Home > The First National Bank of Frederick > Securities
The First National Bank of Frederick, Securities
| 2023-12-31 | Rank | |
| Total securities | $13,935,000 | 3,824 |
| U.S. Government securities | $13,716,000 | 3,334 |
| U.S. Treasury securities | $5,250,000 | 1,803 |
| U.S. Government agency obligations | $8,466,000 | 3,367 |
| Securities issued by states & political subdivisions | $219,000 | 3,723 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,568,000 | 3,050 |
| Mortgage-backed securities | $7,977,000 | 2,745 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,977,000 | 2,223 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $13,935,000 | 3,570 |
| Total debt securities | $13,935,000 | 3,804 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $13,630,000 | 3,851 |
| U.S. Government securities | $13,412,000 | 3,379 |
| U.S. Treasury securities | $5,133,000 | 1,847 |
| U.S. Government agency obligations | $8,279,000 | 3,385 |
| Securities issued by states & political subdivisions | $218,000 | 3,762 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,552,000 | 3,360 |
| Mortgage-backed securities | $7,806,000 | 2,749 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,806,000 | 2,236 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $13,630,000 | 3,585 |
| Total debt securities | $13,630,000 | 3,832 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $14,249,000 | 3,871 |
| U.S. Government securities | $14,031,000 | 3,385 |
| U.S. Treasury securities | $5,147,000 | 1,883 |
| U.S. Government agency obligations | $8,884,000 | 3,376 |
| Securities issued by states & political subdivisions | $218,000 | 3,799 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,278,000 | 3,379 |
| Mortgage-backed securities | $8,402,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,402,000 | 2,217 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $14,249,000 | 3,597 |
| Total debt securities | $14,249,000 | 3,851 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $14,647,000 | 3,931 |
| U.S. Government securities | $14,428,000 | 3,437 |
| U.S. Treasury securities | $5,191,000 | 1,949 |
| U.S. Government agency obligations | $9,237,000 | 3,368 |
| Securities issued by states & political subdivisions | $219,000 | 3,849 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,413,000 | 3,323 |
| Mortgage-backed securities | $8,749,000 | 2,758 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,749,000 | 2,235 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $14,647,000 | 3,659 |
| Total debt securities | $14,647,000 | 3,911 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $14,766,000 | 3,957 |
| U.S. Government securities | $14,547,000 | 3,443 |
| U.S. Treasury securities | $5,128,000 | 1,994 |
| U.S. Government agency obligations | $9,419,000 | 3,359 |
| Securities issued by states & political subdivisions | $219,000 | 3,885 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,454,000 | 3,247 |
| Mortgage-backed securities | $8,933,000 | 2,777 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,933,000 | 2,248 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $14,766,000 | 3,679 |
| Total debt securities | $14,767,000 | 3,937 |
| 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 | $14,778,000 | 3,975 |
| U.S. Government securities | $14,559,000 | 3,462 |
| U.S. Treasury securities | $5,075,000 | 2,034 |
| U.S. Government agency obligations | $9,484,000 | 3,361 |
| Securities issued by states & political subdivisions | $219,000 | 3,933 |
| 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 | $2,700,000 | 3,464 |
| Mortgage-backed securities | $9,005,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,005,000 | 2,252 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $14,778,000 | 3,689 |
| Total debt securities | $14,778,000 | 3,952 |
| 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 | $12,965,000 | 4,087 |
| U.S. Government securities | $12,745,000 | 3,606 |
| U.S. Treasury securities | $4,260,000 | 2,144 |
| U.S. Government agency obligations | $8,485,000 | 3,471 |
| Securities issued by states & political subdivisions | $220,000 | 3,971 |
| 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 | $2,700,000 | 3,464 |
| Mortgage-backed securities | $8,485,000 | 2,871 |
| Certificates of participation in pools of residential mortgages | $8,485,000 | 2,417 |
| Issued or guaranteed by U.S. | $8,485,000 | 2,354 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $12,965,000 | 3,809 |
| Total debt securities | $12,963,000 | 4,071 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $11,685,000 | 4,110 |
| U.S. Government securities | $11,465,000 | 3,619 |
| U.S. Treasury securities | $3,344,000 | 2,041 |
| U.S. Government agency obligations | $8,121,000 | 3,476 |
| Securities issued by states & political subdivisions | $220,000 | 3,991 |
| 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 | $2,700,000 | 3,466 |
| Mortgage-backed securities | $8,121,000 | 2,906 |
| Certificates of participation in pools of residential mortgages | $8,121,000 | 2,474 |
| Issued or guaranteed by U.S. | $8,121,000 | 2,410 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $11,685,000 | 3,854 |
| Total debt securities | $11,682,000 | 4,093 |
| 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 | $9,652,000 | 4,163 |
| U.S. Government securities | $9,432,000 | 3,644 |
| U.S. Treasury securities | $1,980,000 | 1,791 |
| U.S. Government agency obligations | $7,452,000 | 3,512 |
| Securities issued by states & political subdivisions | $220,000 | 4,018 |
| 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 | $2,200,000 | 3,559 |
| Mortgage-backed securities | $7,452,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $7,452,000 | 2,522 |
| Issued or guaranteed by U.S. | $7,452,000 | 2,445 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $9,652,000 | 3,936 |
| Total debt securities | $9,652,000 | 4,141 |
| 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 | $8,766,000 | 4,213 |
| U.S. Government securities | $8,546,000 | 3,656 |
| U.S. Treasury securities | $509,000 | 1,881 |
| U.S. Government agency obligations | $8,037,000 | 3,463 |
| Securities issued by states & political subdivisions | $220,000 | 4,072 |
| 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 | $2,200,000 | 3,578 |
| Mortgage-backed securities | $8,037,000 | 2,926 |
| Certificates of participation in pools of residential mortgages | $8,037,000 | 2,465 |
| Issued or guaranteed by U.S. | $8,037,000 | 2,399 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $8,766,000 | 3,976 |
| Total debt securities | $8,766,000 | 4,189 |
| 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 | $8,213,000 | 4,256 |
| U.S. Government securities | $7,993,000 | 3,664 |
| U.S. Treasury securities | $510,000 | 1,775 |
| U.S. Government agency obligations | $7,483,000 | 3,498 |
| Securities issued by states & political subdivisions | $220,000 | 4,099 |
| 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 | $2,190,000 | 3,582 |
| Mortgage-backed securities | $7,483,000 | 2,977 |
| Certificates of participation in pools of residential mortgages | $7,483,000 | 2,512 |
| Issued or guaranteed by U.S. | $7,483,000 | 2,438 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $8,213,000 | 4,013 |
| Total debt securities | $8,214,000 | 4,234 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $4,854,000 | 4,403 |
| U.S. Government securities | $4,633,000 | 3,938 |
| U.S. Treasury securities | $247,000 | 1,597 |
| U.S. Government agency obligations | $4,386,000 | 3,790 |
| Securities issued by states & political subdivisions | $221,000 | 4,115 |
| 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 | $2,190,000 | 3,578 |
| Mortgage-backed securities | $4,386,000 | 3,255 |
| Certificates of participation in pools of residential mortgages | $4,386,000 | 2,858 |
| Issued or guaranteed by U.S. | $4,386,000 | 2,768 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $4,854,000 | 4,176 |
| Total debt securities | $4,854,000 | 4,379 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $4,309,000 | 4,439 |
| U.S. Government securities | $3,787,000 | 3,960 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,787,000 | 3,809 |
| Securities issued by states & political subdivisions | $522,000 | 4,028 |
| 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 | $1,740,000 | 3,703 |
| Mortgage-backed securities | $3,787,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $3,787,000 | 2,886 |
| Issued or guaranteed by U.S. | $3,787,000 | 2,808 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $4,309,000 | 4,208 |
| Total debt securities | $4,309,000 | 4,418 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $4,794,000 | 4,399 |
| U.S. Government securities | $4,271,000 | 3,904 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,271,000 | 3,755 |
| Securities issued by states & political subdivisions | $523,000 | 4,015 |
| 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 | $1,250,000 | 3,844 |
| Mortgage-backed securities | $4,271,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $4,271,000 | 2,786 |
| Issued or guaranteed by U.S. | $4,271,000 | 2,705 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $4,794,000 | 4,161 |
| Total debt securities | $4,793,000 | 4,372 |
| 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 | $5,300,000 | 4,377 |
| U.S. Government securities | $4,775,000 | 3,857 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,775,000 | 3,699 |
| Securities issued by states & political subdivisions | $525,000 | 4,023 |
| 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 | $1,495,000 | 3,839 |
| Mortgage-backed securities | $4,775,000 | 3,186 |
| Certificates of participation in pools of residential mortgages | $4,775,000 | 2,697 |
| Issued or guaranteed by U.S. | $4,775,000 | 2,621 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $5,300,000 | 4,133 |
| Total debt securities | $5,299,000 | 4,354 |
| 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 | $5,642,000 | 4,374 |
| U.S. Government securities | $5,117,000 | 3,866 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,117,000 | 3,700 |
| Securities issued by states & political subdivisions | $525,000 | 4,018 |
| 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 | $1,495,000 | 3,845 |
| Mortgage-backed securities | $5,117,000 | 3,141 |
| Certificates of participation in pools of residential mortgages | $5,117,000 | 2,645 |
| Issued or guaranteed by U.S. | $5,117,000 | 2,559 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $5,642,000 | 4,134 |
| Total debt securities | $5,642,000 | 4,351 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $4,685,000 | 4,522 |
| U.S. Government securities | $4,159,000 | 4,077 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,159,000 | 3,911 |
| Securities issued by states & political subdivisions | $526,000 | 4,037 |
| 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 | $1,244,000 | 3,976 |
| Mortgage-backed securities | $4,159,000 | 3,255 |
| Certificates of participation in pools of residential mortgages | $4,159,000 | 2,752 |
| Issued or guaranteed by U.S. | $4,159,000 | 2,668 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $4,685,000 | 4,278 |
| Total debt securities | $4,685,000 | 4,500 |
| 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 | $4,900,000 | 4,578 |
| U.S. Government securities | $4,372,000 | 4,130 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,372,000 | 3,971 |
| Securities issued by states & political subdivisions | $528,000 | 4,091 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $981,000 | 4,142 |
| Mortgage-backed securities | $4,372,000 | 3,237 |
| Certificates of participation in pools of residential mortgages | $4,372,000 | 2,708 |
| Issued or guaranteed by U.S. | $4,372,000 | 2,622 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $4,900,000 | 4,333 |
| Total debt securities | $4,900,000 | 4,559 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $5,109,000 | 4,616 |
| U.S. Government securities | $4,580,000 | 4,166 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,580,000 | 4,006 |
| Securities issued by states & political subdivisions | $529,000 | 4,142 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,021,000 | 4,141 |
| Mortgage-backed securities | $4,580,000 | 3,198 |
| Certificates of participation in pools of residential mortgages | $4,580,000 | 2,664 |
| Issued or guaranteed by U.S. | $4,580,000 | 2,591 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $5,109,000 | 4,366 |
| Total debt securities | $5,109,000 | 4,595 |
| 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 | $5,267,000 | 4,660 |
| U.S. Government securities | $4,739,000 | 4,200 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,739,000 | 4,043 |
| Securities issued by states & political subdivisions | $528,000 | 4,199 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,191 |
| Mortgage-backed securities | $4,739,000 | 3,189 |
| Certificates of participation in pools of residential mortgages | $4,739,000 | 2,660 |
| Issued or guaranteed by U.S. | $4,739,000 | 2,591 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $5,267,000 | 4,391 |
| Total debt securities | $5,266,000 | 4,641 |
| 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 | $5,294,000 | 4,701 |
| U.S. Government securities | $0 | 5,111 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $0 | 5,011 |
| Securities issued by states & political subdivisions | $526,000 | 4,244 |
| Other domestic debt securities | $4,768,000 | 864 |
| Privately issued residential mortgage-backed securities | $4,768,000 | 205 |
| 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 | $1,000,000 | 4,233 |
| Mortgage-backed securities | $4,768,000 | 3,194 |
| Certificates of participation in pools of residential mortgages | $4,768,000 | 2,658 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $4,768,000 | 59 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $5,294,000 | 4,432 |
| Total debt securities | $5,294,000 | 4,684 |
| 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 | $5,409,000 | 4,742 |
| U.S. Government securities | $4,885,000 | 4,273 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,885,000 | 4,128 |
| Securities issued by states & political subdivisions | $524,000 | 4,299 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,290 |
| Mortgage-backed securities | $4,885,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $4,885,000 | 2,681 |
| Issued or guaranteed by U.S. | $4,885,000 | 2,663 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $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) | $5,409,000 | 4,469 |
| Total debt securities | $5,409,000 | 4,723 |
| 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 | $5,646,000 | 4,772 |
| U.S. Government securities | $5,120,000 | 4,278 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,120,000 | 4,127 |
| Securities issued by states & political subdivisions | $526,000 | 4,349 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,337 |
| Mortgage-backed securities | $5,120,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $5,120,000 | 2,688 |
| Issued or guaranteed by U.S. | $5,120,000 | 2,565 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $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) | $5,646,000 | 4,503 |
| Total debt securities | $5,646,000 | 4,754 |
| 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 | $5,858,000 | 4,811 |
| U.S. Government securities | $5,332,000 | 4,316 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,332,000 | 4,169 |
| Securities issued by states & political subdivisions | $526,000 | 4,391 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,402 |
| Mortgage-backed securities | $5,332,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $5,332,000 | 2,715 |
| Issued or guaranteed by U.S. | $5,332,000 | 2,713 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $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) | $5,858,000 | 4,539 |
| Total debt securities | $5,858,000 | 4,792 |
| 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 | $5,629,000 | 4,905 |
| U.S. Government securities | $5,099,000 | 4,393 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,099,000 | 4,253 |
| Securities issued by states & political subdivisions | $530,000 | 4,459 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 4,583 |
| Mortgage-backed securities | $5,099,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | $5,099,000 | 2,780 |
| Issued or guaranteed by U.S. | $5,099,000 | 2,776 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $5,629,000 | 4,625 |
| Total debt securities | $5,628,000 | 4,883 |
| 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 | $5,890,000 | 4,944 |
| U.S. Government securities | $5,356,000 | 4,412 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,356,000 | 4,289 |
| Securities issued by states & political subdivisions | $534,000 | 4,499 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 4,640 |
| Mortgage-backed securities | $5,356,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $5,356,000 | 2,781 |
| Issued or guaranteed by U.S. | $5,356,000 | 2,778 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $5,890,000 | 4,660 |
| Total debt securities | $5,889,000 | 4,919 |
| 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 | $5,823,000 | 4,988 |
| U.S. Government securities | $5,287,000 | 4,460 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,287,000 | 4,341 |
| Securities issued by states & political subdivisions | $536,000 | 4,543 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 4,742 |
| Mortgage-backed securities | $5,287,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $5,287,000 | 2,841 |
| Issued or guaranteed by U.S. | $5,287,000 | 2,840 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $5,823,000 | 4,699 |
| Total debt securities | $5,823,000 | 4,964 |
| 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 | $4,899,000 | 5,141 |
| U.S. Government securities | $4,364,000 | 4,660 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,364,000 | 4,532 |
| Securities issued by states & political subdivisions | $535,000 | 4,605 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 4,802 |
| Mortgage-backed securities | $4,364,000 | 3,521 |
| Certificates of participation in pools of residential mortgages | $4,364,000 | 3,085 |
| Issued or guaranteed by U.S. | $4,364,000 | 3,082 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $4,899,000 | 4,837 |
| Total debt securities | $4,900,000 | 5,115 |
| 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 | $5,101,000 | 5,150 |
| U.S. Government securities | $4,567,000 | 4,632 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,567,000 | 4,504 |
| Securities issued by states & political subdivisions | $534,000 | 4,648 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 4,846 |
| Mortgage-backed securities | $4,567,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $4,567,000 | 3,054 |
| Issued or guaranteed by U.S. | $4,567,000 | 3,048 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $5,101,000 | 4,832 |
| Total debt securities | $5,101,000 | 5,123 |
| 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 | $4,470,000 | 5,278 |
| U.S. Government securities | $3,921,000 | 4,769 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,921,000 | 4,653 |
| Securities issued by states & political subdivisions | $549,000 | 4,672 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 4,923 |
| Mortgage-backed securities | $3,921,000 | 3,638 |
| Certificates of participation in pools of residential mortgages | $3,921,000 | 3,211 |
| Issued or guaranteed by U.S. | $3,921,000 | 3,210 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $4,470,000 | 4,954 |
| Total debt securities | $4,470,000 | 5,254 |
| 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 | $5,266,000 | 5,259 |
| U.S. Government securities | $4,200,000 | 4,823 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,200,000 | 4,695 |
| Securities issued by states & political subdivisions | $1,066,000 | 4,506 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 4,999 |
| Mortgage-backed securities | $4,200,000 | 3,622 |
| Certificates of participation in pools of residential mortgages | $4,200,000 | 3,187 |
| Issued or guaranteed by U.S. | $4,200,000 | 3,183 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $5,266,000 | 4,931 |
| Total debt securities | $5,265,000 | 5,238 |
| 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 | $5,493,000 | 5,302 |
| U.S. Government securities | $4,436,000 | 4,892 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,436,000 | 4,777 |
| Securities issued by states & political subdivisions | $1,057,000 | 4,539 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,725,000 | 4,670 |
| Mortgage-backed securities | $4,436,000 | 3,598 |
| Certificates of participation in pools of residential mortgages | $4,436,000 | 3,153 |
| Issued or guaranteed by U.S. | $4,436,000 | 3,152 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $5,493,000 | 4,958 |
| Total debt securities | $5,493,000 | 5,284 |
| 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 | $5,667,000 | 5,335 |
| U.S. Government securities | $4,617,000 | 4,918 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,617,000 | 4,801 |
| Securities issued by states & political subdivisions | $1,050,000 | 4,573 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 5,101 |
| Mortgage-backed securities | $4,617,000 | 3,572 |
| Certificates of participation in pools of residential mortgages | $4,617,000 | 3,109 |
| Issued or guaranteed by U.S. | $4,617,000 | 3,107 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $5,667,000 | 4,984 |
| Total debt securities | $5,667,000 | 5,315 |
| 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 | $5,956,000 | 5,396 |
| U.S. Government securities | $4,899,000 | 4,976 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,899,000 | 4,863 |
| Securities issued by states & political subdivisions | $1,057,000 | 4,623 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 5,185 |
| Mortgage-backed securities | $4,899,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $4,899,000 | 3,087 |
| Issued or guaranteed by U.S. | $4,899,000 | 3,084 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $5,956,000 | 5,034 |
| Total debt securities | $5,955,000 | 5,377 |
| 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 | $6,191,000 | 5,466 |
| U.S. Government securities | $5,138,000 | 5,035 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,138,000 | 4,923 |
| Securities issued by states & political subdivisions | $1,053,000 | 4,650 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 5,230 |
| Mortgage-backed securities | $5,138,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $5,138,000 | 3,126 |
| Issued or guaranteed by U.S. | $5,138,000 | 3,124 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $6,191,000 | 5,093 |
| Total debt securities | $6,191,000 | 5,448 |
| 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 | $6,562,000 | 5,466 |
| U.S. Government securities | $5,487,000 | 5,062 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,487,000 | 4,955 |
| Securities issued by states & political subdivisions | $1,075,000 | 4,633 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 5,288 |
| Mortgage-backed securities | $5,487,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $5,487,000 | 3,130 |
| Issued or guaranteed by U.S. | $5,487,000 | 3,128 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $6,562,000 | 5,102 |
| Total debt securities | $6,561,000 | 5,446 |
| 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 | $6,514,000 | 5,578 |
| U.S. Government securities | $5,447,000 | 5,154 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,447,000 | 5,033 |
| Securities issued by states & political subdivisions | $1,067,000 | 4,710 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,185,000 | 5,109 |
| Mortgage-backed securities | $5,144,000 | 3,736 |
| Certificates of participation in pools of residential mortgages | $5,144,000 | 3,253 |
| Issued or guaranteed by U.S. | $5,144,000 | 3,249 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $6,514,000 | 5,205 |
| Total debt securities | $6,514,000 | 5,557 |
| 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 | $6,922,000 | 5,626 |
| U.S. Government securities | $5,861,000 | 5,168 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,861,000 | 5,054 |
| Securities issued by states & political subdivisions | $1,061,000 | 4,775 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $796,000 | 5,353 |
| Mortgage-backed securities | $5,353,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $5,353,000 | 3,294 |
| Issued or guaranteed by U.S. | $5,353,000 | 3,291 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $6,922,000 | 5,244 |
| Total debt securities | $6,920,000 | 5,603 |
| 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 | $6,684,000 | 5,699 |
| U.S. Government securities | $5,622,000 | 5,304 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,622,000 | 5,185 |
| Securities issued by states & political subdivisions | $1,062,000 | 4,821 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $650,000 | 5,447 |
| Mortgage-backed securities | $4,578,000 | 3,975 |
| Certificates of participation in pools of residential mortgages | $4,578,000 | 3,525 |
| Issued or guaranteed by U.S. | $4,578,000 | 3,525 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $6,684,000 | 5,303 |
| Total debt securities | $6,685,000 | 5,678 |
| 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 | $6,865,000 | 5,734 |
| U.S. Government securities | $5,817,000 | 5,291 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,817,000 | 5,182 |
| Securities issued by states & political subdivisions | $1,048,000 | 4,864 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $650,000 | 5,490 |
| Mortgage-backed securities | $4,761,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | $4,761,000 | 3,516 |
| Issued or guaranteed by U.S. | $4,761,000 | 3,516 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $6,865,000 | 5,342 |
| Total debt securities | $6,865,000 | 5,710 |
| 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 | $6,491,000 | 5,820 |
| U.S. Government securities | $5,466,000 | 5,362 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,466,000 | 5,261 |
| Securities issued by states & political subdivisions | $1,025,000 | 4,912 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $650,000 | 5,557 |
| Mortgage-backed securities | $4,398,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $4,398,000 | 3,604 |
| Issued or guaranteed by U.S. | $4,398,000 | 3,601 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $6,491,000 | 5,423 |
| Total debt securities | $6,491,000 | 5,798 |
| 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 | $7,047,000 | 5,817 |
| U.S. Government securities | $6,007,000 | 5,303 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,007,000 | 5,199 |
| Securities issued by states & political subdivisions | $1,040,000 | 4,920 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 5,640 |
| Mortgage-backed securities | $4,677,000 | 4,052 |
| Certificates of participation in pools of residential mortgages | $4,677,000 | 3,558 |
| Issued or guaranteed by U.S. | $4,677,000 | 3,554 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $7,047,000 | 5,432 |
| Total debt securities | $7,047,000 | 5,794 |
| 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 | $7,678,000 | 5,770 |
| U.S. Government securities | $6,617,000 | 5,204 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,617,000 | 5,095 |
| Securities issued by states & political subdivisions | $1,061,000 | 4,908 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 5,660 |
| Mortgage-backed securities | $5,021,000 | 4,017 |
| Certificates of participation in pools of residential mortgages | $5,021,000 | 3,469 |
| Issued or guaranteed by U.S. | $5,021,000 | 3,465 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $7,678,000 | 5,383 |
| Total debt securities | $7,678,000 | 5,735 |
| 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 | $6,980,000 | 5,883 |
| U.S. Government securities | $5,884,000 | 5,387 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,884,000 | 5,273 |
| Securities issued by states & political subdivisions | $1,096,000 | 4,890 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 5,721 |
| Mortgage-backed securities | $3,816,000 | 4,311 |
| Certificates of participation in pools of residential mortgages | $3,816,000 | 3,810 |
| Issued or guaranteed by U.S. | $3,816,000 | 3,806 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $6,980,000 | 5,522 |
| Total debt securities | $6,980,000 | 5,850 |
| 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 | $7,475,000 | 5,858 |
| U.S. Government securities | $6,381,000 | 5,297 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,381,000 | 5,187 |
| Securities issued by states & political subdivisions | $1,094,000 | 4,924 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 5,747 |
| Mortgage-backed securities | $4,292,000 | 4,235 |
| Certificates of participation in pools of residential mortgages | $4,292,000 | 3,689 |
| Issued or guaranteed by U.S. | $4,292,000 | 3,686 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $7,475,000 | 5,483 |
| Total debt securities | $7,475,000 | 5,831 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $8,292,000 | 5,840 |
| U.S. Government securities | $7,195,000 | 5,252 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,195,000 | 5,159 |
| Securities issued by states & political subdivisions | $1,097,000 | 4,942 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 5,831 |
| Mortgage-backed securities | $4,832,000 | 4,253 |
| Certificates of participation in pools of residential mortgages | $4,832,000 | 3,724 |
| Issued or guaranteed by U.S. | $4,832,000 | 3,723 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $8,292,000 | 5,461 |
| Total debt securities | $8,292,000 | 5,816 |
| 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 | $9,221,000 | 5,784 |
| U.S. Government securities | $8,115,000 | 5,186 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,115,000 | 5,090 |
| Securities issued by states & political subdivisions | $1,106,000 | 4,923 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 5,995 |
| Mortgage-backed securities | $5,328,000 | 4,188 |
| Certificates of participation in pools of residential mortgages | $5,328,000 | 3,618 |
| Issued or guaranteed by U.S. | $5,328,000 | 3,615 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $9,221,000 | 5,405 |
| Total debt securities | $9,212,000 | 5,756 |
| 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 | $9,700,000 | 5,780 |
| U.S. Government securities | $8,611,000 | 5,215 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,611,000 | 5,112 |
| Securities issued by states & political subdivisions | $1,089,000 | 4,879 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 6,023 |
| Mortgage-backed securities | $5,800,000 | 4,127 |
| Certificates of participation in pools of residential mortgages | $5,800,000 | 3,526 |
| Issued or guaranteed by U.S. | $5,800,000 | 3,522 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $9,700,000 | 5,391 |
| Total debt securities | $9,691,000 | 5,753 |
| 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 | $10,401,000 | 5,693 |
| U.S. Government securities | $9,342,000 | 5,040 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,342,000 | 4,944 |
| Securities issued by states & political subdivisions | $1,059,000 | 4,908 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 5,741 |
| Mortgage-backed securities | $6,305,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $6,305,000 | 3,345 |
| Issued or guaranteed by U.S. | $6,305,000 | 3,344 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $10,401,000 | 5,270 |
| Total debt securities | $10,393,000 | 5,668 |
| 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 | $9,362,000 | 5,814 |
| U.S. Government securities | $8,298,000 | 5,227 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $8,298,000 | 5,125 |
| Securities issued by states & political subdivisions | $1,064,000 | 4,879 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 5,763 |
| Mortgage-backed securities | $4,978,000 | 4,203 |
| Certificates of participation in pools of residential mortgages | $4,978,000 | 3,582 |
| Issued or guaranteed by U.S. | $4,978,000 | 3,572 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $9,362,000 | 5,379 |
| Total debt securities | $9,363,000 | 5,772 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $9,114,000 | 5,951 |
| U.S. Government securities | $8,082,000 | 5,382 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $8,082,000 | 5,269 |
| Securities issued by states & political subdivisions | $1,032,000 | 4,885 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 5,811 |
| Mortgage-backed securities | $4,743,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $4,743,000 | 3,593 |
| Issued or guaranteed by U.S. | $4,743,000 | 3,581 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $9,114,000 | 5,502 |
| Total debt securities | $9,114,000 | 5,917 |
| 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 | $7,369,000 | 6,192 |
| U.S. Government securities | $6,388,000 | 5,736 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,388,000 | 5,608 |
| Securities issued by states & political subdivisions | $981,000 | 4,932 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 5,855 |
| Mortgage-backed securities | $3,070,000 | 4,528 |
| Certificates of participation in pools of residential mortgages | $3,070,000 | 3,977 |
| Issued or guaranteed by U.S. | $3,070,000 | 3,967 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,369,000 | 5,729 |
| Total debt securities | $7,369,000 | 6,163 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $7,606,000 | 6,082 |
| U.S. Government securities | $6,623,000 | 5,546 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,623,000 | 5,432 |
| Securities issued by states & political subdivisions | $983,000 | 4,949 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 5,914 |
| Mortgage-backed securities | $3,028,000 | 4,477 |
| Certificates of participation in pools of residential mortgages | $3,028,000 | 3,873 |
| Issued or guaranteed by U.S. | $3,028,000 | 3,863 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $7,606,000 | 5,622 |
| Total debt securities | $7,606,000 | 6,048 |
| 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 | $6,121,000 | 6,357 |
| U.S. Government securities | $6,087,000 | 5,650 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,087,000 | 5,530 |
| Securities issued by states & political subdivisions | $34,000 | 5,759 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 6,010 |
| Mortgage-backed securities | $2,286,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $2,286,000 | 4,121 |
| Issued or guaranteed by U.S. | $2,286,000 | 4,112 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $6,121,000 | 1,344 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $6,120,000 | 6,315 |
| 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 | $6,644,000 | 6,340 |
| U.S. Government securities | $6,602,000 | 5,664 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,602,000 | 5,553 |
| Securities issued by states & political subdivisions | $42,000 | 5,747 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 6,055 |
| Mortgage-backed securities | $2,498,000 | 4,663 |
| Certificates of participation in pools of residential mortgages | $2,498,000 | 4,101 |
| Issued or guaranteed by U.S. | $2,498,000 | 4,092 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $6,644,000 | 1,336 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $6,643,000 | 6,304 |
| 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 | $6,847,000 | 6,381 |
| U.S. Government securities | $6,805,000 | 5,680 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,805,000 | 5,569 |
| Securities issued by states & political subdivisions | $42,000 | 5,777 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 6,130 |
| Mortgage-backed securities | $2,698,000 | 4,684 |
| Certificates of participation in pools of residential mortgages | $2,698,000 | 4,156 |
| Issued or guaranteed by U.S. | $2,698,000 | 4,149 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $6,847,000 | 1,325 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $6,846,000 | 6,340 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $7,056,000 | 6,326 |
| U.S. Government securities | $7,006,000 | 5,592 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,006,000 | 5,491 |
| Securities issued by states & political subdivisions | $50,000 | 5,806 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 6,188 |
| Mortgage-backed securities | $2,896,000 | 4,705 |
| Certificates of participation in pools of residential mortgages | $2,896,000 | 4,173 |
| Issued or guaranteed by U.S. | $2,896,000 | 4,166 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $7,056,000 | 1,306 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $7,056,000 | 6,292 |
| 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 | $6,699,000 | 6,443 |
| U.S. Government securities | $6,649,000 | 5,726 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,649,000 | 5,635 |
| Securities issued by states & political subdivisions | $50,000 | 5,841 |
| 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 | $450,000 | 6,202 |
| Mortgage-backed securities | $2,537,000 | 4,909 |
| Certificates of participation in pools of residential mortgages | $2,537,000 | 4,401 |
| Issued or guaranteed by U.S. | $2,537,000 | 4,393 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $6,699,000 | 1,391 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $6,699,000 | 6,402 |
| 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 | $5,737,000 | 6,655 |
| U.S. Government securities | $5,679,000 | 5,992 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,679,000 | 5,903 |
| Securities issued by states & political subdivisions | $58,000 | 5,886 |
| 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 | $625,000 | 6,119 |
| Mortgage-backed securities | $1,690,000 | 5,255 |
| Certificates of participation in pools of residential mortgages | $1,690,000 | 4,804 |
| Issued or guaranteed by U.S. | $1,690,000 | 4,789 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $5,737,000 | 1,509 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $5,735,000 | 6,611 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $5,893,000 | 6,681 |
| U.S. Government securities | $5,835,000 | 6,067 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,835,000 | 5,987 |
| Securities issued by states & political subdivisions | $58,000 | 5,837 |
| 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 | $625,000 | 6,163 |
| Mortgage-backed securities | $1,844,000 | 5,270 |
| Certificates of participation in pools of residential mortgages | $1,844,000 | 4,820 |
| Issued or guaranteed by U.S. | $1,844,000 | 4,804 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,893,000 | 1,524 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $5,893,000 | 6,641 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $5,546,000 | 6,810 |
| U.S. Government securities | $5,481,000 | 6,265 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,481,000 | 6,181 |
| Securities issued by states & political subdivisions | $65,000 | 5,795 |
| 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 | $625,000 | 6,210 |
| Mortgage-backed securities | $1,271,000 | 5,477 |
| Certificates of participation in pools of residential mortgages | $1,271,000 | 5,040 |
| Issued or guaranteed by U.S. | $1,271,000 | 5,026 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,546,000 | 1,560 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $5,546,000 | 6,774 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $5,487,000 | 6,818 |
| U.S. Government securities | $5,421,000 | 6,263 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,421,000 | 6,174 |
| Securities issued by states & political subdivisions | $66,000 | 5,814 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,244 |
| Mortgage-backed securities | $946,000 | 5,617 |
| Certificates of participation in pools of residential mortgages | $946,000 | 5,201 |
| Issued or guaranteed by U.S. | $946,000 | 5,186 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,487,000 | 1,578 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $5,487,000 | 6,776 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $5,969,000 | 6,765 |
| U.S. Government securities | $5,896,000 | 6,177 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,896,000 | 6,093 |
| Securities issued by states & political subdivisions | $73,000 | 5,863 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,281 |
| Mortgage-backed securities | $980,000 | 5,600 |
| Certificates of participation in pools of residential mortgages | $980,000 | 5,180 |
| Issued or guaranteed by U.S. | $980,000 | 5,159 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,969,000 | 1,511 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $5,968,000 | 6,701 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $5,608,000 | 6,872 |
| U.S. Government securities | $5,535,000 | 6,303 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,535,000 | 6,208 |
| Securities issued by states & political subdivisions | $73,000 | 5,867 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,274 |
| Mortgage-backed securities | $768,000 | 5,690 |
| Certificates of participation in pools of residential mortgages | $768,000 | 5,283 |
| Issued or guaranteed by U.S. | $768,000 | 5,257 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,608,000 | 1,581 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $5,607,000 | 6,806 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $6,377,000 | 6,764 |
| U.S. Government securities | $6,297,000 | 6,213 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,297,000 | 6,104 |
| Securities issued by states & political subdivisions | $80,000 | 5,904 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,328 |
| Mortgage-backed securities | $90,000 | 6,187 |
| Certificates of participation in pools of residential mortgages | $90,000 | 5,868 |
| Issued or guaranteed by U.S. | $90,000 | 5,847 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,377,000 | 1,528 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $6,377,000 | 6,707 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $5,392,000 | 7,061 |
| U.S. Government securities | $5,312,000 | 6,605 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,312,000 | 6,490 |
| Securities issued by states & political subdivisions | $80,000 | 5,937 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,359 |
| Mortgage-backed securities | $97,000 | 6,134 |
| Certificates of participation in pools of residential mortgages | $97,000 | 5,810 |
| Issued or guaranteed by U.S. | $97,000 | 5,787 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,392,000 | 1,695 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $5,389,000 | 7,009 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,407,000 | 7,079 |
| U.S. Government securities | $5,320,000 | 6,639 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,320,000 | 6,511 |
| Securities issued by states & political subdivisions | $87,000 | 5,983 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,418 |
| Mortgage-backed securities | $104,000 | 6,135 |
| Certificates of participation in pools of residential mortgages | $104,000 | 5,809 |
| Issued or guaranteed by U.S. | $104,000 | 5,788 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,407,000 | 1,703 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $5,406,000 | 7,042 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $5,578,000 | 7,091 |
| U.S. Government securities | $5,491,000 | 6,630 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,491,000 | 6,499 |
| Securities issued by states & political subdivisions | $87,000 | 6,037 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,447 |
| Mortgage-backed securities | $112,000 | 6,133 |
| Certificates of participation in pools of residential mortgages | $112,000 | 5,804 |
| Issued or guaranteed by U.S. | $112,000 | 5,780 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,578,000 | 1,713 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $5,577,000 | 7,046 |
| 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 | $5,598,000 | 7,128 |
| U.S. Government securities | $5,504,000 | 6,664 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,504,000 | 6,535 |
| Securities issued by states & political subdivisions | $94,000 | 6,077 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,466 |
| Mortgage-backed securities | $120,000 | 6,140 |
| Certificates of participation in pools of residential mortgages | $120,000 | 5,799 |
| Issued or guaranteed by U.S. | $120,000 | 5,775 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,598,000 | 1,748 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $5,594,000 | 7,080 |
| 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 | $5,775,000 | 7,156 |
| U.S. Government securities | $5,681,000 | 6,666 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,681,000 | 6,536 |
| Securities issued by states & political subdivisions | $94,000 | 6,147 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,537 |
| Mortgage-backed securities | $127,000 | 6,159 |
| Certificates of participation in pools of residential mortgages | $127,000 | 5,819 |
| Issued or guaranteed by U.S. | $127,000 | 5,790 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,775,000 | 1,781 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $5,775,000 | 7,101 |
| 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 | $5,802,000 | 7,182 |
| U.S. Government securities | $5,701,000 | 6,673 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,701,000 | 6,533 |
| Securities issued by states & political subdivisions | $101,000 | 6,166 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,571 |
| Mortgage-backed securities | $136,000 | 6,189 |
| Certificates of participation in pools of residential mortgages | $136,000 | 5,843 |
| Issued or guaranteed by U.S. | $136,000 | 5,817 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,802,000 | 1,798 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $5,800,000 | 7,128 |
| 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 | $5,820,000 | 7,213 |
| U.S. Government securities | $5,719,000 | 6,707 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,719,000 | 6,562 |
| Securities issued by states & political subdivisions | $101,000 | 6,187 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,603 |
| Mortgage-backed securities | $145,000 | 6,221 |
| Certificates of participation in pools of residential mortgages | $145,000 | 5,859 |
| Issued or guaranteed by U.S. | $145,000 | 5,835 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,820,000 | 1,815 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $5,820,000 | 7,159 |
| 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 | $5,849,000 | 7,259 |
| U.S. Government securities | $5,742,000 | 6,736 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,742,000 | 6,591 |
| Securities issued by states & political subdivisions | $107,000 | 6,222 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,635 |
| Mortgage-backed securities | $158,000 | 6,268 |
| Certificates of participation in pools of residential mortgages | $158,000 | 5,889 |
| Issued or guaranteed by U.S. | $158,000 | 5,864 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,849,000 | 1,851 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $5,849,000 | 7,201 |
| 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 | $5,742,000 | 7,317 |
| U.S. Government securities | $5,635,000 | 6,759 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,635,000 | 6,621 |
| Securities issued by states & political subdivisions | $107,000 | 6,265 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,669 |
| Mortgage-backed securities | $169,000 | 6,292 |
| Certificates of participation in pools of residential mortgages | $169,000 | 5,909 |
| Issued or guaranteed by U.S. | $169,000 | 5,889 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,742,000 | 1,861 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $5,742,000 | 7,258 |
| 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 | $6,068,000 | 7,268 |
| U.S. Government securities | $5,955,000 | 6,707 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,955,000 | 6,565 |
| Securities issued by states & political subdivisions | $113,000 | 6,273 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,668 |
| Mortgage-backed securities | $181,000 | 6,315 |
| Certificates of participation in pools of residential mortgages | $181,000 | 5,938 |
| Issued or guaranteed by U.S. | $181,000 | 5,909 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,068,000 | 1,832 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $6,065,000 | 7,199 |
| 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 | $6,092,000 | 7,353 |
| U.S. Government securities | $5,979,000 | 6,774 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,979,000 | 6,618 |
| Securities issued by states & political subdivisions | $113,000 | 6,309 |
| 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 | $625,000 | 6,712 |
| Mortgage-backed securities | $193,000 | 6,363 |
| Certificates of participation in pools of residential mortgages | $193,000 | 5,983 |
| Issued or guaranteed by U.S. | $193,000 | 5,959 |
| 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) | $6,092,000 | 1,854 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $6,092,000 | 7,286 |
| 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 | $5,755,000 | 7,454 |
| U.S. Government securities | $5,636,000 | 6,883 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,636,000 | 6,730 |
| Securities issued by states & political subdivisions | $119,000 | 6,334 |
| 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 | $625,000 | 6,726 |
| Mortgage-backed securities | $204,000 | 6,386 |
| Certificates of participation in pools of residential mortgages | $204,000 | 5,997 |
| Issued or guaranteed by U.S. | $204,000 | 5,981 |
| 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) | $5,755,000 | 1,929 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $5,751,000 | 7,383 |
| 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 | $6,582,000 | 7,296 |
| U.S. Government securities | $6,463,000 | 6,660 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,463,000 | 6,504 |
| Securities issued by states & political subdivisions | $119,000 | 6,378 |
| 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 | $625,000 | 6,749 |
| Mortgage-backed securities | $220,000 | 6,417 |
| Certificates of participation in pools of residential mortgages | $220,000 | 6,009 |
| Issued or guaranteed by U.S. | $220,000 | 5,994 |
| 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) | $6,582,000 | 1,829 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $6,582,000 | 7,222 |
| 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 | $6,618,000 | 7,363 |
| U.S. Government securities | $6,492,000 | 6,750 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,492,000 | 6,583 |
| Securities issued by states & political subdivisions | $126,000 | 6,406 |
| 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 | $625,000 | 6,778 |
| Mortgage-backed securities | $236,000 | 6,465 |
| Certificates of participation in pools of residential mortgages | $236,000 | 6,053 |
| Issued or guaranteed by U.S. | $236,000 | 6,038 |
| 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) | $6,618,000 | 1,837 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $6,618,000 | 7,285 |
| 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 | $6,346,000 | 7,418 |
| U.S. Government securities | $6,220,000 | 6,765 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,220,000 | 6,605 |
| Securities issued by states & political subdivisions | $126,000 | 6,403 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,752 |
| Mortgage-backed securities | $253,000 | 6,469 |
| Certificates of participation in pools of residential mortgages | $253,000 | 6,037 |
| Issued or guaranteed by U.S. | $253,000 | 6,016 |
| 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) | $6,346,000 | 1,856 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $6,344,000 | 7,337 |
| 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 | $5,989,000 | 7,579 |
| U.S. Government securities | $5,858,000 | 6,981 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,858,000 | 6,802 |
| Securities issued by states & political subdivisions | $131,000 | 6,479 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,760 |
| Mortgage-backed securities | $268,000 | 6,494 |
| Certificates of participation in pools of residential mortgages | $268,000 | 6,077 |
| Issued or guaranteed by U.S. | $268,000 | 6,053 |
| 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) | $5,989,000 | 1,922 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $5,989,000 | 7,497 |
| 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 | $6,036,000 | 7,511 |
| U.S. Government securities | $5,905,000 | 6,853 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,905,000 | 6,676 |
| Securities issued by states & political subdivisions | $131,000 | 6,517 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,789 |
| Mortgage-backed securities | $282,000 | 6,516 |
| Certificates of participation in pools of residential mortgages | $282,000 | 6,106 |
| Issued or guaranteed by U.S. | $282,000 | 6,078 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,036,000 | 1,917 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $6,036,000 | 7,427 |
| 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 | $5,171,000 | 7,718 |
| U.S. Government securities | $5,034,000 | 7,071 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,034,000 | 6,890 |
| Securities issued by states & political subdivisions | $137,000 | 6,520 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,805 |
| Mortgage-backed securities | $92,000 | 6,902 |
| Certificates of participation in pools of residential mortgages | $92,000 | 6,511 |
| Issued or guaranteed by U.S. | $92,000 | 6,494 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,171,000 | 2,037 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $5,171,000 | 7,631 |
| 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 | $5,612,000 | 7,627 |
| U.S. Government securities | $5,475,000 | 6,983 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,475,000 | 6,773 |
| Securities issued by states & political subdivisions | $137,000 | 6,505 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,835 |
| Mortgage-backed securities | $121,000 | 6,865 |
| Certificates of participation in pools of residential mortgages | $121,000 | 6,452 |
| Issued or guaranteed by U.S. | $121,000 | 6,432 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,612,000 | 2,032 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $5,612,000 | 7,542 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,877,000 | 7,568 |
| U.S. Government securities | $5,734,000 | 6,895 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,734,000 | 6,693 |
| Securities issued by states & political subdivisions | $143,000 | 6,517 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,881 |
| Mortgage-backed securities | $138,000 | 6,843 |
| Certificates of participation in pools of residential mortgages | $138,000 | 6,386 |
| Issued or guaranteed by U.S. | $138,000 | 6,366 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,877,000 | 2,023 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $5,877,000 | 7,492 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,430,000 | 7,806 |
| U.S. Government securities | $5,430,000 | 7,058 |
| U.S. Treasury securities | $199,000 | 3,003 |
| U.S. Government agency obligations | $5,231,000 | 6,897 |
| 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 | $390,000 | 7,323 |
| Mortgage-backed securities | $243,000 | 6,708 |
| Certificates of participation in pools of residential mortgages | $243,000 | 6,152 |
| Issued or guaranteed by U.S. | $243,000 | 6,129 |
| 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) | $5,430,000 | 2,200 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $5,430,000 | 7,702 |
| 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 | $5,500,000 | 8,189 |
| U.S. Government securities | $5,491,000 | 7,537 |
| U.S. Treasury securities | $398,000 | 3,637 |
| U.S. Government agency obligations | $5,093,000 | 7,355 |
| 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 | $9,000 | 7,946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,000 | 7,634 |
| Mortgage-backed securities | $377,000 | 6,310 |
| Certificates of participation in pools of residential mortgages | $377,000 | 5,669 |
| Issued or guaranteed by U.S. | $377,000 | 5,649 |
| 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) | $5,491,000 | 2,664 |
| Available-for-sale securities (fair market value) | $9,000 | 9,301 |
| Total debt securities | $5,491,000 | 8,068 |
| 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 | $5,497,000 | 8,496 |
| U.S. Government securities | $5,485,000 | 7,822 |
| U.S. Treasury securities | $600,000 | 4,221 |
| U.S. Government agency obligations | $4,885,000 | 7,583 |
| Securities issued by states & political subdivisions | $3,000 | 7,585 |
| 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 | $9,000 | 7,977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,000 | 7,845 |
| Mortgage-backed securities | $540,000 | 6,397 |
| Certificates of participation in pools of residential mortgages | $540,000 | 5,677 |
| Issued or guaranteed by U.S. | $540,000 | 5,663 |
| 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) | $5,488,000 | 2,947 |
| Available-for-sale securities (fair market value) | $9,000 | 9,569 |
| Total debt securities | $5,488,000 | 8,383 |
| 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 | $4,901,000 | 8,806 |
| U.S. Government securities | $4,884,000 | 8,097 |
| U.S. Treasury securities | $1,100,000 | 4,811 |
| U.S. Government agency obligations | $3,784,000 | 7,809 |
| Securities issued by states & political subdivisions | $8,000 | 7,821 |
| 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 | $9,000 | 7,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 7,951 |
| Mortgage-backed securities | $579,000 | 6,572 |
| Certificates of participation in pools of residential mortgages | $579,000 | 5,845 |
| Issued or guaranteed by U.S. | $579,000 | 5,831 |
| 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) | $4,892,000 | 3,448 |
| Available-for-sale securities (fair market value) | $9,000 | 9,742 |
| Total debt securities | $4,892,000 | 8,691 |
| 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 | $5,421,000 | 9,047 |
| U.S. Government securities | $5,399,000 | 8,368 |
| U.S. Treasury securities | $1,200,000 | 6,097 |
| U.S. Government agency obligations | $4,199,000 | 7,721 |
| Securities issued by states & political subdivisions | $13,000 | 8,130 |
| 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 | $9,000 | 7,961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 8,381 |
| Mortgage-backed securities | $355,000 | 7,254 |
| Certificates of participation in pools of residential mortgages | $355,000 | 6,474 |
| Issued or guaranteed by U.S. | $355,000 | 6,452 |
| 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) | $5,412,000 | 3,984 |
| Available-for-sale securities (fair market value) | $9,000 | 10,118 |
| Total debt securities | $5,412,000 | 8,932 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,814 |
| Fair value | $99,000 | 2,869 |
| 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 | $5,629,000 | 9,522 |
| U.S. Government securities | $5,602,000 | 8,858 |
| U.S. Treasury securities | $1,300,000 | 6,786 |
| U.S. Government agency obligations | $4,302,000 | 8,040 |
| Securities issued by states & political subdivisions | $18,000 | 8,567 |
| 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 | $9,000 | 8,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 8,795 |
| Mortgage-backed securities | $560,000 | 7,435 |
| Certificates of participation in pools of residential mortgages | $560,000 | 6,557 |
| Issued or guaranteed by U.S. | $560,000 | 6,540 |
| 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) | $5,620,000 | 4,432 |
| Available-for-sale securities (fair market value) | $9,000 | 10,485 |
| Total debt securities | $5,620,000 | 9,413 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,044 |
| Fair value | $300,000 | 3,048 |
| 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 | $5,692,000 | 9,899 |
| U.S. Government securities | $5,510,000 | 9,296 |
| U.S. Treasury securities | $1,601,000 | 7,599 |
| U.S. Government agency obligations | $3,909,000 | 8,390 |
| Securities issued by states & political subdivisions | $22,000 | 8,941 |
| 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 | $160,000 | 5,431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 9,123 |
| Mortgage-backed securities | $568,000 | 7,882 |
| Certificates of participation in pools of residential mortgages | $568,000 | 6,854 |
| Issued or guaranteed by U.S. | $568,000 | 6,823 |
| 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) | $5,532,000 | 4,787 |
| Available-for-sale securities (fair market value) | $160,000 | 10,583 |
| Total debt securities | $5,532,000 | 9,870 |
| Structured notes | ||
| Amortized cost | $600,000 | 3,290 |
| Fair value | $595,000 | 3,308 |
| 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 | $6,671,000 | 10,067 |
| U.S. Government securities | $6,306,000 | 9,501 |
| U.S. Treasury securities | $1,801,000 | 8,570 |
| U.S. Government agency obligations | $4,505,000 | 8,010 |
| Securities issued by states & political subdivisions | $78,000 | 9,194 |
| 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 | $287,000 | 4,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $330,000 | 9,598 |
| Mortgage-backed securities | $605,000 | 8,343 |
| Certificates of participation in pools of residential mortgages | $605,000 | 7,146 |
| Issued or guaranteed by U.S. | $605,000 | 7,120 |
| 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) | $6,384,000 | 7,234 |
| Available-for-sale securities (fair market value) | $287,000 | 10,384 |
| Total debt securities | $6,384,000 | 10,102 |
| 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 | $6,633,000 | 10,482 |
| U.S. Government securities | $6,184,000 | 9,841 |
| U.S. Treasury securities | $1,501,000 | 9,188 |
| U.S. Government agency obligations | $4,683,000 | 8,132 |
| Securities issued by states & political subdivisions | $113,000 | 9,226 |
| 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 | $336,000 | 3,698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,000 | 10,324 |
| Mortgage-backed securities | $533,000 | 9,157 |
| Certificates of participation in pools of residential mortgages | $533,000 | 7,980 |
| Issued or guaranteed by U.S. | $533,000 | 7,931 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| 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 | $6,297,000 | 10,496 |
| 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 | $6,114,000 | 11,004 |
| U.S. Government securities | $5,813,000 | 10,276 |
| U.S. Treasury securities | $1,503,000 | 9,533 |
| U.S. Government agency obligations | $4,310,000 | 8,471 |
| Securities issued by states & political subdivisions | $123,000 | 9,137 |
| Other domestic debt securities | $169,000 | 6,333 |
| Privately issued residential mortgage-backed securities | $169,000 | 3,199 |
| 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 | $9,000 | 8,271 |
| 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 | 10,882 |
| Mortgage-backed securities | $730,000 | 9,370 |
| Certificates of participation in pools of residential mortgages | $685,000 | 8,140 |
| Issued or guaranteed by U.S. | $535,000 | 8,418 |
| Privately issued | $150,000 | 651 |
| Collaterized mortgage obligations | $45,000 | 7,150 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 6,568 |
| Privately issued | $19,000 | 3,414 |
| 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 | $6,105,000 | 10,862 |
| 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 |