| Privately issued residential mortgage-backed securities | $21,705,000 | 164 |
| 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 | $2,793,000 | 3,453 |
| Mortgage-backed securities | $31,057,000 | 1,816 |
| Certificates of participation in pools of residential mortgages | $24,248,000 | 1,537 |
| Issued or guaranteed by U.S. | $2,543,000 | 3,074 |
| Privately issued | $21,705,000 | 35 |
| Collaterized mortgage obligations | $5,098,000 | 1,563 |
| CMOs issued by government agencies or sponsored agencies | $5,098,000 | 1,496 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,711,000 | 1,568 |
| Commercial mortgage pass-through securities | $1,413,000 | 1,123 |
| Other commercial mortgage-backed securities | $298,000 | 1,371 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $39,953,000 | 2,864 |
| Total debt securities | $39,950,000 | 3,049 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $38,733,000 | 3,005 |
| U.S. Government securities | $9,644,000 | 3,634 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $9,644,000 | 3,346 |
| Securities issued by states & political subdivisions | $8,973,000 | 2,793 |
| Other domestic debt securities | $20,116,000 | 649 |
| Privately issued residential mortgage-backed securities | $20,116,000 | 160 |
| 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 | $1,322,000 | 3,729 |
| Mortgage-backed securities | $29,760,000 | 1,868 |
| Certificates of participation in pools of residential mortgages | $22,987,000 | 1,582 |
| Issued or guaranteed by U.S. | $2,871,000 | 3,010 |
| Privately issued | $20,116,000 | 43 |
| Collaterized mortgage obligations | $4,705,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $4,705,000 | 1,567 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,068,000 | 1,476 |
| Commercial mortgage pass-through securities | $1,509,000 | 1,099 |
| Other commercial mortgage-backed securities | $559,000 | 1,288 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $38,733,000 | 2,842 |
| Total debt securities | $38,732,000 | 2,987 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $27,684,000 | 3,332 |
| U.S. Government securities | $20,491,000 | 2,840 |
| U.S. Treasury securities | $998,000 | 1,790 |
| U.S. Government agency obligations | $19,493,000 | 2,690 |
| Securities issued by states & political subdivisions | $7,193,000 | 2,961 |
| 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 | $1,048,000 | 3,827 |
| Mortgage-backed securities | $19,493,000 | 2,230 |
| Certificates of participation in pools of residential mortgages | $15,278,000 | 1,914 |
| Issued or guaranteed by U.S. | $15,278,000 | 1,862 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,908,000 | 2,076 |
| CMOs issued by government agencies or sponsored agencies | $1,908,000 | 2,026 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,307,000 | 1,442 |
| Commercial mortgage pass-through securities | $1,537,000 | 1,094 |
| Other commercial mortgage-backed securities | $770,000 | 1,256 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $27,684,000 | 3,135 |
| Total debt securities | $27,684,000 | 3,310 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $29,641,000 | 3,209 |
| U.S. Government securities | $22,476,000 | 2,682 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $22,476,000 | 2,492 |
| Securities issued by states & political subdivisions | $7,165,000 | 2,950 |
| 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 | $1,059,000 | 3,850 |
| Mortgage-backed securities | $21,478,000 | 2,092 |
| Certificates of participation in pools of residential mortgages | $16,790,000 | 1,785 |
| Issued or guaranteed by U.S. | $16,790,000 | 1,741 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,310,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $2,310,000 | 1,910 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,378,000 | 1,430 |
| Commercial mortgage pass-through securities | $1,554,000 | 1,092 |
| Other commercial mortgage-backed securities | $824,000 | 1,229 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $29,641,000 | 3,028 |
| Total debt securities | $29,639,000 | 3,188 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $31,272,000 | 3,050 |
| U.S. Government securities | $24,143,000 | 2,448 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $24,143,000 | 2,287 |
| Securities issued by states & political subdivisions | $7,129,000 | 2,931 |
| 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 | $1,552,000 | 3,727 |
| Mortgage-backed securities | $24,143,000 | 1,913 |
| Certificates of participation in pools of residential mortgages | $18,591,000 | 1,616 |
| Issued or guaranteed by U.S. | $18,591,000 | 1,569 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,084,000 | 1,780 |
| CMOs issued by government agencies or sponsored agencies | $3,084,000 | 1,735 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,468,000 | 1,392 |
| Commercial mortgage pass-through securities | $1,548,000 | 1,077 |
| Other commercial mortgage-backed securities | $920,000 | 1,191 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $31,272,000 | 2,868 |
| Total debt securities | $31,271,000 | 3,029 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $27,506,000 | 3,090 |
| U.S. Government securities | $20,668,000 | 2,490 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $20,668,000 | 2,367 |
| Securities issued by states & political subdivisions | $6,838,000 | 2,947 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,860,000 | 3,487 |
| Mortgage-backed securities | $20,668,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $14,450,000 | 1,769 |
| Issued or guaranteed by U.S. | $14,450,000 | 1,724 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,090,000 | 1,650 |
| CMOs issued by government agencies or sponsored agencies | $4,090,000 | 1,606 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,128,000 | 1,390 |
| Commercial mortgage pass-through securities | $1,089,000 | 1,124 |
| Other commercial mortgage-backed securities | $1,039,000 | 1,106 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $27,506,000 | 2,909 |
| Total debt securities | $27,506,000 | 3,070 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $27,694,000 | 3,007 |
| U.S. Government securities | $23,264,000 | 2,308 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $23,264,000 | 2,189 |
| Securities issued by states & political subdivisions | $4,430,000 | 3,202 |
| 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 | $3,338,000 | 3,422 |
| Mortgage-backed securities | $23,264,000 | 1,850 |
| Certificates of participation in pools of residential mortgages | $15,698,000 | 1,658 |
| Issued or guaranteed by U.S. | $15,698,000 | 1,615 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,421,000 | 1,517 |
| CMOs issued by government agencies or sponsored agencies | $5,421,000 | 1,477 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,145,000 | 1,366 |
| Commercial mortgage pass-through securities | $1,102,000 | 1,106 |
| Other commercial mortgage-backed securities | $1,043,000 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $27,694,000 | 2,817 |
| Total debt securities | $27,695,000 | 2,989 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $26,211,000 | 3,035 |
| U.S. Government securities | $21,871,000 | 2,383 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $21,871,000 | 2,261 |
| Securities issued by states & political subdivisions | $4,340,000 | 3,159 |
| 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 | $4,240,000 | 3,287 |
| Mortgage-backed securities | $21,871,000 | 1,908 |
| Certificates of participation in pools of residential mortgages | $13,520,000 | 1,762 |
| Issued or guaranteed by U.S. | $13,520,000 | 1,713 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,208,000 | 1,460 |
| CMOs issued by government agencies or sponsored agencies | $6,208,000 | 1,421 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,143,000 | 1,344 |
| Commercial mortgage pass-through securities | $1,099,000 | 1,103 |
| Other commercial mortgage-backed securities | $1,044,000 | 1,046 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $26,211,000 | 2,836 |
| Total debt securities | $26,210,000 | 3,012 |
| 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 | $19,820,000 | 3,323 |
| U.S. Government securities | $15,669,000 | 2,781 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $15,669,000 | 2,636 |
| Securities issued by states & political subdivisions | $4,151,000 | 3,140 |
| 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 | $4,718,000 | 3,214 |
| Mortgage-backed securities | $15,669,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $8,342,000 | 2,228 |
| Issued or guaranteed by U.S. | $8,342,000 | 2,158 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $6,273,000 | 1,471 |
| CMOs issued by government agencies or sponsored agencies | $6,273,000 | 1,434 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,054,000 | 1,551 |
| Commercial mortgage pass-through securities | $1,054,000 | 1,088 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $19,820,000 | 3,106 |
| Total debt securities | $19,820,000 | 3,297 |
| 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 | $22,967,000 | 3,199 |
| U.S. Government securities | $16,679,000 | 2,799 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $16,679,000 | 2,639 |
| Securities issued by states & political subdivisions | $6,288,000 | 2,786 |
| 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 | $4,744,000 | 3,263 |
| Mortgage-backed securities | $16,679,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | $8,343,000 | 2,158 |
| Issued or guaranteed by U.S. | $8,343,000 | 2,100 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,299,000 | 1,360 |
| CMOs issued by government agencies or sponsored agencies | $7,299,000 | 1,324 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,037,000 | 1,536 |
| Commercial mortgage pass-through securities | $1,037,000 | 1,078 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $22,967,000 | 2,985 |
| Total debt securities | $22,966,000 | 3,179 |
| 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 | $23,508,000 | 3,196 |
| U.S. Government securities | $17,966,000 | 2,746 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $17,966,000 | 2,592 |
| Securities issued by states & political subdivisions | $5,542,000 | 2,935 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,129,000 | 3,830 |
| Mortgage-backed securities | $17,966,000 | 2,043 |
| Certificates of participation in pools of residential mortgages | $8,787,000 | 2,094 |
| Issued or guaranteed by U.S. | $8,787,000 | 2,031 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,116,000 | 1,305 |
| CMOs issued by government agencies or sponsored agencies | $8,116,000 | 1,269 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,063,000 | 1,513 |
| Commercial mortgage pass-through securities | $1,063,000 | 1,074 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $23,508,000 | 2,973 |
| Total debt securities | $23,508,000 | 3,177 |
| 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 | $21,966,000 | 3,335 |
| U.S. Government securities | $9,832,000 | 3,513 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,832,000 | 3,358 |
| Securities issued by states & political subdivisions | $2,953,000 | 3,437 |
| Other domestic debt securities | $9,181,000 | 652 |
| Privately issued residential mortgage-backed securities | $9,181,000 | 153 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,209,000 | 3,861 |
| Mortgage-backed securities | $19,013,000 | 1,959 |
| Certificates of participation in pools of residential mortgages | $9,181,000 | 2,041 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $9,181,000 | 46 |
| Collaterized mortgage obligations | $8,789,000 | 1,249 |
| CMOs issued by government agencies or sponsored agencies | $8,789,000 | 1,211 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,043,000 | 1,514 |
| Commercial mortgage pass-through securities | $1,043,000 | 1,078 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $21,966,000 | 3,099 |
| Total debt securities | $21,965,000 | 3,311 |
| 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 | $20,252,000 | 3,490 |
| U.S. Government securities | $10,203,000 | 3,509 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $10,203,000 | 3,344 |
| Securities issued by states & political subdivisions | $1,611,000 | 3,836 |
| Other domestic debt securities | $8,438,000 | 686 |
| Privately issued residential mortgage-backed securities | $8,438,000 | 158 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,279,000 | 3,904 |
| Mortgage-backed securities | $18,641,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $8,438,000 | 2,148 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $8,438,000 | 51 |
| Collaterized mortgage obligations | $9,189,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $9,189,000 | 1,187 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,014,000 | 1,456 |
| Commercial mortgage pass-through securities | $1,014,000 | 1,067 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $20,252,000 | 3,237 |
| Total debt securities | $20,252,000 | 3,469 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $20,504,000 | 3,513 |
| U.S. Government securities | $9,426,000 | 3,638 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $9,426,000 | 3,480 |
| Securities issued by states & political subdivisions | $1,594,000 | 3,887 |
| Other domestic debt securities | $9,484,000 | 625 |
| Privately issued residential mortgage-backed securities | $9,484,000 | 136 |
| 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 | $5,804,000 | 3,282 |
| Mortgage-backed securities | $18,910,000 | 1,971 |
| Certificates of participation in pools of residential mortgages | $9,484,000 | 2,047 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $9,484,000 | 36 |
| Collaterized mortgage obligations | $9,426,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $9,426,000 | 1,164 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $20,504,000 | 3,257 |
| Total debt securities | $20,505,000 | 3,491 |
| 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 | $20,975,000 | 3,515 |
| U.S. Government securities | $19,403,000 | 2,768 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $19,403,000 | 2,624 |
| Securities issued by states & political subdivisions | $1,572,000 | 3,937 |
| 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 | $5,707,000 | 3,322 |
| Mortgage-backed securities | $19,403,000 | 1,939 |
| Certificates of participation in pools of residential mortgages | $9,696,000 | 2,050 |
| Issued or guaranteed by U.S. | $9,696,000 | 2,037 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,707,000 | 1,167 |
| CMOs issued by government agencies or sponsored agencies | $9,707,000 | 1,129 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $20,975,000 | 3,250 |
| Total debt securities | $20,971,000 | 3,494 |
| 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 | $16,869,000 | 3,847 |
| U.S. Government securities | $16,288,000 | 2,994 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $16,288,000 | 2,841 |
| Securities issued by states & political subdivisions | $581,000 | 4,321 |
| 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 | $6,950,000 | 3,186 |
| Mortgage-backed securities | $16,288,000 | 2,156 |
| Certificates of participation in pools of residential mortgages | $8,099,000 | 2,246 |
| Issued or guaranteed by U.S. | $8,099,000 | 2,142 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $8,189,000 | 1,278 |
| CMOs issued by government agencies or sponsored agencies | $8,189,000 | 1,236 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $16,869,000 | 3,568 |
| Total debt securities | $16,870,000 | 3,825 |
| 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 | $16,112,000 | 3,939 |
| U.S. Government securities | $14,838,000 | 3,198 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $14,838,000 | 3,041 |
| Securities issued by states & political subdivisions | $582,000 | 4,366 |
| Other domestic debt securities | $692,000 | 1,619 |
| Privately issued residential mortgage-backed securities | $642,000 | 317 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $50,000 | 1,591 |
| 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 | $4,308,000 | 3,645 |
| Mortgage-backed securities | $15,480,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | $7,413,000 | 2,384 |
| Issued or guaranteed by U.S. | $7,413,000 | 2,381 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,067,000 | 1,279 |
| CMOs issued by government agencies or sponsored agencies | $7,425,000 | 1,269 |
| Privately issued | $642,000 | 295 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $16,112,000 | 3,662 |
| Total debt securities | $16,112,000 | 3,914 |
| 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 | $16,936,000 | 3,946 |
| U.S. Government securities | $16,338,000 | 3,088 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $16,338,000 | 2,949 |
| Securities issued by states & political subdivisions | $598,000 | 4,429 |
| 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 | $3,341,000 | 3,888 |
| Mortgage-backed securities | $16,338,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | $7,817,000 | 2,378 |
| Issued or guaranteed by U.S. | $7,817,000 | 2,375 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $8,521,000 | 1,232 |
| CMOs issued by government agencies or sponsored agencies | $8,521,000 | 1,189 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $16,936,000 | 3,665 |
| Total debt securities | $16,936,000 | 3,923 |
| 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 | $16,805,000 | 3,994 |
| U.S. Government securities | $16,197,000 | 3,134 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $16,197,000 | 3,007 |
| Securities issued by states & political subdivisions | $608,000 | 4,460 |
| 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 | $688,000 | 4,658 |
| Mortgage-backed securities | $16,197,000 | 2,227 |
| Certificates of participation in pools of residential mortgages | $7,184,000 | 2,504 |
| Issued or guaranteed by U.S. | $7,184,000 | 2,503 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $9,013,000 | 1,198 |
| CMOs issued by government agencies or sponsored agencies | $9,013,000 | 1,149 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $16,805,000 | 3,698 |
| Total debt securities | $16,803,000 | 3,968 |
| 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 | $17,130,000 | 4,029 |
| U.S. Government securities | $16,521,000 | 3,160 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $16,521,000 | 3,035 |
| Securities issued by states & political subdivisions | $609,000 | 4,503 |
| 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 | $725,000 | 4,681 |
| Mortgage-backed securities | $16,521,000 | 2,223 |
| Certificates of participation in pools of residential mortgages | $8,233,000 | 2,402 |
| Issued or guaranteed by U.S. | $8,233,000 | 2,401 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,288,000 | 1,247 |
| CMOs issued by government agencies or sponsored agencies | $8,288,000 | 1,198 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $17,130,000 | 3,730 |
| Total debt securities | $17,129,000 | 4,003 |
| 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 | $16,865,000 | 4,087 |
| U.S. Government securities | $16,266,000 | 3,213 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $16,266,000 | 3,086 |
| Securities issued by states & political subdivisions | $599,000 | 4,568 |
| 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 | $746,000 | 4,733 |
| Mortgage-backed securities | $16,266,000 | 2,260 |
| Certificates of participation in pools of residential mortgages | $8,469,000 | 2,420 |
| Issued or guaranteed by U.S. | $8,469,000 | 2,419 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,797,000 | 1,296 |
| CMOs issued by government agencies or sponsored agencies | $7,797,000 | 1,239 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $16,865,000 | 3,781 |
| Total debt securities | $16,864,000 | 4,059 |
| 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 | $15,027,000 | 4,233 |
| U.S. Government securities | $15,027,000 | 3,292 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,027,000 | 3,172 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| 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 | $771,000 | 4,767 |
| Mortgage-backed securities | $15,027,000 | 2,346 |
| Certificates of participation in pools of residential mortgages | $7,697,000 | 2,524 |
| Issued or guaranteed by U.S. | $7,697,000 | 2,521 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,330,000 | 1,315 |
| CMOs issued by government agencies or sponsored agencies | $7,330,000 | 1,254 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $15,027,000 | 3,916 |
| Total debt securities | $15,028,000 | 4,212 |
| 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 | $15,400,000 | 4,223 |
| U.S. Government securities | $15,400,000 | 3,263 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $15,400,000 | 3,152 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| 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 | $832,000 | 4,821 |
| Mortgage-backed securities | $15,400,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | $7,387,000 | 2,586 |
| Issued or guaranteed by U.S. | $7,387,000 | 2,585 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,013,000 | 1,277 |
| CMOs issued by government agencies or sponsored agencies | $8,013,000 | 1,219 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $15,400,000 | 3,898 |
| Total debt securities | $15,401,000 | 4,194 |
| 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 | $15,315,000 | 4,291 |
| U.S. Government securities | $15,315,000 | 3,371 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $15,315,000 | 3,253 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| 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 | $874,000 | 4,890 |
| Mortgage-backed securities | $15,315,000 | 2,360 |
| Certificates of participation in pools of residential mortgages | $6,780,000 | 2,741 |
| Issued or guaranteed by U.S. | $6,780,000 | 2,735 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,535,000 | 1,261 |
| CMOs issued by government agencies or sponsored agencies | $8,535,000 | 1,202 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $15,315,000 | 3,958 |
| Total debt securities | $15,314,000 | 4,267 |
| 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 | $14,543,000 | 4,407 |
| U.S. Government securities | $14,543,000 | 3,529 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $14,543,000 | 3,406 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| 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 | $908,000 | 4,935 |
| Mortgage-backed securities | $14,543,000 | 2,420 |
| Certificates of participation in pools of residential mortgages | $5,603,000 | 2,943 |
| Issued or guaranteed by U.S. | $5,603,000 | 2,943 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,940,000 | 1,240 |
| CMOs issued by government agencies or sponsored agencies | $8,940,000 | 1,178 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $14,543,000 | 4,064 |
| Total debt securities | $14,544,000 | 4,389 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $13,120,000 | 4,609 |
| U.S. Government securities | $13,120,000 | 3,715 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,120,000 | 3,585 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $13,120,000 | 2,553 |
| Certificates of participation in pools of residential mortgages | $5,790,000 | 2,904 |
| Issued or guaranteed by U.S. | $5,790,000 | 2,902 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,330,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $7,330,000 | 1,332 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $13,120,000 | 4,255 |
| Total debt securities | $13,121,000 | 4,586 |
| 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 | $13,797,000 | 4,633 |
| U.S. Government securities | $7,679,000 | 4,533 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,679,000 | 4,419 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $6,118,000 | 790 |
| Privately issued residential mortgage-backed securities | $6,118,000 | 165 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $13,797,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | $6,118,000 | 2,891 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $6,118,000 | 14 |
| Collaterized mortgage obligations | $7,679,000 | 1,375 |
| CMOs issued by government agencies or sponsored agencies | $7,679,000 | 1,313 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $13,797,000 | 4,266 |
| Total debt securities | $13,797,000 | 4,610 |
| 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 | $13,035,000 | 4,784 |
| U.S. Government securities | $13,035,000 | 3,922 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $13,035,000 | 3,797 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $13,035,000 | 2,652 |
| Certificates of participation in pools of residential mortgages | $6,367,000 | 2,941 |
| Issued or guaranteed by U.S. | $6,367,000 | 2,939 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,668,000 | 1,517 |
| CMOs issued by government agencies or sponsored agencies | $6,668,000 | 1,456 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $13,035,000 | 4,406 |
| Total debt securities | $13,035,000 | 4,760 |
| 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 | $13,469,000 | 4,812 |
| U.S. Government securities | $13,469,000 | 3,954 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,469,000 | 3,833 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| 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 | $3,925,000 | 4,309 |
| Mortgage-backed securities | $13,469,000 | 2,651 |
| Certificates of participation in pools of residential mortgages | $8,744,000 | 2,639 |
| Issued or guaranteed by U.S. | $8,744,000 | 2,635 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,725,000 | 1,805 |
| CMOs issued by government agencies or sponsored agencies | $4,725,000 | 1,736 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $13,469,000 | 4,435 |
| Total debt securities | $13,470,000 | 4,789 |
| 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 | $13,955,000 | 4,820 |
| U.S. Government securities | $13,955,000 | 3,953 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $13,955,000 | 3,826 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| 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 | $7,052,000 | 3,690 |
| Mortgage-backed securities | $13,955,000 | 2,658 |
| Certificates of participation in pools of residential mortgages | $9,074,000 | 2,639 |
| Issued or guaranteed by U.S. | $9,074,000 | 2,635 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,881,000 | 1,819 |
| CMOs issued by government agencies or sponsored agencies | $4,881,000 | 1,745 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $13,955,000 | 4,443 |
| Total debt securities | $13,955,000 | 4,800 |
| 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 | $15,362,000 | 4,765 |
| U.S. Government securities | $15,362,000 | 3,891 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $15,362,000 | 3,766 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| 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 | $8,447,000 | 3,476 |
| Mortgage-backed securities | $15,362,000 | 2,617 |
| Certificates of participation in pools of residential mortgages | $9,329,000 | 2,679 |
| Issued or guaranteed by U.S. | $9,329,000 | 2,677 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,033,000 | 1,692 |
| CMOs issued by government agencies or sponsored agencies | $6,033,000 | 1,616 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $15,362,000 | 4,379 |
| Total debt securities | $15,363,000 | 4,745 |
| 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 | $13,972,000 | 4,980 |
| U.S. Government securities | $13,972,000 | 4,112 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,972,000 | 4,000 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| 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 | $8,798,000 | 3,445 |
| Mortgage-backed securities | $13,972,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | $9,753,000 | 2,666 |
| Issued or guaranteed by U.S. | $9,753,000 | 2,666 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,219,000 | 1,980 |
| CMOs issued by government agencies or sponsored agencies | $4,219,000 | 1,896 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $13,972,000 | 4,583 |
| Total debt securities | $13,971,000 | 4,957 |
| 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 | $14,287,000 | 5,005 |
| U.S. Government securities | $14,287,000 | 4,103 |
| U.S. Treasury securities | $1,000,000 | 873 |
| U.S. Government agency obligations | $13,287,000 | 4,125 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,641,000 | 3,494 |
| Mortgage-backed securities | $13,287,000 | 2,827 |
| Certificates of participation in pools of residential mortgages | $9,995,000 | 2,659 |
| Issued or guaranteed by U.S. | $9,995,000 | 2,659 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,292,000 | 2,141 |
| CMOs issued by government agencies or sponsored agencies | $3,292,000 | 2,073 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $14,287,000 | 4,603 |
| Total debt securities | $14,287,000 | 4,978 |
| 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 | $15,757,000 | 4,854 |
| U.S. Government securities | $15,757,000 | 3,920 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,757,000 | 3,821 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| 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 | $5,963,000 | 4,032 |
| Mortgage-backed securities | $15,757,000 | 2,628 |
| Certificates of participation in pools of residential mortgages | $12,372,000 | 2,384 |
| Issued or guaranteed by U.S. | $12,372,000 | 2,384 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,385,000 | 2,117 |
| CMOs issued by government agencies or sponsored agencies | $3,385,000 | 2,040 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $15,757,000 | 4,470 |
| Total debt securities | $15,756,000 | 4,828 |
| 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 | $16,366,000 | 4,859 |
| U.S. Government securities | $16,366,000 | 3,898 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,366,000 | 3,796 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| 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 | $6,270,000 | 3,972 |
| Mortgage-backed securities | $16,366,000 | 2,607 |
| Certificates of participation in pools of residential mortgages | $12,852,000 | 2,340 |
| Issued or guaranteed by U.S. | $12,852,000 | 2,338 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,514,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $3,514,000 | 2,041 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,366,000 | 4,466 |
| Total debt securities | $16,366,000 | 4,821 |
| 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 | $16,164,000 | 4,871 |
| U.S. Government securities | $16,164,000 | 3,901 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,164,000 | 3,809 |
| 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 | $6,686,000 | 3,890 |
| Mortgage-backed securities | $16,164,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $12,986,000 | 2,307 |
| Issued or guaranteed by U.S. | $12,986,000 | 2,306 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,178,000 | 2,238 |
| CMOs issued by government agencies or sponsored agencies | $3,178,000 | 2,141 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $16,164,000 | 4,489 |
| Total debt securities | $16,164,000 | 4,838 |
| 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 | $15,513,000 | 4,946 |
| U.S. Government securities | $15,447,000 | 4,016 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $15,447,000 | 3,922 |
| 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 | $66,000 | 1,022 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,750,000 | 3,729 |
| Mortgage-backed securities | $15,447,000 | 2,724 |
| Certificates of participation in pools of residential mortgages | $13,650,000 | 2,279 |
| Issued or guaranteed by U.S. | $13,650,000 | 2,279 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,797,000 | 2,684 |
| CMOs issued by government agencies or sponsored agencies | $1,797,000 | 2,571 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $15,513,000 | 4,576 |
| Total debt securities | $15,447,000 | 4,921 |
| 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 | $14,450,000 | 5,022 |
| U.S. Government securities | $14,411,000 | 4,071 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,411,000 | 3,974 |
| 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 | $39,000 | 1,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,051,000 | 3,646 |
| Mortgage-backed securities | $14,411,000 | 2,832 |
| Certificates of participation in pools of residential mortgages | $13,582,000 | 2,262 |
| Issued or guaranteed by U.S. | $13,582,000 | 2,261 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $829,000 | 3,123 |
| CMOs issued by government agencies or sponsored agencies | $829,000 | 2,983 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $14,450,000 | 4,646 |
| Total debt securities | $14,411,000 | 4,994 |
| 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 | $17,223,000 | 4,811 |
| U.S. Government securities | $17,184,000 | 3,871 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,184,000 | 3,789 |
| 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 | $39,000 | 1,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,698,000 | 3,376 |
| Mortgage-backed securities | $17,184,000 | 2,725 |
| Certificates of participation in pools of residential mortgages | $13,357,000 | 2,406 |
| Issued or guaranteed by U.S. | $13,357,000 | 2,404 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,827,000 | 2,314 |
| CMOs issued by government agencies or sponsored agencies | $3,827,000 | 2,213 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $17,223,000 | 4,438 |
| Total debt securities | $17,183,000 | 4,781 |
| 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 | $16,012,000 | 4,950 |
| U.S. Government securities | $16,012,000 | 4,062 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,012,000 | 3,976 |
| 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 | $10,577,000 | 3,253 |
| Mortgage-backed securities | $16,012,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | $11,051,000 | 2,704 |
| Issued or guaranteed by U.S. | $11,051,000 | 2,703 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,961,000 | 2,127 |
| CMOs issued by government agencies or sponsored agencies | $4,961,000 | 2,028 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $16,012,000 | 4,579 |
| Total debt securities | $16,013,000 | 4,920 |
| 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 | $16,107,000 | 4,998 |
| U.S. Government securities | $16,107,000 | 4,155 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,107,000 | 4,062 |
| 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 | $10,302,000 | 3,320 |
| Mortgage-backed securities | $16,107,000 | 2,863 |
| Certificates of participation in pools of residential mortgages | $10,887,000 | 2,725 |
| Issued or guaranteed by U.S. | $10,887,000 | 2,723 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,220,000 | 2,114 |
| CMOs issued by government agencies or sponsored agencies | $5,220,000 | 2,009 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $16,107,000 | 4,602 |
| Total debt securities | $16,107,000 | 4,969 |
| 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 | $13,155,000 | 5,333 |
| U.S. Government securities | $13,155,000 | 4,467 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,155,000 | 4,377 |
| 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 | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,129,000 | 3,538 |
| Mortgage-backed securities | $13,155,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $8,845,000 | 2,883 |
| Issued or guaranteed by U.S. | $8,845,000 | 2,883 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,310,000 | 2,231 |
| CMOs issued by government agencies or sponsored agencies | $4,310,000 | 2,053 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $13,155,000 | 4,913 |
| Total debt securities | $13,147,000 | 5,301 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $9,862,000 | 5,738 |
| U.S. Government securities | $9,862,000 | 4,928 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,862,000 | 4,829 |
| 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 | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,648,000 | 3,418 |
| Mortgage-backed securities | $9,862,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $5,368,000 | 3,469 |
| Issued or guaranteed by U.S. | $5,368,000 | 3,463 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,494,000 | 2,178 |
| CMOs issued by government agencies or sponsored agencies | $4,494,000 | 1,993 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $9,862,000 | 5,312 |
| Total debt securities | $9,862,000 | 5,704 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $13,898,000 | 5,269 |
| U.S. Government securities | $13,898,000 | 4,431 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,898,000 | 4,316 |
| 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 | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,163,000 | 2,888 |
| Mortgage-backed securities | $13,898,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | $9,299,000 | 2,738 |
| Issued or guaranteed by U.S. | $9,299,000 | 2,731 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,599,000 | 2,117 |
| CMOs issued by government agencies or sponsored agencies | $4,599,000 | 1,931 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $13,898,000 | 4,835 |
| Total debt securities | $13,898,000 | 5,233 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $13,097,000 | 5,364 |
| U.S. Government securities | $13,097,000 | 4,532 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $13,097,000 | 4,409 |
| 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 | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,080,000 | 2,916 |
| Mortgage-backed securities | $13,097,000 | 2,872 |
| Certificates of participation in pools of residential mortgages | $8,446,000 | 2,792 |
| Issued or guaranteed by U.S. | $8,446,000 | 2,786 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,651,000 | 2,055 |
| CMOs issued by government agencies or sponsored agencies | $4,651,000 | 1,866 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $13,097,000 | 4,931 |
| Total debt securities | $13,097,000 | 5,328 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $12,692,000 | 5,343 |
| U.S. Government securities | $12,692,000 | 4,438 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,692,000 | 4,313 |
| 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 | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,679,000 | 2,926 |
| Mortgage-backed securities | $12,692,000 | 2,824 |
| Certificates of participation in pools of residential mortgages | $7,934,000 | 2,770 |
| Issued or guaranteed by U.S. | $7,934,000 | 2,760 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,758,000 | 2,017 |
| CMOs issued by government agencies or sponsored agencies | $4,758,000 | 1,811 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $12,692,000 | 4,901 |
| Total debt securities | $12,692,000 | 5,306 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $11,802,000 | 5,404 |
| U.S. Government securities | $11,802,000 | 4,515 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,802,000 | 4,393 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,752,000 | 4,037 |
| Mortgage-backed securities | $11,802,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | $7,814,000 | 2,750 |
| Issued or guaranteed by U.S. | $7,814,000 | 2,742 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,988,000 | 2,138 |
| CMOs issued by government agencies or sponsored agencies | $3,988,000 | 1,901 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $11,802,000 | 4,962 |
| Total debt securities | $11,802,000 | 5,371 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $9,248,000 | 5,859 |
| U.S. Government securities | $9,248,000 | 5,077 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,248,000 | 4,962 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,821,000 | 4,081 |
| Mortgage-backed securities | $9,248,000 | 3,257 |
| Certificates of participation in pools of residential mortgages | $6,208,000 | 3,077 |
| Issued or guaranteed by U.S. | $6,208,000 | 3,069 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,040,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $3,040,000 | 1,985 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $9,248,000 | 5,382 |
| Total debt securities | $9,248,000 | 5,818 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $7,438,000 | 6,254 |
| U.S. Government securities | $7,438,000 | 5,532 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,438,000 | 5,425 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,438,000 | 3,794 |
| Mortgage-backed securities | $7,438,000 | 3,596 |
| Certificates of participation in pools of residential mortgages | $5,358,000 | 3,369 |
| Issued or guaranteed by U.S. | $5,358,000 | 3,362 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,080,000 | 2,457 |
| CMOs issued by government agencies or sponsored agencies | $2,080,000 | 2,164 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $7,438,000 | 5,749 |
| Total debt securities | $7,439,000 | 6,206 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $4,664,000 | 6,799 |
| U.S. Government securities | $4,664,000 | 6,184 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,664,000 | 6,081 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,664,000 | 4,495 |
| Mortgage-backed securities | $3,664,000 | 4,484 |
| Certificates of participation in pools of residential mortgages | $2,500,000 | 4,308 |
| Issued or guaranteed by U.S. | $2,500,000 | 4,301 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,164,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $1,164,000 | 2,473 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $4,664,000 | 6,273 |
| Total debt securities | $4,664,000 | 6,760 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $14,248,000 | 5,148 |
| U.S. Government securities | $8,260,000 | 5,343 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,260,000 | 5,248 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $5,988,000 | 1,187 |
| Privately issued residential mortgage-backed securities | $5,988,000 | 646 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,915,000 | 3,548 |
| Mortgage-backed securities | $14,248,000 | 2,820 |
| Certificates of participation in pools of residential mortgages | $5,988,000 | 3,360 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $5,988,000 | 50 |
| Collaterized mortgage obligations | $8,260,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $8,260,000 | 1,237 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $14,248,000 | 4,722 |
| Total debt securities | $14,248,000 | 5,104 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $14,240,000 | 5,160 |
| U.S. Government securities | $7,796,000 | 5,429 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,796,000 | 5,345 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $6,444,000 | 1,159 |
| Privately issued residential mortgage-backed securities | $6,444,000 | 633 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,117,000 | 3,882 |
| Mortgage-backed securities | $14,240,000 | 2,845 |
| Certificates of participation in pools of residential mortgages | $6,444,000 | 3,321 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $6,444,000 | 49 |
| Collaterized mortgage obligations | $7,796,000 | 1,539 |
| CMOs issued by government agencies or sponsored agencies | $7,796,000 | 1,246 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $14,240,000 | 4,713 |
| Total debt securities | $14,241,000 | 5,113 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $12,485,000 | 5,465 |
| U.S. Government securities | $12,485,000 | 4,619 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,485,000 | 4,537 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,786,000 | 3,797 |
| Mortgage-backed securities | $12,485,000 | 3,093 |
| Certificates of participation in pools of residential mortgages | $4,902,000 | 3,796 |
| Issued or guaranteed by U.S. | $4,902,000 | 3,783 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,583,000 | 1,550 |
| CMOs issued by government agencies or sponsored agencies | $7,583,000 | 1,239 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $12,485,000 | 4,984 |
| Total debt securities | $12,485,000 | 5,419 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $13,056,000 | 5,405 |
| U.S. Government securities | $13,056,000 | 4,565 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,056,000 | 4,483 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,120,000 | 3,771 |
| Mortgage-backed securities | $13,056,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $5,095,000 | 3,718 |
| Issued or guaranteed by U.S. | $5,095,000 | 3,702 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,961,000 | 1,465 |
| CMOs issued by government agencies or sponsored agencies | $7,961,000 | 1,175 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $13,056,000 | 4,895 |
| Total debt securities | $13,056,000 | 5,364 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $11,230,000 | 5,658 |
| U.S. Government securities | $11,230,000 | 4,847 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,230,000 | 4,759 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,538,000 | 3,902 |
| Mortgage-backed securities | $11,230,000 | 3,098 |
| Certificates of participation in pools of residential mortgages | $5,188,000 | 3,599 |
| Issued or guaranteed by U.S. | $5,188,000 | 3,587 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,042,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $6,042,000 | 1,289 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $11,230,000 | 5,128 |
| Total debt securities | $11,230,000 | 5,620 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $8,432,000 | 6,236 |
| U.S. Government securities | $8,432,000 | 5,467 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,432,000 | 5,389 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,039,000 | 4,510 |
| Mortgage-backed securities | $8,432,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $4,311,000 | 3,853 |
| Issued or guaranteed by U.S. | $4,311,000 | 3,840 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,121,000 | 1,858 |
| CMOs issued by government agencies or sponsored agencies | $4,121,000 | 1,548 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $8,432,000 | 5,700 |
| Total debt securities | $8,433,000 | 6,176 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $12,791,000 | 5,462 |
| U.S. Government securities | $12,011,000 | 4,744 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,011,000 | 4,660 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $780,000 | 2,350 |
| Privately issued residential mortgage-backed securities | $780,000 | 1,178 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,626,000 | 4,294 |
| Mortgage-backed securities | $12,021,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $6,767,000 | 3,095 |
| Issued or guaranteed by U.S. | $6,767,000 | 3,082 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,254,000 | 1,656 |
| CMOs issued by government agencies or sponsored agencies | $4,474,000 | 1,470 |
| Privately issued | $780,000 | 1,120 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $12,791,000 | 4,972 |
| Total debt securities | $12,791,000 | 5,391 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $21,814,000 | 4,228 |
| U.S. Government securities | $21,051,000 | 3,454 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $21,051,000 | 3,384 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $763,000 | 2,191 |
| Privately issued residential mortgage-backed securities | $763,000 | 1,086 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,044,000 | 4,235 |
| Mortgage-backed securities | $10,665,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | $5,406,000 | 3,132 |
| Issued or guaranteed by U.S. | $5,406,000 | 3,116 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,259,000 | 1,588 |
| CMOs issued by government agencies or sponsored agencies | $4,496,000 | 1,408 |
| Privately issued | $763,000 | 1,033 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $21,814,000 | 3,752 |
| Total debt securities | $21,810,000 | 4,173 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $12,826,000 | 5,571 |
| U.S. Government securities | $12,071,000 | 4,938 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,071,000 | 4,839 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $755,000 | 2,131 |
| Privately issued residential mortgage-backed securities | $755,000 | 1,050 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,064,000 | 4,512 |
| Mortgage-backed securities | $9,749,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | $4,470,000 | 3,212 |
| Issued or guaranteed by U.S. | $4,470,000 | 3,196 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,279,000 | 1,543 |
| CMOs issued by government agencies or sponsored agencies | $4,524,000 | 1,366 |
| Privately issued | $755,000 | 996 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $12,826,000 | 4,990 |
| Total debt securities | $12,820,000 | 5,521 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $9,343,000 | 6,228 |
| U.S. Government securities | $8,597,000 | 5,719 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,597,000 | 5,611 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $746,000 | 2,091 |
| Privately issued residential mortgage-backed securities | $746,000 | 1,006 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,081,000 | 5,249 |
| Mortgage-backed securities | $6,308,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | $3,584,000 | 3,487 |
| Issued or guaranteed by U.S. | $3,584,000 | 3,472 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,724,000 | 1,938 |
| CMOs issued by government agencies or sponsored agencies | $1,978,000 | 1,883 |
| Privately issued | $746,000 | 950 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $9,343,000 | 5,611 |
| Total debt securities | $9,339,000 | 6,168 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $7,843,000 | 6,584 |
| U.S. Government securities | $4,031,000 | 7,024 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,031,000 | 6,891 |
| Securities issued by states & political subdivisions | $3,052,000 | 3,772 |
| Other domestic debt securities | $760,000 | 2,089 |
| Privately issued residential mortgage-backed securities | $760,000 | 975 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $4,791,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $2,013,000 | 4,171 |
| Issued or guaranteed by U.S. | $2,013,000 | 4,154 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,778,000 | 1,909 |
| CMOs issued by government agencies or sponsored agencies | $2,018,000 | 1,840 |
| Privately issued | $760,000 | 914 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,843,000 | 5,916 |
| Total debt securities | $7,844,000 | 6,525 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $15,400,000 | 5,230 |
| U.S. Government securities | $14,642,000 | 4,541 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $14,642,000 | 4,421 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $758,000 | 2,101 |
| Privately issued residential mortgage-backed securities | $758,000 | 947 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $4,845,000 | 3,673 |
| Certificates of participation in pools of residential mortgages | $2,080,000 | 4,133 |
| Issued or guaranteed by U.S. | $2,080,000 | 4,121 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,765,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $2,007,000 | 1,837 |
| Privately issued | $758,000 | 894 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $15,400,000 | 4,619 |
| Total debt securities | $15,401,000 | 5,186 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $10,164,000 | 6,171 |
| U.S. Government securities | $9,408,000 | 5,652 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,408,000 | 5,530 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $756,000 | 2,117 |
| Privately issued residential mortgage-backed securities | $756,000 | 929 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $5,502,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | $3,488,000 | 3,515 |
| Issued or guaranteed by U.S. | $3,488,000 | 3,496 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,014,000 | 2,073 |
| CMOs issued by government agencies or sponsored agencies | $1,258,000 | 2,081 |
| Privately issued | $756,000 | 867 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $10,164,000 | 5,498 |
| Total debt securities | $10,163,000 | 6,114 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $7,046,000 | 6,894 |
| U.S. Government securities | $7,046,000 | 6,260 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,046,000 | 6,132 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $3,594,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $3,594,000 | 3,457 |
| Issued or guaranteed by U.S. | $3,594,000 | 3,444 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $7,046,000 | 6,160 |
| Total debt securities | $7,046,000 | 6,836 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $4,480,000 | 7,524 |
| U.S. Government securities | $4,480,000 | 7,089 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,480,000 | 6,953 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $2,246,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $2,246,000 | 4,080 |
| Issued or guaranteed by U.S. | $2,246,000 | 4,066 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,480,000 | 6,789 |
| Total debt securities | $4,480,000 | 7,472 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |