Home > Morganton Savings Bank, S.S.B. > Securities
Morganton Savings Bank, S.S.B., Securities
| 2023-12-31 | Rank | |
| Total securities | $9,528,000 | 4,027 |
| U.S. Government securities | $226,000 | 4,326 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $226,000 | 4,179 |
| Securities issued by states & political subdivisions | $1,072,000 | 3,513 |
| Other domestic debt securities | $8,230,000 | 1,129 |
| 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 | $8,230,000 | 730 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $226,000 | 3,672 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $223,000 | 3,475 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,703 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $9,528,000 | 3,769 |
| Total debt securities | $9,529,000 | 4,002 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $9,361,000 | 4,054 |
| U.S. Government securities | $227,000 | 4,351 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $227,000 | 4,202 |
| Securities issued by states & political subdivisions | $1,051,000 | 3,547 |
| Other domestic debt securities | $8,083,000 | 1,123 |
| 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 | $8,083,000 | 730 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $227,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $223,000 | 3,489 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,697 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $9,361,000 | 3,779 |
| Total debt securities | $9,361,000 | 4,030 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $10,384,000 | 4,047 |
| U.S. Government securities | $241,000 | 4,377 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $241,000 | 4,237 |
| Securities issued by states & political subdivisions | $1,059,000 | 3,587 |
| Other domestic debt securities | $9,084,000 | 1,077 |
| 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 | $9,084,000 | 692 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $241,000 | 3,703 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $236,000 | 3,498 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,695 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $10,384,000 | 3,767 |
| Total debt securities | $10,384,000 | 4,025 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $11,030,000 | 4,092 |
| U.S. Government securities | $249,000 | 4,447 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $249,000 | 4,260 |
| Securities issued by states & political subdivisions | $1,069,000 | 3,643 |
| Other domestic debt securities | $9,712,000 | 1,084 |
| 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 | $9,712,000 | 693 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $249,000 | 3,759 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $243,000 | 3,541 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,732 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $11,030,000 | 3,809 |
| Total debt securities | $11,030,000 | 4,067 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $11,178,000 | 4,117 |
| U.S. Government securities | $255,000 | 4,475 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $255,000 | 4,275 |
| Securities issued by states & political subdivisions | $1,049,000 | 3,676 |
| Other domestic debt securities | $9,874,000 | 1,097 |
| 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 | $9,874,000 | 696 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $255,000 | 3,787 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $249,000 | 3,576 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,753 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $200,000 | 1,774 |
| Available-for-sale securities (fair market value) | $10,978,000 | 3,832 |
| Total debt securities | $11,178,000 | 4,094 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $10,655,000 | 4,171 |
| U.S. Government securities | $280,000 | 4,514 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $280,000 | 4,307 |
| Securities issued by states & political subdivisions | $1,075,000 | 3,705 |
| Other domestic debt securities | $9,300,000 | 1,092 |
| 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 | $9,300,000 | 721 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $280,000 | 3,802 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $280,000 | 3,580 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $200,000 | 1,762 |
| Available-for-sale securities (fair market value) | $10,455,000 | 3,890 |
| Total debt securities | $10,663,000 | 4,147 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $10,650,000 | 4,200 |
| U.S. Government securities | $274,000 | 4,531 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $274,000 | 4,343 |
| Securities issued by states & political subdivisions | $1,076,000 | 3,742 |
| Other domestic debt securities | $9,300,000 | 1,036 |
| 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 | $9,300,000 | 730 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $274,000 | 3,850 |
| Certificates of participation in pools of residential mortgages | $274,000 | 3,693 |
| Issued or guaranteed by U.S. | $274,000 | 3,614 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $200,000 | 1,697 |
| Available-for-sale securities (fair market value) | $10,450,000 | 3,927 |
| Total debt securities | $10,652,000 | 4,181 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $11,073,000 | 4,141 |
| U.S. Government securities | $302,000 | 4,509 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $302,000 | 4,339 |
| Securities issued by states & political subdivisions | $3,669,000 | 3,309 |
| Other domestic debt securities | $7,102,000 | 1,144 |
| 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 | $7,102,000 | 846 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $302,000 | 3,855 |
| Certificates of participation in pools of residential mortgages | $302,000 | 3,697 |
| Issued or guaranteed by U.S. | $302,000 | 3,626 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $11,073,000 | 3,881 |
| Total debt securities | $11,073,000 | 4,122 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $11,265,000 | 4,085 |
| U.S. Government securities | $303,000 | 4,493 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $303,000 | 4,352 |
| Securities issued by states & political subdivisions | $1,874,000 | 3,655 |
| Other domestic debt securities | $8,974,000 | 999 |
| 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 | $8,974,000 | 699 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $303,000 | 3,871 |
| Certificates of participation in pools of residential mortgages | $293,000 | 3,715 |
| Issued or guaranteed by U.S. | $293,000 | 3,633 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $10,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,789 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $200,000 | 1,536 |
| Available-for-sale securities (fair market value) | $10,951,000 | 3,872 |
| Total debt securities | $11,151,000 | 4,073 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $10,713,000 | 4,101 |
| U.S. Government securities | $316,000 | 4,536 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $316,000 | 4,411 |
| Securities issued by states & political subdivisions | $2,782,000 | 3,524 |
| Other domestic debt securities | $7,499,000 | 1,040 |
| 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 | $7,499,000 | 732 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $316,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | $305,000 | 3,755 |
| Issued or guaranteed by U.S. | $305,000 | 3,679 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $11,000 | 2,874 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 2,814 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $200,000 | 1,551 |
| Available-for-sale securities (fair market value) | $10,397,000 | 3,895 |
| Total debt securities | $10,597,000 | 4,088 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $14,594,000 | 3,896 |
| U.S. Government securities | $347,000 | 4,560 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $347,000 | 4,442 |
| Securities issued by states & political subdivisions | $4,121,000 | 3,335 |
| Other domestic debt securities | $8,871,000 | 927 |
| 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 | $8,871,000 | 612 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $347,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $334,000 | 3,758 |
| Issued or guaranteed by U.S. | $334,000 | 3,678 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $13,000 | 2,861 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,808 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $200,000 | 1,535 |
| Available-for-sale securities (fair market value) | $13,139,000 | 3,751 |
| Total debt securities | $13,339,000 | 3,928 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $13,636,000 | 3,867 |
| U.S. Government securities | $372,000 | 4,550 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $372,000 | 4,438 |
| Securities issued by states & political subdivisions | $4,361,000 | 3,284 |
| Other domestic debt securities | $7,352,000 | 971 |
| Privately issued residential mortgage-backed securities | $15,000 | 653 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $7,337,000 | 635 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $387,000 | 3,911 |
| Certificates of participation in pools of residential mortgages | $372,000 | 3,737 |
| Issued or guaranteed by U.S. | $372,000 | 3,654 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $15,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $15,000 | 442 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $200,000 | 1,532 |
| Available-for-sale securities (fair market value) | $11,885,000 | 3,743 |
| Total debt securities | $12,086,000 | 3,929 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $8,606,000 | 4,135 |
| U.S. Government securities | $434,000 | 4,514 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $434,000 | 4,400 |
| Securities issued by states & political subdivisions | $3,261,000 | 3,434 |
| Other domestic debt securities | $3,772,000 | 1,212 |
| 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 | $3,772,000 | 873 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $434,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $416,000 | 3,715 |
| Issued or guaranteed by U.S. | $416,000 | 3,639 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $18,000 | 2,831 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 2,775 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $200,000 | 1,518 |
| Available-for-sale securities (fair market value) | $7,267,000 | 3,997 |
| Total debt securities | $7,465,000 | 4,194 |
| 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 | $7,453,000 | 4,188 |
| U.S. Government securities | $496,000 | 4,525 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $496,000 | 4,408 |
| Securities issued by states & political subdivisions | $2,793,000 | 3,456 |
| Other domestic debt securities | $3,265,000 | 1,220 |
| 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 | $3,265,000 | 871 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $496,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $476,000 | 3,695 |
| Issued or guaranteed by U.S. | $476,000 | 3,616 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $20,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 2,777 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $200,000 | 1,518 |
| Available-for-sale securities (fair market value) | $6,354,000 | 4,032 |
| Total debt securities | $6,552,000 | 4,236 |
| 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 | $8,672,000 | 4,110 |
| U.S. Government securities | $553,000 | 4,550 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $553,000 | 4,428 |
| Securities issued by states & political subdivisions | $3,460,000 | 3,325 |
| Other domestic debt securities | $3,771,000 | 1,114 |
| 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 | $3,771,000 | 798 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $553,000 | 3,895 |
| Certificates of participation in pools of residential mortgages | $528,000 | 3,675 |
| Issued or guaranteed by U.S. | $528,000 | 3,594 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $25,000 | 2,823 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 2,776 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $200,000 | 1,527 |
| Available-for-sale securities (fair market value) | $7,584,000 | 3,952 |
| Total debt securities | $7,785,000 | 4,154 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $8,679,000 | 4,138 |
| U.S. Government securities | $644,000 | 4,600 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $644,000 | 4,483 |
| Securities issued by states & political subdivisions | $3,609,000 | 3,233 |
| Other domestic debt securities | $3,748,000 | 1,063 |
| 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 | $3,748,000 | 725 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $644,000 | 3,895 |
| Certificates of participation in pools of residential mortgages | $614,000 | 3,670 |
| Issued or guaranteed by U.S. | $614,000 | 3,574 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $30,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 2,768 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $200,000 | 1,543 |
| Available-for-sale securities (fair market value) | $7,801,000 | 3,970 |
| Total debt securities | $7,999,000 | 4,170 |
| 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 | $9,551,000 | 4,124 |
| U.S. Government securities | $685,000 | 4,680 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $685,000 | 4,552 |
| Securities issued by states & political subdivisions | $3,663,000 | 3,231 |
| Other domestic debt securities | $3,765,000 | 1,026 |
| 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 | $3,765,000 | 695 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $685,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $648,000 | 3,662 |
| Issued or guaranteed by U.S. | $648,000 | 3,578 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $37,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 2,779 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $200,000 | 1,593 |
| Available-for-sale securities (fair market value) | $7,913,000 | 4,005 |
| Total debt securities | $8,113,000 | 4,214 |
| 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 | $9,860,000 | 4,145 |
| U.S. Government securities | $714,000 | 4,767 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $714,000 | 4,636 |
| Securities issued by states & political subdivisions | $3,993,000 | 3,202 |
| Other domestic debt securities | $3,763,000 | 1,024 |
| 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 | $3,763,000 | 711 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $714,000 | 3,923 |
| Certificates of participation in pools of residential mortgages | $670,000 | 3,688 |
| Issued or guaranteed by U.S. | $670,000 | 3,598 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $44,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 2,789 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $200,000 | 1,658 |
| Available-for-sale securities (fair market value) | $8,270,000 | 4,031 |
| Total debt securities | $8,471,000 | 4,252 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $10,100,000 | 4,192 |
| U.S. Government securities | $746,000 | 4,816 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $746,000 | 4,686 |
| Securities issued by states & political subdivisions | $4,146,000 | 3,216 |
| Other domestic debt securities | $3,756,000 | 1,003 |
| 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 | $3,756,000 | 704 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $746,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $694,000 | 3,685 |
| Issued or guaranteed by U.S. | $694,000 | 3,606 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $52,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 2,782 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $200,000 | 1,701 |
| Available-for-sale securities (fair market value) | $8,448,000 | 4,081 |
| Total debt securities | $8,648,000 | 4,306 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $10,762,000 | 4,193 |
| U.S. Government securities | $827,000 | 4,849 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $827,000 | 4,717 |
| Securities issued by states & political subdivisions | $4,805,000 | 3,160 |
| Other domestic debt securities | $3,729,000 | 1,015 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,729,000 | 708 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $827,000 | 3,935 |
| Certificates of participation in pools of residential mortgages | $767,000 | 3,689 |
| Issued or guaranteed by U.S. | $767,000 | 3,602 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $60,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 2,795 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $200,000 | 1,731 |
| Available-for-sale securities (fair market value) | $9,161,000 | 4,048 |
| Total debt securities | $9,361,000 | 4,284 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $10,611,000 | 4,245 |
| U.S. Government securities | $892,000 | 4,889 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $892,000 | 4,747 |
| Securities issued by states & political subdivisions | $4,806,000 | 3,222 |
| Other domestic debt securities | $3,709,000 | 982 |
| 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 | $3,709,000 | 705 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,204,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $892,000 | 3,931 |
| Certificates of participation in pools of residential mortgages | $824,000 | 3,687 |
| Issued or guaranteed by U.S. | $824,000 | 3,615 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $68,000 | 2,864 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 2,804 |
| 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) | $200,000 | 1,771 |
| Available-for-sale securities (fair market value) | $10,411,000 | 3,984 |
| Total debt securities | $9,406,000 | 4,332 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $10,951,000 | 4,275 |
| U.S. Government securities | $935,000 | 4,959 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $935,000 | 4,821 |
| Securities issued by states & political subdivisions | $4,807,000 | 3,255 |
| Other domestic debt securities | $3,708,000 | 949 |
| 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 | $3,708,000 | 703 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,501,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $935,000 | 3,964 |
| Certificates of participation in pools of residential mortgages | $857,000 | 3,720 |
| Issued or guaranteed by U.S. | $857,000 | 3,691 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $78,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 2,805 |
| 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) | $200,000 | 1,802 |
| Available-for-sale securities (fair market value) | $10,751,000 | 4,012 |
| Total debt securities | $9,449,000 | 4,372 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $11,429,000 | 4,290 |
| U.S. Government securities | $1,065,000 | 4,948 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,065,000 | 4,808 |
| Securities issued by states & political subdivisions | $4,841,000 | 3,297 |
| Other domestic debt securities | $4,064,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $360,000 | 343 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $3,704,000 | 704 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,459,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $1,065,000 | 3,963 |
| Certificates of participation in pools of residential mortgages | $975,000 | 3,724 |
| Issued or guaranteed by U.S. | $975,000 | 3,547 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $90,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 2,817 |
| 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) | $200,000 | 1,830 |
| Available-for-sale securities (fair market value) | $11,229,000 | 4,028 |
| Total debt securities | $9,969,000 | 4,391 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $12,635,000 | 4,221 |
| U.S. Government securities | $1,121,000 | 5,014 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,121,000 | 4,891 |
| Securities issued by states & political subdivisions | $5,045,000 | 3,312 |
| Other domestic debt securities | $5,087,000 | 818 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $387,000 | 337 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $4,700,000 | 643 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,382,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $1,121,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $1,014,000 | 3,762 |
| Issued or guaranteed by U.S. | $1,014,000 | 3,755 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $107,000 | 2,875 |
| CMOs issued by government agencies or sponsored agencies | $107,000 | 2,807 |
| 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) | $201,000 | 1,854 |
| Available-for-sale securities (fair market value) | $12,434,000 | 3,961 |
| Total debt securities | $11,253,000 | 4,333 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $13,200,000 | 4,238 |
| U.S. Government securities | $1,185,000 | 5,052 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,185,000 | 4,934 |
| Securities issued by states & political subdivisions | $5,361,000 | 3,321 |
| Other domestic debt securities | $5,136,000 | 809 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $413,000 | 308 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $4,723,000 | 645 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,518,000 | 421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $1,185,000 | 4,016 |
| Certificates of participation in pools of residential mortgages | $1,054,000 | 3,793 |
| Issued or guaranteed by U.S. | $1,054,000 | 3,787 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $131,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 2,785 |
| 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) | $200,000 | 1,883 |
| Available-for-sale securities (fair market value) | $13,000,000 | 3,969 |
| Total debt securities | $11,682,000 | 4,334 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $13,517,000 | 4,269 |
| U.S. Government securities | $1,271,000 | 5,088 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,271,000 | 4,970 |
| Securities issued by states & political subdivisions | $5,422,000 | 3,352 |
| Other domestic debt securities | $5,165,000 | 824 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $435,000 | 294 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $4,730,000 | 662 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,659,000 | 421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $1,271,000 | 4,038 |
| Certificates of participation in pools of residential mortgages | $1,112,000 | 3,818 |
| Issued or guaranteed by U.S. | $1,112,000 | 3,813 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $159,000 | 2,862 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 2,790 |
| 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) | $201,000 | 1,936 |
| Available-for-sale securities (fair market value) | $13,316,000 | 3,988 |
| Total debt securities | $11,857,000 | 4,368 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $13,497,000 | 4,305 |
| U.S. Government securities | $1,482,000 | 5,102 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,482,000 | 4,978 |
| Securities issued by states & political subdivisions | $5,219,000 | 3,414 |
| Other domestic debt securities | $5,182,000 | 836 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $454,000 | 283 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $4,728,000 | 672 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $1,614,000 | 423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $1,482,000 | 4,030 |
| Certificates of participation in pools of residential mortgages | $1,286,000 | 3,804 |
| Issued or guaranteed by U.S. | $1,286,000 | 3,798 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $196,000 | 2,870 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 2,788 |
| 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) | $201,000 | 1,964 |
| Available-for-sale securities (fair market value) | $13,296,000 | 4,017 |
| Total debt securities | $11,884,000 | 4,413 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $13,873,000 | 4,317 |
| U.S. Government securities | $1,625,000 | 5,138 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,625,000 | 5,013 |
| Securities issued by states & political subdivisions | $5,346,000 | 3,428 |
| Other domestic debt securities | $5,179,000 | 854 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $482,000 | 287 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $4,697,000 | 689 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $1,723,000 | 409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $1,625,000 | 4,050 |
| Certificates of participation in pools of residential mortgages | $1,389,000 | 3,838 |
| Issued or guaranteed by U.S. | $1,389,000 | 3,834 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $236,000 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 2,799 |
| 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) | $201,000 | 2,001 |
| Available-for-sale securities (fair market value) | $13,672,000 | 4,026 |
| Total debt securities | $12,151,000 | 4,441 |
| 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 | $13,712,000 | 4,336 |
| U.S. Government securities | $1,786,000 | 5,127 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,786,000 | 5,003 |
| Securities issued by states & political subdivisions | $5,333,000 | 3,445 |
| Other domestic debt securities | $5,087,000 | 853 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $481,000 | 287 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $4,606,000 | 677 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $1,506,000 | 432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $1,786,000 | 4,034 |
| Certificates of participation in pools of residential mortgages | $1,496,000 | 3,834 |
| Issued or guaranteed by U.S. | $1,496,000 | 3,827 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $290,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 2,751 |
| 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) | $201,000 | 2,025 |
| Available-for-sale securities (fair market value) | $13,511,000 | 4,039 |
| Total debt securities | $12,207,000 | 4,440 |
| 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 | $14,128,000 | 4,321 |
| U.S. Government securities | $2,077,000 | 5,110 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,077,000 | 5,004 |
| Securities issued by states & political subdivisions | $5,514,000 | 3,438 |
| Other domestic debt securities | $5,094,000 | 858 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $469,000 | 290 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $4,625,000 | 691 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $1,443,000 | 456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $2,077,000 | 4,010 |
| Certificates of participation in pools of residential mortgages | $1,704,000 | 3,801 |
| Issued or guaranteed by U.S. | $1,704,000 | 3,798 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $373,000 | 2,819 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 2,733 |
| 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) | $201,000 | 2,052 |
| Available-for-sale securities (fair market value) | $13,927,000 | 4,025 |
| Total debt securities | $12,684,000 | 4,420 |
| 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 | $13,486,000 | 4,457 |
| U.S. Government securities | $3,042,000 | 5,027 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,042,000 | 4,910 |
| Securities issued by states & political subdivisions | $4,222,000 | 3,707 |
| Other domestic debt securities | $4,569,000 | 923 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $467,000 | 293 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,102,000 | 720 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $1,653,000 | 441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $2,254,000 | 4,006 |
| Certificates of participation in pools of residential mortgages | $1,774,000 | 3,806 |
| Issued or guaranteed by U.S. | $1,774,000 | 3,800 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $480,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $480,000 | 2,702 |
| 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) | $4,423,000 | 1,339 |
| Available-for-sale securities (fair market value) | $9,063,000 | 4,506 |
| Total debt securities | $11,834,000 | 4,582 |
| Structured notes | ||
| Amortized cost | $520,000 | 959 |
| Fair value | $538,000 | 955 |
| 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 | $10,790,000 | 4,766 |
| U.S. Government securities | $3,455,000 | 5,043 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,455,000 | 4,937 |
| Securities issued by states & political subdivisions | $1,229,000 | 4,475 |
| Other domestic debt securities | $4,528,000 | 926 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $440,000 | 290 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,088,000 | 723 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,578,000 | 442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $1,980,000 | 4,119 |
| Certificates of participation in pools of residential mortgages | $1,372,000 | 3,969 |
| Issued or guaranteed by U.S. | $1,372,000 | 3,965 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $608,000 | 2,750 |
| CMOs issued by government agencies or sponsored agencies | $608,000 | 2,663 |
| 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) | $1,430,000 | 1,753 |
| Available-for-sale securities (fair market value) | $9,360,000 | 4,537 |
| Total debt securities | $9,206,000 | 4,891 |
| Structured notes | ||
| Amortized cost | $805,000 | 1,039 |
| Fair value | $835,000 | 1,032 |
| 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 | $9,747,000 | 4,921 |
| U.S. Government securities | $3,933,000 | 5,038 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,933,000 | 4,927 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $4,568,000 | 912 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $472,000 | 299 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,096,000 | 719 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,246,000 | 487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $2,222,000 | 4,066 |
| Certificates of participation in pools of residential mortgages | $1,472,000 | 3,957 |
| Issued or guaranteed by U.S. | $1,472,000 | 3,953 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $750,000 | 2,712 |
| CMOs issued by government agencies or sponsored agencies | $750,000 | 2,632 |
| 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) | $201,000 | 2,179 |
| Available-for-sale securities (fair market value) | $9,546,000 | 4,589 |
| Total debt securities | $8,500,000 | 5,031 |
| Structured notes | ||
| Amortized cost | $1,044,000 | 977 |
| Fair value | $1,077,000 | 971 |
| 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 | $10,006,000 | 4,985 |
| U.S. Government securities | $4,180,000 | 5,081 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,180,000 | 4,975 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $4,660,000 | 910 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $460,000 | 311 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,200,000 | 710 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,166,000 | 506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $2,466,000 | 4,075 |
| Certificates of participation in pools of residential mortgages | $1,520,000 | 3,998 |
| Issued or guaranteed by U.S. | $1,520,000 | 3,993 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $946,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $946,000 | 2,574 |
| 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) | $201,000 | 2,186 |
| Available-for-sale securities (fair market value) | $9,805,000 | 4,648 |
| Total debt securities | $8,839,000 | 5,090 |
| Structured notes | ||
| Amortized cost | $1,042,000 | 1,122 |
| Fair value | $1,080,000 | 1,115 |
| 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 | $11,568,000 | 4,910 |
| U.S. Government securities | $5,787,000 | 4,945 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,787,000 | 4,831 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $4,688,000 | 911 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $479,000 | 311 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $4,209,000 | 720 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,093,000 | 527 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $3,317,000 | 3,959 |
| Certificates of participation in pools of residential mortgages | $2,105,000 | 3,884 |
| Issued or guaranteed by U.S. | $2,105,000 | 3,880 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,212,000 | 2,598 |
| CMOs issued by government agencies or sponsored agencies | $1,212,000 | 2,526 |
| 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) | $201,000 | 2,228 |
| Available-for-sale securities (fair market value) | $11,367,000 | 4,566 |
| Total debt securities | $10,475,000 | 5,001 |
| Structured notes | ||
| Amortized cost | $1,832,000 | 1,056 |
| Fair value | $1,848,000 | 1,053 |
| 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 | $9,319,000 | 5,193 |
| U.S. Government securities | $5,153,000 | 5,118 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,153,000 | 5,009 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $4,166,000 | 962 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $479,000 | 320 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,687,000 | 779 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $2,635,000 | 4,181 |
| Certificates of participation in pools of residential mortgages | $2,306,000 | 3,893 |
| Issued or guaranteed by U.S. | $2,306,000 | 3,888 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $329,000 | 3,084 |
| CMOs issued by government agencies or sponsored agencies | $329,000 | 2,982 |
| 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) | $201,000 | 2,229 |
| Available-for-sale securities (fair market value) | $9,118,000 | 4,847 |
| Total debt securities | $9,318,000 | 5,177 |
| Structured notes | ||
| Amortized cost | $1,829,000 | 1,122 |
| Fair value | $1,886,000 | 1,118 |
| 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 | $6,421,000 | 5,595 |
| U.S. Government securities | $5,495,000 | 5,143 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,495,000 | 5,025 |
| Securities issued by states & political subdivisions | $448,000 | 5,021 |
| Other domestic debt securities | $478,000 | 2,042 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $478,000 | 327 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $2,758,000 | 4,238 |
| Certificates of participation in pools of residential mortgages | $2,509,000 | 3,913 |
| Issued or guaranteed by U.S. | $2,509,000 | 3,907 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $249,000 | 3,184 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 3,082 |
| 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) | $6,421,000 | 5,221 |
| Total debt securities | $6,421,000 | 5,574 |
| Structured notes | ||
| Amortized cost | $2,076,000 | 1,045 |
| Fair value | $2,113,000 | 1,041 |
| 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 | $4,746,000 | 5,867 |
| U.S. Government securities | $3,576,000 | 5,544 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,576,000 | 5,447 |
| Securities issued by states & political subdivisions | $693,000 | 4,935 |
| Other domestic debt securities | $477,000 | 2,105 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $477,000 | 333 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $1,646,000 | 4,587 |
| Certificates of participation in pools of residential mortgages | $1,119,000 | 4,460 |
| Issued or guaranteed by U.S. | $1,119,000 | 4,457 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $527,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $527,000 | 2,966 |
| 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) | $250,000 | 2,272 |
| Available-for-sale securities (fair market value) | $4,496,000 | 5,515 |
| Total debt securities | $4,746,000 | 5,846 |
| Structured notes | ||
| Amortized cost | $1,327,000 | 1,449 |
| Fair value | $1,321,000 | 1,450 |
| 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 | $6,965,000 | 5,675 |
| U.S. Government securities | $5,803,000 | 5,270 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,803,000 | 5,150 |
| Securities issued by states & political subdivisions | $694,000 | 4,989 |
| Other domestic debt securities | $468,000 | 2,155 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $468,000 | 354 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $5,571,000 | 3,806 |
| Certificates of participation in pools of residential mortgages | $5,517,000 | 3,334 |
| Issued or guaranteed by U.S. | $5,517,000 | 3,334 |
| 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 | $54,000 | 964 |
| Commercial mortgage pass-through securities | $54,000 | 683 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $250,000 | 2,284 |
| Available-for-sale securities (fair market value) | $6,715,000 | 5,301 |
| Total debt securities | $6,964,000 | 5,656 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $10,650,000 | 5,345 |
| U.S. Government securities | $10,400,000 | 4,595 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $10,400,000 | 4,495 |
| Securities issued by states & political subdivisions | $250,000 | 5,280 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $9,897,000 | 3,199 |
| Certificates of participation in pools of residential mortgages | $9,838,000 | 2,684 |
| Issued or guaranteed by U.S. | $9,838,000 | 2,684 |
| 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 | $59,000 | 950 |
| Commercial mortgage pass-through securities | $59,000 | 679 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $250,000 | 2,299 |
| Available-for-sale securities (fair market value) | $10,400,000 | 4,968 |
| Total debt securities | $10,649,000 | 5,323 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $10,293,000 | 5,397 |
| U.S. Government securities | $10,043,000 | 4,625 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,043,000 | 4,529 |
| Securities issued by states & political subdivisions | $250,000 | 5,339 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $10,043,000 | 3,195 |
| Certificates of participation in pools of residential mortgages | $9,980,000 | 2,664 |
| Issued or guaranteed by U.S. | $9,980,000 | 2,663 |
| 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 | $63,000 | 888 |
| Commercial mortgage pass-through securities | $63,000 | 625 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $250,000 | 2,319 |
| Available-for-sale securities (fair market value) | $10,043,000 | 5,042 |
| Total debt securities | $10,294,000 | 5,371 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $10,879,000 | 5,400 |
| U.S. Government securities | $10,629,000 | 4,585 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,629,000 | 4,488 |
| Securities issued by states & political subdivisions | $250,000 | 5,380 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $10,629,000 | 3,139 |
| Certificates of participation in pools of residential mortgages | $10,561,000 | 2,588 |
| Issued or guaranteed by U.S. | $10,561,000 | 2,585 |
| 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 | $68,000 | 874 |
| Commercial mortgage pass-through securities | $68,000 | 603 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $250,000 | 2,314 |
| Available-for-sale securities (fair market value) | $10,629,000 | 5,036 |
| Total debt securities | $10,880,000 | 5,371 |
| 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 | $8,590,000 | 5,656 |
| U.S. Government securities | $8,340,000 | 4,906 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,340,000 | 4,804 |
| Securities issued by states & political subdivisions | $250,000 | 5,385 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $8,340,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | $8,267,000 | 2,874 |
| Issued or guaranteed by U.S. | $8,267,000 | 2,872 |
| 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 | $73,000 | 846 |
| Commercial mortgage pass-through securities | $73,000 | 603 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $250,000 | 2,256 |
| Available-for-sale securities (fair market value) | $8,340,000 | 5,305 |
| Total debt securities | $8,590,000 | 5,619 |
| 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 | $9,109,000 | 5,650 |
| U.S. Government securities | $8,749,000 | 4,915 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,749,000 | 4,811 |
| Securities issued by states & political subdivisions | $360,000 | 5,318 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $8,749,000 | 3,439 |
| Certificates of participation in pools of residential mortgages | $8,672,000 | 2,848 |
| Issued or guaranteed by U.S. | $8,672,000 | 2,847 |
| 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 | $77,000 | 762 |
| Commercial mortgage pass-through securities | $77,000 | 557 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $360,000 | 2,169 |
| Available-for-sale securities (fair market value) | $8,749,000 | 5,316 |
| Total debt securities | $9,109,000 | 5,613 |
| 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 | $9,827,000 | 5,558 |
| U.S. Government securities | $9,152,000 | 4,825 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,152,000 | 4,726 |
| Securities issued by states & political subdivisions | $675,000 | 5,157 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $9,152,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $9,070,000 | 2,789 |
| Issued or guaranteed by U.S. | $9,070,000 | 2,787 |
| 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 | $82,000 | 651 |
| Commercial mortgage pass-through securities | $82,000 | 486 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $675,000 | 2,035 |
| Available-for-sale securities (fair market value) | $9,152,000 | 5,264 |
| Total debt securities | $9,827,000 | 5,524 |
| 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 | $8,119,000 | 5,868 |
| U.S. Government securities | $7,441,000 | 5,205 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,441,000 | 5,111 |
| Securities issued by states & political subdivisions | $678,000 | 5,176 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $7,441,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $7,346,000 | 3,206 |
| Issued or guaranteed by U.S. | $7,346,000 | 3,205 |
| 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 | $95,000 | 617 |
| Commercial mortgage pass-through securities | $95,000 | 450 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $678,000 | 2,074 |
| Available-for-sale securities (fair market value) | $7,441,000 | 5,563 |
| Total debt securities | $8,120,000 | 5,839 |
| 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 | $8,381,000 | 5,895 |
| U.S. Government securities | $7,699,000 | 5,267 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,699,000 | 5,165 |
| Securities issued by states & political subdivisions | $682,000 | 5,159 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $7,699,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $7,601,000 | 3,188 |
| Issued or guaranteed by U.S. | $7,601,000 | 3,188 |
| 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 | $98,000 | 580 |
| Commercial mortgage pass-through securities | $98,000 | 414 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $682,000 | 2,083 |
| Available-for-sale securities (fair market value) | $7,699,000 | 5,584 |
| Total debt securities | $8,381,000 | 5,868 |
| 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 | $7,550,000 | 6,051 |
| U.S. Government securities | $6,370,000 | 5,616 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,370,000 | 5,502 |
| Securities issued by states & political subdivisions | $1,180,000 | 4,839 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $6,370,000 | 4,038 |
| Certificates of participation in pools of residential mortgages | $6,302,000 | 3,428 |
| Issued or guaranteed by U.S. | $6,302,000 | 3,426 |
| 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 | $68,000 | 559 |
| Commercial mortgage pass-through securities | $68,000 | 396 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,180,000 | 1,945 |
| Available-for-sale securities (fair market value) | $6,370,000 | 5,767 |
| Total debt securities | $7,552,000 | 6,024 |
| 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 | $5,328,000 | 6,358 |
| U.S. Government securities | $4,144,000 | 6,028 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,144,000 | 5,929 |
| Securities issued by states & political subdivisions | $1,184,000 | 4,845 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,144,000 | 4,387 |
| Certificates of participation in pools of residential mortgages | $4,144,000 | 3,804 |
| Issued or guaranteed by U.S. | $4,144,000 | 3,799 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,195,000 | 2,026 |
| Available-for-sale securities (fair market value) | $4,133,000 | 6,071 |
| Total debt securities | $5,328,000 | 6,326 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $3,315,000 | 6,702 |
| U.S. Government securities | $2,459,000 | 6,444 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,459,000 | 6,338 |
| Securities issued by states & political subdivisions | $856,000 | 5,030 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,459,000 | 4,760 |
| Certificates of participation in pools of residential mortgages | $2,459,000 | 4,247 |
| Issued or guaranteed by U.S. | $2,459,000 | 4,232 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $915,000 | 2,165 |
| Available-for-sale securities (fair market value) | $2,400,000 | 6,376 |
| Total debt securities | $3,315,000 | 6,666 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $2,733,000 | 6,874 |
| U.S. Government securities | $2,126,000 | 6,627 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,126,000 | 6,517 |
| Securities issued by states & political subdivisions | $607,000 | 5,172 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,126,000 | 4,829 |
| Certificates of participation in pools of residential mortgages | $2,126,000 | 4,341 |
| Issued or guaranteed by U.S. | $2,126,000 | 4,330 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $607,000 | 2,308 |
| Available-for-sale securities (fair market value) | $2,126,000 | 6,498 |
| Total debt securities | $2,733,000 | 6,840 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $2,189,000 | 7,001 |
| U.S. Government securities | $1,582,000 | 6,782 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,582,000 | 6,683 |
| Securities issued by states & political subdivisions | $607,000 | 5,182 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,582,000 | 4,970 |
| Certificates of participation in pools of residential mortgages | $1,582,000 | 4,517 |
| Issued or guaranteed by U.S. | $1,582,000 | 4,509 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $607,000 | 2,323 |
| Available-for-sale securities (fair market value) | $1,582,000 | 6,620 |
| Total debt securities | $2,189,000 | 6,964 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $732,000 | 7,270 |
| U.S. Government securities | $0 | 7,301 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,211 |
| Securities issued by states & political subdivisions | $732,000 | 5,111 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $732,000 | 2,288 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $732,000 | 7,243 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $733,000 | 7,347 |
| U.S. Government securities | $0 | 7,375 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,288 |
| Securities issued by states & political subdivisions | $733,000 | 5,036 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $733,000 | 2,332 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $733,000 | 7,319 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $733,000 | 7,416 |
| U.S. Government securities | $0 | 7,469 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,387 |
| Securities issued by states & political subdivisions | $733,000 | 5,020 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $733,000 | 2,395 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $733,000 | 7,386 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $1,165,000 | 7,420 |
| U.S. Government securities | $0 | 7,572 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,484 |
| Securities issued by states & political subdivisions | $1,165,000 | 4,746 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,165,000 | 2,259 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $1,165,000 | 7,387 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $1,165,000 | 7,461 |
| U.S. Government securities | $0 | 7,608 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,522 |
| Securities issued by states & political subdivisions | $1,165,000 | 4,779 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,165,000 | 2,310 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $1,165,000 | 7,427 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $1,166,000 | 7,537 |
| U.S. Government securities | $0 | 7,692 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | $1,166,000 | 4,812 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,166,000 | 2,391 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $1,166,000 | 7,497 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $1,319,000 | 7,574 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $1,319,000 | 4,713 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,319,000 | 2,351 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $1,319,000 | 7,533 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $1,684,000 | 7,581 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $1,620,000 | 4,459 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 1,332 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,684,000 | 2,273 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $1,620,000 | 7,548 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $2,769,000 | 7,419 |
| U.S. Government securities | $974,000 | 7,562 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $974,000 | 7,483 |
| Securities issued by states & political subdivisions | $1,731,000 | 4,359 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 1,326 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $974,000 | 5,630 |
| Certificates of participation in pools of residential mortgages | $974,000 | 5,204 |
| Issued or guaranteed by U.S. | $974,000 | 5,190 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,769,000 | 1,994 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $2,705,000 | 7,389 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $4,509,000 | 7,019 |
| U.S. Government securities | $2,462,000 | 7,177 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,462,000 | 7,076 |
| Securities issued by states & political subdivisions | $1,983,000 | 4,214 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 1,471 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,082,000 | 5,530 |
| Certificates of participation in pools of residential mortgages | $1,082,000 | 5,109 |
| Issued or guaranteed by U.S. | $1,082,000 | 5,094 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,509,000 | 1,712 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $4,445,000 | 6,986 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $5,746,000 | 6,821 |
| U.S. Government securities | $2,571,000 | 7,191 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,571,000 | 7,100 |
| Securities issued by states & political subdivisions | $1,984,000 | 4,250 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,191,000 | 950 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,191,000 | 5,493 |
| Certificates of participation in pools of residential mortgages | $1,191,000 | 5,073 |
| Issued or guaranteed by U.S. | $1,191,000 | 5,053 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,618,000 | 1,695 |
| Available-for-sale securities (fair market value) | $1,128,000 | 7,242 |
| Total debt securities | $4,555,000 | 7,026 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $8,650,000 | 6,200 |
| U.S. Government securities | $2,662,000 | 7,180 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,662,000 | 7,078 |
| Securities issued by states & political subdivisions | $4,090,000 | 3,408 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,898,000 | 832 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,282,000 | 5,405 |
| Certificates of participation in pools of residential mortgages | $1,282,000 | 4,963 |
| Issued or guaranteed by U.S. | $1,282,000 | 4,940 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,816,000 | 1,431 |
| Available-for-sale securities (fair market value) | $1,834,000 | 7,129 |
| Total debt securities | $6,752,000 | 6,542 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $9,601,000 | 6,091 |
| U.S. Government securities | $3,607,000 | 7,022 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,607,000 | 6,908 |
| Securities issued by states & political subdivisions | $4,096,000 | 3,391 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,898,000 | 795 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,347,000 | 5,174 |
| Certificates of participation in pools of residential mortgages | $1,347,000 | 4,718 |
| Issued or guaranteed by U.S. | $1,347,000 | 4,698 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,767,000 | 1,388 |
| Available-for-sale securities (fair market value) | $1,834,000 | 7,156 |
| Total debt securities | $7,703,000 | 6,432 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $9,688,000 | 6,133 |
| U.S. Government securities | $3,687,000 | 7,055 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,687,000 | 6,940 |
| Securities issued by states & political subdivisions | $4,103,000 | 3,383 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,898,000 | 779 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,428,000 | 5,026 |
| Certificates of participation in pools of residential mortgages | $1,428,000 | 4,524 |
| Issued or guaranteed by U.S. | $1,428,000 | 4,510 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,854,000 | 1,428 |
| Available-for-sale securities (fair market value) | $1,834,000 | 7,188 |
| Total debt securities | $7,790,000 | 6,478 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $10,169,000 | 6,071 |
| U.S. Government securities | $3,752,000 | 7,084 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,752,000 | 6,958 |
| Securities issued by states & political subdivisions | $4,455,000 | 3,238 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,962,000 | 769 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,494,000 | 4,984 |
| Certificates of participation in pools of residential mortgages | $1,494,000 | 4,472 |
| Issued or guaranteed by U.S. | $1,494,000 | 4,458 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,270,000 | 1,385 |
| Available-for-sale securities (fair market value) | $1,899,000 | 7,211 |
| Total debt securities | $8,207,000 | 6,406 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $11,051,000 | 5,917 |
| U.S. Government securities | $3,818,000 | 7,105 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,818,000 | 6,971 |
| Securities issued by states & political subdivisions | $4,838,000 | 3,129 |
| Other domestic debt securities | $498,000 | 2,326 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $498,000 | 1,739 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,897,000 | 811 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,561,000 | 4,954 |
| Certificates of participation in pools of residential mortgages | $1,561,000 | 4,434 |
| Issued or guaranteed by U.S. | $1,561,000 | 4,417 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,217,000 | 1,339 |
| Available-for-sale securities (fair market value) | $1,834,000 | 7,244 |
| Total debt securities | $9,154,000 | 6,244 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $11,191,000 | 5,939 |
| U.S. Government securities | $4,007,000 | 7,085 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,007,000 | 6,955 |
| Securities issued by states & political subdivisions | $4,790,000 | 3,184 |
| Other domestic debt securities | $497,000 | 2,354 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $497,000 | 1,787 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,897,000 | 824 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,751,000 | 4,858 |
| Certificates of participation in pools of residential mortgages | $1,751,000 | 4,326 |
| Issued or guaranteed by U.S. | $1,751,000 | 4,311 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,357,000 | 1,370 |
| Available-for-sale securities (fair market value) | $1,834,000 | 7,281 |
| Total debt securities | $9,294,000 | 6,258 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $10,909,000 | 6,019 |
| U.S. Government securities | $4,671,000 | 6,965 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,671,000 | 6,834 |
| Securities issued by states & political subdivisions | $3,845,000 | 3,470 |
| Other domestic debt securities | $495,000 | 2,389 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $495,000 | 1,825 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,898,000 | 833 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,919,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $1,919,000 | 4,236 |
| Issued or guaranteed by U.S. | $1,919,000 | 4,215 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,075,000 | 1,424 |
| Available-for-sale securities (fair market value) | $1,834,000 | 7,331 |
| Total debt securities | $9,011,000 | 6,357 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $9,858,000 | 6,264 |
| U.S. Government securities | $4,806,000 | 6,974 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,806,000 | 6,836 |
| Securities issued by states & political subdivisions | $2,796,000 | 3,873 |
| Other domestic debt securities | $494,000 | 2,418 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $494,000 | 1,866 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,762,000 | 837 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,553,000 | 4,974 |
| Certificates of participation in pools of residential mortgages | $1,553,000 | 4,455 |
| Issued or guaranteed by U.S. | $1,553,000 | 4,435 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,160,000 | 1,533 |
| Available-for-sale securities (fair market value) | $1,698,000 | 7,392 |
| Total debt securities | $8,096,000 | 6,588 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $9,577,000 | 6,380 |
| U.S. Government securities | $4,790,000 | 7,002 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,790,000 | 6,862 |
| Securities issued by states & political subdivisions | $2,597,000 | 4,000 |
| Other domestic debt securities | $492,000 | 2,499 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $492,000 | 1,972 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,698,000 | 876 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,684,000 | 4,938 |
| Certificates of participation in pools of residential mortgages | $1,684,000 | 4,397 |
| Issued or guaranteed by U.S. | $1,684,000 | 4,382 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,879,000 | 1,582 |
| Available-for-sale securities (fair market value) | $1,698,000 | 7,438 |
| Total debt securities | $7,879,000 | 6,711 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $9,994,000 | 6,337 |
| U.S. Government securities | $5,470,000 | 6,814 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,470,000 | 6,668 |
| Securities issued by states & political subdivisions | $2,825,000 | 3,906 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,699,000 | 900 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,810,000 | 4,900 |
| Certificates of participation in pools of residential mortgages | $1,810,000 | 4,353 |
| Issued or guaranteed by U.S. | $1,810,000 | 4,334 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,295,000 | 1,578 |
| Available-for-sale securities (fair market value) | $1,699,000 | 7,485 |
| Total debt securities | $8,295,000 | 6,647 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $11,179,000 | 6,098 |
| U.S. Government securities | $6,648,000 | 6,446 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,648,000 | 6,324 |
| Securities issued by states & political subdivisions | $2,832,000 | 3,902 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,699,000 | 908 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,986,000 | 4,846 |
| Certificates of participation in pools of residential mortgages | $1,986,000 | 4,298 |
| Issued or guaranteed by U.S. | $1,986,000 | 4,283 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,480,000 | 1,480 |
| Available-for-sale securities (fair market value) | $1,699,000 | 7,503 |
| Total debt securities | $9,480,000 | 6,383 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $11,603,000 | 6,041 |
| U.S. Government securities | $6,905,000 | 6,443 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,905,000 | 6,313 |
| Securities issued by states & political subdivisions | $2,838,000 | 3,877 |
| Other domestic debt securities | $75,000 | 3,257 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $75,000 | 2,724 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,785,000 | 900 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,240,000 | 4,804 |
| Certificates of participation in pools of residential mortgages | $2,240,000 | 4,230 |
| Issued or guaranteed by U.S. | $2,240,000 | 4,214 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,818,000 | 1,464 |
| Available-for-sale securities (fair market value) | $1,785,000 | 7,523 |
| Total debt securities | $9,818,000 | 6,344 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $12,666,000 | 5,905 |
| U.S. Government securities | $7,862,000 | 6,222 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,862,000 | 6,072 |
| Securities issued by states & political subdivisions | $2,843,000 | 3,867 |
| Other domestic debt securities | $176,000 | 3,166 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $176,000 | 2,682 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,785,000 | 942 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,443,000 | 4,781 |
| Certificates of participation in pools of residential mortgages | $2,443,000 | 4,203 |
| Issued or guaranteed by U.S. | $2,443,000 | 4,191 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,881,000 | 1,415 |
| Available-for-sale securities (fair market value) | $1,785,000 | 7,607 |
| Total debt securities | $10,881,000 | 6,208 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $13,236,000 | 5,830 |
| U.S. Government securities | $8,584,000 | 6,035 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,584,000 | 5,885 |
| Securities issued by states & political subdivisions | $2,549,000 | 4,031 |
| Other domestic debt securities | $318,000 | 2,974 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $318,000 | 2,523 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,785,000 | 981 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,676,000 | 4,743 |
| Certificates of participation in pools of residential mortgages | $2,676,000 | 4,152 |
| Issued or guaranteed by U.S. | $2,676,000 | 4,140 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,451,000 | 1,378 |
| Available-for-sale securities (fair market value) | $1,785,000 | 7,631 |
| Total debt securities | $11,451,000 | 6,125 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $13,642,000 | 5,771 |
| U.S. Government securities | $8,983,000 | 5,940 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,983,000 | 5,785 |
| Securities issued by states & political subdivisions | $2,555,000 | 4,023 |
| Other domestic debt securities | $319,000 | 3,007 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $319,000 | 2,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,785,000 | 987 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,910,000 | 4,668 |
| Certificates of participation in pools of residential mortgages | $2,910,000 | 4,069 |
| Issued or guaranteed by U.S. | $2,910,000 | 4,059 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,857,000 | 1,362 |
| Available-for-sale securities (fair market value) | $1,785,000 | 7,661 |
| Total debt securities | $11,857,000 | 6,063 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $14,875,000 | 5,590 |
| U.S. Government securities | $9,625,000 | 5,857 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,625,000 | 5,699 |
| Securities issued by states & political subdivisions | $2,560,000 | 4,043 |
| Other domestic debt securities | $690,000 | 2,692 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $690,000 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000,000 | 959 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,220,000 | 4,599 |
| Certificates of participation in pools of residential mortgages | $3,220,000 | 3,987 |
| Issued or guaranteed by U.S. | $3,220,000 | 3,978 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,875,000 | 1,295 |
| Available-for-sale securities (fair market value) | $2,000,000 | 7,681 |
| Total debt securities | $12,875,000 | 5,900 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $12,502,000 | 6,023 |
| U.S. Government securities | $8,548,000 | 6,102 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,548,000 | 5,941 |
| Securities issued by states & political subdivisions | $1,710,000 | 4,554 |
| Other domestic debt securities | $244,000 | 3,369 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $244,000 | 2,915 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000,000 | 1,042 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,210,000 | 4,685 |
| Certificates of participation in pools of residential mortgages | $3,210,000 | 4,056 |
| Issued or guaranteed by U.S. | $3,210,000 | 4,047 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,502,000 | 1,409 |
| Available-for-sale securities (fair market value) | $2,000,000 | 7,684 |
| Total debt securities | $10,502,000 | 6,375 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $9,566,000 | 6,714 |
| U.S. Government securities | $4,966,000 | 7,250 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,966,000 | 7,068 |
| Securities issued by states & political subdivisions | $1,745,000 | 4,565 |
| Other domestic debt securities | $855,000 | 2,710 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $855,000 | 2,401 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,447,000 | 4,952 |
| Certificates of participation in pools of residential mortgages | $2,447,000 | 4,359 |
| Issued or guaranteed by U.S. | $2,447,000 | 4,339 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,566,000 | 1,507 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $7,566,000 | 7,101 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $9,810,000 | 6,590 |
| U.S. Government securities | $4,176,000 | 7,389 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,176,000 | 7,206 |
| Securities issued by states & political subdivisions | $2,274,000 | 4,249 |
| Other domestic debt securities | $1,360,000 | 2,435 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,360,000 | 2,135 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,176,000 | 5,654 |
| Certificates of participation in pools of residential mortgages | $1,176,000 | 5,140 |
| Issued or guaranteed by U.S. | $1,176,000 | 5,118 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,810,000 | 1,478 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $7,810,000 | 6,954 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $14,217,000 | 5,631 |
| U.S. Government securities | $7,837,000 | 6,159 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,837,000 | 5,982 |
| Securities issued by states & political subdivisions | $2,611,000 | 4,034 |
| Other domestic debt securities | $1,769,000 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,769,000 | 1,991 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000,000 | 1,101 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,629,000 | 5,511 |
| Certificates of participation in pools of residential mortgages | $1,629,000 | 4,894 |
| Issued or guaranteed by U.S. | $1,629,000 | 4,875 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| 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) | $14,217,000 | 1,160 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $12,217,000 | 5,920 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $16,192,000 | 5,307 |
| U.S. Government securities | $9,923,000 | 5,597 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,923,000 | 5,414 |
| Securities issued by states & political subdivisions | $2,169,000 | 4,189 |
| Other domestic debt securities | $2,600,000 | 1,960 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,600,000 | 1,678 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,500,000 | 1,198 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,184,000 | 5,227 |
| Certificates of participation in pools of residential mortgages | $2,184,000 | 4,559 |
| Issued or guaranteed by U.S. | $2,184,000 | 4,543 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| 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) | $16,192,000 | 1,079 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $14,692,000 | 5,443 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $12,827,000 | 5,885 |
| U.S. Government securities | $7,896,000 | 6,193 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,896,000 | 6,001 |
| Securities issued by states & political subdivisions | $921,000 | 5,273 |
| Other domestic debt securities | $2,010,000 | 2,208 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,010,000 | 1,921 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000,000 | 1,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $978,000 | 5,955 |
| Certificates of participation in pools of residential mortgages | $978,000 | 5,372 |
| Issued or guaranteed by U.S. | $978,000 | 5,354 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,827,000 | 1,296 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $10,827,000 | 6,232 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $10,462,000 | 6,404 |
| U.S. Government securities | $8,085,000 | 6,083 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,085,000 | 5,848 |
| Securities issued by states & political subdivisions | $365,000 | 6,164 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,012,000 | 1,037 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| 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) | $8,450,000 | 1,721 |
| Available-for-sale securities (fair market value) | $2,012,000 | 7,922 |
| Total debt securities | $8,450,000 | 6,797 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $13,382,000 | 5,903 |
| U.S. Government securities | $12,657,000 | 5,112 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,657,000 | 4,782 |
| Securities issued by states & political subdivisions | $660,000 | 5,829 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $65,000 | 7,184 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| 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) | $13,382,000 | 1,562 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $13,317,000 | 5,791 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $8,904,000 | 7,405 |
| U.S. Government securities | $8,173,000 | 6,717 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,173,000 | 6,179 |
| Securities issued by states & political subdivisions | $660,000 | 6,125 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $71,000 | 7,080 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $8,904,000 | 2,260 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $8,833,000 | 7,305 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $6,469,000 | 8,214 |
| U.S. Government securities | $5,499,000 | 7,812 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,499,000 | 6,963 |
| Securities issued by states & political subdivisions | $601,000 | 6,392 |
| Other domestic debt securities | $298,000 | 3,021 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $298,000 | 2,509 |
| Foreign debt securities | NA | NA |
| Equity securities | $71,000 | 6,832 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,469,000 | 2,996 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $6,398,000 | 8,117 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $9,272,000 | 7,642 |
| U.S. Government securities | $6,500,000 | 7,878 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,500,000 | 6,594 |
| Securities issued by states & political subdivisions | $712,000 | 6,334 |
| Other domestic debt securities | $1,989,000 | 1,383 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,989,000 | 1,100 |
| Foreign debt securities | NA | NA |
| Equity securities | $71,000 | 6,750 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,272,000 | 2,941 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $9,201,000 | 7,533 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,627,000 | 7,721 |
| U.S. Government securities | $5,999,000 | 8,671 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,999,000 | 7,129 |
| Securities issued by states & political subdivisions | $1,646,000 | 5,171 |
| Other domestic debt securities | $2,977,000 | 1,210 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,977,000 | 883 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,234 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| 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) | $10,627,000 | 3,044 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $10,622,000 | 7,588 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $12,124,000 | 7,553 |
| U.S. Government securities | $8,488,000 | 7,958 |
| U.S. Treasury securities | $4,000,000 | 5,273 |
| U.S. Government agency obligations | $4,488,000 | 8,021 |
| Securities issued by states & political subdivisions | $646,000 | 7,004 |
| Other domestic debt securities | $2,985,000 | 1,451 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,985,000 | 1,098 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,363 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,124,000 | 2,966 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $12,119,000 | 7,415 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $17,473,000 | 6,470 |
| U.S. Government securities | $7,974,000 | 8,672 |
| U.S. Treasury securities | $6,497,000 | 4,676 |
| U.S. Government agency obligations | $1,477,000 | 10,434 |
| Securities issued by states & political subdivisions | $1,316,000 | 6,117 |
| Other domestic debt securities | $8,178,000 | 854 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,178,000 | 625 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,528 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $17,473,000 | 3,837 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $17,468,000 | 6,362 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $14,852,000 | 7,447 |
| U.S. Government securities | $7,000,000 | 9,425 |
| U.S. Treasury securities | $5,500,000 | 5,376 |
| U.S. Government agency obligations | $1,500,000 | 10,702 |
| Securities issued by states & political subdivisions | $1,142,000 | 6,546 |
| Other domestic debt securities | $6,705,000 | 1,153 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,705,000 | 848 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,576 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,847,000 | 7,302 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $10,414,000 | 8,980 |
| U.S. Government securities | $4,991,000 | 10,806 |
| U.S. Treasury securities | $2,000,000 | 8,834 |
| U.S. Government agency obligations | $2,991,000 | 9,577 |
| Securities issued by states & political subdivisions | $713,000 | 7,183 |
| Other domestic debt securities | $4,705,000 | 1,772 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,705,000 | 1,260 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,522 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,409,000 | 8,847 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |