Home > Merchants Commercial Bank > Securities
Merchants Commercial Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $258,596,000 | 776 |
| U.S. Government securities | $135,763,000 | 884 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $135,763,000 | 769 |
| Securities issued by states & political subdivisions | $122,833,000 | 362 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $227,856,000 | 464 |
| Mortgage-backed securities | $84,370,000 | 890 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $49,707,000 | 835 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $31,318,000 | 540 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $3,345,000 | 817 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $258,596,000 | 655 |
| Total debt securities | $258,596,000 | 765 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 660 |
| Fair value | $1,378,000 | 689 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $246,171,000 | 809 |
| U.S. Government securities | $132,936,000 | 904 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $132,936,000 | 786 |
| Securities issued by states & political subdivisions | $113,235,000 | 377 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,706,000 | 691 |
| Mortgage-backed securities | $77,012,000 | 941 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,923,000 | 841 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $25,559,000 | 612 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $3,530,000 | 789 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $246,171,000 | 673 |
| Total debt securities | $246,172,000 | 797 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 682 |
| Fair value | $1,298,000 | 718 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $260,916,000 | 778 |
| U.S. Government securities | $140,053,000 | 894 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $140,053,000 | 779 |
| Securities issued by states & political subdivisions | $120,863,000 | 373 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,816,000 | 646 |
| Mortgage-backed securities | $82,188,000 | 923 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $51,353,000 | 828 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $27,126,000 | 601 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $3,709,000 | 785 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $260,916,000 | 660 |
| Total debt securities | $260,916,000 | 770 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 721 |
| Fair value | $1,334,000 | 761 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $268,342,000 | 792 |
| U.S. Government securities | $146,610,000 | 899 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $146,610,000 | 744 |
| Securities issued by states & political subdivisions | $121,732,000 | 394 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,522,000 | 664 |
| Mortgage-backed securities | $86,525,000 | 927 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $53,981,000 | 834 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,742,000 | 607 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $3,802,000 | 798 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $268,342,000 | 673 |
| Total debt securities | $268,342,000 | 782 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 755 |
| Fair value | $1,370,000 | 781 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $265,611,000 | 820 |
| U.S. Government securities | $143,281,000 | 935 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $143,281,000 | 756 |
| Securities issued by states & political subdivisions | $122,330,000 | 401 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,013,000 | 641 |
| Mortgage-backed securities | $83,388,000 | 964 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $53,823,000 | 840 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $25,721,000 | 656 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $3,844,000 | 794 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $265,611,000 | 693 |
| Total debt securities | $265,611,000 | 809 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 777 |
| Fair value | $1,315,000 | 813 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $273,567,000 | 793 |
| U.S. Government securities | $153,650,000 | 883 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $153,650,000 | 717 |
| Securities issued by states & political subdivisions | $119,917,000 | 414 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,680,000 | 579 |
| Mortgage-backed securities | $85,644,000 | 942 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $54,976,000 | 837 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,702,000 | 649 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $3,966,000 | 811 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $273,567,000 | 686 |
| Total debt securities | $273,569,000 | 783 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 767 |
| Fair value | $1,330,000 | 798 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $290,519,000 | 773 |
| U.S. Government securities | $161,447,000 | 855 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $161,447,000 | 702 |
| Securities issued by states & political subdivisions | $129,072,000 | 399 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,458,000 | 564 |
| Mortgage-backed securities | $92,432,000 | 919 |
| Certificates of participation in pools of residential mortgages | $59,113,000 | 835 |
| Issued or guaranteed by U.S. | $59,113,000 | 821 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $30,573,000 | 659 |
| CMOs issued by government agencies or sponsored agencies | $30,573,000 | 595 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $2,746,000 | 1,410 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $2,746,000 | 976 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $290,519,000 | 672 |
| Total debt securities | $290,525,000 | 761 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 753 |
| Fair value | $1,405,000 | 770 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $229,723,000 | 951 |
| U.S. Government securities | $110,839,000 | 1,165 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $110,839,000 | 964 |
| Securities issued by states & political subdivisions | $118,884,000 | 452 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,477,000 | 1,833 |
| Mortgage-backed securities | $70,008,000 | 1,134 |
| Certificates of participation in pools of residential mortgages | $49,692,000 | 963 |
| Issued or guaranteed by U.S. | $49,692,000 | 950 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $16,965,000 | 947 |
| CMOs issued by government agencies or sponsored agencies | $16,965,000 | 876 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $3,351,000 | 1,324 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $3,351,000 | 908 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $229,723,000 | 849 |
| Total debt securities | $229,723,000 | 941 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 656 |
| Fair value | $1,494,000 | 661 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $193,454,000 | 1,074 |
| U.S. Government securities | $86,723,000 | 1,304 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $86,723,000 | 1,142 |
| Securities issued by states & political subdivisions | $106,731,000 | 537 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,463,000 | 1,778 |
| Mortgage-backed securities | $48,998,000 | 1,391 |
| Certificates of participation in pools of residential mortgages | $31,846,000 | 1,300 |
| Issued or guaranteed by U.S. | $31,846,000 | 1,271 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $13,299,000 | 1,027 |
| CMOs issued by government agencies or sponsored agencies | $13,299,000 | 982 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,853,000 | 1,263 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $3,853,000 | 854 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $193,454,000 | 979 |
| Total debt securities | $193,452,000 | 1,063 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 568 |
| Fair value | $1,592,000 | 568 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $179,421,000 | 1,088 |
| U.S. Government securities | $79,326,000 | 1,339 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $79,326,000 | 1,200 |
| Securities issued by states & political subdivisions | $100,095,000 | 549 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,644,000 | 1,514 |
| Mortgage-backed securities | $40,479,000 | 1,532 |
| Certificates of participation in pools of residential mortgages | $20,934,000 | 1,644 |
| Issued or guaranteed by U.S. | $20,934,000 | 1,607 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $15,218,000 | 939 |
| CMOs issued by government agencies or sponsored agencies | $15,218,000 | 900 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $4,327,000 | 1,209 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $4,327,000 | 825 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $179,421,000 | 998 |
| Total debt securities | $179,420,000 | 1,077 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 503 |
| Fair value | $1,601,000 | 504 |
| 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 | $201,394,000 | 938 |
| U.S. Government securities | $91,833,000 | 1,139 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $91,833,000 | 1,026 |
| Securities issued by states & political subdivisions | $109,561,000 | 466 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,637,000 | 1,416 |
| Mortgage-backed securities | $45,224,000 | 1,398 |
| Certificates of participation in pools of residential mortgages | $22,935,000 | 1,520 |
| Issued or guaranteed by U.S. | $22,935,000 | 1,484 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $17,564,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $17,564,000 | 797 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $4,725,000 | 1,152 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $4,725,000 | 781 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $201,394,000 | 860 |
| Total debt securities | $201,396,000 | 927 |
| Structured notes | ||
| Amortized cost | $2,600,000 | 325 |
| Fair value | $2,604,000 | 323 |
| 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 | $138,693,000 | 1,193 |
| U.S. Government securities | $75,199,000 | 1,197 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $75,199,000 | 1,123 |
| Securities issued by states & political subdivisions | $63,494,000 | 786 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,486,000 | 1,194 |
| Mortgage-backed securities | $38,646,000 | 1,490 |
| Certificates of participation in pools of residential mortgages | $15,797,000 | 1,784 |
| Issued or guaranteed by U.S. | $15,797,000 | 1,728 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $17,470,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $17,470,000 | 783 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $5,379,000 | 1,078 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $5,379,000 | 713 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $138,693,000 | 1,109 |
| Total debt securities | $138,694,000 | 1,178 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 361 |
| Fair value | $1,000,000 | 369 |
| 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 | $136,523,000 | 1,124 |
| U.S. Government securities | $76,547,000 | 1,087 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $76,547,000 | 1,020 |
| Securities issued by states & political subdivisions | $59,976,000 | 803 |
| 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 | $47,198,000 | 1,098 |
| Mortgage-backed securities | $42,599,000 | 1,326 |
| Certificates of participation in pools of residential mortgages | $16,122,000 | 1,665 |
| Issued or guaranteed by U.S. | $16,122,000 | 1,624 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $20,224,000 | 756 |
| CMOs issued by government agencies or sponsored agencies | $20,224,000 | 720 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $6,253,000 | 968 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $6,253,000 | 647 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $136,523,000 | 1,038 |
| Total debt securities | $136,522,000 | 1,104 |
| 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 | $145,296,000 | 1,002 |
| U.S. Government securities | $85,799,000 | 936 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $85,799,000 | 882 |
| Securities issued by states & political subdivisions | $59,497,000 | 729 |
| 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 | $36,682,000 | 1,301 |
| Mortgage-backed securities | $49,684,000 | 1,166 |
| Certificates of participation in pools of residential mortgages | $18,748,000 | 1,481 |
| Issued or guaranteed by U.S. | $18,748,000 | 1,445 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $24,204,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $24,204,000 | 639 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $6,732,000 | 924 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $6,732,000 | 614 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $145,296,000 | 914 |
| Total debt securities | $145,294,000 | 990 |
| 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 | $157,834,000 | 892 |
| U.S. Government securities | $98,351,000 | 832 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $98,351,000 | 781 |
| Securities issued by states & political subdivisions | $59,483,000 | 675 |
| 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 | $41,172,000 | 1,202 |
| Mortgage-backed securities | $61,856,000 | 982 |
| Certificates of participation in pools of residential mortgages | $22,653,000 | 1,261 |
| Issued or guaranteed by U.S. | $22,653,000 | 1,226 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $32,171,000 | 568 |
| CMOs issued by government agencies or sponsored agencies | $32,171,000 | 533 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $7,032,000 | 879 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $7,032,000 | 570 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $157,834,000 | 808 |
| Total debt securities | $157,833,000 | 881 |
| 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 | $172,628,000 | 793 |
| U.S. Government securities | $118,018,000 | 725 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $118,018,000 | 684 |
| Securities issued by states & political subdivisions | $54,610,000 | 657 |
| 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 | $30,512,000 | 1,405 |
| Mortgage-backed securities | $78,151,000 | 811 |
| Certificates of participation in pools of residential mortgages | $34,800,000 | 916 |
| Issued or guaranteed by U.S. | $34,800,000 | 893 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $36,012,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $36,012,000 | 504 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $7,339,000 | 854 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $7,339,000 | 555 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $172,628,000 | 725 |
| Total debt securities | $172,630,000 | 782 |
| 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 | $139,637,000 | 948 |
| U.S. Government securities | $114,207,000 | 760 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $114,207,000 | 713 |
| Securities issued by states & political subdivisions | $25,430,000 | 1,277 |
| 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 | $30,997,000 | 1,385 |
| Mortgage-backed securities | $74,537,000 | 837 |
| Certificates of participation in pools of residential mortgages | $31,912,000 | 960 |
| Issued or guaranteed by U.S. | $31,912,000 | 937 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $35,309,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $35,309,000 | 505 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $7,316,000 | 830 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $7,316,000 | 530 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $139,637,000 | 855 |
| Total debt securities | $139,637,000 | 933 |
| 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 | $130,750,000 | 1,006 |
| U.S. Government securities | $112,494,000 | 762 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $112,494,000 | 717 |
| Securities issued by states & political subdivisions | $18,256,000 | 1,628 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,034,000 | 1,338 |
| Mortgage-backed securities | $73,316,000 | 824 |
| Certificates of participation in pools of residential mortgages | $29,416,000 | 988 |
| Issued or guaranteed by U.S. | $29,416,000 | 961 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $37,474,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $37,474,000 | 481 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $6,426,000 | 863 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $6,426,000 | 535 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $130,750,000 | 900 |
| Total debt securities | $130,749,000 | 994 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 491 |
| Fair value | $999,000 | 533 |
| 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 | $122,734,000 | 1,063 |
| U.S. Government securities | $107,936,000 | 810 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $107,936,000 | 761 |
| Securities issued by states & political subdivisions | $14,798,000 | 1,917 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,822,000 | 1,322 |
| Mortgage-backed securities | $72,297,000 | 819 |
| Certificates of participation in pools of residential mortgages | $27,164,000 | 1,035 |
| Issued or guaranteed by U.S. | $27,164,000 | 1,024 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $38,672,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $38,672,000 | 455 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $6,461,000 | 841 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $6,461,000 | 513 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $122,734,000 | 955 |
| Total debt securities | $122,734,000 | 1,049 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 545 |
| Fair value | $998,000 | 584 |
| 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 | $130,455,000 | 1,030 |
| U.S. Government securities | $86,966,000 | 962 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $86,966,000 | 904 |
| Securities issued by states & political subdivisions | $14,503,000 | 2,001 |
| Other domestic debt securities | $28,986,000 | 332 |
| Privately issued residential mortgage-backed securities | $28,986,000 | 75 |
| 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 | $22,641,000 | 1,778 |
| Mortgage-backed securities | $80,859,000 | 752 |
| Certificates of participation in pools of residential mortgages | $24,197,000 | 1,134 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $24,197,000 | 18 |
| Collaterized mortgage obligations | $56,662,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $51,873,000 | 370 |
| Privately issued | $4,789,000 | 152 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $130,455,000 | 917 |
| Total debt securities | $130,456,000 | 1,014 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 559 |
| Fair value | $990,000 | 609 |
| 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 | $105,440,000 | 1,236 |
| U.S. Government securities | $91,149,000 | 937 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $91,149,000 | 887 |
| Securities issued by states & political subdivisions | $14,291,000 | 2,057 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,161,000 | 1,760 |
| Mortgage-backed securities | $64,433,000 | 882 |
| Certificates of participation in pools of residential mortgages | $22,710,000 | 1,196 |
| Issued or guaranteed by U.S. | $22,710,000 | 1,187 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $41,723,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $41,723,000 | 420 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $105,440,000 | 1,112 |
| Total debt securities | $105,441,000 | 1,218 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 569 |
| Fair value | $982,000 | 631 |
| 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 | $95,574,000 | 1,347 |
| U.S. Government securities | $81,482,000 | 1,027 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $81,482,000 | 970 |
| Securities issued by states & political subdivisions | $14,092,000 | 2,105 |
| 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 | $23,441,000 | 1,733 |
| Mortgage-backed securities | $58,929,000 | 929 |
| Certificates of participation in pools of residential mortgages | $20,961,000 | 1,278 |
| Issued or guaranteed by U.S. | $20,961,000 | 1,272 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $37,968,000 | 466 |
| CMOs issued by government agencies or sponsored agencies | $37,968,000 | 439 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $95,574,000 | 1,222 |
| Total debt securities | $95,572,000 | 1,326 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 558 |
| Fair value | $967,000 | 629 |
| 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 | $91,166,000 | 1,419 |
| U.S. Government securities | $76,858,000 | 1,077 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $76,858,000 | 1,024 |
| Securities issued by states & political subdivisions | $14,308,000 | 2,130 |
| 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 | $10,601,000 | 2,721 |
| Mortgage-backed securities | $56,728,000 | 978 |
| Certificates of participation in pools of residential mortgages | $21,950,000 | 1,276 |
| Issued or guaranteed by U.S. | $21,950,000 | 1,230 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $34,778,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $34,778,000 | 478 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $91,166,000 | 1,296 |
| Total debt securities | $91,166,000 | 1,397 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 563 |
| Fair value | $975,000 | 632 |
| 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 | $70,647,000 | 1,739 |
| U.S. Government securities | $56,349,000 | 1,384 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $56,349,000 | 1,325 |
| Securities issued by states & political subdivisions | $14,298,000 | 2,171 |
| 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 | $18,083,000 | 2,109 |
| Mortgage-backed securities | $39,801,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $15,820,000 | 1,636 |
| Issued or guaranteed by U.S. | $15,820,000 | 1,633 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $23,981,000 | 657 |
| CMOs issued by government agencies or sponsored agencies | $23,981,000 | 627 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $70,647,000 | 1,598 |
| Total debt securities | $70,649,000 | 1,721 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 551 |
| Fair value | $979,000 | 604 |
| 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 | $58,893,000 | 2,047 |
| U.S. Government securities | $44,124,000 | 1,698 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $44,124,000 | 1,619 |
| Securities issued by states & political subdivisions | $14,769,000 | 2,202 |
| 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 | $19,190,000 | 2,065 |
| Mortgage-backed securities | $30,102,000 | 1,514 |
| Certificates of participation in pools of residential mortgages | $11,117,000 | 2,024 |
| Issued or guaranteed by U.S. | $11,117,000 | 2,023 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $18,985,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $18,985,000 | 718 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $58,893,000 | 1,878 |
| Total debt securities | $58,894,000 | 2,029 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 554 |
| Fair value | $993,000 | 582 |
| 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 | $55,886,000 | 2,145 |
| U.S. Government securities | $41,212,000 | 1,788 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $41,212,000 | 1,711 |
| Securities issued by states & political subdivisions | $14,674,000 | 2,245 |
| 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 | $13,609,000 | 2,539 |
| Mortgage-backed securities | $28,896,000 | 1,555 |
| Certificates of participation in pools of residential mortgages | $11,604,000 | 2,013 |
| Issued or guaranteed by U.S. | $11,604,000 | 2,012 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $17,292,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $17,292,000 | 757 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $55,886,000 | 1,971 |
| Total debt securities | $55,887,000 | 2,126 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 587 |
| Fair value | $996,000 | 619 |
| 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 | $50,971,000 | 2,322 |
| U.S. Government securities | $36,298,000 | 1,995 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $36,298,000 | 1,899 |
| Securities issued by states & political subdivisions | $14,673,000 | 2,272 |
| 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 | $1,112,000 | 4,541 |
| Mortgage-backed securities | $23,803,000 | 1,804 |
| Certificates of participation in pools of residential mortgages | $11,045,000 | 2,097 |
| Issued or guaranteed by U.S. | $11,045,000 | 2,096 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,758,000 | 983 |
| CMOs issued by government agencies or sponsored agencies | $12,758,000 | 941 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $50,971,000 | 2,130 |
| Total debt securities | $50,971,000 | 2,303 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 611 |
| Fair value | $995,000 | 677 |
| 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 | $41,565,000 | 2,698 |
| U.S. Government securities | $27,149,000 | 2,465 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $27,149,000 | 2,357 |
| Securities issued by states & political subdivisions | $14,416,000 | 2,309 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,165,000 | 4,580 |
| Mortgage-backed securities | $19,511,000 | 2,030 |
| Certificates of participation in pools of residential mortgages | $10,320,000 | 2,208 |
| Issued or guaranteed by U.S. | $10,320,000 | 2,208 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,191,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $9,191,000 | 1,138 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $41,565,000 | 2,468 |
| Total debt securities | $41,566,000 | 2,679 |
| 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 | $35,271,000 | 2,953 |
| U.S. Government securities | $20,935,000 | 2,840 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $20,935,000 | 2,707 |
| Securities issued by states & political subdivisions | $14,336,000 | 2,327 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,218,000 | 4,614 |
| Mortgage-backed securities | $15,240,000 | 2,332 |
| Certificates of participation in pools of residential mortgages | $6,706,000 | 2,671 |
| Issued or guaranteed by U.S. | $6,706,000 | 2,667 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,534,000 | 1,225 |
| CMOs issued by government agencies or sponsored agencies | $8,534,000 | 1,171 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $35,271,000 | 2,704 |
| Total debt securities | $35,271,000 | 2,934 |
| 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 | $30,630,000 | 3,176 |
| U.S. Government securities | $23,587,000 | 2,637 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $23,587,000 | 2,543 |
| Securities issued by states & political subdivisions | $7,043,000 | 3,204 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,321,000 | 4,652 |
| Mortgage-backed securities | $16,599,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $7,305,000 | 2,597 |
| Issued or guaranteed by U.S. | $7,305,000 | 2,596 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,294,000 | 1,197 |
| CMOs issued by government agencies or sponsored agencies | $9,294,000 | 1,143 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $30,630,000 | 2,913 |
| Total debt securities | $30,629,000 | 3,155 |
| 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 | $27,633,000 | 3,421 |
| U.S. Government securities | $24,630,000 | 2,648 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $24,630,000 | 2,545 |
| Securities issued by states & political subdivisions | $3,003,000 | 3,947 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,390,000 | 4,722 |
| Mortgage-backed securities | $17,566,000 | 2,203 |
| Certificates of participation in pools of residential mortgages | $7,653,000 | 2,594 |
| Issued or guaranteed by U.S. | $7,653,000 | 2,590 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,913,000 | 1,166 |
| CMOs issued by government agencies or sponsored agencies | $9,913,000 | 1,111 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $27,633,000 | 3,135 |
| Total debt securities | $27,634,000 | 3,395 |
| 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 | $28,299,000 | 3,426 |
| U.S. Government securities | $28,299,000 | 2,506 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $28,299,000 | 2,406 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,436,000 | 4,754 |
| Mortgage-backed securities | $18,260,000 | 2,165 |
| Certificates of participation in pools of residential mortgages | $7,896,000 | 2,585 |
| Issued or guaranteed by U.S. | $7,896,000 | 2,583 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,364,000 | 1,146 |
| CMOs issued by government agencies or sponsored agencies | $10,364,000 | 1,090 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $28,299,000 | 3,144 |
| Total debt securities | $28,299,000 | 3,402 |
| 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 | $28,180,000 | 3,475 |
| U.S. Government securities | $28,180,000 | 2,539 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $28,180,000 | 2,445 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,465,000 | 4,791 |
| Mortgage-backed securities | $17,179,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $7,998,000 | 2,583 |
| Issued or guaranteed by U.S. | $7,998,000 | 2,580 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,181,000 | 1,228 |
| CMOs issued by government agencies or sponsored agencies | $9,181,000 | 1,168 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $28,180,000 | 3,185 |
| Total debt securities | $28,180,000 | 3,448 |
| 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 | $27,604,000 | 3,565 |
| U.S. Government securities | $27,604,000 | 2,614 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $27,604,000 | 2,525 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,555,000 | 4,822 |
| Mortgage-backed securities | $16,537,000 | 2,327 |
| Certificates of participation in pools of residential mortgages | $8,394,000 | 2,560 |
| Issued or guaranteed by U.S. | $8,394,000 | 2,558 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $8,143,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $8,143,000 | 1,271 |
| 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) | $27,604,000 | 3,268 |
| Total debt securities | $27,604,000 | 3,538 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 822 |
| Fair value | $2,002,000 | 832 |
| 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 | $23,926,000 | 3,897 |
| U.S. Government securities | $23,926,000 | 2,931 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $23,926,000 | 2,847 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,618,000 | 4,840 |
| Mortgage-backed securities | $13,920,000 | 2,556 |
| Certificates of participation in pools of residential mortgages | $8,595,000 | 2,602 |
| Issued or guaranteed by U.S. | $8,595,000 | 2,598 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,325,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $5,325,000 | 1,610 |
| 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) | $23,926,000 | 3,566 |
| Total debt securities | $23,926,000 | 3,874 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $18,391,000 | 4,360 |
| U.S. Government securities | $18,391,000 | 3,425 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $18,391,000 | 3,318 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,814,000 | 4,865 |
| Mortgage-backed securities | $12,387,000 | 2,755 |
| Certificates of participation in pools of residential mortgages | $6,789,000 | 2,919 |
| Issued or guaranteed by U.S. | $6,789,000 | 2,918 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,598,000 | 1,672 |
| CMOs issued by government agencies or sponsored agencies | $5,598,000 | 1,609 |
| 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) | $18,391,000 | 3,996 |
| Total debt securities | $18,391,000 | 4,339 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $12,429,000 | 4,954 |
| U.S. Government securities | $12,429,000 | 4,134 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,429,000 | 4,019 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,858,000 | 4,915 |
| Mortgage-backed securities | $8,425,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $6,936,000 | 2,954 |
| Issued or guaranteed by U.S. | $6,936,000 | 2,953 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,489,000 | 2,582 |
| CMOs issued by government agencies or sponsored agencies | $1,489,000 | 2,508 |
| 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) | $12,429,000 | 4,577 |
| Total debt securities | $12,429,000 | 4,936 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 716 |
| Fair value | $4,004,000 | 717 |
| 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 | $6,504,000 | 5,670 |
| U.S. Government securities | $6,504,000 | 5,070 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,504,000 | 4,958 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $977,000 | 5,284 |
| Mortgage-backed securities | $2,014,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $2,014,000 | 4,152 |
| Issued or guaranteed by U.S. | $2,014,000 | 4,149 |
| 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) | $6,504,000 | 5,289 |
| Total debt securities | $6,505,000 | 5,647 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 758 |
| Fair value | $4,490,000 | 759 |
| 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 | $6,002,000 | 5,779 |
| U.S. Government securities | $6,002,000 | 5,226 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,002,000 | 5,106 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,124,000 | 5,244 |
| Mortgage-backed securities | $508,000 | 5,012 |
| Certificates of participation in pools of residential mortgages | $508,000 | 4,768 |
| Issued or guaranteed by U.S. | $508,000 | 4,766 |
| 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) | $6,002,000 | 5,386 |
| Total debt securities | $6,001,000 | 5,759 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 677 |
| Fair value | $5,494,000 | 663 |
| 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 | $1,036,000 | 6,395 |
| U.S. Government securities | $1,036,000 | 6,141 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,036,000 | 6,050 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,036,000 | 5,329 |
| Mortgage-backed securities | $535,000 | 5,044 |
| Certificates of participation in pools of residential mortgages | $535,000 | 4,798 |
| Issued or guaranteed by U.S. | $535,000 | 4,794 |
| 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) | $1,036,000 | 6,018 |
| Total debt securities | $1,036,000 | 6,369 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $501,000 | 1,962 |
| 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 | $1,067,000 | 6,468 |
| U.S. Government securities | $1,067,000 | 6,193 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,067,000 | 6,097 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,067,000 | 5,370 |
| Mortgage-backed securities | $572,000 | 5,074 |
| Certificates of participation in pools of residential mortgages | $572,000 | 4,811 |
| Issued or guaranteed by U.S. | $572,000 | 4,807 |
| 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) | $1,067,000 | 6,086 |
| Total debt securities | $1,067,000 | 6,442 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $495,000 | 1,989 |
| 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 | $642,000 | 6,601 |
| U.S. Government securities | $642,000 | 6,380 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $642,000 | 6,282 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $642,000 | 5,627 |
| Mortgage-backed securities | $642,000 | 5,090 |
| Certificates of participation in pools of residential mortgages | $642,000 | 4,814 |
| Issued or guaranteed by U.S. | $642,000 | 4,809 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $642,000 | 6,223 |
| Total debt securities | $642,000 | 6,574 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $682,000 | 6,638 |
| U.S. Government securities | $682,000 | 6,394 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $682,000 | 6,295 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $682,000 | 5,635 |
| Mortgage-backed securities | $682,000 | 5,082 |
| Certificates of participation in pools of residential mortgages | $682,000 | 4,779 |
| Issued or guaranteed by U.S. | $682,000 | 4,775 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $682,000 | 6,252 |
| Total debt securities | $682,000 | 6,610 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $772,000 | 6,687 |
| U.S. Government securities | $772,000 | 6,422 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $772,000 | 6,317 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $772,000 | 5,650 |
| Mortgage-backed securities | $772,000 | 5,104 |
| Certificates of participation in pools of residential mortgages | $772,000 | 4,792 |
| Issued or guaranteed by U.S. | $772,000 | 4,790 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $772,000 | 6,304 |
| Total debt securities | $772,000 | 6,658 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $909,000 | 6,729 |
| U.S. Government securities | $909,000 | 6,445 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $909,000 | 6,336 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $909,000 | 5,620 |
| Mortgage-backed securities | $909,000 | 5,096 |
| Certificates of participation in pools of residential mortgages | $909,000 | 4,752 |
| Issued or guaranteed by U.S. | $909,000 | 4,751 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $909,000 | 6,332 |
| Total debt securities | $908,000 | 6,700 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,032,000 | 6,793 |
| U.S. Government securities | $1,032,000 | 6,506 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,032,000 | 6,411 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,032,000 | 5,633 |
| Mortgage-backed securities | $1,032,000 | 5,153 |
| Certificates of participation in pools of residential mortgages | $1,032,000 | 4,814 |
| Issued or guaranteed by U.S. | $1,032,000 | 4,811 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,032,000 | 6,385 |
| Total debt securities | $1,031,000 | 6,765 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,164,000 | 6,841 |
| U.S. Government securities | $1,164,000 | 6,549 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,164,000 | 6,448 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,076,000 | 5,683 |
| Mortgage-backed securities | $1,164,000 | 5,143 |
| Certificates of participation in pools of residential mortgages | $1,164,000 | 4,776 |
| Issued or guaranteed by U.S. | $1,164,000 | 4,773 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,164,000 | 6,427 |
| Total debt securities | $1,164,000 | 6,812 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,370,000 | 6,880 |
| U.S. Government securities | $1,370,000 | 6,589 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,370,000 | 6,495 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,264,000 | 5,643 |
| Mortgage-backed securities | $1,370,000 | 5,108 |
| Certificates of participation in pools of residential mortgages | $1,370,000 | 4,722 |
| Issued or guaranteed by U.S. | $1,370,000 | 4,719 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,370,000 | 6,456 |
| Total debt securities | $1,369,000 | 6,849 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,765,000 | 6,870 |
| U.S. Government securities | $1,765,000 | 6,541 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,765,000 | 6,446 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,764,000 | 5,215 |
| Mortgage-backed securities | $1,765,000 | 4,966 |
| Certificates of participation in pools of residential mortgages | $1,511,000 | 4,620 |
| Issued or guaranteed by U.S. | $1,511,000 | 4,613 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $254,000 | 3,540 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 3,277 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,765,000 | 6,422 |
| Total debt securities | $1,765,000 | 6,838 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,240,000 | 6,853 |
| U.S. Government securities | $2,240,000 | 6,487 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,240,000 | 6,384 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,240,000 | 5,041 |
| Mortgage-backed securities | $2,240,000 | 4,812 |
| Certificates of participation in pools of residential mortgages | $1,637,000 | 4,539 |
| Issued or guaranteed by U.S. | $1,637,000 | 4,526 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $603,000 | 3,297 |
| CMOs issued by government agencies or sponsored agencies | $603,000 | 3,040 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $2,240,000 | 6,406 |
| Total debt securities | $2,240,000 | 6,816 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,718,000 | 6,876 |
| U.S. Government securities | $2,718,000 | 6,497 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,718,000 | 6,388 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,717,000 | 4,918 |
| Mortgage-backed securities | $2,718,000 | 4,675 |
| Certificates of participation in pools of residential mortgages | $1,796,000 | 4,456 |
| Issued or guaranteed by U.S. | $1,796,000 | 4,446 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $922,000 | 3,114 |
| CMOs issued by government agencies or sponsored agencies | $922,000 | 2,866 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $2,718,000 | 6,407 |
| Total debt securities | $2,718,000 | 6,842 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $3,099,000 | 6,876 |
| U.S. Government securities | $3,099,000 | 6,446 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,099,000 | 6,330 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,099,000 | 4,811 |
| Mortgage-backed securities | $3,099,000 | 4,513 |
| Certificates of participation in pools of residential mortgages | $1,917,000 | 4,367 |
| Issued or guaranteed by U.S. | $1,917,000 | 4,357 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,182,000 | 2,935 |
| CMOs issued by government agencies or sponsored agencies | $1,182,000 | 2,677 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $3,099,000 | 6,386 |
| Total debt securities | $3,099,000 | 6,834 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $3,332,000 | 6,827 |
| U.S. Government securities | $3,332,000 | 6,312 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,332,000 | 6,185 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,495,000 | 5,023 |
| Mortgage-backed securities | $3,332,000 | 4,396 |
| Certificates of participation in pools of residential mortgages | $2,138,000 | 4,186 |
| Issued or guaranteed by U.S. | $2,138,000 | 4,180 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,194,000 | 2,908 |
| CMOs issued by government agencies or sponsored agencies | $1,194,000 | 2,632 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $3,332,000 | 6,322 |
| Total debt securities | $3,331,000 | 6,792 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $3,607,000 | 6,822 |
| U.S. Government securities | $3,607,000 | 6,264 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,607,000 | 6,148 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,611,000 | 5,042 |
| Mortgage-backed securities | $3,607,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $2,416,000 | 4,077 |
| Issued or guaranteed by U.S. | $2,416,000 | 4,068 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,191,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $1,191,000 | 2,613 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $3,607,000 | 6,314 |
| Total debt securities | $3,607,000 | 6,789 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $3,906,000 | 6,856 |
| U.S. Government securities | $3,906,000 | 6,328 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,906,000 | 6,209 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,906,000 | 4,653 |
| Mortgage-backed securities | $3,906,000 | 4,280 |
| Certificates of participation in pools of residential mortgages | $2,702,000 | 4,020 |
| Issued or guaranteed by U.S. | $2,702,000 | 4,011 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,204,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $1,204,000 | 2,513 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $3,906,000 | 6,338 |
| Total debt securities | $3,906,000 | 6,815 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $4,122,000 | 6,875 |
| U.S. Government securities | $4,122,000 | 6,349 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,122,000 | 6,239 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,918,000 | 4,710 |
| Mortgage-backed securities | $4,122,000 | 4,312 |
| Certificates of participation in pools of residential mortgages | $2,908,000 | 4,078 |
| Issued or guaranteed by U.S. | $2,908,000 | 4,071 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,214,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $1,214,000 | 2,460 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $4,122,000 | 6,355 |
| Total debt securities | $4,122,000 | 6,836 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $4,407,000 | 6,847 |
| U.S. Government securities | $4,407,000 | 6,266 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,407,000 | 6,162 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,032,000 | 4,692 |
| Mortgage-backed securities | $4,407,000 | 4,305 |
| Certificates of participation in pools of residential mortgages | $3,190,000 | 4,063 |
| Issued or guaranteed by U.S. | $3,190,000 | 4,056 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,217,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $1,217,000 | 2,442 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $4,407,000 | 6,331 |
| Total debt securities | $4,408,000 | 6,809 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $4,661,000 | 6,864 |
| U.S. Government securities | $4,661,000 | 6,243 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,661,000 | 6,156 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,661,000 | 4,494 |
| Mortgage-backed securities | $4,661,000 | 4,328 |
| Certificates of participation in pools of residential mortgages | $3,449,000 | 4,064 |
| Issued or guaranteed by U.S. | $3,449,000 | 4,056 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,212,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $1,212,000 | 2,425 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $4,661,000 | 6,336 |
| Total debt securities | $4,661,000 | 6,824 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $4,836,000 | 6,825 |
| U.S. Government securities | $4,836,000 | 6,206 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,836,000 | 6,115 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,836,000 | 4,451 |
| Mortgage-backed securities | $4,836,000 | 4,329 |
| Certificates of participation in pools of residential mortgages | $3,631,000 | 4,067 |
| Issued or guaranteed by U.S. | $3,631,000 | 4,054 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,205,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $1,205,000 | 2,418 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $4,836,000 | 6,291 |
| Total debt securities | $4,836,000 | 6,788 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $5,264,000 | 6,808 |
| U.S. Government securities | $5,264,000 | 6,220 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,264,000 | 6,137 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,088,000 | 4,440 |
| Mortgage-backed securities | $5,264,000 | 4,296 |
| Certificates of participation in pools of residential mortgages | $4,066,000 | 4,038 |
| Issued or guaranteed by U.S. | $4,066,000 | 4,027 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,198,000 | 2,807 |
| CMOs issued by government agencies or sponsored agencies | $1,198,000 | 2,435 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $5,264,000 | 6,254 |
| Total debt securities | $5,264,000 | 6,769 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $5,547,000 | 6,809 |
| U.S. Government securities | $5,547,000 | 6,242 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,547,000 | 6,158 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,547,000 | 4,370 |
| Mortgage-backed securities | $5,547,000 | 4,169 |
| Certificates of participation in pools of residential mortgages | $4,354,000 | 3,907 |
| Issued or guaranteed by U.S. | $4,354,000 | 3,894 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,193,000 | 2,750 |
| CMOs issued by government agencies or sponsored agencies | $1,193,000 | 2,421 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $5,547,000 | 6,236 |
| Total debt securities | $5,547,000 | 6,773 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $5,574,000 | 6,790 |
| U.S. Government securities | $5,574,000 | 6,214 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,574,000 | 6,121 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,574,000 | 4,364 |
| Mortgage-backed securities | $5,574,000 | 4,056 |
| Certificates of participation in pools of residential mortgages | $4,389,000 | 3,813 |
| Issued or guaranteed by U.S. | $4,389,000 | 3,803 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,185,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $1,185,000 | 2,337 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $5,574,000 | 6,209 |
| Total debt securities | $5,575,000 | 6,748 |
| 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 | $5,603,000 | 6,848 |
| U.S. Government securities | $5,603,000 | 6,259 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,603,000 | 6,179 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,603,000 | 4,350 |
| Mortgage-backed securities | $5,603,000 | 4,052 |
| Certificates of participation in pools of residential mortgages | $4,432,000 | 3,804 |
| Issued or guaranteed by U.S. | $4,432,000 | 3,793 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,171,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $1,171,000 | 2,336 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $5,603,000 | 6,264 |
| Total debt securities | $5,603,000 | 6,784 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $5,971,000 | 6,770 |
| U.S. Government securities | $5,971,000 | 6,171 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,971,000 | 6,077 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,968,000 | 5,211 |
| Mortgage-backed securities | $5,971,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | $4,786,000 | 3,584 |
| Issued or guaranteed by U.S. | $4,786,000 | 3,568 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,185,000 | 2,662 |
| CMOs issued by government agencies or sponsored agencies | $1,185,000 | 2,326 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,971,000 | 6,208 |
| Total debt securities | $5,970,000 | 6,701 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $6,301,000 | 6,787 |
| U.S. Government securities | $6,301,000 | 6,210 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,301,000 | 6,101 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,968,000 | 5,258 |
| Mortgage-backed securities | $4,299,000 | 4,036 |
| Certificates of participation in pools of residential mortgages | $3,144,000 | 3,853 |
| Issued or guaranteed by U.S. | $3,144,000 | 3,837 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,155,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $1,155,000 | 2,249 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $6,301,000 | 6,163 |
| Total debt securities | $6,301,000 | 6,731 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $5,882,000 | 6,950 |
| U.S. Government securities | $5,882,000 | 6,427 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,882,000 | 6,319 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,001,000 | 5,243 |
| Mortgage-backed securities | $3,387,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $2,232,000 | 4,083 |
| Issued or guaranteed by U.S. | $2,232,000 | 4,070 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,155,000 | 2,505 |
| CMOs issued by government agencies or sponsored agencies | $1,155,000 | 2,206 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $5,882,000 | 6,325 |
| Total debt securities | $5,882,000 | 6,901 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,889,000 | 6,982 |
| U.S. Government securities | $5,889,000 | 6,453 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,889,000 | 6,333 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,005,000 | 5,285 |
| Mortgage-backed securities | $3,412,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $2,269,000 | 4,037 |
| Issued or guaranteed by U.S. | $2,269,000 | 4,025 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,143,000 | 2,481 |
| CMOs issued by government agencies or sponsored agencies | $1,143,000 | 2,193 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $5,889,000 | 6,330 |
| Total debt securities | $5,889,000 | 6,933 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $5,535,000 | 7,100 |
| U.S. Government securities | $5,535,000 | 6,609 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,535,000 | 6,478 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $3,552,000 | 4,085 |
| Certificates of participation in pools of residential mortgages | $2,391,000 | 3,982 |
| Issued or guaranteed by U.S. | $2,391,000 | 3,964 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,161,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $1,161,000 | 2,163 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $5,535,000 | 6,420 |
| Total debt securities | $5,535,000 | 7,055 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $2,942,000 | 7,733 |
| U.S. Government securities | $2,942,000 | 7,420 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,942,000 | 7,293 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $1,952,000 | 4,737 |
| Certificates of participation in pools of residential mortgages | $1,952,000 | 4,203 |
| Issued or guaranteed by U.S. | $1,952,000 | 4,191 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $2,942,000 | 7,015 |
| Total debt securities | $2,942,000 | 7,690 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |