Home > Mariner's Bank > Securities
Mariner's Bank, Securities
| 2021-09-30 | Rank | |
| Total securities | $4,209,000 | 4,475 |
| U.S. Government securities | $1,257,000 | 4,391 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,257,000 | 4,236 |
| Securities issued by states & political subdivisions | $902,000 | 3,881 |
| Other domestic debt securities | $2,050,000 | 1,554 |
| 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 | $2,050,000 | 1,237 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $1,257,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $1,257,000 | 3,452 |
| Issued or guaranteed by U.S. | $1,257,000 | 3,358 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $200,000 | 1,551 |
| Available-for-sale securities (fair market value) | $4,009,000 | 4,250 |
| Total debt securities | $4,210,000 | 4,451 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $4,333,000 | 4,476 |
| U.S. Government securities | $1,368,000 | 4,403 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,368,000 | 4,257 |
| Securities issued by states & political subdivisions | $915,000 | 3,892 |
| Other domestic debt securities | $2,050,000 | 1,511 |
| 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 | $2,050,000 | 1,177 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $1,368,000 | 3,706 |
| Certificates of participation in pools of residential mortgages | $1,368,000 | 3,449 |
| Issued or guaranteed by U.S. | $1,368,000 | 3,349 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $200,000 | 1,535 |
| Available-for-sale securities (fair market value) | $4,133,000 | 4,248 |
| Total debt securities | $4,333,000 | 4,453 |
| 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 | $4,478,000 | 4,433 |
| U.S. Government securities | $1,500,000 | 4,350 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,500,000 | 4,211 |
| Securities issued by states & political subdivisions | $928,000 | 3,895 |
| Other domestic debt securities | $2,050,000 | 1,471 |
| 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 | $2,050,000 | 1,109 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $1,500,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $1,500,000 | 3,391 |
| Issued or guaranteed by U.S. | $1,500,000 | 3,294 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $200,000 | 1,532 |
| Available-for-sale securities (fair market value) | $4,278,000 | 4,213 |
| Total debt securities | $4,478,000 | 4,410 |
| 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 | $4,611,000 | 4,414 |
| U.S. Government securities | $3,670,000 | 3,975 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,670,000 | 3,827 |
| Securities issued by states & political subdivisions | $941,000 | 3,912 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $3,670,000 | 3,325 |
| Certificates of participation in pools of residential mortgages | $1,620,000 | 3,331 |
| Issued or guaranteed by U.S. | $1,620,000 | 3,245 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,050,000 | 1,403 |
| Commercial mortgage pass-through securities | $2,050,000 | 950 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $4,611,000 | 4,189 |
| Total debt securities | $4,611,000 | 4,393 |
| 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 | $4,572,000 | 4,421 |
| U.S. Government securities | $3,619,000 | 4,002 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,619,000 | 3,843 |
| Securities issued by states & political subdivisions | $953,000 | 3,877 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $3,619,000 | 3,332 |
| Certificates of participation in pools of residential mortgages | $1,769,000 | 3,275 |
| Issued or guaranteed by U.S. | $1,769,000 | 3,186 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,850,000 | 1,428 |
| Commercial mortgage pass-through securities | $1,850,000 | 968 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $4,572,000 | 4,185 |
| Total debt securities | $4,571,000 | 4,397 |
| 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 | $4,713,000 | 4,427 |
| U.S. Government securities | $3,748,000 | 4,010 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,748,000 | 3,840 |
| Securities issued by states & political subdivisions | $965,000 | 3,880 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $3,748,000 | 3,326 |
| Certificates of participation in pools of residential mortgages | $1,898,000 | 3,256 |
| Issued or guaranteed by U.S. | $1,898,000 | 3,162 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,850,000 | 1,410 |
| Commercial mortgage pass-through securities | $1,850,000 | 965 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $4,713,000 | 4,188 |
| Total debt securities | $4,713,000 | 4,404 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $8,344,000 | 4,163 |
| U.S. Government securities | $3,859,000 | 4,043 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,859,000 | 3,878 |
| Securities issued by states & political subdivisions | $4,485,000 | 3,079 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $3,859,000 | 3,325 |
| Certificates of participation in pools of residential mortgages | $2,009,000 | 3,239 |
| Issued or guaranteed by U.S. | $2,009,000 | 3,141 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,850,000 | 1,405 |
| Commercial mortgage pass-through securities | $1,850,000 | 940 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $8,344,000 | 3,916 |
| Total debt securities | $8,344,000 | 4,137 |
| 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 | $4,922,000 | 4,505 |
| U.S. Government securities | $3,932,000 | 4,114 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,932,000 | 3,948 |
| Securities issued by states & political subdivisions | $990,000 | 3,877 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $3,932,000 | 3,293 |
| Certificates of participation in pools of residential mortgages | $2,081,000 | 3,190 |
| Issued or guaranteed by U.S. | $2,081,000 | 3,096 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,851,000 | 1,374 |
| Commercial mortgage pass-through securities | $1,851,000 | 934 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $4,922,000 | 4,256 |
| Total debt securities | $4,922,000 | 4,484 |
| 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 | $5,051,000 | 4,559 |
| U.S. Government securities | $1,862,000 | 4,535 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,862,000 | 4,392 |
| Securities issued by states & political subdivisions | $1,001,000 | 3,912 |
| Other domestic debt securities | $2,188,000 | 1,241 |
| Privately issued residential mortgage-backed securities | $2,188,000 | 311 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $4,050,000 | 3,284 |
| Certificates of participation in pools of residential mortgages | $2,188,000 | 3,169 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $2,188,000 | 140 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,862,000 | 1,349 |
| Commercial mortgage pass-through securities | $1,862,000 | 929 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $5,051,000 | 4,313 |
| Total debt securities | $5,051,000 | 4,538 |
| 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 | $5,204,000 | 4,602 |
| U.S. Government securities | $1,873,000 | 4,600 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,873,000 | 4,447 |
| Securities issued by states & political subdivisions | $1,013,000 | 3,963 |
| Other domestic debt securities | $2,318,000 | 1,205 |
| Privately issued residential mortgage-backed securities | $2,318,000 | 291 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $4,191,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $2,318,000 | 3,146 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $2,318,000 | 114 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,873,000 | 1,335 |
| Commercial mortgage pass-through securities | $1,873,000 | 912 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $5,204,000 | 4,351 |
| Total debt securities | $5,203,000 | 4,582 |
| 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 | $9,052,000 | 4,331 |
| U.S. Government securities | $1,862,000 | 4,655 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,862,000 | 4,504 |
| Securities issued by states & political subdivisions | $4,799,000 | 3,161 |
| Other domestic debt securities | $2,391,000 | 1,198 |
| Privately issued residential mortgage-backed securities | $2,391,000 | 293 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $4,253,000 | 3,267 |
| Certificates of participation in pools of residential mortgages | $2,391,000 | 3,154 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $2,391,000 | 113 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,862,000 | 1,267 |
| Commercial mortgage pass-through securities | $1,862,000 | 896 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $9,052,000 | 4,059 |
| Total debt securities | $9,052,000 | 4,311 |
| 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 | $9,139,000 | 4,376 |
| U.S. Government securities | $1,864,000 | 4,697 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,864,000 | 4,547 |
| Securities issued by states & political subdivisions | $4,820,000 | 3,218 |
| Other domestic debt securities | $2,455,000 | 1,169 |
| Privately issued residential mortgage-backed securities | $2,455,000 | 262 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $4,319,000 | 3,261 |
| Certificates of participation in pools of residential mortgages | $2,455,000 | 3,159 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $2,455,000 | 85 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,864,000 | 1,244 |
| Commercial mortgage pass-through securities | $1,864,000 | 887 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $9,139,000 | 4,095 |
| Total debt securities | $9,139,000 | 4,356 |
| 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 | $6,810,000 | 4,616 |
| U.S. Government securities | $4,388,000 | 4,341 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,388,000 | 4,196 |
| Securities issued by states & political subdivisions | $2,422,000 | 3,717 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $4,388,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $2,531,000 | 3,185 |
| Issued or guaranteed by U.S. | $2,531,000 | 3,154 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,857,000 | 1,225 |
| Commercial mortgage pass-through securities | $1,857,000 | 879 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $6,810,000 | 4,346 |
| Total debt securities | $6,810,000 | 4,597 |
| 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 | $6,975,000 | 4,653 |
| U.S. Government securities | $4,545,000 | 4,359 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,545,000 | 4,202 |
| Securities issued by states & political subdivisions | $2,430,000 | 3,774 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $4,545,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $2,676,000 | 3,182 |
| Issued or guaranteed by U.S. | $2,676,000 | 3,022 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,869,000 | 1,196 |
| Commercial mortgage pass-through securities | $1,869,000 | 859 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $6,975,000 | 4,384 |
| Total debt securities | $6,975,000 | 4,633 |
| 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 | $7,306,000 | 4,684 |
| U.S. Government securities | $4,711,000 | 4,409 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,711,000 | 4,260 |
| Securities issued by states & political subdivisions | $2,595,000 | 3,781 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $4,711,000 | 3,301 |
| Certificates of participation in pools of residential mortgages | $2,828,000 | 3,204 |
| Issued or guaranteed by U.S. | $2,828,000 | 3,198 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,883,000 | 1,056 |
| Commercial mortgage pass-through securities | $1,883,000 | 684 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $7,306,000 | 4,411 |
| Total debt securities | $7,307,000 | 4,662 |
| 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 | $7,536,000 | 4,719 |
| U.S. Government securities | $4,929,000 | 4,417 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,929,000 | 4,279 |
| Securities issued by states & political subdivisions | $2,607,000 | 3,846 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $4,929,000 | 3,296 |
| Certificates of participation in pools of residential mortgages | $3,012,000 | 3,199 |
| Issued or guaranteed by U.S. | $3,012,000 | 3,194 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,917,000 | 1,040 |
| Commercial mortgage pass-through securities | $1,917,000 | 686 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $7,536,000 | 4,454 |
| Total debt securities | $7,537,000 | 4,695 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $7,750,000 | 4,758 |
| U.S. Government securities | $5,127,000 | 4,447 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,127,000 | 4,322 |
| Securities issued by states & political subdivisions | $2,623,000 | 3,886 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $5,127,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $3,183,000 | 3,215 |
| Issued or guaranteed by U.S. | $3,183,000 | 3,212 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,944,000 | 1,032 |
| Commercial mortgage pass-through securities | $1,944,000 | 692 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $7,750,000 | 4,471 |
| Total debt securities | $7,751,000 | 4,730 |
| 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 | $6,407,000 | 4,924 |
| U.S. Government securities | $5,295,000 | 4,458 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,295,000 | 4,339 |
| Securities issued by states & political subdivisions | $1,112,000 | 4,331 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $5,295,000 | 3,313 |
| Certificates of participation in pools of residential mortgages | $3,332,000 | 3,218 |
| Issued or guaranteed by U.S. | $3,332,000 | 3,215 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,963,000 | 1,004 |
| Commercial mortgage pass-through securities | $1,963,000 | 669 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $6,407,000 | 4,632 |
| Total debt securities | $6,407,000 | 4,903 |
| 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 | $6,534,000 | 4,978 |
| U.S. Government securities | $5,415,000 | 4,501 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,415,000 | 4,371 |
| Securities issued by states & political subdivisions | $1,119,000 | 4,385 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $5,415,000 | 3,344 |
| Certificates of participation in pools of residential mortgages | $3,456,000 | 3,253 |
| Issued or guaranteed by U.S. | $3,456,000 | 3,250 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,959,000 | 967 |
| Commercial mortgage pass-through securities | $1,959,000 | 642 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $6,534,000 | 4,670 |
| Total debt securities | $6,533,000 | 4,954 |
| 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 | $6,724,000 | 4,989 |
| U.S. Government securities | $5,593,000 | 4,488 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,593,000 | 4,365 |
| Securities issued by states & political subdivisions | $1,131,000 | 4,428 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $5,593,000 | 3,337 |
| Certificates of participation in pools of residential mortgages | $3,620,000 | 3,243 |
| Issued or guaranteed by U.S. | $3,620,000 | 3,239 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,973,000 | 921 |
| Commercial mortgage pass-through securities | $1,973,000 | 604 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $6,724,000 | 4,667 |
| Total debt securities | $6,725,000 | 4,964 |
| 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 | $7,118,000 | 4,999 |
| U.S. Government securities | $5,976,000 | 4,481 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,976,000 | 4,357 |
| Securities issued by states & political subdivisions | $1,142,000 | 4,445 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $5,976,000 | 3,306 |
| Certificates of participation in pools of residential mortgages | $3,951,000 | 3,206 |
| Issued or guaranteed by U.S. | $3,951,000 | 3,205 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $2,025,000 | 873 |
| Commercial mortgage pass-through securities | $2,025,000 | 557 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $7,118,000 | 4,668 |
| Total debt securities | $7,118,000 | 4,978 |
| 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 | $7,407,000 | 5,030 |
| U.S. Government securities | $6,253,000 | 4,523 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,253,000 | 4,390 |
| Securities issued by states & political subdivisions | $1,154,000 | 4,474 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $6,253,000 | 3,288 |
| Certificates of participation in pools of residential mortgages | $4,210,000 | 3,183 |
| Issued or guaranteed by U.S. | $4,210,000 | 3,179 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $2,043,000 | 814 |
| Commercial mortgage pass-through securities | $2,043,000 | 500 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $7,407,000 | 4,695 |
| Total debt securities | $7,407,000 | 5,006 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $7,555,000 | 5,083 |
| U.S. Government securities | $6,340,000 | 4,590 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $6,340,000 | 4,470 |
| Securities issued by states & political subdivisions | $1,215,000 | 4,483 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $6,340,000 | 3,281 |
| Certificates of participation in pools of residential mortgages | $4,312,000 | 3,177 |
| Issued or guaranteed by U.S. | $4,312,000 | 3,176 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $2,028,000 | 801 |
| Commercial mortgage pass-through securities | $2,028,000 | 491 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $7,555,000 | 4,746 |
| Total debt securities | $7,555,000 | 5,062 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $7,632,000 | 5,136 |
| U.S. Government securities | $6,406,000 | 4,624 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,406,000 | 4,499 |
| Securities issued by states & political subdivisions | $1,226,000 | 4,508 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $6,406,000 | 3,287 |
| Certificates of participation in pools of residential mortgages | $4,394,000 | 3,168 |
| Issued or guaranteed by U.S. | $4,394,000 | 3,166 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,012,000 | 760 |
| Commercial mortgage pass-through securities | $2,012,000 | 462 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $7,632,000 | 4,791 |
| Total debt securities | $7,632,000 | 5,113 |
| 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 | $2,295,000 | 5,816 |
| U.S. Government securities | $1,008,000 | 5,685 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,008,000 | 5,591 |
| Securities issued by states & political subdivisions | $1,287,000 | 4,542 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $1,008,000 | 4,473 |
| Certificates of participation in pools of residential mortgages | $1,008,000 | 4,207 |
| Issued or guaranteed by U.S. | $1,008,000 | 4,202 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $2,295,000 | 5,447 |
| Total debt securities | $2,295,000 | 5,793 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $3,341,000 | 5,783 |
| U.S. Government securities | $2,031,000 | 5,573 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,031,000 | 5,479 |
| Securities issued by states & political subdivisions | $1,310,000 | 4,556 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $1,044,000 | 4,543 |
| Certificates of participation in pools of residential mortgages | $1,044,000 | 4,270 |
| Issued or guaranteed by U.S. | $1,044,000 | 4,266 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $3,341,000 | 5,397 |
| Total debt securities | $3,341,000 | 5,756 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $987,000 | 1,369 |
| 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 | $19,991,000 | 4,225 |
| U.S. Government securities | $14,597,000 | 3,812 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $14,597,000 | 3,699 |
| Securities issued by states & political subdivisions | $1,321,000 | 4,559 |
| Other domestic debt securities | $4,073,000 | 975 |
| 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 | $4,073,000 | 727 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $12,843,000 | 2,712 |
| Certificates of participation in pools of residential mortgages | $12,843,000 | 2,157 |
| Issued or guaranteed by U.S. | $12,843,000 | 2,157 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $19,991,000 | 3,868 |
| Total debt securities | $19,992,000 | 4,198 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 670 |
| Fair value | $4,012,000 | 673 |
| 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 | $20,992,000 | 4,207 |
| U.S. Government securities | $14,969,000 | 3,829 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,969,000 | 3,704 |
| Securities issued by states & political subdivisions | $1,544,000 | 4,562 |
| Other domestic debt securities | $4,479,000 | 942 |
| 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 | $4,479,000 | 705 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $13,222,000 | 2,719 |
| Certificates of participation in pools of residential mortgages | $13,222,000 | 2,178 |
| Issued or guaranteed by U.S. | $13,222,000 | 2,176 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $20,992,000 | 3,850 |
| Total debt securities | $20,992,000 | 4,185 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 683 |
| Fair value | $4,426,000 | 693 |
| 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 | $21,386,000 | 4,262 |
| U.S. Government securities | $15,344,000 | 3,894 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $15,344,000 | 3,769 |
| Securities issued by states & political subdivisions | $1,560,000 | 4,602 |
| Other domestic debt securities | $4,482,000 | 960 |
| 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 | $4,482,000 | 704 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $13,623,000 | 2,749 |
| Certificates of participation in pools of residential mortgages | $13,623,000 | 2,211 |
| Issued or guaranteed by U.S. | $13,623,000 | 2,210 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $21,386,000 | 3,906 |
| Total debt securities | $21,386,000 | 4,241 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 758 |
| Fair value | $4,425,000 | 770 |
| 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 | $21,889,000 | 4,284 |
| U.S. Government securities | $15,869,000 | 3,889 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,869,000 | 3,775 |
| Securities issued by states & political subdivisions | $1,544,000 | 4,653 |
| Other domestic debt securities | $4,476,000 | 980 |
| 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 | $4,476,000 | 720 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $14,163,000 | 2,745 |
| Certificates of participation in pools of residential mortgages | $14,163,000 | 2,207 |
| Issued or guaranteed by U.S. | $14,163,000 | 2,206 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $21,889,000 | 3,915 |
| Total debt securities | $21,889,000 | 4,263 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 783 |
| Fair value | $4,403,000 | 790 |
| 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 | $18,095,000 | 4,642 |
| U.S. Government securities | $12,200,000 | 4,367 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $12,200,000 | 4,261 |
| Securities issued by states & political subdivisions | $1,500,000 | 4,696 |
| Other domestic debt securities | $4,395,000 | 1,035 |
| 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 | $4,395,000 | 764 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $8,771,000 | 3,370 |
| Certificates of participation in pools of residential mortgages | $8,771,000 | 2,828 |
| Issued or guaranteed by U.S. | $8,771,000 | 2,828 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $18,095,000 | 4,251 |
| Total debt securities | $18,096,000 | 4,622 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 800 |
| Fair value | $4,324,000 | 813 |
| 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 | $25,026,000 | 4,053 |
| U.S. Government securities | $20,221,000 | 3,472 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,221,000 | 3,377 |
| Securities issued by states & political subdivisions | $1,442,000 | 4,756 |
| Other domestic debt securities | $3,363,000 | 1,209 |
| 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 | $3,363,000 | 901 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $16,864,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $16,864,000 | 2,000 |
| Issued or guaranteed by U.S. | $16,864,000 | 2,000 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $25,026,000 | 3,702 |
| Total debt securities | $25,026,000 | 4,022 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 789 |
| Fair value | $4,260,000 | 797 |
| 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 | $22,585,000 | 4,273 |
| U.S. Government securities | $17,750,000 | 3,734 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,750,000 | 3,638 |
| Securities issued by states & political subdivisions | $1,493,000 | 4,763 |
| Other domestic debt securities | $3,342,000 | 1,249 |
| 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 | $3,342,000 | 932 |
| 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 | $2,308,000 | 4,994 |
| Mortgage-backed securities | $14,336,000 | 2,776 |
| Certificates of participation in pools of residential mortgages | $14,336,000 | 2,209 |
| Issued or guaranteed by U.S. | $14,336,000 | 2,207 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,493,000 | 1,846 |
| Available-for-sale securities (fair market value) | $21,092,000 | 4,038 |
| Total debt securities | $22,584,000 | 4,242 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 781 |
| Fair value | $4,258,000 | 790 |
| 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 | $14,377,000 | 5,048 |
| U.S. Government securities | $8,258,000 | 4,919 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,258,000 | 4,814 |
| Securities issued by states & political subdivisions | $2,199,000 | 4,507 |
| Other domestic debt securities | $3,920,000 | 1,188 |
| 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 | $3,920,000 | 873 |
| 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 | $2,376,000 | 4,992 |
| Mortgage-backed securities | $7,305,000 | 3,602 |
| Certificates of participation in pools of residential mortgages | $7,305,000 | 3,029 |
| Issued or guaranteed by U.S. | $7,305,000 | 3,026 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $2,199,000 | 1,664 |
| Available-for-sale securities (fair market value) | $12,178,000 | 4,899 |
| Total debt securities | $14,378,000 | 5,012 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 707 |
| Fair value | $4,873,000 | 720 |
| 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 | $18,436,000 | 4,668 |
| U.S. Government securities | $12,004,000 | 4,439 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,004,000 | 4,337 |
| Securities issued by states & political subdivisions | $2,208,000 | 4,474 |
| Other domestic debt securities | $4,013,000 | 1,178 |
| 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 | $4,013,000 | 841 |
| Foreign debt securities | $211,000 | 280 |
| 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 | $3,734,000 | 4,645 |
| Mortgage-backed securities | $11,014,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $11,014,000 | 2,540 |
| Issued or guaranteed by U.S. | $11,014,000 | 2,539 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $11,004,000 | 932 |
| Available-for-sale securities (fair market value) | $7,432,000 | 5,471 |
| Total debt securities | $18,437,000 | 4,636 |
| Structured notes | ||
| Amortized cost | $5,211,000 | 683 |
| Fair value | $5,239,000 | 682 |
| 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 | $20,141,000 | 4,465 |
| U.S. Government securities | $13,758,000 | 4,181 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,758,000 | 4,074 |
| Securities issued by states & political subdivisions | $2,216,000 | 4,474 |
| Other domestic debt securities | $3,956,000 | 1,149 |
| 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 | $3,956,000 | 813 |
| Foreign debt securities | $211,000 | 276 |
| 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 | $4,205,000 | 4,477 |
| Mortgage-backed securities | $12,759,000 | 3,012 |
| Certificates of participation in pools of residential mortgages | $12,759,000 | 2,343 |
| Issued or guaranteed by U.S. | $12,759,000 | 2,342 |
| 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) | $11,901,000 | 895 |
| Available-for-sale securities (fair market value) | $8,240,000 | 5,389 |
| Total debt securities | $20,141,000 | 4,438 |
| Structured notes | ||
| Amortized cost | $5,211,000 | 709 |
| Fair value | $5,197,000 | 708 |
| 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 | $18,549,000 | 4,661 |
| U.S. Government securities | $14,314,000 | 4,197 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $14,314,000 | 4,111 |
| Securities issued by states & political subdivisions | $2,275,000 | 4,475 |
| Other domestic debt securities | $1,250,000 | 1,884 |
| 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 | $1,250,000 | 1,418 |
| Foreign debt securities | $710,000 | 200 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,326,000 | 3,822 |
| Mortgage-backed securities | $14,314,000 | 2,976 |
| Certificates of participation in pools of residential mortgages | $14,314,000 | 2,314 |
| Issued or guaranteed by U.S. | $14,314,000 | 2,313 |
| 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) | $13,628,000 | 845 |
| Available-for-sale securities (fair market value) | $4,921,000 | 5,873 |
| Total debt securities | $18,550,000 | 4,630 |
| Structured notes | ||
| Amortized cost | $1,960,000 | 1,446 |
| Fair value | $1,961,000 | 1,439 |
| 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 | $19,367,000 | 4,623 |
| U.S. Government securities | $15,340,000 | 4,137 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $15,340,000 | 4,051 |
| Securities issued by states & political subdivisions | $2,067,000 | 4,530 |
| Other domestic debt securities | $1,250,000 | 1,896 |
| 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 | $1,250,000 | 1,424 |
| Foreign debt securities | $710,000 | 192 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,200,000 | 3,884 |
| Mortgage-backed securities | $15,340,000 | 2,920 |
| Certificates of participation in pools of residential mortgages | $15,340,000 | 2,255 |
| Issued or guaranteed by U.S. | $15,340,000 | 2,254 |
| 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) | $14,226,000 | 817 |
| Available-for-sale securities (fair market value) | $5,141,000 | 5,899 |
| Total debt securities | $19,367,000 | 4,594 |
| Structured notes | ||
| Amortized cost | $1,960,000 | 1,619 |
| Fair value | $1,907,000 | 1,622 |
| 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 | $17,086,000 | 4,888 |
| U.S. Government securities | $12,849,000 | 4,546 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,849,000 | 4,449 |
| Securities issued by states & political subdivisions | $2,277,000 | 4,396 |
| Other domestic debt securities | $1,960,000 | 1,633 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,960,000 | 1,211 |
| 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 | $6,800,000 | 3,963 |
| Mortgage-backed securities | $10,849,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $10,849,000 | 2,729 |
| Issued or guaranteed by U.S. | $10,849,000 | 2,727 |
| 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) | $17,086,000 | 747 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $17,086,000 | 4,861 |
| Structured notes | ||
| Amortized cost | $3,960,000 | 1,234 |
| Fair value | $3,888,000 | 1,243 |
| 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 | $17,698,000 | 4,799 |
| U.S. Government securities | $13,454,000 | 4,411 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,454,000 | 4,320 |
| Securities issued by states & political subdivisions | $2,285,000 | 4,378 |
| Other domestic debt securities | $1,959,000 | 1,616 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,959,000 | 1,138 |
| 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 | $2,405,000 | 4,964 |
| Mortgage-backed securities | $11,454,000 | 3,237 |
| Certificates of participation in pools of residential mortgages | $11,454,000 | 2,544 |
| Issued or guaranteed by U.S. | $11,454,000 | 2,541 |
| 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) | $17,698,000 | 750 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $17,697,000 | 4,773 |
| Structured notes | ||
| Amortized cost | $3,959,000 | 1,211 |
| Fair value | $3,687,000 | 1,240 |
| 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 | $20,049,000 | 4,504 |
| U.S. Government securities | $16,345,000 | 3,995 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $16,345,000 | 3,903 |
| Securities issued by states & political subdivisions | $1,745,000 | 4,551 |
| Other domestic debt securities | $1,959,000 | 1,624 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,959,000 | 1,121 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,405,000 | 4,975 |
| Mortgage-backed securities | $12,345,000 | 3,087 |
| Certificates of participation in pools of residential mortgages | $12,345,000 | 2,374 |
| Issued or guaranteed by U.S. | $12,345,000 | 2,369 |
| 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) | $20,049,000 | 675 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $20,049,000 | 4,472 |
| Structured notes | ||
| Amortized cost | $5,959,000 | 920 |
| Fair value | $5,790,000 | 930 |
| 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 | $22,720,000 | 4,278 |
| U.S. Government securities | $18,757,000 | 3,805 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $18,757,000 | 3,712 |
| Securities issued by states & political subdivisions | $1,752,000 | 4,533 |
| Other domestic debt securities | $2,211,000 | 1,477 |
| 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 | $2,211,000 | 961 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,300,000 | 5,058 |
| Mortgage-backed securities | $12,757,000 | 2,992 |
| Certificates of participation in pools of residential mortgages | $12,757,000 | 2,280 |
| Issued or guaranteed by U.S. | $12,757,000 | 2,274 |
| 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) | $22,468,000 | 626 |
| Available-for-sale securities (fair market value) | $252,000 | 6,787 |
| Total debt securities | $22,720,000 | 4,241 |
| Structured notes | ||
| Amortized cost | $7,959,000 | 831 |
| Fair value | $7,907,000 | 830 |
| 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 | $25,787,000 | 3,964 |
| U.S. Government securities | $21,342,000 | 3,516 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $21,342,000 | 3,415 |
| Securities issued by states & political subdivisions | $1,559,000 | 4,603 |
| Other domestic debt securities | $2,221,000 | 1,516 |
| 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 | $2,221,000 | 980 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $665,000 | 687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,405,000 | 4,716 |
| Mortgage-backed securities | $9,937,000 | 3,269 |
| Certificates of participation in pools of residential mortgages | $9,937,000 | 2,572 |
| Issued or guaranteed by U.S. | $9,937,000 | 2,567 |
| 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) | $24,860,000 | 573 |
| Available-for-sale securities (fair market value) | $927,000 | 6,724 |
| Total debt securities | $25,122,000 | 3,986 |
| Structured notes | ||
| Amortized cost | $10,959,000 | 671 |
| Fair value | $10,680,000 | 673 |
| 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 | $17,150,000 | 4,756 |
| U.S. Government securities | $11,405,000 | 4,631 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,405,000 | 4,508 |
| Securities issued by states & political subdivisions | $1,567,000 | 4,604 |
| Other domestic debt securities | $2,204,000 | 1,613 |
| 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 | $2,204,000 | 982 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,974,000 | 448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,405,000 | 4,709 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| 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) | $14,931,000 | 829 |
| Available-for-sale securities (fair market value) | $2,219,000 | 6,536 |
| Total debt securities | $15,176,000 | 4,972 |
| Structured notes | ||
| Amortized cost | $10,959,000 | 614 |
| Fair value | $10,734,000 | 615 |
| 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 | $18,187,000 | 4,568 |
| U.S. Government securities | $13,380,000 | 4,267 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,380,000 | 4,156 |
| Securities issued by states & political subdivisions | $1,519,000 | 4,551 |
| Other domestic debt securities | $1,230,000 | 2,027 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,230,000 | 1,266 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,058,000 | 464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,405,000 | 4,756 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| 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) | $15,899,000 | 813 |
| Available-for-sale securities (fair market value) | $2,288,000 | 6,551 |
| Total debt securities | $16,129,000 | 4,792 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 614 |
| Fair value | $10,046,000 | 623 |
| 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 | $34,704,000 | 3,168 |
| U.S. Government securities | $29,909,000 | 2,685 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $29,909,000 | 2,604 |
| Securities issued by states & political subdivisions | $1,526,000 | 4,513 |
| Other domestic debt securities | $204,000 | 2,837 |
| 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 | $204,000 | 1,920 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,065,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,361 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| 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) | $31,435,000 | 496 |
| Available-for-sale securities (fair market value) | $3,269,000 | 6,453 |
| Total debt securities | $31,639,000 | 3,323 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 899 |
| Fair value | $7,029,000 | 914 |
| 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 | $29,040,000 | 3,562 |
| U.S. Government securities | $23,570,000 | 3,199 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $23,570,000 | 3,121 |
| Securities issued by states & political subdivisions | $1,533,000 | 4,515 |
| Other domestic debt securities | $234,000 | 2,866 |
| 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 | $234,000 | 1,919 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,703,000 | 336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 4,680 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| 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) | $25,103,000 | 600 |
| Available-for-sale securities (fair market value) | $3,937,000 | 6,394 |
| Total debt securities | $25,337,000 | 3,862 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,398 |
| Fair value | $3,013,000 | 1,409 |
| 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 | $19,244,000 | 4,483 |
| U.S. Government securities | $14,540,000 | 4,191 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $14,540,000 | 4,111 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $205,000 | 2,956 |
| 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 | $205,000 | 1,987 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $4,499,000 | 310 |
| 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 | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| 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) | $14,540,000 | 885 |
| Available-for-sale securities (fair market value) | $4,704,000 | 6,268 |
| Total debt securities | $14,745,000 | 5,018 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,005,000 | 1,989 |
| 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 | $17,624,000 | 4,724 |
| U.S. Government securities | $14,000,000 | 4,279 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,000,000 | 4,194 |
| Securities issued by states & political subdivisions | $1,547,000 | 4,585 |
| Other domestic debt securities | $1,711,000 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,711,000 | 1,208 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $366,000 | 1,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,200,000 | 4,334 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| 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) | $15,547,000 | 875 |
| Available-for-sale securities (fair market value) | $2,077,000 | 6,822 |
| Total debt securities | $17,258,000 | 4,712 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $2,008,000 | 1,113 |
| 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 | $19,436,000 | 4,493 |
| U.S. Government securities | $14,000,000 | 4,285 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,000,000 | 4,185 |
| Securities issued by states & political subdivisions | $1,554,000 | 4,565 |
| Other domestic debt securities | $1,597,000 | 2,111 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,597,000 | 1,256 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $2,285,000 | 556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,700,000 | 4,491 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| 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) | $15,554,000 | 873 |
| Available-for-sale securities (fair market value) | $3,882,000 | 6,501 |
| Total debt securities | $17,151,000 | 4,734 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 744 |
| Fair value | $1,979,000 | 815 |
| 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 | $11,745,000 | 5,581 |
| U.S. Government securities | $7,013,000 | 5,773 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,013,000 | 5,688 |
| Securities issued by states & political subdivisions | $1,733,000 | 4,405 |
| Other domestic debt securities | $1,380,000 | 2,132 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,380,000 | 1,370 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,619,000 | 644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,999,000 | 4,816 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| 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) | $5,732,000 | 1,540 |
| Available-for-sale securities (fair market value) | $6,013,000 | 6,102 |
| Total debt securities | $10,126,000 | 5,807 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $21,398,000 | 4,282 |
| U.S. Government securities | $16,129,000 | 4,079 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,129,000 | 4,007 |
| Securities issued by states & political subdivisions | $1,740,000 | 4,354 |
| Other domestic debt securities | $1,565,000 | 1,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,565,000 | 1,261 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,964,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,069,000 | 4,510 |
| Mortgage-backed securities | $1,070,000 | 5,570 |
| Certificates of participation in pools of residential mortgages | $1,070,000 | 5,145 |
| Issued or guaranteed by U.S. | $1,070,000 | 5,130 |
| 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) | $12,742,000 | 1,000 |
| Available-for-sale securities (fair market value) | $8,656,000 | 5,648 |
| Total debt securities | $19,434,000 | 4,481 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $14,995,000 | 5,080 |
| U.S. Government securities | $8,026,000 | 5,567 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,026,000 | 5,478 |
| Securities issued by states & political subdivisions | $1,746,000 | 4,356 |
| Other domestic debt securities | $4,580,000 | 1,244 |
| 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 | $4,580,000 | 672 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $643,000 | 860 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,103,000 | 4,494 |
| Mortgage-backed securities | $1,103,000 | 5,519 |
| Certificates of participation in pools of residential mortgages | $1,103,000 | 5,096 |
| Issued or guaranteed by U.S. | $1,103,000 | 5,081 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,745,000 | 1,545 |
| Available-for-sale securities (fair market value) | $9,250,000 | 5,485 |
| Total debt securities | $14,352,000 | 5,117 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $20,807,000 | 4,331 |
| U.S. Government securities | $11,058,000 | 4,913 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,058,000 | 4,832 |
| Securities issued by states & political subdivisions | $2,505,000 | 3,988 |
| Other domestic debt securities | $5,438,000 | 1,185 |
| 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 | $5,438,000 | 664 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,806,000 | 815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,124,000 | 3,738 |
| Mortgage-backed securities | $1,125,000 | 5,518 |
| Certificates of participation in pools of residential mortgages | $1,125,000 | 5,102 |
| Issued or guaranteed by U.S. | $1,125,000 | 5,082 |
| 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) | $9,504,000 | 1,184 |
| Available-for-sale securities (fair market value) | $11,303,000 | 5,184 |
| Total debt securities | $19,002,000 | 4,523 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 470 |
| Fair value | $2,939,000 | 500 |
| 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 | $10,503,000 | 5,837 |
| U.S. Government securities | $8,160,000 | 5,542 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,160,000 | 5,454 |
| Securities issued by states & political subdivisions | $2,343,000 | 4,091 |
| 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 | $8,154,000 | 3,713 |
| Mortgage-backed securities | $1,161,000 | 5,458 |
| Certificates of participation in pools of residential mortgages | $1,161,000 | 5,027 |
| Issued or guaranteed by U.S. | $1,161,000 | 5,005 |
| 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) | $9,342,000 | 1,183 |
| Available-for-sale securities (fair market value) | $1,161,000 | 7,273 |
| Total debt securities | $10,496,000 | 5,770 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 494 |
| Fair value | $3,012,000 | 507 |
| 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 | $10,532,000 | 5,933 |
| U.S. Government securities | $8,179,000 | 5,684 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,179,000 | 5,578 |
| Securities issued by states & political subdivisions | $2,353,000 | 4,103 |
| 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 | $7,370,000 | 3,919 |
| Mortgage-backed securities | $1,180,000 | 5,255 |
| Certificates of participation in pools of residential mortgages | $1,180,000 | 4,803 |
| Issued or guaranteed by U.S. | $1,180,000 | 4,784 |
| 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) | $9,352,000 | 1,237 |
| Available-for-sale securities (fair market value) | $1,180,000 | 7,300 |
| Total debt securities | $10,532,000 | 5,866 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 765 |
| Fair value | $2,958,000 | 826 |
| 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 | $10,587,000 | 5,967 |
| U.S. Government securities | $8,231,000 | 5,784 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,231,000 | 5,676 |
| Securities issued by states & political subdivisions | $2,356,000 | 4,096 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,988,000 | 5,261 |
| Mortgage-backed securities | $1,232,000 | 5,131 |
| Certificates of participation in pools of residential mortgages | $1,232,000 | 4,637 |
| Issued or guaranteed by U.S. | $1,232,000 | 4,624 |
| 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) | $9,355,000 | 1,295 |
| Available-for-sale securities (fair market value) | $1,232,000 | 7,316 |
| Total debt securities | $10,587,000 | 5,909 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 925 |
| Fair value | $2,887,000 | 997 |
| 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 | $10,626,000 | 5,989 |
| U.S. Government securities | $8,260,000 | 5,793 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,260,000 | 5,679 |
| Securities issued by states & political subdivisions | $2,366,000 | 4,086 |
| 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 | $8,248,000 | 3,730 |
| Mortgage-backed securities | $1,261,000 | 5,102 |
| Certificates of participation in pools of residential mortgages | $1,261,000 | 4,603 |
| Issued or guaranteed by U.S. | $1,261,000 | 4,590 |
| 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) | $9,365,000 | 1,300 |
| Available-for-sale securities (fair market value) | $1,261,000 | 7,342 |
| Total debt securities | $10,625,000 | 5,933 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 982 |
| Fair value | $2,794,000 | 1,076 |
| 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 | $11,163,000 | 5,894 |
| U.S. Government securities | $8,788,000 | 5,701 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,788,000 | 5,584 |
| Securities issued by states & political subdivisions | $2,375,000 | 4,089 |
| 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 | $8,793,000 | 3,646 |
| Mortgage-backed securities | $1,291,000 | 5,104 |
| Certificates of participation in pools of residential mortgages | $1,291,000 | 4,596 |
| Issued or guaranteed by U.S. | $1,291,000 | 4,578 |
| 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) | $9,374,000 | 1,329 |
| Available-for-sale securities (fair market value) | $1,789,000 | 7,253 |
| Total debt securities | $11,163,000 | 5,836 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,027 |
| Fair value | $2,887,000 | 1,107 |
| 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 | $11,204,000 | 5,936 |
| U.S. Government securities | $8,814,000 | 5,751 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,814,000 | 5,628 |
| Securities issued by states & political subdivisions | $2,390,000 | 4,099 |
| 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 | $499,000 | 6,565 |
| Mortgage-backed securities | $1,318,000 | 5,088 |
| Certificates of participation in pools of residential mortgages | $1,318,000 | 4,580 |
| Issued or guaranteed by U.S. | $1,318,000 | 4,565 |
| 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) | $9,389,000 | 1,367 |
| Available-for-sale securities (fair market value) | $1,815,000 | 7,291 |
| Total debt securities | $11,204,000 | 5,885 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,098 |
| Fair value | $2,861,000 | 1,195 |
| 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 | $11,292,000 | 5,962 |
| U.S. Government securities | $8,893,000 | 5,782 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,893,000 | 5,664 |
| Securities issued by states & political subdivisions | $2,399,000 | 4,087 |
| 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 | $499,000 | 6,625 |
| Mortgage-backed securities | $1,395,000 | 5,049 |
| Certificates of participation in pools of residential mortgages | $1,395,000 | 4,544 |
| Issued or guaranteed by U.S. | $1,395,000 | 4,520 |
| 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) | $9,398,000 | 1,399 |
| Available-for-sale securities (fair market value) | $1,894,000 | 7,322 |
| Total debt securities | $11,301,000 | 5,899 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,191 |
| Fair value | $2,877,000 | 1,269 |
| 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 | $10,364,000 | 6,157 |
| U.S. Government securities | $7,956,000 | 6,026 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,956,000 | 5,889 |
| Securities issued by states & political subdivisions | $2,408,000 | 4,075 |
| 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 | $492,000 | 6,678 |
| Mortgage-backed securities | $465,000 | 5,749 |
| Certificates of participation in pools of residential mortgages | $465,000 | 5,348 |
| Issued or guaranteed by U.S. | $465,000 | 5,325 |
| 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) | $9,407,000 | 1,419 |
| Available-for-sale securities (fair market value) | $957,000 | 7,597 |
| Total debt securities | $10,373,000 | 6,096 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,234 |
| Fair value | $2,777,000 | 1,319 |
| 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 | $10,404,000 | 6,191 |
| U.S. Government securities | $7,987,000 | 6,074 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,987,000 | 5,930 |
| Securities issued by states & political subdivisions | $2,417,000 | 4,097 |
| 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 | $493,000 | 6,714 |
| Mortgage-backed securities | $495,000 | 5,750 |
| Certificates of participation in pools of residential mortgages | $495,000 | 5,336 |
| Issued or guaranteed by U.S. | $495,000 | 5,316 |
| 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) | $9,416,000 | 1,435 |
| Available-for-sale securities (fair market value) | $988,000 | 7,622 |
| Total debt securities | $10,404,000 | 6,134 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,248 |
| Fair value | $2,806,000 | 1,343 |
| 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 | $9,921,000 | 6,353 |
| U.S. Government securities | $7,493,000 | 6,199 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,493,000 | 6,065 |
| Securities issued by states & political subdivisions | $2,428,000 | 4,114 |
| 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 | $494,000 | 6,749 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| 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) | $9,427,000 | 1,468 |
| Available-for-sale securities (fair market value) | $494,000 | 7,785 |
| Total debt securities | $9,926,000 | 6,294 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,245 |
| Fair value | $2,861,000 | 1,346 |
| 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 | $9,932,000 | 6,336 |
| U.S. Government securities | $7,495,000 | 6,206 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,495,000 | 6,077 |
| Securities issued by states & political subdivisions | $2,437,000 | 4,099 |
| 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 | $6,999,000 | 4,015 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| 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) | $9,436,000 | 1,484 |
| Available-for-sale securities (fair market value) | $496,000 | 7,816 |
| Total debt securities | $9,931,000 | 6,276 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,208 |
| Fair value | $2,903,000 | 1,309 |
| 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 | $9,441,000 | 6,481 |
| U.S. Government securities | $6,999,000 | 6,415 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,999,000 | 6,285 |
| Securities issued by states & political subdivisions | $2,442,000 | 4,083 |
| 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 | $6,999,000 | 4,011 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| 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) | $9,441,000 | 1,488 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $9,441,000 | 6,420 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,218 |
| Fair value | $2,945,000 | 1,308 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $9,450,000 | 6,550 |
| U.S. Government securities | $6,999,000 | 6,465 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,999,000 | 6,319 |
| Securities issued by states & political subdivisions | $2,451,000 | 4,091 |
| 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 | $6,999,000 | 4,027 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| 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) | $9,450,000 | 1,513 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $9,450,000 | 6,487 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,209 |
| Fair value | $2,848,000 | 1,305 |
| 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 | $9,458,000 | 6,583 |
| U.S. Government securities | $6,999,000 | 6,466 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,999,000 | 6,324 |
| Securities issued by states & political subdivisions | $2,459,000 | 4,079 |
| 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 | $6,999,000 | 4,016 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| 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) | $9,458,000 | 1,519 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $9,458,000 | 6,522 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,181 |
| Fair value | $2,870,000 | 1,277 |
| 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 | $9,466,000 | 6,620 |
| U.S. Government securities | $6,999,000 | 6,500 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,999,000 | 6,339 |
| Securities issued by states & political subdivisions | $2,467,000 | 4,070 |
| 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 | $6,999,000 | 3,997 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,466,000 | 1,524 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $9,466,000 | 6,555 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,212 |
| Fair value | $2,924,000 | 1,310 |
| 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 | $7,939,000 | 7,033 |
| U.S. Government securities | $6,999,000 | 6,576 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,999,000 | 6,408 |
| Securities issued by states & political subdivisions | $940,000 | 5,237 |
| 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 | $6,999,000 | 3,970 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,939,000 | 1,687 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $7,939,000 | 6,968 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,185 |
| Fair value | $2,793,000 | 1,286 |
| 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 | $7,942,000 | 7,011 |
| U.S. Government securities | $6,999,000 | 6,530 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,999,000 | 6,374 |
| Securities issued by states & political subdivisions | $943,000 | 5,234 |
| 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 | $6,999,000 | 3,920 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,942,000 | 1,657 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $7,942,000 | 6,936 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,034 |
| Fair value | $2,983,000 | 1,110 |
| 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 | $7,945,000 | 7,062 |
| U.S. Government securities | $6,999,000 | 6,600 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,999,000 | 6,436 |
| Securities issued by states & political subdivisions | $946,000 | 5,275 |
| 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 | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,945,000 | 1,676 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $7,945,000 | 6,991 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 912 |
| Fair value | $2,859,000 | 1,013 |
| 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 | $7,948,000 | 7,018 |
| U.S. Government securities | $6,999,000 | 6,472 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,999,000 | 6,286 |
| Securities issued by states & political subdivisions | $949,000 | 5,288 |
| 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 | $500,000 | 6,936 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,948,000 | 1,664 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $7,948,000 | 6,931 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 780 |
| Fair value | $2,860,000 | 860 |
| 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 | $5,999,000 | 7,496 |
| U.S. Government securities | $5,999,000 | 6,728 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,999,000 | 6,552 |
| 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 | $500,000 | 6,949 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,999,000 | 1,922 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $5,999,000 | 7,400 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 606 |
| Fair value | $3,000,000 | 650 |
| 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 | $4,000,000 | 8,094 |
| U.S. Government securities | $4,000,000 | 7,533 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,000,000 | 7,339 |
| 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 | $3,000,000 | 5,320 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,000,000 | 2,335 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $4,000,000 | 8,011 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,996,000 | 7,838 |
| U.S. Government securities | $4,996,000 | 7,174 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,996,000 | 6,961 |
| 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 | $996,000 | 6,664 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,996,000 | 2,180 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $4,996,000 | 7,760 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $4,473,000 | 8,096 |
| U.S. Government securities | $4,473,000 | 7,446 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,473,000 | 7,188 |
| 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 | $500,000 | 7,209 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,500,000 | 2,976 |
| Available-for-sale securities (fair market value) | $1,973,000 | 7,939 |
| Total debt securities | $4,473,000 | 7,990 |
| 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 |