Home > Marine Bank & Trust Company > Securities
Marine Bank & Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $161,517,000 | 1,180 |
| U.S. Government securities | $82,794,000 | 1,348 |
| U.S. Treasury securities | $9,418,000 | 1,432 |
| U.S. Government agency obligations | $73,376,000 | 1,242 |
| Securities issued by states & political subdivisions | $78,723,000 | 589 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,549,000 | 1,178 |
| Mortgage-backed securities | $49,642,000 | 1,270 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $39,839,000 | 984 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $688,000 | 2,263 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,585,000 | 536 |
| Other commercial mortgage-backed securities | $1,530,000 | 1,006 |
| Held to maturity securities (book value) | $1,999,000 | 1,409 |
| Available-for-sale securities (fair market value) | $159,518,000 | 1,032 |
| Total debt securities | $161,515,000 | 1,163 |
| 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 | $153,432,000 | 1,222 |
| U.S. Government securities | $80,995,000 | 1,367 |
| U.S. Treasury securities | $9,184,000 | 1,487 |
| U.S. Government agency obligations | $71,811,000 | 1,257 |
| Securities issued by states & political subdivisions | $72,437,000 | 616 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,409,000 | 1,205 |
| Mortgage-backed securities | $48,841,000 | 1,258 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $39,235,000 | 975 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $708,000 | 2,237 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,373,000 | 535 |
| Other commercial mortgage-backed securities | $1,525,000 | 996 |
| Held to maturity securities (book value) | $1,999,000 | 1,430 |
| Available-for-sale securities (fair market value) | $151,433,000 | 1,075 |
| Total debt securities | $153,433,000 | 1,209 |
| 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 | $161,804,000 | 1,207 |
| U.S. Government securities | $85,338,000 | 1,350 |
| U.S. Treasury securities | $9,221,000 | 1,513 |
| U.S. Government agency obligations | $76,117,000 | 1,235 |
| Securities issued by states & political subdivisions | $76,466,000 | 616 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,781,000 | 1,146 |
| Mortgage-backed securities | $52,852,000 | 1,236 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,724,000 | 967 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $754,000 | 2,225 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,838,000 | 497 |
| Other commercial mortgage-backed securities | $1,536,000 | 1,002 |
| Held to maturity securities (book value) | $1,999,000 | 1,447 |
| Available-for-sale securities (fair market value) | $159,805,000 | 1,062 |
| Total debt securities | $161,805,000 | 1,194 |
| 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 | $169,877,000 | 1,212 |
| U.S. Government securities | $87,442,000 | 1,392 |
| U.S. Treasury securities | $9,305,000 | 1,576 |
| U.S. Government agency obligations | $78,137,000 | 1,220 |
| Securities issued by states & political subdivisions | $82,435,000 | 604 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,972,000 | 1,018 |
| Mortgage-backed securities | $54,595,000 | 1,265 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $43,236,000 | 986 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $796,000 | 2,248 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,032,000 | 517 |
| Other commercial mortgage-backed securities | $1,531,000 | 1,024 |
| Held to maturity securities (book value) | $1,999,000 | 1,483 |
| Available-for-sale securities (fair market value) | $167,878,000 | 1,067 |
| Total debt securities | $169,877,000 | 1,198 |
| 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 | $170,173,000 | 1,231 |
| U.S. Government securities | $88,495,000 | 1,391 |
| U.S. Treasury securities | $9,197,000 | 1,634 |
| U.S. Government agency obligations | $79,298,000 | 1,206 |
| Securities issued by states & political subdivisions | $81,678,000 | 620 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,345,000 | 941 |
| Mortgage-backed securities | $56,094,000 | 1,243 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $44,735,000 | 964 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $827,000 | 2,256 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,993,000 | 513 |
| Other commercial mortgage-backed securities | $1,539,000 | 1,021 |
| Held to maturity securities (book value) | $1,999,000 | 1,492 |
| Available-for-sale securities (fair market value) | $168,174,000 | 1,081 |
| Total debt securities | $170,172,000 | 1,218 |
| 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 | $168,219,000 | 1,253 |
| U.S. Government securities | $89,722,000 | 1,379 |
| U.S. Treasury securities | $9,157,000 | 1,658 |
| U.S. Government agency obligations | $80,565,000 | 1,194 |
| Securities issued by states & political subdivisions | $78,497,000 | 649 |
| 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 | $6,343,000 | 2,997 |
| Mortgage-backed securities | $57,192,000 | 1,251 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $45,689,000 | 957 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $886,000 | 2,253 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,063,000 | 503 |
| Other commercial mortgage-backed securities | $1,554,000 | 1,053 |
| Held to maturity securities (book value) | $1,999,000 | 1,474 |
| Available-for-sale securities (fair market value) | $166,220,000 | 1,111 |
| Total debt securities | $168,219,000 | 1,239 |
| 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 | $174,908,000 | 1,229 |
| U.S. Government securities | $94,151,000 | 1,350 |
| U.S. Treasury securities | $9,375,000 | 1,627 |
| U.S. Government agency obligations | $84,776,000 | 1,176 |
| Securities issued by states & political subdivisions | $80,757,000 | 662 |
| 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 | $6,619,000 | 2,977 |
| Mortgage-backed securities | $60,745,000 | 1,243 |
| Certificates of participation in pools of residential mortgages | $48,788,000 | 952 |
| Issued or guaranteed by U.S. | $48,788,000 | 936 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $999,000 | 2,297 |
| CMOs issued by government agencies or sponsored agencies | $999,000 | 2,225 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $10,958,000 | 843 |
| Commercial mortgage pass-through securities | $9,286,000 | 512 |
| Other commercial mortgage-backed securities | $1,672,000 | 1,111 |
| Held to maturity securities (book value) | $1,999,000 | 1,403 |
| Available-for-sale securities (fair market value) | $172,909,000 | 1,100 |
| Total debt securities | $174,908,000 | 1,215 |
| 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 | $160,948,000 | 1,287 |
| U.S. Government securities | $81,709,000 | 1,452 |
| U.S. Treasury securities | $9,543,000 | 1,432 |
| U.S. Government agency obligations | $72,166,000 | 1,342 |
| Securities issued by states & political subdivisions | $79,239,000 | 693 |
| 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 | $7,105,000 | 2,900 |
| Mortgage-backed securities | $49,376,000 | 1,416 |
| Certificates of participation in pools of residential mortgages | $37,467,000 | 1,175 |
| Issued or guaranteed by U.S. | $37,467,000 | 1,156 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,103,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $1,103,000 | 2,205 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $10,806,000 | 854 |
| Commercial mortgage pass-through securities | $10,134,000 | 494 |
| Other commercial mortgage-backed securities | $672,000 | 1,288 |
| Held to maturity securities (book value) | $1,999,000 | 1,307 |
| Available-for-sale securities (fair market value) | $158,949,000 | 1,174 |
| Total debt securities | $160,948,000 | 1,273 |
| 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 | $103,823,000 | 1,734 |
| U.S. Government securities | $32,289,000 | 2,396 |
| U.S. Treasury securities | $4,002,000 | 1,501 |
| U.S. Government agency obligations | $28,287,000 | 2,297 |
| Securities issued by states & political subdivisions | $71,534,000 | 802 |
| 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 | $5,075,000 | 3,136 |
| Mortgage-backed securities | $22,117,000 | 2,123 |
| Certificates of participation in pools of residential mortgages | $10,286,000 | 2,256 |
| Issued or guaranteed by U.S. | $10,286,000 | 2,194 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,242,000 | 2,228 |
| CMOs issued by government agencies or sponsored agencies | $1,242,000 | 2,173 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $10,589,000 | 852 |
| Commercial mortgage pass-through securities | $9,761,000 | 498 |
| Other commercial mortgage-backed securities | $828,000 | 1,240 |
| Held to maturity securities (book value) | $1,999,000 | 1,211 |
| Available-for-sale securities (fair market value) | $101,824,000 | 1,630 |
| Total debt securities | $103,822,000 | 1,717 |
| 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 | $94,402,000 | 1,789 |
| U.S. Government securities | $29,440,000 | 2,414 |
| U.S. Treasury securities | $2,069,000 | 1,525 |
| U.S. Government agency obligations | $27,371,000 | 2,313 |
| Securities issued by states & political subdivisions | $64,962,000 | 837 |
| 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 | $5,353,000 | 3,102 |
| Mortgage-backed securities | $20,185,000 | 2,194 |
| Certificates of participation in pools of residential mortgages | $7,804,000 | 2,494 |
| Issued or guaranteed by U.S. | $7,804,000 | 2,428 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,389,000 | 2,208 |
| CMOs issued by government agencies or sponsored agencies | $1,389,000 | 2,157 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $10,992,000 | 832 |
| Commercial mortgage pass-through securities | $9,926,000 | 490 |
| Other commercial mortgage-backed securities | $1,066,000 | 1,167 |
| Held to maturity securities (book value) | $1,999,000 | 1,196 |
| Available-for-sale securities (fair market value) | $92,403,000 | 1,694 |
| Total debt securities | $94,401,000 | 1,772 |
| 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 | $49,317,000 | 2,587 |
| U.S. Government securities | $25,454,000 | 2,533 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $25,454,000 | 2,354 |
| Securities issued by states & political subdivisions | $23,863,000 | 1,799 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,552,000 | 3,073 |
| Mortgage-backed securities | $18,225,000 | 2,251 |
| Certificates of participation in pools of residential mortgages | $6,119,000 | 2,662 |
| Issued or guaranteed by U.S. | $6,119,000 | 2,587 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,544,000 | 2,150 |
| CMOs issued by government agencies or sponsored agencies | $1,544,000 | 2,102 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $10,562,000 | 826 |
| Commercial mortgage pass-through securities | $9,994,000 | 478 |
| Other commercial mortgage-backed securities | $568,000 | 1,276 |
| Held to maturity securities (book value) | $1,999,000 | 1,183 |
| Available-for-sale securities (fair market value) | $47,318,000 | 2,493 |
| Total debt securities | $49,317,000 | 2,569 |
| 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 | $26,803,000 | 3,230 |
| U.S. Government securities | $21,262,000 | 2,596 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $21,262,000 | 2,432 |
| Securities issued by states & political subdivisions | $5,541,000 | 3,133 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,722,000 | 3,043 |
| Mortgage-backed securities | $16,069,000 | 2,301 |
| Certificates of participation in pools of residential mortgages | $6,520,000 | 2,562 |
| Issued or guaranteed by U.S. | $6,520,000 | 2,488 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,714,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $1,714,000 | 2,025 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $7,835,000 | 920 |
| Commercial mortgage pass-through securities | $7,132,000 | 563 |
| Other commercial mortgage-backed securities | $703,000 | 1,239 |
| Held to maturity securities (book value) | $1,999,000 | 1,152 |
| Available-for-sale securities (fair market value) | $24,804,000 | 3,107 |
| Total debt securities | $26,801,000 | 3,209 |
| 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 | $13,941,000 | 3,780 |
| U.S. Government securities | $13,941,000 | 2,931 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $13,941,000 | 2,789 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,823,000 | 2,730 |
| Mortgage-backed securities | $13,788,000 | 2,366 |
| Certificates of participation in pools of residential mortgages | $3,979,000 | 2,856 |
| Issued or guaranteed by U.S. | $3,979,000 | 2,776 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,899,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $1,899,000 | 2,006 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $7,910,000 | 881 |
| Commercial mortgage pass-through securities | $6,758,000 | 547 |
| Other commercial mortgage-backed securities | $1,152,000 | 1,071 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $13,941,000 | 3,559 |
| Total debt securities | $13,940,000 | 3,759 |
| 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 | $16,237,000 | 3,576 |
| U.S. Government securities | $16,237,000 | 2,724 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $16,237,000 | 2,590 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,703,000 | 2,735 |
| Mortgage-backed securities | $16,084,000 | 2,204 |
| Certificates of participation in pools of residential mortgages | $4,469,000 | 2,757 |
| Issued or guaranteed by U.S. | $4,469,000 | 2,677 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,076,000 | 2,030 |
| CMOs issued by government agencies or sponsored agencies | $2,076,000 | 1,982 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $9,539,000 | 788 |
| Commercial mortgage pass-through securities | $8,340,000 | 486 |
| Other commercial mortgage-backed securities | $1,199,000 | 1,040 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $16,237,000 | 3,351 |
| Total debt securities | $16,237,000 | 3,553 |
| 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 | $17,218,000 | 3,493 |
| U.S. Government securities | $17,218,000 | 2,650 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $17,218,000 | 2,520 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,102,000 | 2,689 |
| Mortgage-backed securities | $16,952,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $4,985,000 | 2,666 |
| Issued or guaranteed by U.S. | $4,985,000 | 2,591 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,420,000 | 2,001 |
| CMOs issued by government agencies or sponsored agencies | $2,420,000 | 1,953 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $9,547,000 | 762 |
| Commercial mortgage pass-through securities | $8,342,000 | 477 |
| Other commercial mortgage-backed securities | $1,205,000 | 1,007 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $17,218,000 | 3,269 |
| Total debt securities | $17,217,000 | 3,468 |
| 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 | $20,054,000 | 3,303 |
| U.S. Government securities | $20,054,000 | 2,496 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $20,054,000 | 2,372 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,846,000 | 2,573 |
| Mortgage-backed securities | $17,785,000 | 2,103 |
| Certificates of participation in pools of residential mortgages | $5,313,000 | 2,620 |
| Issued or guaranteed by U.S. | $5,313,000 | 2,535 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,730,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $2,730,000 | 1,902 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $9,742,000 | 744 |
| Commercial mortgage pass-through securities | $8,371,000 | 469 |
| Other commercial mortgage-backed securities | $1,371,000 | 966 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $20,054,000 | 3,095 |
| Total debt securities | $20,053,000 | 3,278 |
| 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 | $23,545,000 | 3,173 |
| U.S. Government securities | $23,545,000 | 2,358 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $23,545,000 | 2,229 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,244,000 | 2,691 |
| Mortgage-backed securities | $19,561,000 | 1,978 |
| Certificates of participation in pools of residential mortgages | $5,689,000 | 2,525 |
| Issued or guaranteed by U.S. | $5,689,000 | 2,455 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,428,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $3,428,000 | 1,779 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $10,444,000 | 685 |
| Commercial mortgage pass-through securities | $9,053,000 | 437 |
| Other commercial mortgage-backed securities | $1,391,000 | 922 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $23,545,000 | 2,958 |
| Total debt securities | $23,545,000 | 3,154 |
| 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 | $24,232,000 | 3,165 |
| U.S. Government securities | $24,232,000 | 2,341 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $24,232,000 | 2,218 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| 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 | $6,579,000 | 3,051 |
| Mortgage-backed securities | $20,254,000 | 1,922 |
| Certificates of participation in pools of residential mortgages | $6,144,000 | 2,425 |
| Issued or guaranteed by U.S. | $6,144,000 | 2,351 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,640,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $3,640,000 | 1,752 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $10,470,000 | 686 |
| Commercial mortgage pass-through securities | $9,078,000 | 438 |
| Other commercial mortgage-backed securities | $1,392,000 | 897 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $24,232,000 | 2,944 |
| Total debt securities | $24,232,000 | 3,146 |
| 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 | $29,849,000 | 2,924 |
| U.S. Government securities | $29,849,000 | 2,115 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $29,849,000 | 2,006 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| 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 | $8,174,000 | 2,912 |
| Mortgage-backed securities | $24,322,000 | 1,702 |
| Certificates of participation in pools of residential mortgages | $6,660,000 | 2,343 |
| Issued or guaranteed by U.S. | $6,660,000 | 2,294 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,874,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $3,874,000 | 1,694 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $13,788,000 | 568 |
| Commercial mortgage pass-through securities | $12,347,000 | 362 |
| Other commercial mortgage-backed securities | $1,441,000 | 880 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $29,849,000 | 2,715 |
| Total debt securities | $29,849,000 | 2,907 |
| 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 | $31,320,000 | 2,903 |
| U.S. Government securities | $31,320,000 | 2,080 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $31,320,000 | 1,955 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| 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 | $8,066,000 | 2,971 |
| Mortgage-backed securities | $25,901,000 | 1,639 |
| Certificates of participation in pools of residential mortgages | $6,929,000 | 2,319 |
| Issued or guaranteed by U.S. | $6,929,000 | 2,267 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,971,000 | 1,737 |
| CMOs issued by government agencies or sponsored agencies | $3,971,000 | 1,687 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $15,001,000 | 525 |
| Commercial mortgage pass-through securities | $13,580,000 | 333 |
| Other commercial mortgage-backed securities | $1,421,000 | 803 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $31,320,000 | 2,692 |
| Total debt securities | $31,320,000 | 2,887 |
| 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 | $31,344,000 | 2,926 |
| U.S. Government securities | $31,344,000 | 2,088 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $31,344,000 | 1,972 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| 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 | $6,344,000 | 3,205 |
| Mortgage-backed securities | $25,925,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $7,119,000 | 2,296 |
| Issued or guaranteed by U.S. | $7,119,000 | 2,264 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,055,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $4,055,000 | 1,672 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $14,751,000 | 514 |
| Commercial mortgage pass-through securities | $13,343,000 | 328 |
| Other commercial mortgage-backed securities | $1,408,000 | 777 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $31,344,000 | 2,716 |
| Total debt securities | $31,344,000 | 2,911 |
| 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 | $26,754,000 | 3,166 |
| U.S. Government securities | $26,754,000 | 2,317 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $26,754,000 | 2,206 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| 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 | $6,311,000 | 3,231 |
| Mortgage-backed securities | $21,426,000 | 1,822 |
| Certificates of participation in pools of residential mortgages | $5,353,000 | 2,603 |
| Issued or guaranteed by U.S. | $5,353,000 | 2,587 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,169,000 | 1,671 |
| CMOs issued by government agencies or sponsored agencies | $4,169,000 | 1,628 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $11,904,000 | 569 |
| Commercial mortgage pass-through securities | $10,502,000 | 378 |
| Other commercial mortgage-backed securities | $1,402,000 | 773 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $26,754,000 | 2,930 |
| Total debt securities | $26,754,000 | 3,148 |
| 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 | $27,471,000 | 3,168 |
| U.S. Government securities | $27,471,000 | 2,268 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $27,471,000 | 2,168 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,436,000 | 3,262 |
| Mortgage-backed securities | $22,013,000 | 1,827 |
| Certificates of participation in pools of residential mortgages | $5,680,000 | 2,599 |
| Issued or guaranteed by U.S. | $5,680,000 | 2,475 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,401,000 | 1,654 |
| CMOs issued by government agencies or sponsored agencies | $4,401,000 | 1,608 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $11,932,000 | 555 |
| Commercial mortgage pass-through securities | $10,524,000 | 366 |
| Other commercial mortgage-backed securities | $1,408,000 | 756 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $27,471,000 | 2,925 |
| Total debt securities | $27,471,000 | 3,148 |
| 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 | $28,217,000 | 3,168 |
| U.S. Government securities | $28,217,000 | 2,289 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $28,217,000 | 2,190 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| 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 | $6,581,000 | 3,272 |
| Mortgage-backed securities | $22,727,000 | 1,788 |
| Certificates of participation in pools of residential mortgages | $5,985,000 | 2,591 |
| Issued or guaranteed by U.S. | $5,985,000 | 2,589 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,655,000 | 1,617 |
| CMOs issued by government agencies or sponsored agencies | $4,655,000 | 1,562 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $12,087,000 | 487 |
| Commercial mortgage pass-through securities | $10,662,000 | 284 |
| Other commercial mortgage-backed securities | $1,425,000 | 742 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $28,217,000 | 2,918 |
| Total debt securities | $28,217,000 | 3,144 |
| 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 | $29,402,000 | 3,160 |
| U.S. Government securities | $29,402,000 | 2,248 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $29,402,000 | 2,150 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| 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 | $6,070,000 | 3,410 |
| Mortgage-backed securities | $23,749,000 | 1,753 |
| Certificates of participation in pools of residential mortgages | $6,403,000 | 2,564 |
| Issued or guaranteed by U.S. | $6,403,000 | 2,562 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,928,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $4,928,000 | 1,516 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $12,418,000 | 467 |
| Commercial mortgage pass-through securities | $10,972,000 | 281 |
| Other commercial mortgage-backed securities | $1,446,000 | 725 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $29,402,000 | 2,914 |
| Total debt securities | $29,402,000 | 3,138 |
| 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 | $31,919,000 | 3,071 |
| U.S. Government securities | $31,919,000 | 2,157 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $31,919,000 | 2,054 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| 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 | $2,790,000 | 4,092 |
| Mortgage-backed securities | $26,204,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | $6,807,000 | 2,562 |
| Issued or guaranteed by U.S. | $6,807,000 | 2,561 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,262,000 | 1,527 |
| CMOs issued by government agencies or sponsored agencies | $5,262,000 | 1,475 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $14,135,000 | 427 |
| Commercial mortgage pass-through securities | $12,668,000 | 250 |
| Other commercial mortgage-backed securities | $1,467,000 | 713 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $31,919,000 | 2,824 |
| Total debt securities | $31,920,000 | 3,047 |
| 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 | $32,692,000 | 3,071 |
| U.S. Government securities | $32,692,000 | 2,162 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $32,692,000 | 2,061 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,878,000 | 4,109 |
| Mortgage-backed securities | $26,934,000 | 1,657 |
| Certificates of participation in pools of residential mortgages | $7,210,000 | 2,543 |
| Issued or guaranteed by U.S. | $7,210,000 | 2,542 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,536,000 | 1,516 |
| CMOs issued by government agencies or sponsored agencies | $5,536,000 | 1,464 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $14,188,000 | 428 |
| Commercial mortgage pass-through securities | $12,715,000 | 245 |
| Other commercial mortgage-backed securities | $1,473,000 | 687 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $32,692,000 | 2,823 |
| Total debt securities | $32,692,000 | 3,047 |
| 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 | $28,284,000 | 3,319 |
| U.S. Government securities | $28,284,000 | 2,395 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $28,284,000 | 2,292 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,482,000 | 4,503 |
| Mortgage-backed securities | $24,079,000 | 1,817 |
| Certificates of participation in pools of residential mortgages | $7,478,000 | 2,555 |
| Issued or guaranteed by U.S. | $7,478,000 | 2,555 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,200,000 | 1,724 |
| CMOs issued by government agencies or sponsored agencies | $4,200,000 | 1,665 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $12,401,000 | 437 |
| Commercial mortgage pass-through securities | $10,935,000 | 263 |
| Other commercial mortgage-backed securities | $1,466,000 | 676 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $28,284,000 | 3,052 |
| Total debt securities | $28,284,000 | 3,297 |
| 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 | $29,061,000 | 3,256 |
| U.S. Government securities | $29,061,000 | 2,348 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $29,061,000 | 2,248 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $597,000 | 4,816 |
| Mortgage-backed securities | $24,808,000 | 1,790 |
| Certificates of participation in pools of residential mortgages | $7,899,000 | 2,501 |
| Issued or guaranteed by U.S. | $7,899,000 | 2,499 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,442,000 | 1,657 |
| CMOs issued by government agencies or sponsored agencies | $4,442,000 | 1,591 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $12,467,000 | 417 |
| Commercial mortgage pass-through securities | $11,008,000 | 255 |
| Other commercial mortgage-backed securities | $1,459,000 | 652 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $29,061,000 | 2,991 |
| Total debt securities | $29,061,000 | 3,235 |
| 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 | $16,917,000 | 4,099 |
| U.S. Government securities | $16,917,000 | 3,133 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $16,917,000 | 3,024 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $644,000 | 4,879 |
| Mortgage-backed securities | $15,179,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $5,401,000 | 2,922 |
| Issued or guaranteed by U.S. | $5,401,000 | 2,922 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,818,000 | 1,631 |
| CMOs issued by government agencies or sponsored agencies | $4,818,000 | 1,562 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $4,960,000 | 624 |
| Commercial mortgage pass-through securities | $3,451,000 | 443 |
| Other commercial mortgage-backed securities | $1,509,000 | 628 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $16,917,000 | 3,773 |
| Total debt securities | $16,917,000 | 4,073 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $15,766,000 | 4,257 |
| U.S. Government securities | $15,766,000 | 3,319 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $15,766,000 | 3,203 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $675,000 | 4,950 |
| Mortgage-backed securities | $12,818,000 | 2,562 |
| Certificates of participation in pools of residential mortgages | $5,761,000 | 2,915 |
| Issued or guaranteed by U.S. | $5,761,000 | 2,913 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,121,000 | 1,600 |
| CMOs issued by government agencies or sponsored agencies | $5,121,000 | 1,531 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,936,000 | 839 |
| Commercial mortgage pass-through securities | $1,936,000 | 524 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $15,766,000 | 3,925 |
| Total debt securities | $15,766,000 | 4,230 |
| 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 | $17,639,000 | 4,165 |
| U.S. Government securities | $17,639,000 | 3,228 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $17,639,000 | 3,120 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $698,000 | 4,997 |
| Mortgage-backed securities | $11,697,000 | 2,679 |
| Certificates of participation in pools of residential mortgages | $6,050,000 | 2,874 |
| Issued or guaranteed by U.S. | $6,050,000 | 2,873 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,343,000 | 1,585 |
| CMOs issued by government agencies or sponsored agencies | $5,343,000 | 1,515 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $304,000 | 1,136 |
| Commercial mortgage pass-through securities | $304,000 | 762 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $17,639,000 | 3,827 |
| Total debt securities | $17,639,000 | 4,143 |
| 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 | $20,737,000 | 3,971 |
| U.S. Government securities | $20,737,000 | 3,019 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $20,737,000 | 2,902 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $721,000 | 5,038 |
| Mortgage-backed securities | $12,138,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $6,262,000 | 2,834 |
| Issued or guaranteed by U.S. | $6,262,000 | 2,832 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,569,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $5,569,000 | 1,512 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $307,000 | 1,092 |
| Commercial mortgage pass-through securities | $307,000 | 738 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $20,737,000 | 3,636 |
| Total debt securities | $20,738,000 | 3,946 |
| 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 | $20,964,000 | 4,034 |
| U.S. Government securities | $20,964,000 | 3,063 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $20,964,000 | 2,966 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| 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 | $756,000 | 5,109 |
| Mortgage-backed securities | $13,481,000 | 2,543 |
| Certificates of participation in pools of residential mortgages | $7,308,000 | 2,716 |
| Issued or guaranteed by U.S. | $7,308,000 | 2,712 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,862,000 | 1,550 |
| CMOs issued by government agencies or sponsored agencies | $5,862,000 | 1,486 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $311,000 | 1,046 |
| Commercial mortgage pass-through securities | $311,000 | 711 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $20,964,000 | 3,690 |
| Total debt securities | $20,964,000 | 4,011 |
| 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 | $21,248,000 | 4,094 |
| U.S. Government securities | $21,248,000 | 3,119 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $21,248,000 | 3,030 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $851,000 | 5,119 |
| Mortgage-backed securities | $13,798,000 | 2,569 |
| Certificates of participation in pools of residential mortgages | $7,696,000 | 2,738 |
| Issued or guaranteed by U.S. | $7,696,000 | 2,735 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,102,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $6,102,000 | 1,504 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $21,248,000 | 3,743 |
| Total debt securities | $21,249,000 | 4,068 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $16,936,000 | 4,472 |
| U.S. Government securities | $16,936,000 | 3,573 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $16,936,000 | 3,456 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $830,000 | 5,194 |
| Mortgage-backed securities | $14,593,000 | 2,559 |
| Certificates of participation in pools of residential mortgages | $8,188,000 | 2,707 |
| Issued or guaranteed by U.S. | $8,188,000 | 2,705 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,405,000 | 1,580 |
| CMOs issued by government agencies or sponsored agencies | $6,405,000 | 1,513 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $16,936,000 | 4,114 |
| Total debt securities | $16,937,000 | 4,453 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $16,037,000 | 4,618 |
| U.S. Government securities | $16,037,000 | 3,712 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $16,037,000 | 3,593 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $855,000 | 5,272 |
| Mortgage-backed securities | $15,133,000 | 2,562 |
| Certificates of participation in pools of residential mortgages | $8,541,000 | 2,713 |
| Issued or guaranteed by U.S. | $8,541,000 | 2,711 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,592,000 | 1,598 |
| CMOs issued by government agencies or sponsored agencies | $6,592,000 | 1,536 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $16,037,000 | 4,249 |
| Total debt securities | $16,037,000 | 4,597 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $16,529,000 | 4,670 |
| U.S. Government securities | $16,529,000 | 3,761 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,529,000 | 3,640 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $869,000 | 5,326 |
| Mortgage-backed securities | $15,631,000 | 2,589 |
| Certificates of participation in pools of residential mortgages | $8,845,000 | 2,747 |
| Issued or guaranteed by U.S. | $8,845,000 | 2,745 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,786,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $6,786,000 | 1,528 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $16,529,000 | 4,291 |
| Total debt securities | $16,529,000 | 4,652 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $17,374,000 | 4,654 |
| U.S. Government securities | $17,374,000 | 3,722 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $17,374,000 | 3,613 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $892,000 | 5,367 |
| Mortgage-backed securities | $16,370,000 | 2,566 |
| Certificates of participation in pools of residential mortgages | $9,341,000 | 2,729 |
| Issued or guaranteed by U.S. | $9,341,000 | 2,729 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,029,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $7,029,000 | 1,525 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $17,374,000 | 4,261 |
| Total debt securities | $17,373,000 | 4,633 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $22,813,000 | 4,233 |
| U.S. Government securities | $22,813,000 | 3,265 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $22,813,000 | 3,176 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $605,000 | 5,502 |
| Mortgage-backed securities | $21,026,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | $13,783,000 | 2,257 |
| Issued or guaranteed by U.S. | $13,783,000 | 2,256 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,243,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $7,243,000 | 1,503 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $22,813,000 | 3,864 |
| Total debt securities | $22,813,000 | 4,206 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $23,547,000 | 4,183 |
| U.S. Government securities | $23,547,000 | 3,174 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,547,000 | 3,097 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $640,000 | 5,562 |
| Mortgage-backed securities | $21,767,000 | 2,227 |
| Certificates of participation in pools of residential mortgages | $14,354,000 | 2,204 |
| Issued or guaranteed by U.S. | $14,354,000 | 2,204 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,413,000 | 1,567 |
| CMOs issued by government agencies or sponsored agencies | $7,413,000 | 1,490 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $23,547,000 | 3,824 |
| Total debt securities | $23,547,000 | 4,151 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $24,617,000 | 4,114 |
| U.S. Government securities | $24,617,000 | 3,131 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,617,000 | 3,050 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $686,000 | 5,617 |
| Mortgage-backed securities | $22,810,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | $15,033,000 | 2,153 |
| Issued or guaranteed by U.S. | $15,033,000 | 2,151 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,777,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $7,777,000 | 1,475 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $24,617,000 | 3,767 |
| Total debt securities | $24,618,000 | 4,084 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $24,766,000 | 4,108 |
| U.S. Government securities | $24,766,000 | 3,113 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $24,766,000 | 3,034 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $730,000 | 5,620 |
| Mortgage-backed securities | $22,894,000 | 2,189 |
| Certificates of participation in pools of residential mortgages | $14,797,000 | 2,152 |
| Issued or guaranteed by U.S. | $14,797,000 | 2,149 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,097,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $8,097,000 | 1,466 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $24,766,000 | 3,767 |
| Total debt securities | $24,766,000 | 4,078 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $20,904,000 | 4,435 |
| U.S. Government securities | $20,904,000 | 3,450 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $20,904,000 | 3,365 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 5,638 |
| Mortgage-backed securities | $18,235,000 | 2,514 |
| Certificates of participation in pools of residential mortgages | $10,838,000 | 2,566 |
| Issued or guaranteed by U.S. | $10,838,000 | 2,565 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,397,000 | 1,676 |
| CMOs issued by government agencies or sponsored agencies | $7,397,000 | 1,581 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $20,904,000 | 4,103 |
| Total debt securities | $20,904,000 | 4,408 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $14,501,000 | 5,016 |
| U.S. Government securities | $14,501,000 | 4,058 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,501,000 | 3,960 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $871,000 | 5,629 |
| Mortgage-backed securities | $11,710,000 | 3,106 |
| Certificates of participation in pools of residential mortgages | $11,710,000 | 2,459 |
| Issued or guaranteed by U.S. | $11,710,000 | 2,457 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $14,501,000 | 4,637 |
| Total debt securities | $14,501,000 | 4,984 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $15,521,000 | 4,998 |
| U.S. Government securities | $15,521,000 | 4,045 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $15,521,000 | 3,964 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $946,000 | 5,696 |
| Mortgage-backed securities | $12,711,000 | 3,142 |
| Certificates of participation in pools of residential mortgages | $12,711,000 | 2,485 |
| Issued or guaranteed by U.S. | $12,711,000 | 2,484 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $15,521,000 | 4,610 |
| Total debt securities | $15,520,000 | 4,970 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $12,860,000 | 5,334 |
| U.S. Government securities | $12,860,000 | 4,444 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,860,000 | 4,355 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,024,000 | 5,706 |
| Mortgage-backed securities | $10,691,000 | 3,376 |
| Certificates of participation in pools of residential mortgages | $10,691,000 | 2,739 |
| Issued or guaranteed by U.S. | $10,691,000 | 2,739 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $12,860,000 | 4,938 |
| Total debt securities | $12,860,000 | 5,306 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $11,357,000 | 5,565 |
| U.S. Government securities | $11,357,000 | 4,775 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,357,000 | 4,686 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,094,000 | 5,711 |
| Mortgage-backed securities | $11,357,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $11,357,000 | 2,671 |
| Issued or guaranteed by U.S. | $11,357,000 | 2,669 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $11,357,000 | 5,162 |
| Total debt securities | $11,357,000 | 5,540 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $8,132,000 | 5,988 |
| U.S. Government securities | $8,132,000 | 5,271 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,132,000 | 5,175 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $8,132,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $8,132,000 | 2,994 |
| Issued or guaranteed by U.S. | $8,132,000 | 2,994 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $8,132,000 | 5,559 |
| Total debt securities | $8,122,000 | 5,959 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $8,597,000 | 5,927 |
| U.S. Government securities | $8,597,000 | 5,166 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $8,597,000 | 5,064 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,165,000 | 5,429 |
| Mortgage-backed securities | $8,597,000 | 3,572 |
| Certificates of participation in pools of residential mortgages | $8,597,000 | 2,874 |
| Issued or guaranteed by U.S. | $8,597,000 | 2,870 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $8,597,000 | 5,491 |
| Total debt securities | $8,588,000 | 5,892 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $9,778,000 | 5,842 |
| U.S. Government securities | $9,778,000 | 5,073 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,778,000 | 4,955 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,213,000 | 5,443 |
| Mortgage-backed securities | $8,775,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $8,775,000 | 2,803 |
| Issued or guaranteed by U.S. | $8,775,000 | 2,795 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $9,778,000 | 5,402 |
| Total debt securities | $9,778,000 | 5,807 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,003,000 | 2,489 |
| 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 | $6,811,000 | 6,280 |
| U.S. Government securities | $6,811,000 | 5,644 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,811,000 | 5,523 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 5,820 |
| Mortgage-backed securities | $6,811,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $6,811,000 | 3,067 |
| Issued or guaranteed by U.S. | $6,811,000 | 3,061 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $6,811,000 | 5,806 |
| Total debt securities | $6,812,000 | 6,249 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $7,361,000 | 6,117 |
| U.S. Government securities | $7,361,000 | 5,383 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,361,000 | 5,267 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 5,882 |
| Mortgage-backed securities | $7,361,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $7,361,000 | 2,864 |
| Issued or guaranteed by U.S. | $7,361,000 | 2,857 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $7,361,000 | 5,654 |
| Total debt securities | $7,351,000 | 6,084 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $8,187,000 | 5,969 |
| U.S. Government securities | $8,187,000 | 5,167 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $8,187,000 | 5,047 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 5,976 |
| Mortgage-backed securities | $8,187,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $8,187,000 | 2,686 |
| Issued or guaranteed by U.S. | $8,187,000 | 2,678 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $8,187,000 | 5,507 |
| Total debt securities | $8,187,000 | 5,932 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $10,174,000 | 5,707 |
| U.S. Government securities | $10,174,000 | 4,888 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,174,000 | 4,774 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,014 |
| Mortgage-backed securities | $8,673,000 | 3,339 |
| Certificates of participation in pools of residential mortgages | $8,673,000 | 2,631 |
| Issued or guaranteed by U.S. | $8,673,000 | 2,624 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $10,174,000 | 5,238 |
| Total debt securities | $10,174,000 | 5,668 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $11,357,000 | 5,554 |
| U.S. Government securities | $11,357,000 | 4,717 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,357,000 | 4,603 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,094 |
| Mortgage-backed securities | $8,875,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $8,875,000 | 2,684 |
| Issued or guaranteed by U.S. | $8,875,000 | 2,677 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $11,357,000 | 5,097 |
| Total debt securities | $11,352,000 | 5,513 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $7,763,000 | 6,185 |
| U.S. Government securities | $7,763,000 | 5,430 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,763,000 | 5,333 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,147 |
| Mortgage-backed securities | $5,307,000 | 4,077 |
| Certificates of participation in pools of residential mortgages | $5,307,000 | 3,443 |
| Issued or guaranteed by U.S. | $5,307,000 | 3,434 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $7,763,000 | 5,698 |
| Total debt securities | $7,761,000 | 6,142 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $8,058,000 | 6,167 |
| U.S. Government securities | $8,058,000 | 5,397 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,058,000 | 5,300 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $500,000 | 6,173 |
| Mortgage-backed securities | $5,575,000 | 4,091 |
| Certificates of participation in pools of residential mortgages | $5,575,000 | 3,478 |
| Issued or guaranteed by U.S. | $5,575,000 | 3,467 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $8,058,000 | 5,667 |
| Total debt securities | $8,058,000 | 6,125 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $8,059,000 | 6,178 |
| U.S. Government securities | $8,059,000 | 5,368 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,059,000 | 5,285 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $500,000 | 6,206 |
| Mortgage-backed securities | $5,635,000 | 4,142 |
| Certificates of participation in pools of residential mortgages | $5,635,000 | 3,530 |
| Issued or guaranteed by U.S. | $5,635,000 | 3,517 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $8,059,000 | 5,669 |
| Total debt securities | $8,059,000 | 6,134 |
| 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 | $8,222,000 | 6,224 |
| U.S. Government securities | $8,222,000 | 5,461 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,222,000 | 5,383 |
| 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 | $611,000 | 6,170 |
| Mortgage-backed securities | $6,188,000 | 4,093 |
| Certificates of participation in pools of residential mortgages | $6,188,000 | 3,478 |
| Issued or guaranteed by U.S. | $6,188,000 | 3,467 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,222,000 | 5,703 |
| Total debt securities | $8,223,000 | 6,173 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,028 |
| Fair value | $1,007,000 | 902 |
| 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 | $9,281,000 | 6,062 |
| U.S. Government securities | $9,281,000 | 5,311 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,281,000 | 5,226 |
| 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 | $1,414,000 | 5,861 |
| Mortgage-backed securities | $7,241,000 | 3,822 |
| Certificates of participation in pools of residential mortgages | $7,241,000 | 3,198 |
| Issued or guaranteed by U.S. | $7,241,000 | 3,187 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $9,281,000 | 5,521 |
| Total debt securities | $9,282,000 | 6,016 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,082 |
| Fair value | $1,006,000 | 973 |
| 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 | $9,483,000 | 5,983 |
| U.S. Government securities | $9,483,000 | 5,213 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,483,000 | 5,126 |
| 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 | $1,626,000 | 5,802 |
| Mortgage-backed securities | $7,470,000 | 3,661 |
| Certificates of participation in pools of residential mortgages | $7,470,000 | 3,049 |
| Issued or guaranteed by U.S. | $7,470,000 | 3,039 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $9,483,000 | 5,437 |
| Total debt securities | $9,482,000 | 5,933 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,037 |
| Fair value | $1,002,000 | 957 |
| 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 | $9,804,000 | 5,974 |
| U.S. Government securities | $9,804,000 | 5,176 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,804,000 | 5,084 |
| 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 | $1,956,000 | 5,670 |
| Mortgage-backed securities | $7,831,000 | 3,589 |
| Certificates of participation in pools of residential mortgages | $7,831,000 | 2,972 |
| Issued or guaranteed by U.S. | $7,831,000 | 2,958 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $9,804,000 | 5,456 |
| Total debt securities | $9,805,000 | 5,911 |
| 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 | $10,354,000 | 5,869 |
| U.S. Government securities | $10,354,000 | 5,060 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,354,000 | 4,960 |
| 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 | $5,753,000 | 4,257 |
| Mortgage-backed securities | $3,225,000 | 4,620 |
| Certificates of participation in pools of residential mortgages | $3,225,000 | 4,094 |
| Issued or guaranteed by U.S. | $3,225,000 | 4,080 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $10,354,000 | 5,340 |
| Total debt securities | $10,354,000 | 5,799 |
| 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 | $10,396,000 | 5,950 |
| U.S. Government securities | $10,396,000 | 5,176 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,396,000 | 5,074 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,264,000 | 4,743 |
| Mortgage-backed securities | $3,349,000 | 4,360 |
| Certificates of participation in pools of residential mortgages | $3,349,000 | 3,764 |
| Issued or guaranteed by U.S. | $3,349,000 | 3,749 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $10,396,000 | 5,379 |
| Total debt securities | $10,394,000 | 5,886 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $10,461,000 | 5,999 |
| U.S. Government securities | $10,461,000 | 5,269 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,461,000 | 5,167 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,350,000 | 4,733 |
| Mortgage-backed securities | $3,476,000 | 4,161 |
| Certificates of participation in pools of residential mortgages | $3,476,000 | 3,558 |
| Issued or guaranteed by U.S. | $3,476,000 | 3,542 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $10,461,000 | 5,400 |
| Total debt securities | $10,461,000 | 5,938 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $10,497,000 | 6,016 |
| U.S. Government securities | $10,497,000 | 5,285 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,497,000 | 5,171 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,445,000 | 4,750 |
| Mortgage-backed securities | $3,621,000 | 4,071 |
| Certificates of participation in pools of residential mortgages | $3,621,000 | 3,467 |
| Issued or guaranteed by U.S. | $3,621,000 | 3,452 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $10,497,000 | 5,394 |
| Total debt securities | $10,497,000 | 5,964 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $10,883,000 | 5,947 |
| U.S. Government securities | $10,883,000 | 5,232 |
| U.S. Treasury securities | $999,000 | 911 |
| U.S. Government agency obligations | $9,884,000 | 5,338 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $4,676,000 | 4,679 |
| Mortgage-backed securities | $3,921,000 | 3,949 |
| Certificates of participation in pools of residential mortgages | $3,921,000 | 3,341 |
| Issued or guaranteed by U.S. | $3,921,000 | 3,323 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $10,883,000 | 5,318 |
| Total debt securities | $10,882,000 | 5,893 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,410 |
| Fair value | $2,000,000 | 1,333 |
| 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 | $13,014,000 | 5,605 |
| U.S. Government securities | $13,014,000 | 4,850 |
| U.S. Treasury securities | $997,000 | 974 |
| U.S. Government agency obligations | $12,017,000 | 4,914 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $6,771,000 | 4,088 |
| Mortgage-backed securities | $4,067,000 | 3,908 |
| Certificates of participation in pools of residential mortgages | $4,067,000 | 3,290 |
| Issued or guaranteed by U.S. | $4,067,000 | 3,276 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $13,014,000 | 4,989 |
| Total debt securities | $13,009,000 | 5,562 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,496 |
| Fair value | $2,001,000 | 1,404 |
| 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 | $12,178,000 | 5,797 |
| U.S. Government securities | $12,178,000 | 5,069 |
| U.S. Treasury securities | $995,000 | 1,045 |
| U.S. Government agency obligations | $11,183,000 | 5,147 |
| 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 | $6,879,000 | 4,079 |
| Mortgage-backed securities | $3,279,000 | 4,175 |
| Certificates of participation in pools of residential mortgages | $3,279,000 | 3,591 |
| Issued or guaranteed by U.S. | $3,279,000 | 3,572 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $12,178,000 | 5,173 |
| Total debt securities | $12,179,000 | 5,744 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,588 |
| Fair value | $1,975,000 | 1,567 |
| 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 | $13,285,000 | 5,627 |
| U.S. Government securities | $13,285,000 | 4,841 |
| U.S. Treasury securities | $993,000 | 1,069 |
| U.S. Government agency obligations | $12,292,000 | 4,924 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,991,000 | 4,049 |
| Mortgage-backed securities | $3,439,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $3,439,000 | 3,515 |
| Issued or guaranteed by U.S. | $3,439,000 | 3,502 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $13,285,000 | 4,960 |
| Total debt securities | $13,285,000 | 5,574 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,642 |
| Fair value | $1,964,000 | 1,583 |
| 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 | $12,010,000 | 5,870 |
| U.S. Government securities | $12,010,000 | 5,130 |
| U.S. Treasury securities | $996,000 | 1,125 |
| U.S. Government agency obligations | $11,014,000 | 5,222 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,651,000 | 4,125 |
| Mortgage-backed securities | $3,642,000 | 4,056 |
| Certificates of participation in pools of residential mortgages | $3,642,000 | 3,471 |
| Issued or guaranteed by U.S. | $3,642,000 | 3,457 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $12,010,000 | 5,205 |
| Total debt securities | $12,009,000 | 5,815 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,295 |
| Fair value | $2,958,000 | 1,270 |
| 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 | $13,724,000 | 5,601 |
| U.S. Government securities | $13,724,000 | 4,794 |
| U.S. Treasury securities | $2,003,000 | 865 |
| U.S. Government agency obligations | $11,721,000 | 5,038 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $500,000 | 6,717 |
| Mortgage-backed securities | $3,833,000 | 4,021 |
| Certificates of participation in pools of residential mortgages | $3,833,000 | 3,429 |
| Issued or guaranteed by U.S. | $3,833,000 | 3,416 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $13,724,000 | 4,925 |
| Total debt securities | $13,723,000 | 5,551 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,298 |
| Fair value | $2,950,000 | 1,288 |
| 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 | $14,107,000 | 5,521 |
| U.S. Government securities | $14,107,000 | 4,672 |
| U.S. Treasury securities | $2,016,000 | 868 |
| U.S. Government agency obligations | $12,091,000 | 4,930 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $500,000 | 6,748 |
| Mortgage-backed securities | $4,149,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $4,149,000 | 3,369 |
| Issued or guaranteed by U.S. | $4,149,000 | 3,355 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $14,107,000 | 4,850 |
| Total debt securities | $14,107,000 | 5,466 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,266 |
| Fair value | $2,961,000 | 1,260 |
| 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 | $14,466,000 | 5,502 |
| U.S. Government securities | $14,466,000 | 4,659 |
| U.S. Treasury securities | $2,028,000 | 890 |
| U.S. Government agency obligations | $12,438,000 | 4,908 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $500,000 | 6,757 |
| Mortgage-backed securities | $4,477,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | $4,477,000 | 3,349 |
| Issued or guaranteed by U.S. | $4,477,000 | 3,334 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $14,466,000 | 4,824 |
| Total debt securities | $14,466,000 | 5,438 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,265 |
| Fair value | $2,970,000 | 1,280 |
| 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 | $14,700,000 | 5,534 |
| U.S. Government securities | $14,700,000 | 4,669 |
| U.S. Treasury securities | $2,033,000 | 963 |
| U.S. Government agency obligations | $12,667,000 | 4,925 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $500,000 | 6,791 |
| Mortgage-backed securities | $4,738,000 | 3,960 |
| Certificates of participation in pools of residential mortgages | $4,738,000 | 3,339 |
| Issued or guaranteed by U.S. | $4,738,000 | 3,331 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $14,700,000 | 4,853 |
| Total debt securities | $14,699,000 | 5,466 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,262 |
| Fair value | $2,951,000 | 1,242 |
| 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 | $15,138,000 | 5,475 |
| U.S. Government securities | $15,138,000 | 4,617 |
| U.S. Treasury securities | $2,064,000 | 978 |
| U.S. Government agency obligations | $13,074,000 | 4,843 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,818 |
| Mortgage-backed securities | $5,042,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $5,042,000 | 3,289 |
| Issued or guaranteed by U.S. | $5,042,000 | 3,278 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $15,138,000 | 4,794 |
| Total debt securities | $15,135,000 | 5,406 |
| 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 | $15,454,000 | 5,438 |
| U.S. Government securities | $15,454,000 | 4,527 |
| U.S. Treasury securities | $2,092,000 | 958 |
| U.S. Government agency obligations | $13,362,000 | 4,803 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,866 |
| Mortgage-backed securities | $5,289,000 | 3,870 |
| Certificates of participation in pools of residential mortgages | $5,277,000 | 3,239 |
| Issued or guaranteed by U.S. | $5,277,000 | 3,233 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $12,000 | 3,746 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,407 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $15,454,000 | 4,747 |
| Total debt securities | $15,453,000 | 5,368 |
| 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 | $15,435,000 | 5,491 |
| U.S. Government securities | $15,435,000 | 4,620 |
| U.S. Treasury securities | $2,073,000 | 1,027 |
| U.S. Government agency obligations | $13,362,000 | 4,860 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,882 |
| Mortgage-backed securities | $5,477,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $5,442,000 | 3,281 |
| Issued or guaranteed by U.S. | $5,442,000 | 3,273 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $35,000 | 3,726 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,400 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $15,435,000 | 4,822 |
| Total debt securities | $15,435,000 | 5,419 |
| 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 | $17,376,000 | 5,145 |
| U.S. Government securities | $17,376,000 | 4,219 |
| U.S. Treasury securities | $3,155,000 | 813 |
| U.S. Government agency obligations | $14,221,000 | 4,659 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $561,000 | 6,807 |
| Mortgage-backed securities | $6,486,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $6,418,000 | 3,056 |
| Issued or guaranteed by U.S. | $6,418,000 | 3,046 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $68,000 | 3,703 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,380 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $17,376,000 | 4,514 |
| Total debt securities | $17,372,000 | 5,066 |
| 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 | $9,360,000 | 6,766 |
| U.S. Government securities | $9,360,000 | 5,944 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,360,000 | 5,775 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,895 |
| Mortgage-backed securities | $2,554,000 | 4,901 |
| Certificates of participation in pools of residential mortgages | $2,457,000 | 4,355 |
| Issued or guaranteed by U.S. | $2,457,000 | 4,334 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $97,000 | 3,698 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 3,522 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $9,360,000 | 6,007 |
| Total debt securities | $9,353,000 | 6,688 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,626,000 | 8,402 |
| U.S. Government securities | $2,626,000 | 7,975 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,626,000 | 7,800 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $1,846,000 | 5,283 |
| Certificates of participation in pools of residential mortgages | $1,684,000 | 4,807 |
| Issued or guaranteed by U.S. | $1,684,000 | 4,786 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $162,000 | 3,679 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 3,495 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $2,626,000 | 7,566 |
| Total debt securities | $2,625,000 | 8,326 |
| 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 | $3,247,000 | 8,252 |
| U.S. Government securities | $3,247,000 | 7,735 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,247,000 | 7,545 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $2,457,000 | 5,075 |
| Certificates of participation in pools of residential mortgages | $2,185,000 | 4,558 |
| Issued or guaranteed by U.S. | $2,185,000 | 4,540 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $272,000 | 3,706 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 3,536 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $3,247,000 | 7,403 |
| Total debt securities | $3,247,000 | 8,181 |
| 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 | $4,490,000 | 7,956 |
| U.S. Government securities | $4,490,000 | 7,342 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,490,000 | 7,140 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $433,000 | 7,056 |
| Mortgage-backed securities | $2,587,000 | 5,051 |
| Certificates of participation in pools of residential mortgages | $2,192,000 | 4,555 |
| Issued or guaranteed by U.S. | $2,192,000 | 4,539 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $395,000 | 3,681 |
| CMOs issued by government agencies or sponsored agencies | $395,000 | 3,515 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $4,490,000 | 7,108 |
| Total debt securities | $4,490,000 | 7,875 |
| 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 | $6,211,000 | 7,474 |
| U.S. Government securities | $6,211,000 | 6,738 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,211,000 | 6,540 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $436,000 | 7,087 |
| Mortgage-backed securities | $3,046,000 | 4,850 |
| Certificates of participation in pools of residential mortgages | $2,610,000 | 4,323 |
| Issued or guaranteed by U.S. | $2,610,000 | 4,308 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $436,000 | 3,685 |
| CMOs issued by government agencies or sponsored agencies | $436,000 | 3,529 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $6,211,000 | 6,624 |
| Total debt securities | $6,211,000 | 7,396 |
| 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 | $5,897,000 | 7,665 |
| U.S. Government securities | $5,897,000 | 6,879 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,897,000 | 6,647 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 6,963 |
| Mortgage-backed securities | $4,616,000 | 4,097 |
| Certificates of participation in pools of residential mortgages | $3,854,000 | 3,518 |
| Issued or guaranteed by U.S. | $3,854,000 | 3,503 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $762,000 | 3,500 |
| CMOs issued by government agencies or sponsored agencies | $762,000 | 3,335 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $5,897,000 | 6,725 |
| Total debt securities | $5,897,000 | 7,556 |
| 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 | $6,033,000 | 8,003 |
| U.S. Government securities | $5,800,000 | 7,394 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,800,000 | 7,047 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $233,000 | 5,522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 7,301 |
| Mortgage-backed securities | $1,225,000 | 5,326 |
| Certificates of participation in pools of residential mortgages | $492,000 | 5,446 |
| Issued or guaranteed by U.S. | $492,000 | 5,426 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $733,000 | 3,101 |
| CMOs issued by government agencies or sponsored agencies | $733,000 | 2,943 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,033,000 | 6,897 |
| Total debt securities | $5,801,000 | 7,950 |
| 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 | $3,332,000 | 9,230 |
| U.S. Government securities | $2,495,000 | 9,128 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,495,000 | 8,671 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $712,000 | 2,625 |
| Privately issued residential mortgage-backed securities | $712,000 | 852 |
| 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 | $125,000 | 6,464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $721,000 | 7,474 |
| Mortgage-backed securities | $712,000 | 6,169 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $712,000 | 3,299 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $712,000 | 749 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $3,332,000 | 7,974 |
| Total debt securities | $3,208,000 | 9,160 |
| 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 | $3,383,000 | 9,350 |
| U.S. Government securities | $3,067,000 | 8,953 |
| U.S. Treasury securities | $1,501,000 | 4,482 |
| U.S. Government agency obligations | $1,566,000 | 8,993 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $316,000 | 4,508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $550,000 | 7,639 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| 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) | $1,501,000 | 5,065 |
| Available-for-sale securities (fair market value) | $1,882,000 | 8,510 |
| Total debt securities | $3,067,000 | 9,343 |
| 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 | $4,497,000 | 9,423 |
| U.S. Government securities | $4,497,000 | 8,840 |
| U.S. Treasury securities | $1,502,000 | 5,717 |
| U.S. Government agency obligations | $2,995,000 | 8,444 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $550,000 | 8,033 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| 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) | $4,497,000 | 4,357 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $4,497,000 | 9,314 |
| 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 |