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Mutual Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $83,316,000 | 1,936 |
| U.S. Government securities | $31,280,000 | 2,428 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $31,280,000 | 2,116 |
| Securities issued by states & political subdivisions | $48,762,000 | 906 |
| Other domestic debt securities | $3,324,000 | 1,539 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $324,000 | 675 |
| Other domestic debt securities - All other | $3,000,000 | 1,164 |
| 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 | $34,605,000 | 1,828 |
| Mortgage-backed securities | $23,152,000 | 1,910 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,458,000 | 1,874 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $914,000 | 2,198 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $9,780,000 | 524 |
| Held to maturity securities (book value) | $3,000,000 | 1,292 |
| Available-for-sale securities (fair market value) | $80,366,000 | 1,774 |
| Total debt securities | $83,366,000 | 1,921 |
| Structured notes | ||
| Amortized cost | $500,000 | 939 |
| Fair value | $406,000 | 1,032 |
| 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 | $79,794,000 | 1,971 |
| U.S. Government securities | $31,550,000 | 2,405 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $31,550,000 | 2,091 |
| Securities issued by states & political subdivisions | $44,885,000 | 953 |
| Other domestic debt securities | $3,409,000 | 1,514 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $409,000 | 650 |
| Other domestic debt securities - All other | $3,000,000 | 1,160 |
| 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 | $34,959,000 | 1,765 |
| Mortgage-backed securities | $23,704,000 | 1,862 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,197,000 | 1,853 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 2,149 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $10,539,000 | 499 |
| Held to maturity securities (book value) | $3,000,000 | 1,316 |
| Available-for-sale securities (fair market value) | $76,844,000 | 1,789 |
| Total debt securities | $79,844,000 | 1,957 |
| Structured notes | ||
| Amortized cost | $500,000 | 962 |
| Fair value | $402,000 | 1,046 |
| 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 | $83,798,000 | 1,955 |
| U.S. Government securities | $32,467,000 | 2,418 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $32,467,000 | 2,098 |
| Securities issued by states & political subdivisions | $47,948,000 | 947 |
| Other domestic debt securities | $3,433,000 | 1,522 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $433,000 | 636 |
| Other domestic debt securities - All other | $3,000,000 | 1,180 |
| 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 | $35,900,000 | 1,719 |
| Mortgage-backed securities | $24,206,000 | 1,882 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,986,000 | 1,845 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,049,000 | 2,118 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $10,171,000 | 510 |
| Held to maturity securities (book value) | $3,000,000 | 1,331 |
| Available-for-sale securities (fair market value) | $80,848,000 | 1,784 |
| Total debt securities | $83,848,000 | 1,942 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,012 |
| Fair value | $410,000 | 1,095 |
| 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 | $85,305,000 | 2,010 |
| U.S. Government securities | $33,645,000 | 2,459 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $33,645,000 | 2,068 |
| Securities issued by states & political subdivisions | $48,217,000 | 983 |
| Other domestic debt securities | $3,493,000 | 1,553 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $493,000 | 612 |
| Other domestic debt securities - All other | $3,000,000 | 1,207 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,794,000 | 1,592 |
| Mortgage-backed securities | $25,099,000 | 1,899 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,327,000 | 1,880 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,153,000 | 2,124 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $10,619,000 | 510 |
| Held to maturity securities (book value) | $3,000,000 | 1,373 |
| Available-for-sale securities (fair market value) | $82,355,000 | 1,837 |
| Total debt securities | $85,355,000 | 1,997 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,040 |
| Fair value | $435,000 | 1,110 |
| 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 | $85,571,000 | 2,035 |
| U.S. Government securities | $33,738,000 | 2,463 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $33,738,000 | 2,069 |
| Securities issued by states & political subdivisions | $51,283,000 | 961 |
| Other domestic debt securities | $550,000 | 2,204 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $550,000 | 619 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $25,369,000 | 1,903 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,443,000 | 1,886 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,226,000 | 2,128 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $10,700,000 | 505 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $85,571,000 | 1,818 |
| Total debt securities | $85,571,000 | 2,020 |
| 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 | $85,044,000 | 2,041 |
| U.S. Government securities | $35,502,000 | 2,428 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $35,502,000 | 2,040 |
| Securities issued by states & political subdivisions | $49,542,000 | 991 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $26,985,000 | 1,861 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,844,000 | 1,881 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,327,000 | 2,116 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $11,814,000 | 496 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $85,044,000 | 1,833 |
| Total debt securities | $85,043,000 | 2,029 |
| 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 | $84,454,000 | 2,076 |
| U.S. Government securities | $34,848,000 | 2,475 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $34,848,000 | 2,094 |
| Securities issued by states & political subdivisions | $49,606,000 | 1,019 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $28,140,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $14,518,000 | 1,934 |
| Issued or guaranteed by U.S. | $14,518,000 | 1,891 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,460,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $1,460,000 | 2,109 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $12,162,000 | 799 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $12,162,000 | 538 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $84,454,000 | 1,907 |
| Total debt securities | $84,454,000 | 2,064 |
| 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 | $92,361,000 | 1,940 |
| U.S. Government securities | $38,334,000 | 2,310 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $38,334,000 | 1,999 |
| Securities issued by states & political subdivisions | $54,027,000 | 971 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $31,262,000 | 1,811 |
| Certificates of participation in pools of residential mortgages | $16,221,000 | 1,868 |
| Issued or guaranteed by U.S. | $16,221,000 | 1,830 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,652,000 | 2,130 |
| CMOs issued by government agencies or sponsored agencies | $1,652,000 | 2,064 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $13,389,000 | 772 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $13,389,000 | 519 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $92,361,000 | 1,786 |
| Total debt securities | $92,362,000 | 1,925 |
| 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 | $84,661,000 | 1,983 |
| U.S. Government securities | $36,024,000 | 2,246 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $36,024,000 | 2,025 |
| Securities issued by states & political subdivisions | $48,637,000 | 1,104 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $31,608,000 | 1,811 |
| Certificates of participation in pools of residential mortgages | $12,761,000 | 2,076 |
| Issued or guaranteed by U.S. | $12,761,000 | 2,015 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,894,000 | 2,068 |
| CMOs issued by government agencies or sponsored agencies | $1,894,000 | 2,011 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $16,953,000 | 672 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $16,953,000 | 444 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $84,661,000 | 1,854 |
| Total debt securities | $84,662,000 | 1,967 |
| 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 | $81,004,000 | 1,976 |
| U.S. Government securities | $37,636,000 | 2,112 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $37,636,000 | 1,952 |
| Securities issued by states & political subdivisions | $43,368,000 | 1,195 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $33,183,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $13,522,000 | 2,026 |
| Issued or guaranteed by U.S. | $13,522,000 | 1,972 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,181,000 | 2,016 |
| CMOs issued by government agencies or sponsored agencies | $2,181,000 | 1,964 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $17,480,000 | 651 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $17,480,000 | 429 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $81,004,000 | 1,853 |
| Total debt securities | $81,003,000 | 1,964 |
| 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 | $76,920,000 | 1,993 |
| U.S. Government securities | $35,084,000 | 2,136 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $35,084,000 | 1,980 |
| Securities issued by states & political subdivisions | $41,836,000 | 1,197 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $32,525,000 | 1,725 |
| Certificates of participation in pools of residential mortgages | $12,116,000 | 2,098 |
| Issued or guaranteed by U.S. | $12,116,000 | 2,042 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,470,000 | 1,925 |
| CMOs issued by government agencies or sponsored agencies | $2,470,000 | 1,874 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $17,939,000 | 625 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $17,939,000 | 414 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $76,920,000 | 1,869 |
| Total debt securities | $76,920,000 | 1,974 |
| 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 | $66,938,000 | 2,050 |
| U.S. Government securities | $31,447,000 | 2,130 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $31,447,000 | 2,002 |
| Securities issued by states & political subdivisions | $35,491,000 | 1,305 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $28,947,000 | 1,779 |
| Certificates of participation in pools of residential mortgages | $12,847,000 | 1,967 |
| Issued or guaranteed by U.S. | $12,847,000 | 1,913 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,896,000 | 1,810 |
| CMOs issued by government agencies or sponsored agencies | $2,896,000 | 1,766 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $13,204,000 | 710 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $13,204,000 | 460 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $66,938,000 | 1,931 |
| Total debt securities | $66,939,000 | 2,032 |
| 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 | $59,291,000 | 2,084 |
| U.S. Government securities | $23,050,000 | 2,374 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $23,050,000 | 2,250 |
| Securities issued by states & political subdivisions | $36,241,000 | 1,241 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $23,050,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $5,586,000 | 2,614 |
| Issued or guaranteed by U.S. | $5,586,000 | 2,543 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,712,000 | 1,707 |
| CMOs issued by government agencies or sponsored agencies | $3,712,000 | 1,663 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $13,752,000 | 651 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $13,752,000 | 430 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $59,291,000 | 1,956 |
| Total debt securities | $59,292,000 | 2,066 |
| 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 | $47,200,000 | 2,310 |
| U.S. Government securities | $19,877,000 | 2,492 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $19,877,000 | 2,371 |
| Securities issued by states & political subdivisions | $27,323,000 | 1,433 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $19,877,000 | 1,996 |
| Certificates of participation in pools of residential mortgages | $9,502,000 | 2,117 |
| Issued or guaranteed by U.S. | $9,502,000 | 2,053 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,696,000 | 1,597 |
| CMOs issued by government agencies or sponsored agencies | $4,696,000 | 1,558 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $5,679,000 | 994 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $5,679,000 | 655 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $47,200,000 | 2,155 |
| Total debt securities | $47,200,000 | 2,287 |
| 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 | $46,289,000 | 2,281 |
| U.S. Government securities | $19,679,000 | 2,513 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $19,679,000 | 2,383 |
| Securities issued by states & political subdivisions | $26,610,000 | 1,369 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $19,679,000 | 2,008 |
| Certificates of participation in pools of residential mortgages | $8,921,000 | 2,147 |
| Issued or guaranteed by U.S. | $8,921,000 | 2,090 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,882,000 | 1,493 |
| CMOs issued by government agencies or sponsored agencies | $5,882,000 | 1,456 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,876,000 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $4,876,000 | 660 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $46,289,000 | 2,122 |
| Total debt securities | $46,289,000 | 2,256 |
| 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 | $40,321,000 | 2,410 |
| U.S. Government securities | $23,250,000 | 2,322 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $23,250,000 | 2,205 |
| Securities issued by states & political subdivisions | $17,071,000 | 1,742 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $23,250,000 | 1,852 |
| Certificates of participation in pools of residential mortgages | $11,583,000 | 1,894 |
| Issued or guaranteed by U.S. | $11,583,000 | 1,839 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $6,888,000 | 1,406 |
| CMOs issued by government agencies or sponsored agencies | $6,888,000 | 1,369 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $4,779,000 | 1,014 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $4,779,000 | 659 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $40,321,000 | 2,244 |
| Total debt securities | $40,320,000 | 2,391 |
| 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 | $36,724,000 | 2,568 |
| U.S. Government securities | $24,989,000 | 2,293 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $24,989,000 | 2,161 |
| Securities issued by states & political subdivisions | $11,735,000 | 2,120 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $24,989,000 | 1,734 |
| Certificates of participation in pools of residential mortgages | $12,713,000 | 1,758 |
| Issued or guaranteed by U.S. | $12,713,000 | 1,712 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,451,000 | 1,344 |
| CMOs issued by government agencies or sponsored agencies | $7,451,000 | 1,308 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $4,825,000 | 993 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $4,825,000 | 625 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $36,724,000 | 2,387 |
| Total debt securities | $36,723,000 | 2,551 |
| 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 | $37,711,000 | 2,539 |
| U.S. Government securities | $16,323,000 | 2,864 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $16,323,000 | 2,707 |
| Securities issued by states & political subdivisions | $11,245,000 | 2,190 |
| Other domestic debt securities | $10,143,000 | 643 |
| Privately issued residential mortgage-backed securities | $8,133,000 | 177 |
| Commercial mortgage-backed securities - Total | $2,010,000 | 142 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $26,466,000 | 1,646 |
| Certificates of participation in pools of residential mortgages | $13,296,000 | 1,713 |
| Issued or guaranteed by U.S. | $13,296,000 | 1,660 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,133,000 | 1,304 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $8,133,000 | 115 |
| Commercial mortgage-backed securities | $5,037,000 | 963 |
| Commercial mortgage pass-through securities | $2,010,000 | 893 |
| Other commercial mortgage-backed securities | $3,027,000 | 709 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $37,711,000 | 2,357 |
| Total debt securities | $37,710,000 | 2,521 |
| 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 | $20,806,000 | 3,405 |
| U.S. Government securities | $6,977,000 | 3,870 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,977,000 | 3,711 |
| Securities issued by states & political subdivisions | $7,175,000 | 2,731 |
| Other domestic debt securities | $6,654,000 | 774 |
| Privately issued residential mortgage-backed securities | $6,654,000 | 179 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $13,631,000 | 2,319 |
| Certificates of participation in pools of residential mortgages | $3,946,000 | 2,802 |
| Issued or guaranteed by U.S. | $3,946,000 | 2,723 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $6,654,000 | 1,433 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $6,654,000 | 130 |
| Commercial mortgage-backed securities | $3,031,000 | 1,144 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $3,031,000 | 673 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $20,806,000 | 3,168 |
| Total debt securities | $20,805,000 | 3,384 |
| 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 | $18,231,000 | 3,641 |
| U.S. Government securities | $6,145,000 | 4,021 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,145,000 | 3,857 |
| Securities issued by states & political subdivisions | $5,128,000 | 3,112 |
| Other domestic debt securities | $6,958,000 | 751 |
| Privately issued residential mortgage-backed securities | $6,958,000 | 174 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $13,103,000 | 2,345 |
| Certificates of participation in pools of residential mortgages | $4,185,000 | 2,782 |
| Issued or guaranteed by U.S. | $4,185,000 | 2,702 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,958,000 | 1,403 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $6,958,000 | 124 |
| Commercial mortgage-backed securities | $1,960,000 | 1,245 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $1,960,000 | 731 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $18,231,000 | 3,369 |
| Total debt securities | $18,232,000 | 3,619 |
| 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 | $18,085,000 | 3,679 |
| U.S. Government securities | $5,365,000 | 4,154 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,365,000 | 4,008 |
| Securities issued by states & political subdivisions | $5,504,000 | 3,100 |
| Other domestic debt securities | $7,216,000 | 718 |
| Privately issued residential mortgage-backed securities | $7,216,000 | 158 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $12,581,000 | 2,401 |
| Certificates of participation in pools of residential mortgages | $4,380,000 | 2,745 |
| Issued or guaranteed by U.S. | $4,380,000 | 2,697 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,216,000 | 1,369 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $7,216,000 | 124 |
| Commercial mortgage-backed securities | $985,000 | 1,440 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $985,000 | 857 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $18,085,000 | 3,403 |
| Total debt securities | $18,085,000 | 3,655 |
| 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 | $17,759,000 | 3,740 |
| U.S. Government securities | $4,576,000 | 4,313 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,576,000 | 4,169 |
| Securities issued by states & political subdivisions | $5,695,000 | 3,103 |
| Other domestic debt securities | $7,488,000 | 674 |
| Privately issued residential mortgage-backed securities | $7,488,000 | 129 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $12,064,000 | 2,448 |
| Certificates of participation in pools of residential mortgages | $4,576,000 | 2,746 |
| Issued or guaranteed by U.S. | $4,576,000 | 2,729 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,488,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $7,488,000 | 116 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $17,759,000 | 3,457 |
| Total debt securities | $17,760,000 | 3,719 |
| 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 | $14,306,000 | 4,037 |
| U.S. Government securities | $3,865,000 | 4,460 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,865,000 | 4,299 |
| Securities issued by states & political subdivisions | $6,041,000 | 3,097 |
| Other domestic debt securities | $4,400,000 | 1,006 |
| Privately issued residential mortgage-backed securities | $4,400,000 | 308 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $8,265,000 | 2,823 |
| Certificates of participation in pools of residential mortgages | $3,865,000 | 2,934 |
| Issued or guaranteed by U.S. | $3,865,000 | 2,787 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,400,000 | 1,655 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $4,400,000 | 158 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $14,306,000 | 3,755 |
| Total debt securities | $14,307,000 | 4,012 |
| 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 | $12,578,000 | 4,230 |
| U.S. Government securities | $2,076,000 | 4,823 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,076,000 | 4,687 |
| Securities issued by states & political subdivisions | $5,782,000 | 3,196 |
| Other domestic debt securities | $4,720,000 | 847 |
| Privately issued residential mortgage-backed securities | $4,720,000 | 161 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $6,796,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $2,076,000 | 3,406 |
| Issued or guaranteed by U.S. | $2,076,000 | 3,400 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,720,000 | 1,605 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $4,720,000 | 151 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $12,578,000 | 3,946 |
| Total debt securities | $12,578,000 | 4,206 |
| 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 | $13,544,000 | 4,215 |
| U.S. Government securities | $2,266,000 | 4,839 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,266,000 | 4,720 |
| Securities issued by states & political subdivisions | $6,156,000 | 3,197 |
| Other domestic debt securities | $5,122,000 | 810 |
| Privately issued residential mortgage-backed securities | $5,122,000 | 159 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $7,388,000 | 2,953 |
| Certificates of participation in pools of residential mortgages | $2,266,000 | 3,396 |
| Issued or guaranteed by U.S. | $2,266,000 | 3,390 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,122,000 | 1,538 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $5,122,000 | 151 |
| 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) | $13,544,000 | 792 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $13,544,000 | 4,192 |
| 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 | $9,810,000 | 4,597 |
| U.S. Government securities | $2,420,000 | 4,866 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,420,000 | 4,749 |
| Securities issued by states & political subdivisions | $5,455,000 | 3,343 |
| Other domestic debt securities | $1,935,000 | 1,249 |
| Privately issued residential mortgage-backed securities | $1,935,000 | 233 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,000 | 4,870 |
| Mortgage-backed securities | $4,355,000 | 3,447 |
| Certificates of participation in pools of residential mortgages | $2,420,000 | 3,413 |
| Issued or guaranteed by U.S. | $2,420,000 | 3,409 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,935,000 | 2,107 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $1,935,000 | 220 |
| 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) | $9,810,000 | 942 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $9,812,000 | 4,573 |
| 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 | $8,175,000 | 4,760 |
| U.S. Government securities | $426,000 | 5,325 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $426,000 | 5,222 |
| Securities issued by states & political subdivisions | $5,634,000 | 3,345 |
| Other domestic debt securities | $2,115,000 | 1,206 |
| Privately issued residential mortgage-backed securities | $2,115,000 | 227 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,000 | 4,906 |
| Mortgage-backed securities | $2,541,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $426,000 | 4,155 |
| Issued or guaranteed by U.S. | $426,000 | 4,150 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,115,000 | 2,086 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $2,115,000 | 214 |
| 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) | $8,175,000 | 1,025 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $8,175,000 | 4,732 |
| 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 | $8,410,000 | 4,802 |
| U.S. Government securities | $472,000 | 5,389 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $472,000 | 5,286 |
| Securities issued by states & political subdivisions | $5,660,000 | 3,372 |
| Other domestic debt securities | $2,278,000 | 1,217 |
| Privately issued residential mortgage-backed securities | $2,278,000 | 230 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,000 | 4,956 |
| Mortgage-backed securities | $2,750,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $472,000 | 4,197 |
| Issued or guaranteed by U.S. | $472,000 | 4,193 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,278,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $2,278,000 | 219 |
| 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) | $8,410,000 | 1,034 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $8,410,000 | 4,773 |
| 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 | $8,945,000 | 4,775 |
| U.S. Government securities | $524,000 | 5,411 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $524,000 | 5,312 |
| Securities issued by states & political subdivisions | $5,916,000 | 3,353 |
| Other domestic debt securities | $2,505,000 | 1,174 |
| Privately issued residential mortgage-backed securities | $2,505,000 | 232 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,000 | 4,983 |
| Mortgage-backed securities | $3,029,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $524,000 | 4,200 |
| Issued or guaranteed by U.S. | $524,000 | 4,193 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,505,000 | 2,021 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $2,505,000 | 219 |
| 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) | $8,945,000 | 1,012 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $8,945,000 | 4,750 |
| 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 | $9,251,000 | 4,775 |
| U.S. Government securities | $579,000 | 5,455 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $579,000 | 5,355 |
| Securities issued by states & political subdivisions | $5,923,000 | 3,374 |
| Other domestic debt securities | $2,749,000 | 1,141 |
| Privately issued residential mortgage-backed securities | $2,749,000 | 226 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $179,000 | 5,048 |
| Mortgage-backed securities | $3,328,000 | 3,748 |
| Certificates of participation in pools of residential mortgages | $579,000 | 4,207 |
| Issued or guaranteed by U.S. | $579,000 | 4,204 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,749,000 | 1,977 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $2,749,000 | 218 |
| 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) | $9,251,000 | 1,001 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $9,251,000 | 4,747 |
| 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 | $10,075,000 | 4,754 |
| U.S. Government securities | $643,000 | 5,541 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $643,000 | 5,446 |
| Securities issued by states & political subdivisions | $6,439,000 | 3,310 |
| Other domestic debt securities | $2,993,000 | 1,119 |
| Privately issued residential mortgage-backed securities | $2,993,000 | 225 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,000 | 5,107 |
| Mortgage-backed securities | $3,636,000 | 3,719 |
| Certificates of participation in pools of residential mortgages | $643,000 | 4,228 |
| Issued or guaranteed by U.S. | $643,000 | 4,223 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,993,000 | 1,949 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $2,993,000 | 212 |
| 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) | $10,075,000 | 996 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $10,075,000 | 4,731 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $10,030,000 | 4,831 |
| U.S. Government securities | $690,000 | 5,611 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $690,000 | 5,515 |
| Securities issued by states & political subdivisions | $6,081,000 | 3,350 |
| Other domestic debt securities | $3,259,000 | 1,090 |
| Privately issued residential mortgage-backed securities | $3,259,000 | 213 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $369,000 | 5,119 |
| Mortgage-backed securities | $3,949,000 | 3,688 |
| Certificates of participation in pools of residential mortgages | $690,000 | 4,245 |
| Issued or guaranteed by U.S. | $690,000 | 4,241 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,259,000 | 1,913 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $3,259,000 | 204 |
| 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) | $10,030,000 | 1,022 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $10,030,000 | 4,806 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $10,058,000 | 4,895 |
| U.S. Government securities | $738,000 | 5,655 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $738,000 | 5,562 |
| Securities issued by states & political subdivisions | $5,812,000 | 3,408 |
| Other domestic debt securities | $3,508,000 | 1,031 |
| Privately issued residential mortgage-backed securities | $3,508,000 | 200 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $429,000 | 5,135 |
| Mortgage-backed securities | $4,246,000 | 3,650 |
| Certificates of participation in pools of residential mortgages | $738,000 | 4,258 |
| Issued or guaranteed by U.S. | $738,000 | 4,255 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,508,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $3,508,000 | 190 |
| 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) | $10,058,000 | 1,035 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $10,058,000 | 4,872 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $10,186,000 | 4,964 |
| U.S. Government securities | $1,656,000 | 5,564 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,656,000 | 5,473 |
| Securities issued by states & political subdivisions | $5,584,000 | 3,486 |
| Other domestic debt securities | $2,946,000 | 1,125 |
| Privately issued residential mortgage-backed securities | $2,946,000 | 225 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,602,000 | 4,029 |
| Mortgage-backed securities | $4,602,000 | 3,621 |
| Certificates of participation in pools of residential mortgages | $1,656,000 | 3,954 |
| Issued or guaranteed by U.S. | $1,656,000 | 3,949 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,946,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $2,946,000 | 215 |
| 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) | $10,186,000 | 1,037 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $10,186,000 | 4,941 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $10,322,000 | 5,040 |
| U.S. Government securities | $1,747,000 | 5,631 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,747,000 | 5,532 |
| Securities issued by states & political subdivisions | $5,330,000 | 3,556 |
| Other domestic debt securities | $3,245,000 | 1,075 |
| Privately issued residential mortgage-backed securities | $3,245,000 | 225 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,800,000 | 3,872 |
| Mortgage-backed securities | $4,992,000 | 3,639 |
| Certificates of participation in pools of residential mortgages | $1,747,000 | 4,006 |
| Issued or guaranteed by U.S. | $1,747,000 | 4,001 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,245,000 | 2,015 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $3,245,000 | 215 |
| 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) | $10,322,000 | 1,042 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $10,322,000 | 5,018 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $9,849,000 | 5,146 |
| U.S. Government securities | $1,852,000 | 5,688 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,852,000 | 5,598 |
| Securities issued by states & political subdivisions | $4,446,000 | 3,732 |
| Other domestic debt securities | $3,551,000 | 1,047 |
| Privately issued residential mortgage-backed securities | $3,551,000 | 226 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,800,000 | 3,912 |
| Mortgage-backed securities | $5,403,000 | 3,630 |
| Certificates of participation in pools of residential mortgages | $1,852,000 | 4,044 |
| Issued or guaranteed by U.S. | $1,852,000 | 4,038 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,551,000 | 1,998 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $3,551,000 | 214 |
| 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) | $9,849,000 | 1,068 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $9,849,000 | 5,128 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $9,867,000 | 5,226 |
| U.S. Government securities | $1,953,000 | 5,767 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,953,000 | 5,672 |
| Securities issued by states & political subdivisions | $4,053,000 | 3,857 |
| Other domestic debt securities | $3,861,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $3,861,000 | 220 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,814,000 | 3,949 |
| Mortgage-backed securities | $5,814,000 | 3,626 |
| Certificates of participation in pools of residential mortgages | $1,953,000 | 4,086 |
| Issued or guaranteed by U.S. | $1,953,000 | 4,080 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,861,000 | 1,984 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $3,861,000 | 208 |
| 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) | $9,867,000 | 1,079 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $9,867,000 | 5,204 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $8,771,000 | 5,437 |
| U.S. Government securities | $2,053,000 | 5,824 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,053,000 | 5,731 |
| Securities issued by states & political subdivisions | $3,568,000 | 4,016 |
| Other domestic debt securities | $3,150,000 | 1,136 |
| Privately issued residential mortgage-backed securities | $3,150,000 | 258 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,800,000 | 4,006 |
| Mortgage-backed securities | $5,203,000 | 3,798 |
| Certificates of participation in pools of residential mortgages | $2,053,000 | 4,141 |
| Issued or guaranteed by U.S. | $2,053,000 | 4,138 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,150,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $3,150,000 | 246 |
| 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) | $8,771,000 | 1,152 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $8,771,000 | 5,417 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $6,365,000 | 5,740 |
| U.S. Government securities | $1,140,000 | 6,068 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,140,000 | 5,975 |
| Securities issued by states & political subdivisions | $3,948,000 | 3,956 |
| Other domestic debt securities | $1,277,000 | 1,651 |
| Privately issued residential mortgage-backed securities | $1,277,000 | 391 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,277,000 | 5,198 |
| Mortgage-backed securities | $2,417,000 | 4,465 |
| Certificates of participation in pools of residential mortgages | $1,140,000 | 4,499 |
| Issued or guaranteed by U.S. | $1,140,000 | 4,497 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,277,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $1,277,000 | 376 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $6,365,000 | 1,338 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $6,365,000 | 5,719 |
| 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 | $6,458,000 | 5,781 |
| U.S. Government securities | $1,580,000 | 6,042 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,580,000 | 5,948 |
| Securities issued by states & political subdivisions | $3,796,000 | 4,027 |
| Other domestic debt securities | $1,082,000 | 1,770 |
| Privately issued residential mortgage-backed securities | $1,082,000 | 436 |
| 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 | $2,662,000 | 4,426 |
| Certificates of participation in pools of residential mortgages | $1,580,000 | 4,374 |
| Issued or guaranteed by U.S. | $1,580,000 | 4,370 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,082,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $1,082,000 | 417 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $6,458,000 | 1,329 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $6,458,000 | 5,752 |
| 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 | $7,154,000 | 5,743 |
| U.S. Government securities | $1,681,000 | 6,087 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,681,000 | 5,988 |
| Securities issued by states & political subdivisions | $3,732,000 | 4,068 |
| Other domestic debt securities | $1,741,000 | 1,601 |
| Privately issued residential mortgage-backed securities | $1,241,000 | 441 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $500,000 | 1,741 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,656,000 | 5,171 |
| Mortgage-backed securities | $2,922,000 | 4,390 |
| Certificates of participation in pools of residential mortgages | $1,681,000 | 4,365 |
| Issued or guaranteed by U.S. | $1,681,000 | 4,358 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,241,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $1,241,000 | 420 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $7,154,000 | 1,254 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $7,154,000 | 5,721 |
| 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 | $5,976,000 | 5,946 |
| U.S. Government securities | $1,776,000 | 6,141 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,776,000 | 6,041 |
| Securities issued by states & political subdivisions | $2,295,000 | 4,467 |
| Other domestic debt securities | $1,905,000 | 1,602 |
| Privately issued residential mortgage-backed securities | $1,405,000 | 452 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $500,000 | 1,784 |
| 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 | $1,863,000 | 5,154 |
| Mortgage-backed securities | $3,181,000 | 4,377 |
| Certificates of participation in pools of residential mortgages | $1,776,000 | 4,372 |
| Issued or guaranteed by U.S. | $1,776,000 | 4,365 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,405,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $1,405,000 | 433 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $5,976,000 | 1,315 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $5,976,000 | 5,920 |
| 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 | $5,585,000 | 6,002 |
| U.S. Government securities | $1,925,000 | 6,106 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,925,000 | 6,002 |
| Securities issued by states & political subdivisions | $1,063,000 | 4,906 |
| Other domestic debt securities | $2,597,000 | 1,411 |
| Privately issued residential mortgage-backed securities | $1,596,000 | 450 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,001,000 | 1,530 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,109,000 | 5,072 |
| Mortgage-backed securities | $3,521,000 | 4,314 |
| Certificates of participation in pools of residential mortgages | $1,925,000 | 4,290 |
| Issued or guaranteed by U.S. | $1,925,000 | 4,285 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,596,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $1,596,000 | 431 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $5,585,000 | 1,274 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $5,585,000 | 5,975 |
| 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 | $5,791,000 | 6,025 |
| U.S. Government securities | $2,117,000 | 6,100 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,117,000 | 5,994 |
| Securities issued by states & political subdivisions | $857,000 | 5,034 |
| Other domestic debt securities | $2,817,000 | 1,374 |
| Privately issued residential mortgage-backed securities | $1,815,000 | 450 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,002,000 | 1,522 |
| 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 | $2,393,000 | 5,045 |
| Mortgage-backed securities | $3,932,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $2,117,000 | 4,259 |
| Issued or guaranteed by U.S. | $2,117,000 | 4,256 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,815,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $1,815,000 | 435 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $5,791,000 | 1,226 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $5,791,000 | 5,998 |
| 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 | $5,863,000 | 6,063 |
| U.S. Government securities | $4,633,000 | 5,634 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,633,000 | 5,517 |
| Securities issued by states & political subdivisions | $729,000 | 5,127 |
| Other domestic debt securities | $501,000 | 2,311 |
| 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 | $501,000 | 1,768 |
| 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 | $2,954,000 | 4,883 |
| Mortgage-backed securities | $4,633,000 | 4,159 |
| Certificates of participation in pools of residential mortgages | $2,332,000 | 4,213 |
| Issued or guaranteed by U.S. | $2,332,000 | 4,212 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,301,000 | 2,582 |
| CMOs issued by government agencies or sponsored agencies | $2,301,000 | 2,479 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $5,863,000 | 1,219 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $5,863,000 | 6,035 |
| 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 | $6,452,000 | 6,089 |
| U.S. Government securities | $5,220,000 | 5,641 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,220,000 | 5,531 |
| Securities issued by states & political subdivisions | $730,000 | 5,143 |
| Other domestic debt securities | $502,000 | 2,381 |
| 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 | $502,000 | 1,835 |
| 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 | $3,369,000 | 4,798 |
| Mortgage-backed securities | $5,220,000 | 4,173 |
| Certificates of participation in pools of residential mortgages | $725,000 | 4,948 |
| Issued or guaranteed by U.S. | $725,000 | 4,945 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,495,000 | 2,204 |
| CMOs issued by government agencies or sponsored agencies | $4,495,000 | 2,103 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $6,452,000 | 1,203 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $6,452,000 | 6,059 |
| 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 | $6,874,000 | 6,084 |
| U.S. Government securities | $5,817,000 | 5,609 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,817,000 | 5,500 |
| Securities issued by states & political subdivisions | $554,000 | 5,247 |
| Other domestic debt securities | $503,000 | 2,364 |
| 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 | $503,000 | 1,819 |
| 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 | $3,832,000 | 4,698 |
| Mortgage-backed securities | $5,817,000 | 4,104 |
| Certificates of participation in pools of residential mortgages | $803,000 | 4,935 |
| Issued or guaranteed by U.S. | $803,000 | 4,932 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,014,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $5,014,000 | 2,015 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $6,874,000 | 1,161 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $6,874,000 | 6,057 |
| 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 | $7,431,000 | 6,060 |
| U.S. Government securities | $6,373,000 | 5,614 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,373,000 | 5,500 |
| Securities issued by states & political subdivisions | $555,000 | 5,234 |
| Other domestic debt securities | $503,000 | 2,328 |
| 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 | $503,000 | 1,799 |
| 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 | $4,325,000 | 4,556 |
| Mortgage-backed securities | $6,373,000 | 4,037 |
| Certificates of participation in pools of residential mortgages | $888,000 | 4,909 |
| Issued or guaranteed by U.S. | $888,000 | 4,907 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,485,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $5,485,000 | 1,966 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $7,431,000 | 1,147 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $7,431,000 | 6,035 |
| 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 | $6,495,000 | 6,196 |
| U.S. Government securities | $4,868,000 | 5,884 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,868,000 | 5,784 |
| Securities issued by states & political subdivisions | $621,000 | 5,185 |
| Other domestic debt securities | $1,006,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,006,000 | 1,443 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,868,000 | 4,220 |
| Mortgage-backed securities | $4,868,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,868,000 | 2,136 |
| CMOs issued by government agencies or sponsored agencies | $4,868,000 | 1,965 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $6,495,000 | 1,227 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $6,495,000 | 6,166 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $7,059,000 | 6,133 |
| U.S. Government securities | $5,425,000 | 5,798 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,425,000 | 5,688 |
| Securities issued by states & political subdivisions | $622,000 | 5,178 |
| Other domestic debt securities | $1,012,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,012,000 | 1,409 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,425,000 | 4,066 |
| Mortgage-backed securities | $5,425,000 | 4,112 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,425,000 | 2,036 |
| CMOs issued by government agencies or sponsored agencies | $5,425,000 | 1,856 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $7,059,000 | 1,193 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $7,059,000 | 6,102 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $6,569,000 | 6,305 |
| U.S. Government securities | $6,056,000 | 5,805 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,056,000 | 5,682 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $513,000 | 2,223 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $513,000 | 1,582 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,042,000 | 4,486 |
| Mortgage-backed securities | $6,056,000 | 3,964 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,056,000 | 1,937 |
| CMOs issued by government agencies or sponsored agencies | $6,056,000 | 1,752 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $6,569,000 | 1,247 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $6,569,000 | 6,275 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $6,038,000 | 6,392 |
| U.S. Government securities | $4,516,000 | 6,141 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,516,000 | 6,009 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $1,522,000 | 1,738 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,522,000 | 1,162 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,235,000 | 5,468 |
| Mortgage-backed securities | $4,516,000 | 4,168 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,516,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $4,516,000 | 1,876 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $6,038,000 | 1,307 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $6,038,000 | 6,360 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $4,447,000 | 6,645 |
| U.S. Government securities | $2,908,000 | 6,432 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,908,000 | 6,306 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,539,000 | 1,835 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,539,000 | 1,158 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,499,000 | 5,421 |
| Mortgage-backed securities | $2,908,000 | 4,520 |
| 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 | $2,908,000 | 2,374 |
| CMOs issued by government agencies or sponsored agencies | $2,908,000 | 2,139 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $4,447,000 | 1,482 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $4,447,000 | 6,608 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,996,000 | 6,947 |
| U.S. Government securities | $1,970,000 | 6,729 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,970,000 | 6,611 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,026,000 | 2,155 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,026,000 | 1,364 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,970,000 | 5,326 |
| Mortgage-backed securities | $1,970,000 | 4,811 |
| 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 | $1,970,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $1,970,000 | 2,360 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $2,996,000 | 1,733 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $2,996,000 | 6,912 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,472,000 | 6,738 |
| U.S. Government securities | $2,535,000 | 6,698 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,535,000 | 6,584 |
| Securities issued by states & political subdivisions | $400,000 | 5,335 |
| Other domestic debt securities | $1,537,000 | 1,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,537,000 | 1,111 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,535,000 | 5,121 |
| Mortgage-backed securities | $2,535,000 | 4,651 |
| 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 | $2,535,000 | 2,370 |
| CMOs issued by government agencies or sponsored agencies | $2,535,000 | 2,111 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $4,472,000 | 1,570 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $4,472,000 | 6,691 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $4,495,000 | 6,812 |
| U.S. Government securities | $1,043,000 | 7,178 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,043,000 | 7,072 |
| Securities issued by states & political subdivisions | $400,000 | 5,356 |
| Other domestic debt securities | $3,052,000 | 1,491 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $3,052,000 | 826 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,000 | 6,240 |
| Mortgage-backed securities | $1,043,000 | 5,301 |
| 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 | $1,043,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $1,043,000 | 2,547 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $4,495,000 | 1,592 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $4,495,000 | 6,772 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $3,337,000 | 7,050 |
| U.S. Government securities | $2,137,000 | 6,922 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,137,000 | 6,825 |
| Securities issued by states & political subdivisions | $400,000 | 5,381 |
| Other domestic debt securities | $800,000 | 2,436 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $800,000 | 1,526 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,000 | 6,254 |
| Mortgage-backed securities | $2,137,000 | 4,941 |
| 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 | $2,137,000 | 2,420 |
| CMOs issued by government agencies or sponsored agencies | $2,137,000 | 2,111 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $3,337,000 | 1,771 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $3,337,000 | 7,015 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $825,000 | 7,605 |
| U.S. Government securities | $425,000 | 7,472 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $425,000 | 7,384 |
| Securities issued by states & political subdivisions | $400,000 | 5,415 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,000 | 6,209 |
| Mortgage-backed securities | $425,000 | 5,800 |
| 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 | $425,000 | 3,251 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 2,908 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $825,000 | 2,529 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $825,000 | 7,569 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $933,000 | 7,656 |
| U.S. Government securities | $533,000 | 7,476 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $533,000 | 7,399 |
| Securities issued by states & political subdivisions | $400,000 | 5,436 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $533,000 | 6,166 |
| Mortgage-backed securities | $533,000 | 5,793 |
| 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 | $533,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 2,807 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $933,000 | 2,515 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $933,000 | 7,621 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,111,000 | 7,692 |
| U.S. Government securities | $711,000 | 7,521 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $711,000 | 7,444 |
| Securities issued by states & political subdivisions | $400,000 | 5,384 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $711,000 | 6,133 |
| Mortgage-backed securities | $711,000 | 5,767 |
| 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 | $711,000 | 3,104 |
| CMOs issued by government agencies or sponsored agencies | $711,000 | 2,730 |
| 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) | $1,111,000 | 2,476 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $1,111,000 | 7,655 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,319,000 | 7,713 |
| U.S. Government securities | $919,000 | 7,576 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $919,000 | 7,498 |
| Securities issued by states & political subdivisions | $400,000 | 5,342 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $919,000 | 6,100 |
| Mortgage-backed securities | $919,000 | 5,663 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $919,000 | 2,919 |
| CMOs issued by government agencies or sponsored agencies | $919,000 | 2,581 |
| 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) | $1,319,000 | 2,408 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $1,319,000 | 7,678 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,135,000 | 7,112 |
| U.S. Government securities | $1,054,000 | 7,557 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,054,000 | 7,470 |
| Securities issued by states & political subdivisions | $400,000 | 5,341 |
| Other domestic debt securities | $2,681,000 | 1,593 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,681,000 | 936 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,054,000 | 6,025 |
| Mortgage-backed securities | $1,054,000 | 5,547 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,054,000 | 2,727 |
| CMOs issued by government agencies or sponsored agencies | $1,054,000 | 2,383 |
| 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) | $4,135,000 | 1,757 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $4,135,000 | 7,067 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $4,817,000 | 7,041 |
| U.S. Government securities | $1,246,000 | 7,563 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,246,000 | 7,485 |
| Securities issued by states & political subdivisions | $400,000 | 5,400 |
| Other domestic debt securities | $3,171,000 | 1,535 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,171,000 | 919 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,246,000 | 5,964 |
| Mortgage-backed securities | $1,246,000 | 5,456 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,246,000 | 2,642 |
| CMOs issued by government agencies or sponsored agencies | $1,246,000 | 2,308 |
| 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) | $4,817,000 | 1,670 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $4,817,000 | 6,981 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $4,205,000 | 7,197 |
| U.S. Government securities | $2,305,000 | 7,286 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,305,000 | 7,182 |
| Securities issued by states & political subdivisions | $400,000 | 5,411 |
| Other domestic debt securities | $1,500,000 | 1,943 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,297 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,807,000 | 5,715 |
| Mortgage-backed securities | $1,411,000 | 5,347 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,411,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $1,411,000 | 2,230 |
| 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) | $4,205,000 | 1,771 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $4,205,000 | 7,141 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,162,000 | 7,042 |
| U.S. Government securities | $2,758,000 | 7,270 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,758,000 | 7,155 |
| Securities issued by states & political subdivisions | $400,000 | 5,432 |
| Other domestic debt securities | $2,004,000 | 1,609 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,004,000 | 1,053 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,919,000 | 5,739 |
| Mortgage-backed securities | $1,524,000 | 5,077 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,524,000 | 2,394 |
| CMOs issued by government agencies or sponsored agencies | $1,524,000 | 2,096 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,162,000 | 1,683 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $5,162,000 | 6,988 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $6,496,000 | 6,812 |
| U.S. Government securities | $3,799,000 | 7,028 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,799,000 | 6,914 |
| Securities issued by states & political subdivisions | $400,000 | 5,457 |
| Other domestic debt securities | $2,297,000 | 1,499 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,297,000 | 971 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,015,000 | 5,672 |
| Mortgage-backed securities | $1,621,000 | 4,929 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,621,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $1,621,000 | 2,024 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,496,000 | 1,564 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $6,496,000 | 6,761 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $7,807,000 | 6,546 |
| U.S. Government securities | $5,119,000 | 6,685 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,119,000 | 6,558 |
| Securities issued by states & political subdivisions | $400,000 | 5,479 |
| Other domestic debt securities | $2,288,000 | 1,440 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,288,000 | 936 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,544,000 | 5,484 |
| Mortgage-backed securities | $1,752,000 | 4,850 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,752,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $1,752,000 | 1,954 |
| 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) | $7,807,000 | 1,433 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $7,807,000 | 6,487 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $6,264,000 | 6,940 |
| U.S. Government securities | $4,666,000 | 6,862 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,666,000 | 6,729 |
| Securities issued by states & political subdivisions | $400,000 | 5,530 |
| Other domestic debt securities | $1,198,000 | 1,811 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,198,000 | 1,266 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,144,000 | 5,241 |
| Mortgage-backed securities | $1,881,000 | 4,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,881,000 | 2,156 |
| CMOs issued by government agencies or sponsored agencies | $1,881,000 | 1,882 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,264,000 | 1,620 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $6,264,000 | 6,897 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,209,000 | 7,212 |
| U.S. Government securities | $4,384,000 | 6,964 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,384,000 | 6,839 |
| Securities issued by states & political subdivisions | $400,000 | 5,572 |
| Other domestic debt securities | $425,000 | 2,458 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $425,000 | 1,876 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,384,000 | 4,782 |
| Mortgage-backed securities | $2,001,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,001,000 | 2,110 |
| CMOs issued by government agencies or sponsored agencies | $2,001,000 | 1,838 |
| 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) | $5,209,000 | 1,798 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $5,209,000 | 7,167 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $5,069,000 | 7,322 |
| U.S. Government securities | $3,243,000 | 7,399 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,243,000 | 7,260 |
| Securities issued by states & political subdivisions | $400,000 | 5,629 |
| Other domestic debt securities | $1,426,000 | 1,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,426,000 | 1,244 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,254,000 | 5,243 |
| Mortgage-backed securities | $2,146,000 | 4,629 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,146,000 | 2,033 |
| CMOs issued by government agencies or sponsored agencies | $2,146,000 | 1,777 |
| 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) | $5,069,000 | 1,876 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $5,069,000 | 7,268 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,600,000 | 7,227 |
| U.S. Government securities | $3,375,000 | 7,396 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,375,000 | 7,256 |
| Securities issued by states & political subdivisions | $400,000 | 5,647 |
| Other domestic debt securities | $1,825,000 | 1,605 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,825,000 | 1,133 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,375,000 | 5,197 |
| Mortgage-backed securities | $2,282,000 | 4,575 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,282,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $2,282,000 | 1,738 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,600,000 | 1,826 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $5,600,000 | 7,170 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $6,634,000 | 7,044 |
| U.S. Government securities | $4,812,000 | 6,996 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,812,000 | 6,853 |
| Securities issued by states & political subdivisions | $400,000 | 5,687 |
| Other domestic debt securities | $1,422,000 | 1,805 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,422,000 | 1,321 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $2,421,000 | 4,540 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,421,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $2,421,000 | 1,713 |
| 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) | $6,634,000 | 1,708 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $6,633,000 | 6,987 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $7,214,000 | 6,953 |
| U.S. Government securities | $5,874,000 | 6,692 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,874,000 | 6,544 |
| Securities issued by states & political subdivisions | $400,000 | 5,709 |
| Other domestic debt securities | $940,000 | 2,184 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $940,000 | 1,705 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $2,580,000 | 4,503 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,580,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $2,580,000 | 1,673 |
| 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) | $7,214,000 | 1,675 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $7,214,000 | 6,891 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $7,780,000 | 6,830 |
| U.S. Government securities | $6,937,000 | 6,376 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,937,000 | 6,249 |
| Securities issued by states & political subdivisions | $400,000 | 5,740 |
| Other domestic debt securities | $443,000 | 2,711 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $443,000 | 2,225 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $2,744,000 | 4,480 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,744,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $2,744,000 | 1,652 |
| 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) | $7,780,000 | 1,627 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $7,780,000 | 6,771 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $8,263,000 | 6,763 |
| U.S. Government securities | $7,416,000 | 6,287 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,416,000 | 6,155 |
| Securities issued by states & political subdivisions | $400,000 | 5,746 |
| Other domestic debt securities | $447,000 | 2,772 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $447,000 | 2,302 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $1,936,000 | 4,970 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,936,000 | 2,144 |
| CMOs issued by government agencies or sponsored agencies | $1,936,000 | 1,904 |
| 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) | $8,263,000 | 1,596 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $8,263,000 | 6,706 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,885,000 | 7,413 |
| U.S. Government securities | $5,885,000 | 6,814 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,885,000 | 6,660 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,885,000 | 1,887 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $5,885,000 | 7,349 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,481,000 | 7,264 |
| U.S. Government securities | $6,481,000 | 6,620 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,481,000 | 6,473 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,481,000 | 1,824 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $6,481,000 | 7,194 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,693,000 | 7,512 |
| U.S. Government securities | $5,693,000 | 6,920 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,693,000 | 6,761 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,693,000 | 1,956 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $5,693,000 | 7,444 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $0 | 8,921 |
| U.S. Government securities | $0 | 8,803 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $0 | 8,873 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,699,000 | 8,541 |
| U.S. Government securities | $201,000 | 8,712 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $201,000 | 8,609 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,498,000 | 2,216 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,498,000 | 1,868 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,699,000 | 2,949 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $1,699,000 | 8,482 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $688,000 | 8,839 |
| U.S. Government securities | $201,000 | 8,785 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $201,000 | 8,675 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $487,000 | 3,139 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $487,000 | 2,807 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $688,000 | 3,637 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $688,000 | 8,780 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,560,000 | 8,651 |
| U.S. Government securities | $1,066,000 | 8,538 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,066,000 | 8,388 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $494,000 | 3,246 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $494,000 | 2,911 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $5,000 | 7,291 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,000 | 4,095 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,866 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,560,000 | 3,083 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $1,560,000 | 8,585 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,183,000 | 8,271 |
| U.S. Government securities | $2,084,000 | 8,175 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,084,000 | 7,995 |
| Securities issued by states & political subdivisions | $600,000 | 5,682 |
| Other domestic debt securities | $499,000 | 3,299 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $499,000 | 2,945 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $8,000 | 7,298 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,000 | 4,236 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 4,012 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,183,000 | 2,503 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $3,183,000 | 8,199 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $6,178,000 | 7,485 |
| U.S. Government securities | $4,568,000 | 7,305 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,568,000 | 7,102 |
| Securities issued by states & political subdivisions | $600,000 | 5,653 |
| Other domestic debt securities | $1,010,000 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,010,000 | 2,455 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $1,071,000 | 5,885 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,071,000 | 3,051 |
| CMOs issued by government agencies or sponsored agencies | $1,071,000 | 2,908 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,178,000 | 1,948 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $6,178,000 | 7,390 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 899 |
| Fair value | $1,005,000 | 1,015 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $6,124,000 | 7,498 |
| U.S. Government securities | $4,615,000 | 7,309 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,615,000 | 7,104 |
| Securities issued by states & political subdivisions | $600,000 | 5,658 |
| Other domestic debt securities | $909,000 | 2,928 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $909,000 | 2,587 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $1,713,000 | 5,473 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,713,000 | 2,767 |
| CMOs issued by government agencies or sponsored agencies | $1,713,000 | 2,638 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,124,000 | 1,988 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $6,124,000 | 7,416 |
| Structured notes | ||
| Amortized cost | $1,007,000 | 742 |
| Fair value | $1,014,000 | 842 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $0 | 9,430 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $0 | 9,380 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $500,000 | 9,633 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $500,000 | 3,826 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| 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 | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $500,000 | 8,738 |
| Total debt securities | $0 | 9,692 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $452,000 | 9,987 |
| U.S. Government securities | $0 | 9,980 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $452,000 | 3,934 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| 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 | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $452,000 | 9,035 |
| Total debt securities | $0 | 10,026 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $452,000 | 10,203 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $452,000 | 3,790 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $452,000 | 9,154 |
| Total debt securities | $0 | 10,235 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $952,000 | 10,609 |
| U.S. Government securities | $500,000 | 10,534 |
| U.S. Treasury securities | $500,000 | 7,201 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $452,000 | 3,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 8,122 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $952,000 | 9,247 |
| Total debt securities | $500,000 | 10,596 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $1,169,000 | 11,092 |
| U.S. Government securities | $735,000 | 11,048 |
| U.S. Treasury securities | $735,000 | 7,725 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $434,000 | 3,797 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $735,000 | 8,245 |
| 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 | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $735,000 | 7,232 |
| Available-for-sale securities (fair market value) | $434,000 | 9,869 |
| Total debt securities | $735,000 | 11,104 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $893,000 | 11,664 |
| U.S. Government securities | $500,000 | 11,615 |
| U.S. Treasury securities | $500,000 | 9,416 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $393,000 | 3,743 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 8,838 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 7,812 |
| Available-for-sale securities (fair market value) | $393,000 | 10,351 |
| Total debt securities | $500,000 | 11,655 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $1,856,000 | 12,102 |
| U.S. Government securities | $1,498,000 | 11,984 |
| U.S. Treasury securities | $498,000 | 10,469 |
| U.S. Government agency obligations | $1,000,000 | 10,861 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $358,000 | 3,714 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,498,000 | 7,692 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,498,000 | 10,398 |
| Available-for-sale securities (fair market value) | $358,000 | 10,293 |
| Total debt securities | $1,498,000 | 12,112 |
| 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 | $899,000 | 12,926 |
| U.S. Government securities | $499,000 | 12,868 |
| U.S. Treasury securities | $499,000 | 10,941 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $400,000 | 8,153 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| 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 | $899,000 | 12,809 |
| 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 | $1,099,000 | 13,417 |
| U.S. Government securities | $1,099,000 | 13,176 |
| U.S. Treasury securities | $998,000 | 10,483 |
| U.S. Government agency obligations | $101,000 | 12,544 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| 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 | $1,099,000 | 13,310 |
| 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 |