Home > MapleMark Bank > Securities
MapleMark Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $102,751,000 | 1,676 |
| U.S. Government securities | $87,799,000 | 1,279 |
| U.S. Treasury securities | $9,878,000 | 1,383 |
| U.S. Government agency obligations | $77,921,000 | 1,192 |
| Securities issued by states & political subdivisions | $726,000 | 3,592 |
| Other domestic debt securities | $14,226,000 | 848 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $14,226,000 | 219 |
| 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 | $14,952,000 | 2,621 |
| Mortgage-backed securities | $77,921,000 | 949 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $51,207,000 | 817 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $21,329,000 | 281 |
| Other commercial mortgage-backed securities | $5,385,000 | 687 |
| Held to maturity securities (book value) | $19,611,000 | 804 |
| Available-for-sale securities (fair market value) | $83,140,000 | 1,732 |
| Total debt securities | $102,750,000 | 1,662 |
| 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 | $102,346,000 | 1,674 |
| U.S. Government securities | $87,344,000 | 1,285 |
| U.S. Treasury securities | $9,795,000 | 1,441 |
| U.S. Government agency obligations | $77,549,000 | 1,188 |
| Securities issued by states & political subdivisions | $717,000 | 3,630 |
| Other domestic debt securities | $14,285,000 | 836 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $14,285,000 | 218 |
| 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 | $717,000 | 3,819 |
| Mortgage-backed securities | $77,549,000 | 933 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $51,354,000 | 807 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $20,785,000 | 284 |
| Other commercial mortgage-backed securities | $5,410,000 | 674 |
| Held to maturity securities (book value) | $19,695,000 | 811 |
| Available-for-sale securities (fair market value) | $82,651,000 | 1,705 |
| Total debt securities | $102,346,000 | 1,662 |
| 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 | $106,969,000 | 1,665 |
| U.S. Government securities | $91,452,000 | 1,277 |
| U.S. Treasury securities | $9,745,000 | 1,462 |
| U.S. Government agency obligations | $81,707,000 | 1,173 |
| Securities issued by states & political subdivisions | $1,173,000 | 3,563 |
| Other domestic debt securities | $14,344,000 | 840 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $14,344,000 | 203 |
| 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 | $453,000 | 3,862 |
| Mortgage-backed securities | $81,707,000 | 931 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $54,983,000 | 792 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $21,290,000 | 280 |
| Other commercial mortgage-backed securities | $5,434,000 | 678 |
| Held to maturity securities (book value) | $19,778,000 | 812 |
| Available-for-sale securities (fair market value) | $87,191,000 | 1,692 |
| Total debt securities | $106,970,000 | 1,649 |
| 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 | $109,824,000 | 1,696 |
| U.S. Government securities | $94,238,000 | 1,317 |
| U.S. Treasury securities | $9,789,000 | 1,530 |
| U.S. Government agency obligations | $84,449,000 | 1,155 |
| Securities issued by states & political subdivisions | $1,183,000 | 3,620 |
| Other domestic debt securities | $14,403,000 | 875 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $14,403,000 | 203 |
| 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 | $38,802,000 | 1,591 |
| Mortgage-backed securities | $84,449,000 | 948 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $57,384,000 | 800 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $21,608,000 | 294 |
| Other commercial mortgage-backed securities | $5,457,000 | 691 |
| Held to maturity securities (book value) | $19,860,000 | 848 |
| Available-for-sale securities (fair market value) | $89,964,000 | 1,717 |
| Total debt securities | $109,824,000 | 1,683 |
| 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 | $111,808,000 | 1,696 |
| U.S. Government securities | $96,166,000 | 1,311 |
| U.S. Treasury securities | $9,714,000 | 1,585 |
| U.S. Government agency obligations | $86,452,000 | 1,126 |
| Securities issued by states & political subdivisions | $1,181,000 | 3,654 |
| Other domestic debt securities | $14,461,000 | 901 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $14,461,000 | 219 |
| 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 | $449,000 | 3,837 |
| Mortgage-backed securities | $86,103,000 | 938 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $59,274,000 | 787 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $21,348,000 | 294 |
| Other commercial mortgage-backed securities | $5,481,000 | 691 |
| Held to maturity securities (book value) | $19,942,000 | 856 |
| Available-for-sale securities (fair market value) | $91,866,000 | 1,719 |
| Total debt securities | $111,809,000 | 1,682 |
| 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 | $90,582,000 | 1,965 |
| U.S. Government securities | $90,133,000 | 1,375 |
| U.S. Treasury securities | $9,749,000 | 1,615 |
| U.S. Government agency obligations | $80,384,000 | 1,196 |
| Securities issued by states & political subdivisions | $449,000 | 3,859 |
| 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 | $449,000 | 3,860 |
| Mortgage-backed securities | $80,036,000 | 989 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $56,036,000 | 822 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,976,000 | 785 |
| Other commercial mortgage-backed securities | $20,024,000 | 376 |
| Held to maturity securities (book value) | $20,024,000 | 844 |
| Available-for-sale securities (fair market value) | $70,558,000 | 2,062 |
| Total debt securities | $90,583,000 | 1,949 |
| 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 | $92,906,000 | 1,959 |
| U.S. Government securities | $92,454,000 | 1,368 |
| U.S. Treasury securities | $9,992,000 | 1,556 |
| U.S. Government agency obligations | $82,462,000 | 1,201 |
| Securities issued by states & political subdivisions | $452,000 | 3,897 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $698,000 | 3,835 |
| Mortgage-backed securities | $82,113,000 | 989 |
| Certificates of participation in pools of residential mortgages | $57,908,000 | 846 |
| Issued or guaranteed by U.S. | $57,908,000 | 833 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $24,205,000 | 545 |
| Commercial mortgage pass-through securities | $4,098,000 | 769 |
| Other commercial mortgage-backed securities | $20,107,000 | 422 |
| Held to maturity securities (book value) | $20,107,000 | 772 |
| Available-for-sale securities (fair market value) | $72,799,000 | 2,099 |
| Total debt securities | $92,906,000 | 1,944 |
| 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 | $90,101,000 | 1,970 |
| U.S. Government securities | $89,642,000 | 1,371 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $89,642,000 | 1,140 |
| Securities issued by states & political subdivisions | $459,000 | 3,916 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $706,000 | 3,860 |
| Mortgage-backed securities | $89,039,000 | 954 |
| Certificates of participation in pools of residential mortgages | $64,462,000 | 808 |
| Issued or guaranteed by U.S. | $64,462,000 | 796 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $24,577,000 | 540 |
| Commercial mortgage pass-through securities | $4,388,000 | 756 |
| Other commercial mortgage-backed securities | $20,189,000 | 415 |
| Held to maturity securities (book value) | $20,189,000 | 688 |
| Available-for-sale securities (fair market value) | $69,912,000 | 2,142 |
| Total debt securities | $90,101,000 | 1,956 |
| 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 | $97,554,000 | 1,821 |
| U.S. Government securities | $96,935,000 | 1,202 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $96,935,000 | 1,055 |
| Securities issued by states & political subdivisions | $619,000 | 3,902 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $593,000 | 3,900 |
| Mortgage-backed securities | $96,326,000 | 892 |
| Certificates of participation in pools of residential mortgages | $71,267,000 | 741 |
| Issued or guaranteed by U.S. | $71,267,000 | 729 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $25,059,000 | 543 |
| Commercial mortgage pass-through securities | $4,784,000 | 729 |
| Other commercial mortgage-backed securities | $20,275,000 | 410 |
| Held to maturity securities (book value) | $20,275,000 | 583 |
| Available-for-sale securities (fair market value) | $77,279,000 | 1,963 |
| Total debt securities | $97,554,000 | 1,800 |
| 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 | $102,346,000 | 1,685 |
| U.S. Government securities | $101,722,000 | 1,107 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $101,722,000 | 988 |
| Securities issued by states & political subdivisions | $624,000 | 3,949 |
| 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 | $599,000 | 3,929 |
| Mortgage-backed securities | $101,110,000 | 834 |
| Certificates of participation in pools of residential mortgages | $75,887,000 | 681 |
| Issued or guaranteed by U.S. | $75,887,000 | 670 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $25,223,000 | 528 |
| Commercial mortgage pass-through securities | $4,862,000 | 713 |
| Other commercial mortgage-backed securities | $20,361,000 | 404 |
| Held to maturity securities (book value) | $20,361,000 | 559 |
| Available-for-sale securities (fair market value) | $81,985,000 | 1,841 |
| Total debt securities | $102,346,000 | 1,667 |
| 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 | $128,523,000 | 1,368 |
| U.S. Government securities | $126,896,000 | 867 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $126,896,000 | 796 |
| Securities issued by states & political subdivisions | $626,000 | 3,959 |
| Other domestic debt securities | $1,001,000 | 1,795 |
| 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 | $1,001,000 | 1,441 |
| 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 | $1,075,000 | 3,841 |
| Mortgage-backed securities | $126,281,000 | 678 |
| Certificates of participation in pools of residential mortgages | $100,963,000 | 523 |
| Issued or guaranteed by U.S. | $100,963,000 | 514 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $25,318,000 | 515 |
| Commercial mortgage pass-through securities | $4,871,000 | 702 |
| Other commercial mortgage-backed securities | $20,447,000 | 386 |
| Held to maturity securities (book value) | $20,447,000 | 522 |
| Available-for-sale securities (fair market value) | $108,076,000 | 1,446 |
| Total debt securities | $128,523,000 | 1,348 |
| 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 | $119,430,000 | 1,342 |
| U.S. Government securities | $117,800,000 | 844 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $117,800,000 | 794 |
| Securities issued by states & political subdivisions | $630,000 | 3,974 |
| Other domestic debt securities | $1,000,000 | 1,763 |
| 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 | $1,000,000 | 1,387 |
| 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 | $604,000 | 3,976 |
| Mortgage-backed securities | $117,182,000 | 671 |
| Certificates of participation in pools of residential mortgages | $92,172,000 | 532 |
| Issued or guaranteed by U.S. | $92,172,000 | 521 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $25,010,000 | 490 |
| Commercial mortgage pass-through securities | $4,719,000 | 701 |
| Other commercial mortgage-backed securities | $20,291,000 | 367 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $119,430,000 | 1,247 |
| Total debt securities | $119,429,000 | 1,329 |
| 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 | $71,960,000 | 1,818 |
| U.S. Government securities | $70,865,000 | 1,143 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $70,865,000 | 1,074 |
| Securities issued by states & political subdivisions | $1,095,000 | 3,861 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,069,000 | 3,870 |
| Mortgage-backed securities | $70,044,000 | 937 |
| Certificates of participation in pools of residential mortgages | $70,044,000 | 592 |
| Issued or guaranteed by U.S. | $70,044,000 | 583 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $71,960,000 | 1,705 |
| Total debt securities | $71,960,000 | 1,801 |
| 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 | $72,848,000 | 1,706 |
| U.S. Government securities | $71,750,000 | 1,083 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $71,750,000 | 1,020 |
| Securities issued by states & political subdivisions | $1,098,000 | 3,831 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,956,000 | 3,690 |
| Mortgage-backed securities | $67,373,000 | 937 |
| Certificates of participation in pools of residential mortgages | $67,373,000 | 582 |
| Issued or guaranteed by U.S. | $67,373,000 | 569 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $72,848,000 | 1,597 |
| Total debt securities | $72,848,000 | 1,689 |
| 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 | $91,977,000 | 1,390 |
| U.S. Government securities | $90,887,000 | 885 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $90,887,000 | 829 |
| Securities issued by states & political subdivisions | $1,090,000 | 3,831 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,199,000 | 3,659 |
| Mortgage-backed securities | $83,469,000 | 772 |
| Certificates of participation in pools of residential mortgages | $83,469,000 | 487 |
| Issued or guaranteed by U.S. | $83,469,000 | 477 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $91,977,000 | 1,286 |
| Total debt securities | $91,977,000 | 1,378 |
| 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 | $65,136,000 | 1,739 |
| U.S. Government securities | $64,059,000 | 1,187 |
| U.S. Treasury securities | $2,000,000 | 901 |
| U.S. Government agency obligations | $62,059,000 | 1,150 |
| Securities issued by states & political subdivisions | $1,077,000 | 3,816 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $51,313,000 | 1,117 |
| Certificates of participation in pools of residential mortgages | $45,194,000 | 758 |
| Issued or guaranteed by U.S. | $45,194,000 | 741 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $6,119,000 | 915 |
| Commercial mortgage pass-through securities | $963,000 | 1,141 |
| Other commercial mortgage-backed securities | $5,156,000 | 638 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $65,136,000 | 1,612 |
| Total debt securities | $65,136,000 | 1,722 |
| 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 | $79,956,000 | 1,503 |
| U.S. Government securities | $78,778,000 | 1,020 |
| U.S. Treasury securities | $12,066,000 | 392 |
| U.S. Government agency obligations | $66,712,000 | 1,095 |
| Securities issued by states & political subdivisions | $1,178,000 | 3,795 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $51,174,000 | 1,097 |
| Certificates of participation in pools of residential mortgages | $32,403,000 | 944 |
| Issued or guaranteed by U.S. | $32,403,000 | 922 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $18,771,000 | 506 |
| Commercial mortgage pass-through securities | $948,000 | 1,138 |
| Other commercial mortgage-backed securities | $17,823,000 | 341 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $79,956,000 | 1,391 |
| Total debt securities | $79,956,000 | 1,489 |
| 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 | $61,458,000 | 1,805 |
| U.S. Government securities | $60,278,000 | 1,260 |
| U.S. Treasury securities | $11,954,000 | 400 |
| U.S. Government agency obligations | $48,324,000 | 1,402 |
| Securities issued by states & political subdivisions | $1,180,000 | 3,833 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $32,723,000 | 1,443 |
| Certificates of participation in pools of residential mortgages | $13,778,000 | 1,671 |
| Issued or guaranteed by U.S. | $13,778,000 | 1,621 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $18,945,000 | 493 |
| Commercial mortgage pass-through securities | $961,000 | 1,136 |
| Other commercial mortgage-backed securities | $17,984,000 | 329 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $61,458,000 | 1,665 |
| Total debt securities | $61,458,000 | 1,781 |
| 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 | $48,106,000 | 2,200 |
| U.S. Government securities | $46,741,000 | 1,550 |
| U.S. Treasury securities | $11,911,000 | 413 |
| U.S. Government agency obligations | $34,830,000 | 1,816 |
| Securities issued by states & political subdivisions | $1,365,000 | 3,851 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $18,903,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | $18,903,000 | 1,340 |
| Issued or guaranteed by U.S. | $18,903,000 | 1,322 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $48,106,000 | 2,033 |
| Total debt securities | $48,106,000 | 2,184 |
| 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 | $50,444,000 | 2,150 |
| U.S. Government securities | $49,092,000 | 1,490 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $49,092,000 | 1,403 |
| Securities issued by states & political subdivisions | $1,352,000 | 3,916 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $29,368,000 | 1,517 |
| Certificates of participation in pools of residential mortgages | $29,368,000 | 995 |
| Issued or guaranteed by U.S. | $29,368,000 | 985 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $50,444,000 | 1,984 |
| Total debt securities | $50,444,000 | 2,132 |
| 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 | $61,760,000 | 1,856 |
| U.S. Government securities | $60,336,000 | 1,272 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $60,336,000 | 1,208 |
| Securities issued by states & political subdivisions | $1,424,000 | 3,946 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $482,000 | 4,414 |
| Mortgage-backed securities | $28,281,000 | 1,553 |
| Certificates of participation in pools of residential mortgages | $28,281,000 | 1,028 |
| Issued or guaranteed by U.S. | $28,281,000 | 1,019 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $61,760,000 | 1,714 |
| Total debt securities | $61,760,000 | 1,842 |
| 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 | $37,449,000 | 2,660 |
| U.S. Government securities | $36,040,000 | 1,932 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $36,040,000 | 1,815 |
| Securities issued by states & political subdivisions | $1,409,000 | 3,988 |
| 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 | $480,000 | 4,476 |
| Mortgage-backed securities | $18,286,000 | 1,999 |
| Certificates of participation in pools of residential mortgages | $18,286,000 | 1,394 |
| Issued or guaranteed by U.S. | $18,286,000 | 1,387 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $37,449,000 | 2,463 |
| Total debt securities | $37,449,000 | 2,643 |
| 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 | $13,478,000 | 4,097 |
| U.S. Government securities | $12,057,000 | 3,404 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $12,057,000 | 3,255 |
| Securities issued by states & political subdivisions | $1,421,000 | 4,038 |
| 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 | $481,000 | 4,523 |
| Mortgage-backed securities | $9,577,000 | 2,692 |
| Certificates of participation in pools of residential mortgages | $9,577,000 | 2,106 |
| Issued or guaranteed by U.S. | $9,577,000 | 2,012 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $13,478,000 | 3,818 |
| Total debt securities | $13,479,000 | 4,072 |
| 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 | $6,411,000 | 4,763 |
| U.S. Government securities | $4,989,000 | 4,363 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,989,000 | 4,215 |
| Securities issued by states & political subdivisions | $1,422,000 | 4,077 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $482,000 | 4,593 |
| Mortgage-backed securities | $2,503,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | $2,503,000 | 3,298 |
| Issued or guaranteed by U.S. | $2,503,000 | 3,292 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $6,411,000 | 4,485 |
| Total debt securities | $6,411,000 | 4,741 |
| 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 | $20,044,000 | 3,719 |
| U.S. Government securities | $18,605,000 | 2,903 |
| U.S. Treasury securities | $14,987,000 | 309 |
| U.S. Government agency obligations | $3,618,000 | 4,472 |
| Securities issued by states & political subdivisions | $1,439,000 | 4,156 |
| 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 | $486,000 | 4,670 |
| Mortgage-backed securities | $1,104,000 | 4,041 |
| Certificates of participation in pools of residential mortgages | $1,104,000 | 3,771 |
| Issued or guaranteed by U.S. | $1,104,000 | 3,765 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $20,044,000 | 3,443 |
| Total debt securities | $20,044,000 | 3,696 |
| 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 | $7,762,000 | 4,755 |
| U.S. Government securities | $6,312,000 | 4,281 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,312,000 | 4,138 |
| Securities issued by states & political subdivisions | $1,450,000 | 4,200 |
| 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 | $2,014,000 | 4,268 |
| Mortgage-backed securities | $278,000 | 4,390 |
| Certificates of participation in pools of residential mortgages | $278,000 | 4,194 |
| Issued or guaranteed by U.S. | $278,000 | 4,190 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $7,762,000 | 1,026 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $7,763,000 | 4,727 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $7,870,000 | 4,790 |
| U.S. Government securities | $6,393,000 | 4,318 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,393,000 | 4,187 |
| Securities issued by states & political subdivisions | $1,477,000 | 4,213 |
| 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 | $7,667,000 | 3,232 |
| Mortgage-backed securities | $309,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $309,000 | 4,217 |
| Issued or guaranteed by U.S. | $309,000 | 4,212 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $7,870,000 | 1,042 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $7,871,000 | 4,760 |
| 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 | $7,965,000 | 4,849 |
| U.S. Government securities | $6,486,000 | 4,355 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,486,000 | 4,217 |
| Securities issued by states & political subdivisions | $1,479,000 | 4,265 |
| 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 | $7,680,000 | 3,270 |
| Mortgage-backed securities | $341,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $341,000 | 4,265 |
| Issued or guaranteed by U.S. | $341,000 | 4,261 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $7,965,000 | 1,058 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $7,964,000 | 4,820 |
| 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 | $7,534,000 | 4,905 |
| U.S. Government securities | $6,540,000 | 4,351 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,540,000 | 4,213 |
| Securities issued by states & political subdivisions | $994,000 | 4,488 |
| 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 | $5,568,000 | 3,620 |
| Mortgage-backed securities | $394,000 | 4,477 |
| Certificates of participation in pools of residential mortgages | $394,000 | 4,272 |
| Issued or guaranteed by U.S. | $394,000 | 4,266 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $7,534,000 | 1,075 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $7,533,000 | 4,878 |
| 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 | $6,210,000 | 5,085 |
| U.S. Government securities | $5,716,000 | 4,509 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,716,000 | 4,387 |
| Securities issued by states & political subdivisions | $494,000 | 4,707 |
| 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 | $5,585,000 | 3,670 |
| Mortgage-backed securities | $432,000 | 4,506 |
| Certificates of participation in pools of residential mortgages | $432,000 | 4,289 |
| Issued or guaranteed by U.S. | $432,000 | 4,286 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $6,210,000 | 1,176 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $6,211,000 | 5,063 |
| 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 | $6,498,000 | 5,133 |
| U.S. Government securities | $6,003,000 | 4,564 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,003,000 | 4,432 |
| Securities issued by states & political subdivisions | $495,000 | 4,747 |
| 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 | $4,819,000 | 3,866 |
| Mortgage-backed securities | $469,000 | 4,543 |
| Certificates of participation in pools of residential mortgages | $469,000 | 4,329 |
| Issued or guaranteed by U.S. | $469,000 | 4,324 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $6,498,000 | 1,184 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $6,499,000 | 5,112 |
| 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 | $7,467,000 | 5,095 |
| U.S. Government securities | $6,971,000 | 4,515 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $6,971,000 | 4,391 |
| Securities issued by states & political subdivisions | $496,000 | 4,791 |
| 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 | $6,413,000 | 3,619 |
| Mortgage-backed securities | $512,000 | 4,569 |
| Certificates of participation in pools of residential mortgages | $512,000 | 4,339 |
| Issued or guaranteed by U.S. | $512,000 | 4,334 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $7,467,000 | 1,145 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $7,467,000 | 5,074 |
| 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 | $7,633,000 | 5,135 |
| U.S. Government securities | $6,937,000 | 4,557 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,937,000 | 4,428 |
| Securities issued by states & political subdivisions | $696,000 | 4,724 |
| 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 | $6,305,000 | 3,667 |
| Mortgage-backed securities | $553,000 | 4,583 |
| Certificates of participation in pools of residential mortgages | $553,000 | 4,348 |
| Issued or guaranteed by U.S. | $553,000 | 4,344 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $7,633,000 | 1,157 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $7,633,000 | 5,112 |
| 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 | $7,861,000 | 5,200 |
| U.S. Government securities | $7,164,000 | 4,611 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,164,000 | 4,497 |
| Securities issued by states & political subdivisions | $697,000 | 4,769 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,425,000 | 3,881 |
| Mortgage-backed securities | $630,000 | 4,620 |
| Certificates of participation in pools of residential mortgages | $630,000 | 4,370 |
| Issued or guaranteed by U.S. | $630,000 | 4,364 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $7,861,000 | 1,145 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $7,861,000 | 5,178 |
| 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 | $7,922,000 | 5,282 |
| U.S. Government securities | $7,224,000 | 4,720 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,224,000 | 4,607 |
| Securities issued by states & political subdivisions | $698,000 | 4,801 |
| 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 | $5,450,000 | 3,930 |
| Mortgage-backed securities | $690,000 | 4,679 |
| Certificates of participation in pools of residential mortgages | $690,000 | 4,421 |
| Issued or guaranteed by U.S. | $690,000 | 4,418 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $7,922,000 | 1,163 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $7,923,000 | 5,260 |
| 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 | $7,585,000 | 5,375 |
| U.S. Government securities | $6,887,000 | 4,845 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,887,000 | 4,739 |
| Securities issued by states & political subdivisions | $698,000 | 4,805 |
| 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 | $4,474,000 | 4,173 |
| Mortgage-backed securities | $754,000 | 4,716 |
| Certificates of participation in pools of residential mortgages | $754,000 | 4,453 |
| Issued or guaranteed by U.S. | $754,000 | 4,448 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $7,585,000 | 1,196 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $7,586,000 | 5,355 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,289 |
| Fair value | $1,245,000 | 1,297 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $8,395,000 | 5,384 |
| U.S. Government securities | $7,727,000 | 4,770 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,727,000 | 4,648 |
| Securities issued by states & political subdivisions | $668,000 | 4,892 |
| 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 | $4,249,000 | 4,291 |
| Mortgage-backed securities | $837,000 | 4,764 |
| Certificates of participation in pools of residential mortgages | $837,000 | 4,487 |
| Issued or guaranteed by U.S. | $837,000 | 4,480 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $8,395,000 | 1,163 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $8,396,000 | 5,365 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,211 |
| Fair value | $1,721,000 | 1,216 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $9,626,000 | 5,343 |
| U.S. Government securities | $8,957,000 | 4,685 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,957,000 | 4,568 |
| Securities issued by states & political subdivisions | $669,000 | 4,948 |
| 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 | $4,078,000 | 4,383 |
| Mortgage-backed securities | $902,000 | 4,829 |
| Certificates of participation in pools of residential mortgages | $902,000 | 4,558 |
| Issued or guaranteed by U.S. | $902,000 | 4,555 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $9,626,000 | 1,111 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $9,627,000 | 5,326 |
| Structured notes | ||
| Amortized cost | $2,050,000 | 1,130 |
| Fair value | $2,005,000 | 1,137 |
| 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 | $9,685,000 | 5,393 |
| U.S. Government securities | $9,015,000 | 4,739 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $9,015,000 | 4,624 |
| Securities issued by states & political subdivisions | $670,000 | 5,004 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,104,000 | 4,423 |
| Mortgage-backed securities | $966,000 | 4,849 |
| Certificates of participation in pools of residential mortgages | $966,000 | 4,564 |
| Issued or guaranteed by U.S. | $966,000 | 4,561 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $9,685,000 | 1,116 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $9,685,000 | 5,373 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,149 |
| Fair value | $2,206,000 | 1,156 |
| 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 | $9,554,000 | 5,453 |
| U.S. Government securities | $8,884,000 | 4,806 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,884,000 | 4,708 |
| Securities issued by states & political subdivisions | $670,000 | 5,048 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,138,000 | 4,438 |
| Mortgage-backed securities | $1,031,000 | 4,876 |
| Certificates of participation in pools of residential mortgages | $1,031,000 | 4,576 |
| Issued or guaranteed by U.S. | $1,031,000 | 4,572 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $9,554,000 | 1,116 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $9,553,000 | 5,431 |
| Structured notes | ||
| Amortized cost | $2,450,000 | 1,149 |
| Fair value | $2,383,000 | 1,145 |
| 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 | $8,823,000 | 5,562 |
| U.S. Government securities | $8,152,000 | 4,907 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,152,000 | 4,810 |
| Securities issued by states & political subdivisions | $671,000 | 5,090 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,169,000 | 4,421 |
| Mortgage-backed securities | $1,098,000 | 4,880 |
| Certificates of participation in pools of residential mortgages | $1,098,000 | 4,574 |
| Issued or guaranteed by U.S. | $1,098,000 | 4,568 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $8,823,000 | 1,149 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $8,824,000 | 5,536 |
| Structured notes | ||
| Amortized cost | $2,450,000 | 1,126 |
| Fair value | $2,339,000 | 1,119 |
| 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 | $8,367,000 | 5,674 |
| U.S. Government securities | $7,696,000 | 5,015 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,696,000 | 4,912 |
| Securities issued by states & political subdivisions | $671,000 | 5,109 |
| 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 | $4,205,000 | 4,455 |
| Mortgage-backed securities | $1,190,000 | 4,894 |
| Certificates of participation in pools of residential mortgages | $1,190,000 | 4,577 |
| Issued or guaranteed by U.S. | $1,190,000 | 4,573 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $8,367,000 | 1,155 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $8,368,000 | 5,645 |
| Structured notes | ||
| Amortized cost | $2,450,000 | 1,115 |
| Fair value | $2,373,000 | 1,109 |
| 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 | $6,794,000 | 5,857 |
| U.S. Government securities | $6,122,000 | 5,290 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,122,000 | 5,179 |
| Securities issued by states & political subdivisions | $672,000 | 5,119 |
| 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 | $4,263,000 | 4,443 |
| Mortgage-backed securities | $1,315,000 | 4,861 |
| Certificates of participation in pools of residential mortgages | $1,315,000 | 4,510 |
| Issued or guaranteed by U.S. | $1,315,000 | 4,506 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $6,794,000 | 1,180 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $6,795,000 | 5,825 |
| Structured notes | ||
| Amortized cost | $2,450,000 | 1,098 |
| Fair value | $2,376,000 | 1,096 |
| 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 | $6,825,000 | 5,897 |
| U.S. Government securities | $6,625,000 | 5,245 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $6,625,000 | 5,134 |
| Securities issued by states & political subdivisions | $200,000 | 5,454 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,105,000 | 4,523 |
| Mortgage-backed securities | $1,458,000 | 4,870 |
| Certificates of participation in pools of residential mortgages | $1,458,000 | 4,496 |
| Issued or guaranteed by U.S. | $1,458,000 | 4,494 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $6,825,000 | 1,149 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $6,824,000 | 5,865 |
| Structured notes | ||
| Amortized cost | $3,080,000 | 957 |
| Fair value | $3,077,000 | 961 |
| 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 | $6,470,000 | 5,971 |
| U.S. Government securities | $6,270,000 | 5,318 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,270,000 | 5,206 |
| Securities issued by states & political subdivisions | $200,000 | 5,501 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,650,000 | 4,644 |
| Mortgage-backed securities | $1,656,000 | 4,847 |
| Certificates of participation in pools of residential mortgages | $1,656,000 | 4,446 |
| Issued or guaranteed by U.S. | $1,656,000 | 4,445 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $6,470,000 | 1,167 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $6,468,000 | 5,942 |
| Structured notes | ||
| Amortized cost | $3,200,000 | 989 |
| Fair value | $3,206,000 | 991 |
| 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 | $7,260,000 | 5,971 |
| U.S. Government securities | $7,060,000 | 5,274 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,060,000 | 5,178 |
| Securities issued by states & political subdivisions | $200,000 | 5,538 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,874,000 | 4,969 |
| Mortgage-backed securities | $1,844,000 | 4,902 |
| Certificates of participation in pools of residential mortgages | $1,844,000 | 4,505 |
| Issued or guaranteed by U.S. | $1,844,000 | 4,504 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $7,260,000 | 1,140 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $7,262,000 | 5,941 |
| Structured notes | ||
| Amortized cost | $3,600,000 | 978 |
| Fair value | $3,610,000 | 978 |
| 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 | $7,727,000 | 5,976 |
| U.S. Government securities | $7,527,000 | 5,303 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,527,000 | 5,199 |
| Securities issued by states & political subdivisions | $200,000 | 5,559 |
| 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 | $2,948,000 | 4,975 |
| Mortgage-backed securities | $2,210,000 | 4,850 |
| Certificates of participation in pools of residential mortgages | $2,210,000 | 4,413 |
| Issued or guaranteed by U.S. | $2,210,000 | 4,412 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $7,727,000 | 1,095 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $7,727,000 | 5,947 |
| Structured notes | ||
| Amortized cost | $3,150,000 | 1,202 |
| Fair value | $3,158,000 | 1,203 |
| 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 | $7,857,000 | 6,012 |
| U.S. Government securities | $7,657,000 | 5,388 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,657,000 | 5,283 |
| Securities issued by states & political subdivisions | $200,000 | 5,548 |
| 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 | $1,946,000 | 5,392 |
| Mortgage-backed securities | $2,238,000 | 4,874 |
| Certificates of participation in pools of residential mortgages | $2,238,000 | 4,427 |
| Issued or guaranteed by U.S. | $2,238,000 | 4,424 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $7,857,000 | 1,112 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $7,857,000 | 5,987 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 1,336 |
| Fair value | $3,241,000 | 1,339 |
| 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 | $7,270,000 | 6,096 |
| U.S. Government securities | $7,070,000 | 5,469 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,070,000 | 5,368 |
| Securities issued by states & political subdivisions | $200,000 | 5,550 |
| 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 | $1,634,000 | 5,255 |
| Mortgage-backed securities | $2,451,000 | 4,776 |
| Certificates of participation in pools of residential mortgages | $2,451,000 | 4,303 |
| Issued or guaranteed by U.S. | $2,451,000 | 4,294 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $7,270,000 | 1,167 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $7,269,000 | 6,064 |
| Structured notes | ||
| Amortized cost | $2,650,000 | 1,473 |
| Fair value | $2,653,000 | 1,479 |
| 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 | $8,279,000 | 5,972 |
| U.S. Government securities | $8,079,000 | 5,265 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $8,079,000 | 5,163 |
| Securities issued by states & political subdivisions | $200,000 | 5,563 |
| 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 | $2,233,000 | 5,045 |
| Mortgage-backed securities | $2,658,000 | 4,702 |
| Certificates of participation in pools of residential mortgages | $2,658,000 | 4,182 |
| Issued or guaranteed by U.S. | $2,658,000 | 4,167 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $8,279,000 | 1,101 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $8,278,000 | 5,937 |
| Structured notes | ||
| Amortized cost | $3,350,000 | 1,373 |
| Fair value | $3,359,000 | 1,373 |
| 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 | $7,114,000 | 6,216 |
| U.S. Government securities | $6,914,000 | 5,622 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,914,000 | 5,509 |
| Securities issued by states & political subdivisions | $200,000 | 5,560 |
| 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 | $2,127,000 | 5,121 |
| Mortgage-backed securities | $2,892,000 | 4,624 |
| Certificates of participation in pools of residential mortgages | $2,892,000 | 4,082 |
| Issued or guaranteed by U.S. | $2,892,000 | 4,069 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $7,114,000 | 1,203 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $7,114,000 | 6,183 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,790 |
| Fair value | $2,503,000 | 1,807 |
| 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 | $7,346,000 | 6,197 |
| U.S. Government securities | $7,146,000 | 5,563 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,146,000 | 5,446 |
| Securities issued by states & political subdivisions | $200,000 | 5,581 |
| 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 | $2,221,000 | 5,113 |
| Mortgage-backed securities | $3,122,000 | 4,503 |
| Certificates of participation in pools of residential mortgages | $3,122,000 | 3,958 |
| Issued or guaranteed by U.S. | $3,122,000 | 3,947 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $7,346,000 | 1,193 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $7,346,000 | 6,169 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,661 |
| Fair value | $2,970,000 | 1,703 |
| 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 | $7,230,000 | 6,139 |
| U.S. Government securities | $7,030,000 | 5,451 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,030,000 | 5,337 |
| Securities issued by states & political subdivisions | $200,000 | 5,599 |
| 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 | $1,793,000 | 5,315 |
| Mortgage-backed securities | $3,504,000 | 4,355 |
| Certificates of participation in pools of residential mortgages | $3,504,000 | 3,743 |
| Issued or guaranteed by U.S. | $3,504,000 | 3,732 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $7,230,000 | 1,208 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $7,230,000 | 6,105 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,519 |
| Fair value | $2,955,000 | 1,573 |
| 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 | $7,398,000 | 6,112 |
| U.S. Government securities | $7,198,000 | 5,373 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,198,000 | 5,253 |
| Securities issued by states & political subdivisions | $200,000 | 5,592 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,247,000 | 5,178 |
| Mortgage-backed securities | $3,871,000 | 4,301 |
| Certificates of participation in pools of residential mortgages | $3,871,000 | 3,626 |
| Issued or guaranteed by U.S. | $3,871,000 | 3,617 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $7,398,000 | 1,222 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $7,398,000 | 6,072 |
| Structured notes | ||
| Amortized cost | $2,400,000 | 1,763 |
| Fair value | $2,413,000 | 1,761 |
| 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 | $6,643,000 | 6,341 |
| U.S. Government securities | $6,443,000 | 5,705 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,443,000 | 5,591 |
| Securities issued by states & political subdivisions | $200,000 | 5,564 |
| 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 | $2,066,000 | 5,303 |
| Mortgage-backed securities | $4,214,000 | 4,203 |
| Certificates of participation in pools of residential mortgages | $4,214,000 | 3,548 |
| Issued or guaranteed by U.S. | $4,214,000 | 3,540 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $6,643,000 | 1,337 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $6,642,000 | 6,305 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,004,000 | 2,542 |
| 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 | $8,169,000 | 6,122 |
| U.S. Government securities | $7,969,000 | 5,432 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,969,000 | 5,320 |
| Securities issued by states & political subdivisions | $200,000 | 5,598 |
| 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 | $2,174,000 | 5,342 |
| Mortgage-backed securities | $4,538,000 | 4,204 |
| Certificates of participation in pools of residential mortgages | $4,538,000 | 3,574 |
| Issued or guaranteed by U.S. | $4,538,000 | 3,568 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $8,169,000 | 1,206 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $8,168,000 | 6,079 |
| Structured notes | ||
| Amortized cost | $2,600,000 | 1,562 |
| Fair value | $2,604,000 | 1,561 |
| 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 | $8,019,000 | 6,138 |
| U.S. Government securities | $7,819,000 | 5,417 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,819,000 | 5,320 |
| Securities issued by states & political subdivisions | $200,000 | 5,627 |
| 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 | $1,892,000 | 5,519 |
| Mortgage-backed securities | $4,887,000 | 4,183 |
| Certificates of participation in pools of residential mortgages | $4,887,000 | 3,571 |
| Issued or guaranteed by U.S. | $4,887,000 | 3,564 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $8,019,000 | 1,209 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $8,018,000 | 6,096 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,662 |
| Fair value | $1,877,000 | 1,667 |
| 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 | $6,868,000 | 6,405 |
| U.S. Government securities | $6,668,000 | 5,718 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,668,000 | 5,627 |
| Securities issued by states & political subdivisions | $200,000 | 5,659 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,751,000 | 5,584 |
| Mortgage-backed securities | $5,259,000 | 4,179 |
| Certificates of participation in pools of residential mortgages | $5,259,000 | 3,577 |
| Issued or guaranteed by U.S. | $5,259,000 | 3,565 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $6,868,000 | 1,375 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $6,868,000 | 6,362 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,831 |
| Fair value | $797,000 | 1,840 |
| 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 | $6,654,000 | 6,463 |
| U.S. Government securities | $6,454,000 | 5,794 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,454,000 | 5,710 |
| Securities issued by states & political subdivisions | $200,000 | 5,698 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,635,000 | 5,646 |
| Mortgage-backed securities | $5,444,000 | 4,183 |
| Certificates of participation in pools of residential mortgages | $5,444,000 | 3,573 |
| Issued or guaranteed by U.S. | $5,444,000 | 3,561 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $6,654,000 | 1,415 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $6,655,000 | 6,419 |
| 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 | $6,172,000 | 6,615 |
| U.S. Government securities | $6,172,000 | 5,978 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,172,000 | 5,897 |
| 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 | $1,637,000 | 5,695 |
| Mortgage-backed securities | $5,797,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $5,797,000 | 3,557 |
| Issued or guaranteed by U.S. | $5,797,000 | 3,547 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,172,000 | 1,494 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $6,171,000 | 6,576 |
| 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 | $5,335,000 | 6,853 |
| U.S. Government securities | $5,335,000 | 6,302 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,335,000 | 6,218 |
| 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 | $1,324,000 | 5,886 |
| Mortgage-backed securities | $4,435,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $4,435,000 | 3,885 |
| Issued or guaranteed by U.S. | $4,435,000 | 3,872 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,335,000 | 1,582 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $5,335,000 | 6,815 |
| 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 | $5,168,000 | 6,880 |
| U.S. Government securities | $5,168,000 | 6,336 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,168,000 | 6,245 |
| 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 | $1,719,000 | 5,762 |
| Mortgage-backed securities | $3,678,000 | 4,583 |
| Certificates of participation in pools of residential mortgages | $3,678,000 | 4,055 |
| Issued or guaranteed by U.S. | $3,678,000 | 4,043 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,168,000 | 1,616 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $5,169,000 | 6,837 |
| 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 | $4,575,000 | 7,079 |
| U.S. Government securities | $4,575,000 | 6,583 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,575,000 | 6,487 |
| 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 | $1,740,000 | 5,752 |
| Mortgage-backed securities | $3,085,000 | 4,765 |
| Certificates of participation in pools of residential mortgages | $3,085,000 | 4,256 |
| Issued or guaranteed by U.S. | $3,085,000 | 4,240 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,575,000 | 1,697 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $4,574,000 | 7,023 |
| 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 | $5,540,000 | 6,886 |
| U.S. Government securities | $5,540,000 | 6,299 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,540,000 | 6,206 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,962,000 | 5,654 |
| Mortgage-backed securities | $3,211,000 | 4,628 |
| Certificates of participation in pools of residential mortgages | $3,211,000 | 4,102 |
| Issued or guaranteed by U.S. | $3,211,000 | 4,088 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,540,000 | 1,587 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $5,539,000 | 6,821 |
| 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 | $5,880,000 | 6,878 |
| U.S. Government securities | $5,549,000 | 6,417 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,549,000 | 6,319 |
| Securities issued by states & political subdivisions | $331,000 | 5,511 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,937,000 | 5,735 |
| Mortgage-backed securities | $842,000 | 5,466 |
| Certificates of participation in pools of residential mortgages | $842,000 | 5,033 |
| Issued or guaranteed by U.S. | $842,000 | 5,010 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,880,000 | 1,603 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $5,880,000 | 6,826 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,338 |
| Fair value | $200,000 | 2,345 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $6,523,000 | 6,804 |
| U.S. Government securities | $6,190,000 | 6,329 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,190,000 | 6,219 |
| Securities issued by states & political subdivisions | $333,000 | 5,542 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,198,000 | 5,589 |
| Mortgage-backed securities | $902,000 | 5,337 |
| Certificates of participation in pools of residential mortgages | $902,000 | 4,877 |
| Issued or guaranteed by U.S. | $902,000 | 4,861 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,523,000 | 1,558 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $6,522,000 | 6,751 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,552 |
| Fair value | $198,000 | 2,588 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $6,744,000 | 6,798 |
| U.S. Government securities | $6,409,000 | 6,312 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,409,000 | 6,193 |
| Securities issued by states & political subdivisions | $335,000 | 5,564 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,760,000 | 5,882 |
| Mortgage-backed securities | $976,000 | 5,280 |
| Certificates of participation in pools of residential mortgages | $976,000 | 4,818 |
| Issued or guaranteed by U.S. | $976,000 | 4,804 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,744,000 | 1,551 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $6,744,000 | 6,747 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,633 |
| Fair value | $195,000 | 2,670 |
| 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 | $6,400,000 | 6,912 |
| U.S. Government securities | $6,063,000 | 6,441 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,063,000 | 6,322 |
| Securities issued by states & political subdivisions | $337,000 | 5,611 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,777,000 | 5,891 |
| Mortgage-backed securities | $1,049,000 | 5,249 |
| Certificates of participation in pools of residential mortgages | $1,049,000 | 4,769 |
| Issued or guaranteed by U.S. | $1,049,000 | 4,750 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,400,000 | 1,601 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $6,401,000 | 6,867 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,706 |
| Fair value | $197,000 | 2,737 |
| 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 | $6,292,000 | 6,963 |
| U.S. Government securities | $5,802,000 | 6,571 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,802,000 | 6,440 |
| Securities issued by states & political subdivisions | $490,000 | 5,471 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,691,000 | 5,935 |
| Mortgage-backed securities | $1,141,000 | 5,179 |
| Certificates of participation in pools of residential mortgages | $1,141,000 | 4,694 |
| Issued or guaranteed by U.S. | $1,141,000 | 4,677 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,292,000 | 1,662 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $6,293,000 | 6,915 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,801 |
| Fair value | $196,000 | 2,834 |
| 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 | $6,557,000 | 6,987 |
| U.S. Government securities | $6,557,000 | 6,403 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,557,000 | 6,268 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,938,000 | 5,873 |
| Mortgage-backed securities | $1,233,000 | 5,129 |
| Certificates of participation in pools of residential mortgages | $1,233,000 | 4,641 |
| Issued or guaranteed by U.S. | $1,233,000 | 4,615 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,557,000 | 1,684 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $6,557,000 | 6,931 |
| 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 | $5,958,000 | 7,139 |
| U.S. Government securities | $5,462,000 | 6,751 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,462,000 | 6,617 |
| Securities issued by states & political subdivisions | $496,000 | 5,536 |
| 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 | $1,951,000 | 5,882 |
| Mortgage-backed securities | $1,316,000 | 5,106 |
| Certificates of participation in pools of residential mortgages | $1,316,000 | 4,611 |
| Issued or guaranteed by U.S. | $1,316,000 | 4,588 |
| 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) | $5,958,000 | 1,771 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $5,958,000 | 7,087 |
| 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 | $5,486,000 | 7,295 |
| U.S. Government securities | $4,986,000 | 6,931 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,986,000 | 6,787 |
| Securities issued by states & political subdivisions | $500,000 | 5,557 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,973,000 | 5,849 |
| Mortgage-backed securities | $1,437,000 | 5,074 |
| Certificates of participation in pools of residential mortgages | $1,437,000 | 4,555 |
| Issued or guaranteed by U.S. | $1,437,000 | 4,536 |
| 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) | $5,486,000 | 1,857 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $5,486,000 | 7,237 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $5,355,000 | 7,377 |
| U.S. Government securities | $4,852,000 | 7,010 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,852,000 | 6,858 |
| Securities issued by states & political subdivisions | $503,000 | 5,574 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,580,000 | 6,068 |
| Mortgage-backed securities | $1,505,000 | 5,083 |
| Certificates of participation in pools of residential mortgages | $1,505,000 | 4,552 |
| Issued or guaranteed by U.S. | $1,505,000 | 4,533 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,355,000 | 1,912 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $5,355,000 | 7,321 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $4,859,000 | 7,517 |
| U.S. Government securities | $4,353,000 | 7,166 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,353,000 | 7,020 |
| Securities issued by states & political subdivisions | $506,000 | 5,593 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,404,000 | 6,192 |
| Mortgage-backed securities | $1,625,000 | 5,061 |
| Certificates of participation in pools of residential mortgages | $1,625,000 | 4,524 |
| Issued or guaranteed by U.S. | $1,625,000 | 4,507 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,859,000 | 1,992 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $4,860,000 | 7,458 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $4,357,000 | 7,689 |
| U.S. Government securities | $3,848,000 | 7,383 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,848,000 | 7,236 |
| Securities issued by states & political subdivisions | $509,000 | 5,597 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,424,000 | 6,185 |
| Mortgage-backed securities | $1,759,000 | 5,082 |
| Certificates of participation in pools of residential mortgages | $1,759,000 | 4,529 |
| Issued or guaranteed by U.S. | $1,759,000 | 4,510 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,357,000 | 2,108 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $4,357,000 | 7,630 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,772,000 | 7,905 |
| U.S. Government securities | $3,259,000 | 7,645 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,259,000 | 7,480 |
| Securities issued by states & political subdivisions | $513,000 | 5,603 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,438,000 | 6,220 |
| Mortgage-backed securities | $1,880,000 | 5,069 |
| Certificates of participation in pools of residential mortgages | $1,880,000 | 4,509 |
| Issued or guaranteed by U.S. | $1,880,000 | 4,495 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,772,000 | 2,258 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $3,772,000 | 7,849 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,372,000 | 8,048 |
| U.S. Government securities | $2,856,000 | 7,795 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,856,000 | 7,640 |
| Securities issued by states & political subdivisions | $516,000 | 5,630 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,458,000 | 6,203 |
| Mortgage-backed securities | $1,677,000 | 5,236 |
| Certificates of participation in pools of residential mortgages | $1,677,000 | 4,666 |
| Issued or guaranteed by U.S. | $1,677,000 | 4,649 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,372,000 | 2,366 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $3,372,000 | 7,986 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,633,000 | 8,008 |
| U.S. Government securities | $3,114,000 | 7,721 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,114,000 | 7,572 |
| Securities issued by states & political subdivisions | $519,000 | 5,676 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,451,000 | 6,249 |
| Mortgage-backed securities | $1,600,000 | 5,288 |
| Certificates of participation in pools of residential mortgages | $1,600,000 | 4,741 |
| Issued or guaranteed by U.S. | $1,600,000 | 4,729 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,633,000 | 2,318 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $3,633,000 | 7,946 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,428,000 | 8,130 |
| U.S. Government securities | $2,905,000 | 7,909 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,905,000 | 7,737 |
| Securities issued by states & political subdivisions | $523,000 | 5,697 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,280,000 | 6,363 |
| Mortgage-backed securities | $1,711,000 | 5,303 |
| Certificates of participation in pools of residential mortgages | $1,711,000 | 4,742 |
| Issued or guaranteed by U.S. | $1,711,000 | 4,728 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,428,000 | 2,381 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $3,428,000 | 8,066 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,899,000 | 8,018 |
| U.S. Government securities | $3,373,000 | 7,686 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,373,000 | 7,524 |
| Securities issued by states & political subdivisions | $526,000 | 5,697 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,308,000 | 6,319 |
| Mortgage-backed securities | $1,863,000 | 5,246 |
| Certificates of participation in pools of residential mortgages | $1,863,000 | 4,686 |
| Issued or guaranteed by U.S. | $1,863,000 | 4,669 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,899,000 | 2,246 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $3,899,000 | 7,943 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,864,000 | 8,108 |
| U.S. Government securities | $3,155,000 | 7,838 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,155,000 | 7,658 |
| Securities issued by states & political subdivisions | $709,000 | 5,521 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,335,000 | 6,265 |
| Mortgage-backed securities | $1,645,000 | 5,378 |
| Certificates of participation in pools of residential mortgages | $1,645,000 | 4,823 |
| Issued or guaranteed by U.S. | $1,645,000 | 4,804 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,864,000 | 2,295 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $3,864,000 | 8,038 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,476,000 | 8,170 |
| U.S. Government securities | $2,763,000 | 7,925 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,763,000 | 7,749 |
| Securities issued by states & political subdivisions | $713,000 | 5,559 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,371,000 | 6,264 |
| Mortgage-backed securities | $1,451,000 | 5,495 |
| Certificates of participation in pools of residential mortgages | $1,451,000 | 4,938 |
| Issued or guaranteed by U.S. | $1,451,000 | 4,917 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,476,000 | 2,394 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $3,476,000 | 8,088 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,883,000 | 8,060 |
| U.S. Government securities | $3,167,000 | 7,769 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,167,000 | 7,578 |
| Securities issued by states & political subdivisions | $716,000 | 5,535 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,438,000 | 6,231 |
| Mortgage-backed securities | $1,675,000 | 5,488 |
| Certificates of participation in pools of residential mortgages | $1,675,000 | 4,872 |
| Issued or guaranteed by U.S. | $1,675,000 | 4,854 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,883,000 | 2,312 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $3,883,000 | 7,973 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,526,000 | 7,945 |
| U.S. Government securities | $3,807,000 | 7,592 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,807,000 | 7,396 |
| Securities issued by states & political subdivisions | $719,000 | 5,504 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,353,000 | 6,305 |
| Mortgage-backed securities | $1,665,000 | 5,519 |
| Certificates of participation in pools of residential mortgages | $1,665,000 | 4,876 |
| Issued or guaranteed by U.S. | $1,665,000 | 4,860 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,526,000 | 2,214 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $4,526,000 | 7,865 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,944,000 | 7,849 |
| U.S. Government securities | $4,131,000 | 7,475 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,131,000 | 7,278 |
| Securities issued by states & political subdivisions | $813,000 | 5,393 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,357,000 | 6,317 |
| Mortgage-backed securities | $1,312,000 | 5,714 |
| Certificates of participation in pools of residential mortgages | $1,312,000 | 5,103 |
| Issued or guaranteed by U.S. | $1,312,000 | 5,085 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,944,000 | 2,185 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $4,944,000 | 7,773 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $4,991,000 | 7,938 |
| U.S. Government securities | $4,164,000 | 7,577 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,164,000 | 7,317 |
| Securities issued by states & political subdivisions | $827,000 | 5,457 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,007,000 | 6,735 |
| Mortgage-backed securities | $1,005,000 | 5,888 |
| Certificates of participation in pools of residential mortgages | $1,005,000 | 5,200 |
| Issued or guaranteed by U.S. | $1,005,000 | 5,176 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,991,000 | 2,299 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $4,991,000 | 7,833 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $5,579,000 | 8,165 |
| U.S. Government securities | $4,733,000 | 7,880 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,733,000 | 7,546 |
| Securities issued by states & political subdivisions | $827,000 | 5,585 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,000 | 7,766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,427,000 | 6,705 |
| Mortgage-backed securities | $1,332,000 | 5,248 |
| Certificates of participation in pools of residential mortgages | $1,332,000 | 4,478 |
| Issued or guaranteed by U.S. | $1,332,000 | 4,459 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,560,000 | 2,640 |
| Available-for-sale securities (fair market value) | $19,000 | 9,267 |
| Total debt securities | $5,560,000 | 8,037 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $3,557,000 | 9,168 |
| U.S. Government securities | $2,711,000 | 9,037 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,711,000 | 8,576 |
| Securities issued by states & political subdivisions | $827,000 | 5,888 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,000 | 7,779 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,253,000 | 6,933 |
| Mortgage-backed securities | $1,612,000 | 5,350 |
| Certificates of participation in pools of residential mortgages | $1,612,000 | 4,488 |
| Issued or guaranteed by U.S. | $1,612,000 | 4,475 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,538,000 | 3,556 |
| Available-for-sale securities (fair market value) | $19,000 | 9,534 |
| Total debt securities | $3,538,000 | 9,066 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $4,093,000 | 9,086 |
| U.S. Government securities | $3,523,000 | 8,743 |
| U.S. Treasury securities | $400,000 | 6,269 |
| U.S. Government agency obligations | $3,123,000 | 8,148 |
| Securities issued by states & political subdivisions | $551,000 | 6,471 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,000 | 7,668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $961,000 | 7,270 |
| Mortgage-backed securities | $1,722,000 | 5,507 |
| Certificates of participation in pools of residential mortgages | $1,722,000 | 4,588 |
| Issued or guaranteed by U.S. | $1,722,000 | 4,567 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,074,000 | 3,739 |
| Available-for-sale securities (fair market value) | $19,000 | 9,700 |
| Total debt securities | $4,074,000 | 8,972 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $3,471,000 | 9,799 |
| U.S. Government securities | $3,412,000 | 9,353 |
| U.S. Treasury securities | $200,000 | 7,718 |
| U.S. Government agency obligations | $3,212,000 | 8,276 |
| Securities issued by states & political subdivisions | $40,000 | 8,056 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,000 | 7,683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,512 |
| Mortgage-backed securities | $1,641,000 | 5,705 |
| Certificates of participation in pools of residential mortgages | $1,641,000 | 4,686 |
| Issued or guaranteed by U.S. | $1,641,000 | 4,670 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,452,000 | 4,804 |
| Available-for-sale securities (fair market value) | $19,000 | 10,069 |
| Total debt securities | $3,452,000 | 9,706 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,991,000 | 10,173 |
| U.S. Government securities | $3,907,000 | 9,725 |
| U.S. Treasury securities | $800,000 | 7,601 |
| U.S. Government agency obligations | $3,107,000 | 8,738 |
| Securities issued by states & political subdivisions | $65,000 | 8,391 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,000 | 7,790 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 9,118 |
| Mortgage-backed securities | $499,000 | 7,558 |
| Certificates of participation in pools of residential mortgages | $499,000 | 6,672 |
| Issued or guaranteed by U.S. | $499,000 | 6,653 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,972,000 | 5,168 |
| Available-for-sale securities (fair market value) | $19,000 | 10,443 |
| Total debt securities | $3,972,000 | 10,094 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,165,000 | 10,968 |
| U.S. Government securities | $3,101,000 | 10,521 |
| U.S. Treasury securities | $1,101,000 | 8,259 |
| U.S. Government agency obligations | $2,000,000 | 9,750 |
| Securities issued by states & political subdivisions | $45,000 | 8,845 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,000 | 7,863 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,006,000 | 8,088 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,146,000 | 5,922 |
| Available-for-sale securities (fair market value) | $19,000 | 10,938 |
| Total debt securities | $3,146,000 | 10,867 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $2,958,000 | 11,713 |
| U.S. Government securities | $2,839,000 | 11,359 |
| U.S. Treasury securities | $1,440,000 | 9,034 |
| U.S. Government agency obligations | $1,399,000 | 10,501 |
| Securities issued by states & political subdivisions | $110,000 | 8,999 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $799,000 | 8,779 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,949,000 | 9,347 |
| Available-for-sale securities (fair market value) | $9,000 | 11,159 |
| Total debt securities | $2,949,000 | 11,628 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $2,515,000 | 12,356 |
| U.S. Government securities | $2,461,000 | 11,947 |
| U.S. Treasury securities | $1,861,000 | 8,719 |
| U.S. Government agency obligations | $600,000 | 11,581 |
| Securities issued by states & political subdivisions | $45,000 | 9,597 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $651,000 | 9,201 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,506,000 | 12,232 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $2,314,000 | 12,902 |
| U.S. Government securities | $2,260,000 | 12,542 |
| U.S. Treasury securities | $2,160,000 | 8,489 |
| U.S. Government agency obligations | $100,000 | 12,549 |
| Securities issued by states & political subdivisions | $45,000 | 9,641 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $653,000 | 9,403 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,305,000 | 12,784 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |