Home > The First National Bank of Proctor > Securities
The First National Bank of Proctor, Securities
| 2023-12-31 | Rank | |
| Total securities | $6,642,000 | 4,155 |
| U.S. Government securities | $6,642,000 | 3,845 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $6,642,000 | 3,515 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| 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 | $530,000 | 3,834 |
| Mortgage-backed securities | $2,149,000 | 3,322 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,754,000 | 3,058 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $395,000 | 2,383 |
| 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) | $6,642,000 | 3,900 |
| Total debt securities | $6,642,000 | 4,131 |
| 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 | $6,518,000 | 4,188 |
| U.S. Government securities | $6,518,000 | 3,875 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $6,518,000 | 3,533 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| 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 | $524,000 | 3,846 |
| Mortgage-backed securities | $2,151,000 | 3,332 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,743,000 | 3,064 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $408,000 | 2,373 |
| 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) | $6,518,000 | 3,911 |
| Total debt securities | $6,518,000 | 4,163 |
| 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 | $7,148,000 | 4,198 |
| U.S. Government securities | $7,148,000 | 3,872 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $7,148,000 | 3,513 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| 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 | $546,000 | 3,841 |
| Mortgage-backed securities | $2,277,000 | 3,335 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,836,000 | 3,077 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $441,000 | 2,360 |
| 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) | $7,148,000 | 3,918 |
| Total debt securities | $7,150,000 | 4,175 |
| 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 | $7,281,000 | 4,258 |
| U.S. Government securities | $7,281,000 | 3,932 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $7,281,000 | 3,512 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| 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 | $566,000 | 3,847 |
| Mortgage-backed securities | $2,395,000 | 3,373 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,916,000 | 3,103 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $479,000 | 2,381 |
| 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) | $7,281,000 | 3,974 |
| Total debt securities | $7,280,000 | 4,235 |
| 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 | $7,271,000 | 4,296 |
| U.S. Government securities | $7,271,000 | 3,953 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $7,271,000 | 3,524 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| 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 | $564,000 | 3,808 |
| Mortgage-backed securities | $2,450,000 | 3,390 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,943,000 | 3,121 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $507,000 | 2,385 |
| 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) | $7,271,000 | 4,000 |
| Total debt securities | $7,273,000 | 4,273 |
| 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 | $6,825,000 | 4,346 |
| U.S. Government securities | $6,825,000 | 4,013 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $6,825,000 | 3,585 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| 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 | $577,000 | 3,828 |
| Mortgage-backed securities | $2,516,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,990,000 | 3,122 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $526,000 | 2,406 |
| 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) | $6,825,000 | 4,058 |
| Total debt securities | $6,825,000 | 4,323 |
| 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 | $7,193,000 | 4,354 |
| U.S. Government securities | $7,193,000 | 3,990 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $7,193,000 | 3,585 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| 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 | $622,000 | 3,851 |
| Mortgage-backed securities | $2,735,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $2,154,000 | 3,211 |
| Issued or guaranteed by U.S. | $2,154,000 | 3,121 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $581,000 | 2,466 |
| CMOs issued by government agencies or sponsored agencies | $581,000 | 2,398 |
| 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) | $7,193,000 | 4,078 |
| Total debt securities | $7,195,000 | 4,336 |
| 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 | $7,512,000 | 4,290 |
| U.S. Government securities | $7,512,000 | 3,889 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $7,512,000 | 3,543 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| 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 | $426,000 | 3,914 |
| Mortgage-backed securities | $2,981,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | $2,341,000 | 3,191 |
| Issued or guaranteed by U.S. | $2,341,000 | 3,101 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $640,000 | 2,446 |
| CMOs issued by government agencies or sponsored agencies | $640,000 | 2,378 |
| 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) | $7,512,000 | 4,034 |
| Total debt securities | $7,513,000 | 4,270 |
| 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 | $5,569,000 | 4,359 |
| U.S. Government securities | $5,569,000 | 3,945 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $5,569,000 | 3,696 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| 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 | $501,000 | 3,922 |
| Mortgage-backed securities | $3,317,000 | 3,369 |
| Certificates of participation in pools of residential mortgages | $2,597,000 | 3,155 |
| Issued or guaranteed by U.S. | $2,597,000 | 3,050 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $720,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $720,000 | 2,345 |
| 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) | $5,569,000 | 4,129 |
| Total debt securities | $5,569,000 | 4,338 |
| 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 | $4,841,000 | 4,431 |
| U.S. Government securities | $4,841,000 | 3,999 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,841,000 | 3,793 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| 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 | $52,000 | 4,088 |
| Mortgage-backed securities | $3,571,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | $2,770,000 | 3,146 |
| Issued or guaranteed by U.S. | $2,770,000 | 3,056 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $801,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $801,000 | 2,355 |
| 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) | $4,841,000 | 4,193 |
| Total debt securities | $4,841,000 | 4,408 |
| 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 | $5,091,000 | 4,420 |
| U.S. Government securities | $5,091,000 | 3,978 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $5,091,000 | 3,765 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| 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 | $59,000 | 4,127 |
| Mortgage-backed securities | $3,817,000 | 3,349 |
| Certificates of participation in pools of residential mortgages | $2,942,000 | 3,106 |
| Issued or guaranteed by U.S. | $2,942,000 | 3,012 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $875,000 | 2,361 |
| CMOs issued by government agencies or sponsored agencies | $875,000 | 2,313 |
| 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) | $5,091,000 | 4,185 |
| Total debt securities | $5,092,000 | 4,398 |
| 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 | $3,236,000 | 4,513 |
| U.S. Government securities | $3,236,000 | 4,109 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,236,000 | 3,940 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| 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 | $65,000 | 4,148 |
| Mortgage-backed securities | $2,486,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $1,526,000 | 3,384 |
| Issued or guaranteed by U.S. | $1,526,000 | 3,287 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $960,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $960,000 | 2,247 |
| 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) | $3,236,000 | 4,279 |
| Total debt securities | $3,236,000 | 4,491 |
| 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 | $2,756,000 | 4,548 |
| U.S. Government securities | $2,756,000 | 4,107 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,756,000 | 3,964 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| 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 | $72,000 | 4,169 |
| Mortgage-backed securities | $2,756,000 | 3,454 |
| Certificates of participation in pools of residential mortgages | $1,718,000 | 3,311 |
| Issued or guaranteed by U.S. | $1,718,000 | 3,225 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,038,000 | 2,283 |
| CMOs issued by government agencies or sponsored agencies | $1,038,000 | 2,231 |
| 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) | $2,756,000 | 4,314 |
| Total debt securities | $2,756,000 | 4,528 |
| 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 | $2,481,000 | 4,601 |
| U.S. Government securities | $2,481,000 | 4,171 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,481,000 | 4,024 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| 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 | $80,000 | 4,182 |
| Mortgage-backed securities | $2,481,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | $1,826,000 | 3,267 |
| Issued or guaranteed by U.S. | $1,826,000 | 3,179 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $655,000 | 2,456 |
| CMOs issued by government agencies or sponsored agencies | $655,000 | 2,404 |
| 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) | $2,481,000 | 4,360 |
| Total debt securities | $2,481,000 | 4,580 |
| 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 | $1,724,000 | 4,696 |
| U.S. Government securities | $1,724,000 | 4,320 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,724,000 | 4,187 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| 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 | $93,000 | 4,223 |
| Mortgage-backed securities | $1,724,000 | 3,658 |
| Certificates of participation in pools of residential mortgages | $999,000 | 3,530 |
| Issued or guaranteed by U.S. | $999,000 | 3,436 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $725,000 | 2,443 |
| CMOs issued by government agencies or sponsored agencies | $725,000 | 2,404 |
| 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) | $1,724,000 | 4,450 |
| Total debt securities | $1,724,000 | 4,669 |
| 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 | $1,889,000 | 4,715 |
| U.S. Government securities | $1,889,000 | 4,348 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,889,000 | 4,217 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| 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 | $104,000 | 4,243 |
| Mortgage-backed securities | $1,809,000 | 3,658 |
| Certificates of participation in pools of residential mortgages | $1,054,000 | 3,514 |
| Issued or guaranteed by U.S. | $1,054,000 | 3,413 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $755,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $755,000 | 2,391 |
| 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) | $1,889,000 | 4,472 |
| Total debt securities | $1,889,000 | 4,690 |
| 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 | $2,168,000 | 4,752 |
| U.S. Government securities | $1,937,000 | 4,440 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,937,000 | 4,295 |
| Securities issued by states & political subdivisions | $231,000 | 4,156 |
| 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 | $114,000 | 4,304 |
| Mortgage-backed securities | $1,857,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $1,084,000 | 3,492 |
| Issued or guaranteed by U.S. | $1,084,000 | 3,397 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $773,000 | 2,433 |
| CMOs issued by government agencies or sponsored agencies | $773,000 | 2,391 |
| 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) | $2,168,000 | 4,507 |
| Total debt securities | $2,168,000 | 4,729 |
| 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 | $2,259,000 | 4,836 |
| U.S. Government securities | $2,026,000 | 4,497 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,026,000 | 4,350 |
| Securities issued by states & political subdivisions | $233,000 | 4,217 |
| 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 | $124,000 | 4,380 |
| Mortgage-backed securities | $1,946,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | $1,136,000 | 3,487 |
| Issued or guaranteed by U.S. | $1,136,000 | 3,400 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $810,000 | 2,446 |
| CMOs issued by government agencies or sponsored agencies | $810,000 | 2,406 |
| 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) | $2,259,000 | 4,585 |
| Total debt securities | $2,259,000 | 4,811 |
| 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 | $2,381,000 | 4,875 |
| U.S. Government securities | $2,147,000 | 4,543 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,147,000 | 4,386 |
| Securities issued by states & political subdivisions | $234,000 | 4,278 |
| 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 | $136,000 | 4,422 |
| Mortgage-backed securities | $2,067,000 | 3,613 |
| Certificates of participation in pools of residential mortgages | $1,209,000 | 3,481 |
| Issued or guaranteed by U.S. | $1,209,000 | 3,399 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $858,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $858,000 | 2,370 |
| 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) | $2,381,000 | 4,611 |
| Total debt securities | $2,382,000 | 4,852 |
| 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 | $1,764,000 | 4,992 |
| U.S. Government securities | $1,530,000 | 4,704 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,530,000 | 4,562 |
| Securities issued by states & political subdivisions | $234,000 | 4,336 |
| 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 | $149,000 | 4,464 |
| Mortgage-backed securities | $1,361,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $1,257,000 | 3,492 |
| Issued or guaranteed by U.S. | $1,257,000 | 3,406 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $104,000 | 2,829 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 2,769 |
| 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) | $1,764,000 | 4,723 |
| Total debt securities | $1,763,000 | 4,968 |
| 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 | $1,808,000 | 5,026 |
| U.S. Government securities | $1,573,000 | 4,739 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,573,000 | 4,596 |
| Securities issued by states & political subdivisions | $235,000 | 4,387 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,000 | 4,508 |
| Mortgage-backed securities | $1,401,000 | 3,793 |
| Certificates of participation in pools of residential mortgages | $1,294,000 | 3,496 |
| Issued or guaranteed by U.S. | $1,294,000 | 3,426 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $107,000 | 2,835 |
| CMOs issued by government agencies or sponsored agencies | $107,000 | 2,776 |
| 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) | $1,808,000 | 4,765 |
| Total debt securities | $1,807,000 | 5,004 |
| 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 | $1,862,000 | 5,093 |
| U.S. Government securities | $1,627,000 | 4,803 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,627,000 | 4,657 |
| Securities issued by states & political subdivisions | $235,000 | 4,433 |
| 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 | $159,000 | 4,564 |
| Mortgage-backed securities | $1,454,000 | 3,826 |
| Certificates of participation in pools of residential mortgages | $1,344,000 | 3,523 |
| Issued or guaranteed by U.S. | $1,344,000 | 3,495 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $110,000 | 2,845 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 2,783 |
| 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) | $1,862,000 | 4,824 |
| Total debt securities | $1,863,000 | 5,070 |
| 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 | $2,185,000 | 5,121 |
| U.S. Government securities | $1,718,000 | 4,820 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,718,000 | 4,675 |
| Securities issued by states & political subdivisions | $467,000 | 4,379 |
| 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 | $170,000 | 4,614 |
| Mortgage-backed securities | $1,545,000 | 3,849 |
| Certificates of participation in pools of residential mortgages | $1,428,000 | 3,546 |
| Issued or guaranteed by U.S. | $1,428,000 | 3,381 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $117,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 2,793 |
| 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) | $2,185,000 | 4,850 |
| Total debt securities | $2,184,000 | 5,099 |
| 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 | $2,369,000 | 5,167 |
| U.S. Government securities | $1,899,000 | 4,867 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,899,000 | 4,734 |
| Securities issued by states & political subdivisions | $470,000 | 4,419 |
| 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 | $181,000 | 4,676 |
| Mortgage-backed securities | $1,639,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $1,516,000 | 3,560 |
| Issued or guaranteed by U.S. | $1,516,000 | 3,553 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $123,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 2,787 |
| 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) | $2,369,000 | 4,886 |
| Total debt securities | $2,368,000 | 5,146 |
| 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 | $2,484,000 | 5,211 |
| U.S. Government securities | $2,009,000 | 4,875 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,009,000 | 4,752 |
| Securities issued by states & political subdivisions | $475,000 | 4,484 |
| 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 | $195,000 | 4,752 |
| Mortgage-backed securities | $1,748,000 | 3,872 |
| Certificates of participation in pools of residential mortgages | $1,616,000 | 3,577 |
| Issued or guaranteed by U.S. | $1,616,000 | 3,570 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $132,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 2,784 |
| 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) | $2,484,000 | 4,932 |
| Total debt securities | $2,483,000 | 5,189 |
| 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 | $2,600,000 | 5,261 |
| U.S. Government securities | $2,121,000 | 4,910 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,121,000 | 4,796 |
| Securities issued by states & political subdivisions | $479,000 | 4,530 |
| 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 | $212,000 | 4,803 |
| Mortgage-backed securities | $1,856,000 | 3,898 |
| Certificates of participation in pools of residential mortgages | $1,715,000 | 3,605 |
| Issued or guaranteed by U.S. | $1,715,000 | 3,600 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $141,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 2,800 |
| 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) | $2,600,000 | 4,970 |
| Total debt securities | $2,601,000 | 5,237 |
| 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 | $2,718,000 | 5,303 |
| U.S. Government securities | $2,236,000 | 4,947 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,236,000 | 4,828 |
| Securities issued by states & political subdivisions | $482,000 | 4,575 |
| 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 | $228,000 | 4,845 |
| Mortgage-backed securities | $1,968,000 | 3,919 |
| Certificates of participation in pools of residential mortgages | $1,818,000 | 3,617 |
| Issued or guaranteed by U.S. | $1,818,000 | 3,613 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $150,000 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $150,000 | 2,819 |
| 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) | $2,718,000 | 5,005 |
| Total debt securities | $2,719,000 | 5,279 |
| 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 | $2,891,000 | 5,348 |
| U.S. Government securities | $2,406,000 | 4,978 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,406,000 | 4,858 |
| Securities issued by states & political subdivisions | $485,000 | 4,633 |
| 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 | $245,000 | 4,903 |
| Mortgage-backed securities | $2,057,000 | 3,949 |
| Certificates of participation in pools of residential mortgages | $1,900,000 | 3,651 |
| Issued or guaranteed by U.S. | $1,900,000 | 3,648 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $157,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $157,000 | 2,856 |
| 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) | $2,891,000 | 5,045 |
| Total debt securities | $2,891,000 | 5,324 |
| 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 | $2,247,000 | 5,460 |
| U.S. Government securities | $1,762,000 | 5,132 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,762,000 | 5,011 |
| Securities issued by states & political subdivisions | $485,000 | 4,678 |
| 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 | $267,000 | 4,934 |
| Mortgage-backed securities | $1,410,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $1,239,000 | 3,911 |
| Issued or guaranteed by U.S. | $1,239,000 | 3,904 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $171,000 | 2,941 |
| CMOs issued by government agencies or sponsored agencies | $171,000 | 2,847 |
| 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) | $2,247,000 | 5,140 |
| Total debt securities | $2,245,000 | 5,437 |
| 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 | $1,781,000 | 5,589 |
| U.S. Government securities | $1,288,000 | 5,299 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,288,000 | 5,183 |
| Securities issued by states & political subdivisions | $493,000 | 4,709 |
| 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 | $291,000 | 5,003 |
| Mortgage-backed securities | $929,000 | 4,322 |
| Certificates of participation in pools of residential mortgages | $744,000 | 4,140 |
| Issued or guaranteed by U.S. | $744,000 | 4,137 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $185,000 | 2,960 |
| CMOs issued by government agencies or sponsored agencies | $185,000 | 2,870 |
| 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) | $1,781,000 | 5,257 |
| Total debt securities | $1,781,000 | 5,568 |
| 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 | $1,857,000 | 5,654 |
| U.S. Government securities | $1,359,000 | 5,383 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,359,000 | 5,277 |
| Securities issued by states & political subdivisions | $498,000 | 4,742 |
| 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 | $326,000 | 5,079 |
| Mortgage-backed securities | $999,000 | 4,358 |
| Certificates of participation in pools of residential mortgages | $794,000 | 4,171 |
| Issued or guaranteed by U.S. | $794,000 | 4,166 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $205,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 2,874 |
| 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) | $1,857,000 | 5,318 |
| Total debt securities | $1,857,000 | 5,635 |
| 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 | $1,988,000 | 5,712 |
| U.S. Government securities | $1,492,000 | 5,442 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,492,000 | 5,333 |
| Securities issued by states & political subdivisions | $496,000 | 4,791 |
| 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 | $349,000 | 5,130 |
| Mortgage-backed securities | $1,053,000 | 4,368 |
| Certificates of participation in pools of residential mortgages | $838,000 | 4,181 |
| Issued or guaranteed by U.S. | $838,000 | 4,177 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $215,000 | 2,996 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 2,902 |
| 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) | $1,988,000 | 5,361 |
| Total debt securities | $1,988,000 | 5,692 |
| 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 | $1,763,000 | 5,799 |
| U.S. Government securities | $1,268,000 | 5,537 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,268,000 | 5,436 |
| Securities issued by states & political subdivisions | $495,000 | 4,824 |
| 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 | $801,000 | 5,011 |
| Mortgage-backed securities | $576,000 | 4,573 |
| Certificates of participation in pools of residential mortgages | $351,000 | 4,453 |
| Issued or guaranteed by U.S. | $351,000 | 4,450 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $225,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $225,000 | 2,930 |
| 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) | $1,763,000 | 5,440 |
| Total debt securities | $1,764,000 | 5,777 |
| 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 | $1,819,000 | 5,875 |
| U.S. Government securities | $1,318,000 | 5,618 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,318,000 | 5,525 |
| Securities issued by states & political subdivisions | $501,000 | 4,864 |
| 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 | $846,000 | 5,076 |
| Mortgage-backed securities | $623,000 | 4,623 |
| Certificates of participation in pools of residential mortgages | $381,000 | 4,498 |
| Issued or guaranteed by U.S. | $381,000 | 4,494 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $242,000 | 3,057 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 2,963 |
| 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) | $1,819,000 | 5,512 |
| Total debt securities | $1,819,000 | 5,853 |
| 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 | $1,874,000 | 5,942 |
| U.S. Government securities | $1,235,000 | 5,720 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,235,000 | 5,630 |
| Securities issued by states & political subdivisions | $499,000 | 4,896 |
| Other domestic debt securities | $140,000 | 2,183 |
| Privately issued residential mortgage-backed securities | $140,000 | 600 |
| 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 | $898,000 | 5,105 |
| Mortgage-backed securities | $681,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $277,000 | 4,640 |
| Issued or guaranteed by U.S. | $277,000 | 4,636 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $404,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 2,989 |
| Privately issued | $140,000 | 570 |
| 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) | $1,874,000 | 5,573 |
| Total debt securities | $1,873,000 | 5,922 |
| 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 | $2,528,000 | 5,922 |
| U.S. Government securities | $1,807,000 | 5,695 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,807,000 | 5,605 |
| Securities issued by states & political subdivisions | $570,000 | 4,861 |
| Other domestic debt securities | $151,000 | 2,238 |
| Privately issued residential mortgage-backed securities | $151,000 | 632 |
| 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 | $2,191,000 | 4,753 |
| Mortgage-backed securities | $740,000 | 4,719 |
| Certificates of participation in pools of residential mortgages | $307,000 | 4,674 |
| Issued or guaranteed by U.S. | $307,000 | 4,667 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $433,000 | 3,026 |
| CMOs issued by government agencies or sponsored agencies | $282,000 | 3,008 |
| Privately issued | $151,000 | 599 |
| 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) | $2,528,000 | 5,537 |
| Total debt securities | $2,528,000 | 5,898 |
| 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 | $2,677,000 | 6,004 |
| U.S. Government securities | $1,861,000 | 5,780 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,861,000 | 5,685 |
| Securities issued by states & political subdivisions | $654,000 | 4,896 |
| Other domestic debt securities | $162,000 | 2,256 |
| Privately issued residential mortgage-backed securities | $162,000 | 631 |
| 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 | $2,214,000 | 4,806 |
| Mortgage-backed securities | $803,000 | 4,775 |
| Certificates of participation in pools of residential mortgages | $339,000 | 4,734 |
| Issued or guaranteed by U.S. | $339,000 | 4,728 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $464,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 3,044 |
| Privately issued | $162,000 | 597 |
| 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) | $2,677,000 | 5,615 |
| Total debt securities | $2,677,000 | 5,982 |
| 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 | $2,756,000 | 6,086 |
| U.S. Government securities | $1,919,000 | 5,859 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,919,000 | 5,769 |
| Securities issued by states & political subdivisions | $659,000 | 4,952 |
| Other domestic debt securities | $178,000 | 2,312 |
| Privately issued residential mortgage-backed securities | $178,000 | 658 |
| 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 | $2,285,000 | 4,837 |
| Mortgage-backed securities | $878,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $378,000 | 4,801 |
| Issued or guaranteed by U.S. | $378,000 | 4,797 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $500,000 | 3,085 |
| CMOs issued by government agencies or sponsored agencies | $322,000 | 3,077 |
| Privately issued | $178,000 | 628 |
| 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) | $2,756,000 | 5,692 |
| Total debt securities | $2,757,000 | 6,065 |
| 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 | $2,839,000 | 6,145 |
| U.S. Government securities | $1,981,000 | 5,919 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,981,000 | 5,820 |
| Securities issued by states & political subdivisions | $661,000 | 5,012 |
| Other domestic debt securities | $197,000 | 2,360 |
| Privately issued residential mortgage-backed securities | $197,000 | 660 |
| 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 | $2,354,000 | 4,867 |
| Mortgage-backed securities | $951,000 | 4,862 |
| Certificates of participation in pools of residential mortgages | $415,000 | 4,824 |
| Issued or guaranteed by U.S. | $415,000 | 4,821 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $536,000 | 3,099 |
| CMOs issued by government agencies or sponsored agencies | $339,000 | 3,109 |
| Privately issued | $197,000 | 632 |
| 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) | $2,839,000 | 5,748 |
| Total debt securities | $2,838,000 | 6,120 |
| 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 | $3,091,000 | 6,166 |
| U.S. Government securities | $2,147,000 | 5,922 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,147,000 | 5,825 |
| Securities issued by states & political subdivisions | $727,000 | 5,021 |
| Other domestic debt securities | $217,000 | 2,396 |
| Privately issued residential mortgage-backed securities | $217,000 | 672 |
| 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 | $2,409,000 | 4,897 |
| Mortgage-backed securities | $1,014,000 | 4,880 |
| Certificates of participation in pools of residential mortgages | $447,000 | 4,848 |
| Issued or guaranteed by U.S. | $447,000 | 4,844 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $567,000 | 3,110 |
| CMOs issued by government agencies or sponsored agencies | $350,000 | 3,122 |
| Privately issued | $217,000 | 644 |
| 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) | $3,091,000 | 5,761 |
| Total debt securities | $3,091,000 | 6,138 |
| 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 | $4,376,000 | 6,067 |
| U.S. Government securities | $3,136,000 | 5,767 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,136,000 | 5,673 |
| Securities issued by states & political subdivisions | $1,005,000 | 4,924 |
| Other domestic debt securities | $235,000 | 2,435 |
| Privately issued residential mortgage-backed securities | $235,000 | 691 |
| 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 | $2,736,000 | 4,842 |
| Mortgage-backed securities | $1,089,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $484,000 | 4,854 |
| Issued or guaranteed by U.S. | $484,000 | 4,850 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $605,000 | 3,086 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 3,106 |
| Privately issued | $235,000 | 660 |
| 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) | $4,376,000 | 5,673 |
| Total debt securities | $4,378,000 | 6,043 |
| 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 | $4,989,000 | 6,067 |
| U.S. Government securities | $3,715,000 | 5,727 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,715,000 | 5,636 |
| Securities issued by states & political subdivisions | $1,012,000 | 4,937 |
| Other domestic debt securities | $262,000 | 2,447 |
| Privately issued residential mortgage-backed securities | $262,000 | 706 |
| 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 | $2,916,000 | 4,828 |
| Mortgage-backed securities | $1,184,000 | 4,896 |
| Certificates of participation in pools of residential mortgages | $529,000 | 4,861 |
| Issued or guaranteed by U.S. | $529,000 | 4,856 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $655,000 | 3,096 |
| CMOs issued by government agencies or sponsored agencies | $393,000 | 3,127 |
| Privately issued | $262,000 | 676 |
| 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) | $4,989,000 | 5,678 |
| Total debt securities | $4,990,000 | 6,040 |
| 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 | $3,373,000 | 6,296 |
| U.S. Government securities | $2,060,000 | 6,068 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,060,000 | 5,963 |
| Securities issued by states & political subdivisions | $1,015,000 | 4,921 |
| Other domestic debt securities | $298,000 | 2,495 |
| Privately issued residential mortgage-backed securities | $298,000 | 707 |
| 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 | $2,393,000 | 4,991 |
| Mortgage-backed securities | $1,286,000 | 4,867 |
| Certificates of participation in pools of residential mortgages | $574,000 | 4,819 |
| Issued or guaranteed by U.S. | $574,000 | 4,815 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $712,000 | 3,092 |
| CMOs issued by government agencies or sponsored agencies | $414,000 | 3,129 |
| Privately issued | $298,000 | 676 |
| 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) | $3,373,000 | 5,902 |
| Total debt securities | $3,373,000 | 6,269 |
| 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 | $3,769,000 | 6,284 |
| U.S. Government securities | $2,382,000 | 6,057 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,382,000 | 5,948 |
| Securities issued by states & political subdivisions | $1,040,000 | 4,911 |
| Other domestic debt securities | $347,000 | 2,460 |
| Privately issued residential mortgage-backed securities | $347,000 | 724 |
| 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 | $1,863,000 | 5,239 |
| Mortgage-backed securities | $1,329,000 | 4,906 |
| Certificates of participation in pools of residential mortgages | $542,000 | 4,901 |
| Issued or guaranteed by U.S. | $542,000 | 4,899 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $787,000 | 3,099 |
| CMOs issued by government agencies or sponsored agencies | $440,000 | 3,146 |
| Privately issued | $347,000 | 694 |
| 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) | $3,769,000 | 5,894 |
| Total debt securities | $3,769,000 | 6,256 |
| 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 | $3,962,000 | 6,303 |
| U.S. Government securities | $2,484,000 | 6,058 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,484,000 | 5,956 |
| Securities issued by states & political subdivisions | $1,075,000 | 4,933 |
| Other domestic debt securities | $403,000 | 2,409 |
| Privately issued residential mortgage-backed securities | $403,000 | 736 |
| 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 | $1,698,000 | 5,302 |
| Mortgage-backed securities | $1,469,000 | 4,891 |
| Certificates of participation in pools of residential mortgages | $610,000 | 4,897 |
| Issued or guaranteed by U.S. | $610,000 | 4,896 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $859,000 | 3,107 |
| CMOs issued by government agencies or sponsored agencies | $456,000 | 3,174 |
| Privately issued | $403,000 | 705 |
| 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) | $3,962,000 | 5,909 |
| Total debt securities | $3,961,000 | 6,276 |
| 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 | $4,628,000 | 6,311 |
| U.S. Government securities | $3,092,000 | 6,043 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,092,000 | 5,947 |
| Securities issued by states & political subdivisions | $1,066,000 | 4,953 |
| Other domestic debt securities | $470,000 | 2,446 |
| Privately issued residential mortgage-backed securities | $470,000 | 756 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,735,000 | 5,370 |
| Mortgage-backed securities | $1,616,000 | 4,959 |
| Certificates of participation in pools of residential mortgages | $676,000 | 4,976 |
| Issued or guaranteed by U.S. | $676,000 | 4,973 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $940,000 | 3,151 |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 3,240 |
| Privately issued | $470,000 | 726 |
| 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) | $4,628,000 | 5,909 |
| Total debt securities | $4,628,000 | 6,280 |
| 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 | $4,839,000 | 6,356 |
| U.S. Government securities | $3,218,000 | 6,114 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,218,000 | 6,015 |
| Securities issued by states & political subdivisions | $1,078,000 | 4,937 |
| Other domestic debt securities | $543,000 | 2,323 |
| Privately issued residential mortgage-backed securities | $543,000 | 785 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,883,000 | 5,373 |
| Mortgage-backed securities | $1,766,000 | 4,966 |
| Certificates of participation in pools of residential mortgages | $743,000 | 4,967 |
| Issued or guaranteed by U.S. | $743,000 | 4,964 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,023,000 | 3,112 |
| CMOs issued by government agencies or sponsored agencies | $480,000 | 3,241 |
| Privately issued | $543,000 | 757 |
| 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) | $4,839,000 | 5,939 |
| Total debt securities | $4,840,000 | 6,326 |
| 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 | $4,652,000 | 6,430 |
| U.S. Government securities | $2,790,000 | 6,299 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,790,000 | 6,195 |
| Securities issued by states & political subdivisions | $1,272,000 | 4,802 |
| Other domestic debt securities | $590,000 | 2,274 |
| Privately issued residential mortgage-backed securities | $590,000 | 811 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,962,000 | 5,388 |
| Mortgage-backed securities | $1,919,000 | 4,941 |
| Certificates of participation in pools of residential mortgages | $831,000 | 4,936 |
| Issued or guaranteed by U.S. | $831,000 | 4,934 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,088,000 | 3,108 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 3,250 |
| Privately issued | $590,000 | 782 |
| 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) | $4,652,000 | 6,014 |
| Total debt securities | $4,652,000 | 6,399 |
| 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 | $4,065,000 | 6,534 |
| U.S. Government securities | $2,132,000 | 6,445 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,132,000 | 6,351 |
| Securities issued by states & political subdivisions | $1,295,000 | 4,793 |
| Other domestic debt securities | $638,000 | 2,224 |
| Privately issued residential mortgage-backed securities | $638,000 | 874 |
| 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 | $2,008,000 | 5,112 |
| Mortgage-backed securities | $2,044,000 | 4,878 |
| Certificates of participation in pools of residential mortgages | $901,000 | 4,872 |
| Issued or guaranteed by U.S. | $901,000 | 4,865 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,143,000 | 3,057 |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 3,111 |
| Privately issued | $638,000 | 832 |
| 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) | $4,065,000 | 6,085 |
| Total debt securities | $4,065,000 | 6,502 |
| 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 | $3,230,000 | 6,711 |
| U.S. Government securities | $1,247,000 | 6,720 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,247,000 | 6,617 |
| Securities issued by states & political subdivisions | $1,298,000 | 4,771 |
| Other domestic debt securities | $685,000 | 2,187 |
| Privately issued residential mortgage-backed securities | $685,000 | 887 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,064,000 | 5,111 |
| Mortgage-backed securities | $1,692,000 | 4,967 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 4,817 |
| Issued or guaranteed by U.S. | $1,007,000 | 4,808 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $685,000 | 3,260 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $685,000 | 841 |
| 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) | $3,230,000 | 6,250 |
| Total debt securities | $3,230,000 | 6,678 |
| 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 | $3,841,000 | 6,715 |
| U.S. Government securities | $1,839,000 | 6,696 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,839,000 | 6,585 |
| Securities issued by states & political subdivisions | $1,279,000 | 4,754 |
| Other domestic debt securities | $723,000 | 2,119 |
| Privately issued residential mortgage-backed securities | $723,000 | 895 |
| 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 | $717,000 | 5,674 |
| Mortgage-backed securities | $1,788,000 | 4,926 |
| Certificates of participation in pools of residential mortgages | $1,065,000 | 4,776 |
| Issued or guaranteed by U.S. | $1,065,000 | 4,768 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $723,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $723,000 | 849 |
| 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) | $3,841,000 | 6,240 |
| Total debt securities | $3,840,000 | 6,680 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $3,907,000 | 6,744 |
| U.S. Government securities | $1,916,000 | 6,713 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,916,000 | 6,614 |
| Securities issued by states & political subdivisions | $1,254,000 | 4,759 |
| Other domestic debt securities | $737,000 | 2,156 |
| Privately issued residential mortgage-backed securities | $737,000 | 928 |
| 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 | $802,000 | 5,687 |
| Mortgage-backed securities | $1,842,000 | 4,879 |
| Certificates of participation in pools of residential mortgages | $1,105,000 | 4,725 |
| Issued or guaranteed by U.S. | $1,105,000 | 4,718 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $737,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $737,000 | 884 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $3,907,000 | 6,259 |
| Total debt securities | $3,908,000 | 6,704 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $3,331,000 | 6,829 |
| U.S. Government securities | $2,064,000 | 6,650 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,064,000 | 6,533 |
| Securities issued by states & political subdivisions | $1,267,000 | 4,761 |
| 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 | $844,000 | 5,702 |
| Mortgage-backed securities | $1,176,000 | 5,092 |
| Certificates of participation in pools of residential mortgages | $1,176,000 | 4,615 |
| Issued or guaranteed by U.S. | $1,176,000 | 4,608 |
| 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) | $3,331,000 | 6,324 |
| Total debt securities | $3,330,000 | 6,793 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,576,000 | 7,012 |
| U.S. Government securities | $1,766,000 | 6,792 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,766,000 | 6,671 |
| Securities issued by states & political subdivisions | $810,000 | 4,991 |
| 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 | $965,000 | 5,757 |
| Mortgage-backed securities | $1,287,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $1,287,000 | 4,557 |
| Issued or guaranteed by U.S. | $1,287,000 | 4,550 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $2,576,000 | 6,495 |
| Total debt securities | $2,577,000 | 6,979 |
| 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 | $2,712,000 | 7,075 |
| U.S. Government securities | $1,916,000 | 6,875 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,916,000 | 6,762 |
| Securities issued by states & political subdivisions | $796,000 | 4,986 |
| 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 | $1,902,000 | 5,407 |
| Mortgage-backed securities | $1,428,000 | 5,038 |
| Certificates of participation in pools of residential mortgages | $1,428,000 | 4,547 |
| Issued or guaranteed by U.S. | $1,428,000 | 4,540 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $2,712,000 | 6,542 |
| Total debt securities | $2,711,000 | 7,037 |
| 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 | $3,384,000 | 7,031 |
| U.S. Government securities | $2,418,000 | 6,824 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,418,000 | 6,712 |
| Securities issued by states & political subdivisions | $966,000 | 4,875 |
| 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 | $1,584,000 | 5,576 |
| Mortgage-backed securities | $996,000 | 5,317 |
| Certificates of participation in pools of residential mortgages | $996,000 | 4,882 |
| Issued or guaranteed by U.S. | $996,000 | 4,873 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $3,384,000 | 6,501 |
| Total debt securities | $3,383,000 | 6,989 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $3,501,000 | 7,019 |
| U.S. Government securities | $2,539,000 | 6,793 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,539,000 | 6,697 |
| Securities issued by states & political subdivisions | $962,000 | 4,926 |
| 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 | $1,641,000 | 5,609 |
| Mortgage-backed securities | $1,077,000 | 5,345 |
| Certificates of participation in pools of residential mortgages | $1,077,000 | 4,915 |
| Issued or guaranteed by U.S. | $1,077,000 | 4,906 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $3,501,000 | 6,497 |
| Total debt securities | $3,501,000 | 6,982 |
| 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 | $2,709,000 | 7,251 |
| U.S. Government securities | $1,744,000 | 7,098 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,744,000 | 7,003 |
| Securities issued by states & political subdivisions | $965,000 | 4,957 |
| 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 | $1,743,000 | 5,588 |
| Mortgage-backed securities | $1,332,000 | 5,328 |
| Certificates of participation in pools of residential mortgages | $1,332,000 | 4,894 |
| Issued or guaranteed by U.S. | $1,332,000 | 4,881 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $2,709,000 | 6,699 |
| Total debt securities | $2,709,000 | 7,211 |
| 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 | $2,702,000 | 7,286 |
| U.S. Government securities | $1,814,000 | 7,123 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,814,000 | 7,030 |
| Securities issued by states & political subdivisions | $888,000 | 5,013 |
| 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 | $1,812,000 | 5,579 |
| Mortgage-backed securities | $818,000 | 5,636 |
| Certificates of participation in pools of residential mortgages | $818,000 | 5,224 |
| Issued or guaranteed by U.S. | $818,000 | 5,205 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $2,702,000 | 6,733 |
| Total debt securities | $2,698,000 | 7,247 |
| 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 | $3,078,000 | 7,264 |
| U.S. Government securities | $2,339,000 | 7,049 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,339,000 | 6,958 |
| Securities issued by states & political subdivisions | $739,000 | 5,041 |
| 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 | $2,338,000 | 5,403 |
| Mortgage-backed securities | $833,000 | 5,693 |
| Certificates of participation in pools of residential mortgages | $833,000 | 5,293 |
| Issued or guaranteed by U.S. | $833,000 | 5,276 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $3,078,000 | 6,698 |
| Total debt securities | $3,078,000 | 7,220 |
| 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 | $3,786,000 | 7,185 |
| U.S. Government securities | $3,036,000 | 6,962 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,036,000 | 6,865 |
| Securities issued by states & political subdivisions | $750,000 | 4,997 |
| 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 | $3,627,000 | 4,989 |
| Mortgage-backed securities | $940,000 | 5,649 |
| Certificates of participation in pools of residential mortgages | $940,000 | 5,232 |
| Issued or guaranteed by U.S. | $940,000 | 5,218 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $3,786,000 | 6,610 |
| Total debt securities | $3,786,000 | 7,145 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,112,000 | 7,116 |
| U.S. Government securities | $3,606,000 | 6,807 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,606,000 | 6,716 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $506,000 | 2,614 |
| 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 | $506,000 | 1,831 |
| 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 | $3,600,000 | 5,000 |
| Mortgage-backed securities | $2,031,000 | 5,141 |
| Certificates of participation in pools of residential mortgages | $2,031,000 | 4,682 |
| Issued or guaranteed by U.S. | $2,031,000 | 4,667 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,112,000 | 6,535 |
| Total debt securities | $4,111,000 | 7,074 |
| 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 | $5,122,000 | 6,953 |
| U.S. Government securities | $4,619,000 | 6,567 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,619,000 | 6,471 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $503,000 | 2,588 |
| 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 | $503,000 | 1,852 |
| 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 | $2,897,000 | 5,276 |
| Mortgage-backed securities | $1,550,000 | 5,338 |
| Certificates of participation in pools of residential mortgages | $1,550,000 | 4,889 |
| Issued or guaranteed by U.S. | $1,550,000 | 4,869 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $5,122,000 | 6,372 |
| Total debt securities | $5,123,000 | 6,895 |
| 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 | $5,252,000 | 6,956 |
| U.S. Government securities | $4,385,000 | 6,654 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,385,000 | 6,553 |
| Securities issued by states & political subdivisions | $503,000 | 5,289 |
| Other domestic debt securities | $364,000 | 2,715 |
| 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 | $364,000 | 2,006 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,933,000 | 5,227 |
| Mortgage-backed securities | $947,000 | 5,598 |
| Certificates of participation in pools of residential mortgages | $947,000 | 5,169 |
| Issued or guaranteed by U.S. | $947,000 | 5,142 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,252,000 | 6,373 |
| Total debt securities | $5,253,000 | 6,887 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,355,000 | 6,994 |
| U.S. Government securities | $4,994,000 | 6,602 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,994,000 | 6,491 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $361,000 | 2,550 |
| 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 | $361,000 | 1,879 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,888,000 | 5,289 |
| Mortgage-backed securities | $437,000 | 5,782 |
| Certificates of participation in pools of residential mortgages | $437,000 | 5,397 |
| Issued or guaranteed by U.S. | $437,000 | 5,376 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,355,000 | 6,371 |
| Total debt securities | $5,354,000 | 6,940 |
| 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 | $5,813,000 | 6,963 |
| U.S. Government securities | $5,449,000 | 6,562 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,449,000 | 6,451 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $364,000 | 2,498 |
| 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 | $364,000 | 1,854 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,858,000 | 5,322 |
| Mortgage-backed securities | $438,000 | 5,730 |
| Certificates of participation in pools of residential mortgages | $438,000 | 5,314 |
| Issued or guaranteed by U.S. | $438,000 | 5,295 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $5,813,000 | 6,336 |
| Total debt securities | $5,813,000 | 6,914 |
| 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 | $5,767,000 | 7,002 |
| U.S. Government securities | $5,390,000 | 6,615 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,390,000 | 6,491 |
| Securities issued by states & political subdivisions | $13,000 | 6,094 |
| Other domestic debt securities | $364,000 | 2,456 |
| 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 | $364,000 | 1,823 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,818,000 | 5,378 |
| Mortgage-backed securities | $439,000 | 5,731 |
| Certificates of participation in pools of residential mortgages | $439,000 | 5,323 |
| Issued or guaranteed by U.S. | $439,000 | 5,304 |
| 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) | $13,000 | 3,679 |
| Available-for-sale securities (fair market value) | $5,754,000 | 6,362 |
| Total debt securities | $5,765,000 | 6,955 |
| 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 | $5,792,000 | 7,050 |
| U.S. Government securities | $5,412,000 | 6,659 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,412,000 | 6,528 |
| Securities issued by states & political subdivisions | $13,000 | 6,145 |
| Other domestic debt securities | $367,000 | 2,474 |
| 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 | $367,000 | 1,863 |
| 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 | $2,832,000 | 5,388 |
| Mortgage-backed securities | $444,000 | 5,723 |
| Certificates of participation in pools of residential mortgages | $444,000 | 5,324 |
| Issued or guaranteed by U.S. | $444,000 | 5,302 |
| 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) | $13,000 | 3,758 |
| Available-for-sale securities (fair market value) | $5,779,000 | 6,375 |
| Total debt securities | $5,791,000 | 7,005 |
| 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 | $5,596,000 | 7,129 |
| U.S. Government securities | $5,206,000 | 6,748 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,206,000 | 6,620 |
| Securities issued by states & political subdivisions | $26,000 | 6,168 |
| Other domestic debt securities | $364,000 | 2,505 |
| 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 | $364,000 | 1,911 |
| 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 | $2,811,000 | 5,402 |
| Mortgage-backed securities | $443,000 | 5,730 |
| Certificates of participation in pools of residential mortgages | $443,000 | 5,321 |
| Issued or guaranteed by U.S. | $443,000 | 5,302 |
| 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) | $26,000 | 3,802 |
| Available-for-sale securities (fair market value) | $5,570,000 | 6,438 |
| Total debt securities | $5,596,000 | 7,078 |
| 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 | $6,135,000 | 7,076 |
| U.S. Government securities | $5,741,000 | 6,646 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,741,000 | 6,514 |
| Securities issued by states & political subdivisions | $26,000 | 6,243 |
| Other domestic debt securities | $368,000 | 2,545 |
| 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 | $368,000 | 1,954 |
| 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 | $2,809,000 | 5,443 |
| Mortgage-backed securities | $488,000 | 5,697 |
| Certificates of participation in pools of residential mortgages | $488,000 | 5,281 |
| Issued or guaranteed by U.S. | $488,000 | 5,257 |
| 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) | $26,000 | 3,890 |
| Available-for-sale securities (fair market value) | $6,109,000 | 6,358 |
| Total debt securities | $6,133,000 | 7,021 |
| 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 | $6,070,000 | 7,108 |
| U.S. Government securities | $5,665,000 | 6,689 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,665,000 | 6,548 |
| Securities issued by states & political subdivisions | $39,000 | 6,279 |
| Other domestic debt securities | $366,000 | 2,572 |
| 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 | $366,000 | 1,993 |
| 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 | $2,761,000 | 5,483 |
| Mortgage-backed securities | $490,000 | 5,723 |
| Certificates of participation in pools of residential mortgages | $490,000 | 5,320 |
| Issued or guaranteed by U.S. | $490,000 | 5,298 |
| 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) | $39,000 | 3,915 |
| Available-for-sale securities (fair market value) | $6,031,000 | 6,376 |
| Total debt securities | $6,070,000 | 7,055 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $6,420,000 | 7,098 |
| U.S. Government securities | $6,013,000 | 6,623 |
| U.S. Treasury securities | $322,000 | 1,504 |
| U.S. Government agency obligations | $5,691,000 | 6,572 |
| Securities issued by states & political subdivisions | $39,000 | 6,304 |
| Other domestic debt securities | $368,000 | 2,643 |
| 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 | $368,000 | 2,093 |
| 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 | $3,101,000 | 5,305 |
| Mortgage-backed securities | $493,000 | 5,754 |
| Certificates of participation in pools of residential mortgages | $493,000 | 5,340 |
| Issued or guaranteed by U.S. | $493,000 | 5,320 |
| 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) | $39,000 | 3,987 |
| Available-for-sale securities (fair market value) | $6,381,000 | 6,370 |
| Total debt securities | $6,419,000 | 7,042 |
| 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 | $6,469,000 | 7,109 |
| U.S. Government securities | $6,047,000 | 6,632 |
| U.S. Treasury securities | $321,000 | 1,520 |
| U.S. Government agency obligations | $5,726,000 | 6,596 |
| Securities issued by states & political subdivisions | $51,000 | 6,325 |
| Other domestic debt securities | $371,000 | 2,720 |
| 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 | $371,000 | 2,205 |
| 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 | $3,123,000 | 5,310 |
| Mortgage-backed securities | $497,000 | 5,810 |
| Certificates of participation in pools of residential mortgages | $497,000 | 5,372 |
| Issued or guaranteed by U.S. | $497,000 | 5,349 |
| 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) | $51,000 | 4,027 |
| Available-for-sale securities (fair market value) | $6,418,000 | 6,387 |
| Total debt securities | $6,470,000 | 7,054 |
| 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 | $6,439,000 | 7,134 |
| U.S. Government securities | $5,665,000 | 6,753 |
| U.S. Treasury securities | $320,000 | 1,554 |
| U.S. Government agency obligations | $5,345,000 | 6,715 |
| Securities issued by states & political subdivisions | $51,000 | 6,367 |
| Other domestic debt securities | $723,000 | 2,356 |
| 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 | $723,000 | 1,881 |
| 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 | $3,139,000 | 5,305 |
| Mortgage-backed securities | $578,000 | 5,773 |
| Certificates of participation in pools of residential mortgages | $499,000 | 5,411 |
| Issued or guaranteed by U.S. | $499,000 | 5,389 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $79,000 | 3,400 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 3,083 |
| 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) | $51,000 | 4,089 |
| Available-for-sale securities (fair market value) | $6,388,000 | 6,397 |
| Total debt securities | $6,439,000 | 7,078 |
| 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 | $6,681,000 | 7,134 |
| U.S. Government securities | $5,873,000 | 6,739 |
| U.S. Treasury securities | $321,000 | 1,613 |
| U.S. Government agency obligations | $5,552,000 | 6,684 |
| Securities issued by states & political subdivisions | $63,000 | 6,361 |
| Other domestic debt securities | $745,000 | 2,419 |
| 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 | $745,000 | 1,952 |
| 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 | $3,181,000 | 5,261 |
| Mortgage-backed securities | $721,000 | 5,708 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,477 |
| Issued or guaranteed by U.S. | $501,000 | 5,450 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $220,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $220,000 | 2,917 |
| 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) | $63,000 | 4,118 |
| Available-for-sale securities (fair market value) | $6,618,000 | 6,361 |
| Total debt securities | $6,679,000 | 7,069 |
| 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 | $6,724,000 | 7,168 |
| U.S. Government securities | $5,917,000 | 6,803 |
| U.S. Treasury securities | $320,000 | 1,723 |
| U.S. Government agency obligations | $5,597,000 | 6,742 |
| Securities issued by states & political subdivisions | $63,000 | 6,410 |
| Other domestic debt securities | $744,000 | 2,494 |
| 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 | $744,000 | 2,052 |
| 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 | $3,135,000 | 5,330 |
| Mortgage-backed securities | $834,000 | 5,710 |
| Certificates of participation in pools of residential mortgages | $503,000 | 5,544 |
| Issued or guaranteed by U.S. | $503,000 | 5,524 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $331,000 | 3,129 |
| CMOs issued by government agencies or sponsored agencies | $331,000 | 2,849 |
| 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) | $63,000 | 4,190 |
| Available-for-sale securities (fair market value) | $6,661,000 | 6,398 |
| Total debt securities | $6,725,000 | 7,112 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,956,000 | 7,140 |
| U.S. Government securities | $6,126,000 | 6,742 |
| U.S. Treasury securities | $322,000 | 1,729 |
| U.S. Government agency obligations | $5,804,000 | 6,692 |
| Securities issued by states & political subdivisions | $74,000 | 6,440 |
| Other domestic debt securities | $756,000 | 2,512 |
| 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 | $756,000 | 2,101 |
| 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 | $3,189,000 | 5,316 |
| Mortgage-backed securities | $957,000 | 5,669 |
| Certificates of participation in pools of residential mortgages | $506,000 | 5,579 |
| Issued or guaranteed by U.S. | $506,000 | 5,562 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $451,000 | 3,065 |
| CMOs issued by government agencies or sponsored agencies | $451,000 | 2,793 |
| 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) | $74,000 | 4,241 |
| Available-for-sale securities (fair market value) | $6,882,000 | 6,366 |
| Total debt securities | $6,958,000 | 7,073 |
| 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 | $6,995,000 | 7,182 |
| U.S. Government securities | $5,695,000 | 6,918 |
| U.S. Treasury securities | $324,000 | 1,734 |
| U.S. Government agency obligations | $5,371,000 | 6,861 |
| Securities issued by states & political subdivisions | $74,000 | 6,482 |
| Other domestic debt securities | $1,226,000 | 2,173 |
| Privately issued residential mortgage-backed securities | $459,000 | 839 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $767,000 | 2,143 |
| 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 | $1,987,000 | 5,941 |
| Mortgage-backed securities | $967,000 | 5,672 |
| Certificates of participation in pools of residential mortgages | $508,000 | 5,607 |
| Issued or guaranteed by U.S. | $508,000 | 5,591 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $459,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $459,000 | 773 |
| 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) | $74,000 | 4,290 |
| Available-for-sale securities (fair market value) | $6,921,000 | 6,411 |
| Total debt securities | $6,994,000 | 7,110 |
| 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 | $6,455,000 | 7,404 |
| U.S. Government securities | $5,603,000 | 7,006 |
| U.S. Treasury securities | $322,000 | 1,841 |
| U.S. Government agency obligations | $5,281,000 | 6,958 |
| Securities issued by states & political subdivisions | $86,000 | 6,508 |
| Other domestic debt securities | $766,000 | 2,640 |
| 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 | $766,000 | 2,256 |
| 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 | $2,470,000 | 5,680 |
| Mortgage-backed securities | $985,000 | 5,723 |
| Certificates of participation in pools of residential mortgages | $510,000 | 5,673 |
| Issued or guaranteed by U.S. | $510,000 | 5,658 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $475,000 | 3,106 |
| CMOs issued by government agencies or sponsored agencies | $475,000 | 2,854 |
| 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) | $86,000 | 4,317 |
| Available-for-sale securities (fair market value) | $6,369,000 | 6,607 |
| Total debt securities | $6,455,000 | 7,323 |
| 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 | $7,245,000 | 7,205 |
| U.S. Government securities | $6,367,000 | 6,726 |
| U.S. Treasury securities | $330,000 | 1,815 |
| U.S. Government agency obligations | $6,037,000 | 6,667 |
| Securities issued by states & political subdivisions | $86,000 | 6,506 |
| Other domestic debt securities | $792,000 | 2,710 |
| 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 | $792,000 | 2,321 |
| 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 | $3,022,000 | 5,346 |
| Mortgage-backed securities | $1,012,000 | 5,757 |
| Certificates of participation in pools of residential mortgages | $512,000 | 5,703 |
| Issued or guaranteed by U.S. | $512,000 | 5,686 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $500,000 | 3,170 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 2,901 |
| 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) | $86,000 | 4,369 |
| Available-for-sale securities (fair market value) | $7,159,000 | 6,416 |
| Total debt securities | $7,245,000 | 7,113 |
| 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 | $7,868,000 | 7,082 |
| U.S. Government securities | $6,904,000 | 6,629 |
| U.S. Treasury securities | $326,000 | 1,924 |
| U.S. Government agency obligations | $6,578,000 | 6,557 |
| Securities issued by states & political subdivisions | $176,000 | 6,372 |
| Other domestic debt securities | $788,000 | 2,756 |
| 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 | $788,000 | 2,446 |
| 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 | $3,031,000 | 5,297 |
| Mortgage-backed securities | $514,000 | 6,185 |
| Certificates of participation in pools of residential mortgages | $514,000 | 5,747 |
| Issued or guaranteed by U.S. | $514,000 | 5,728 |
| 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) | $176,000 | 4,233 |
| Available-for-sale securities (fair market value) | $7,692,000 | 6,330 |
| Total debt securities | $7,867,000 | 7,008 |
| 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 | $7,842,000 | 7,039 |
| U.S. Government securities | $6,879,000 | 6,509 |
| U.S. Treasury securities | $327,000 | 1,977 |
| U.S. Government agency obligations | $6,552,000 | 6,434 |
| Securities issued by states & political subdivisions | $176,000 | 6,418 |
| Other domestic debt securities | $787,000 | 2,877 |
| 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 | $787,000 | 2,560 |
| 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 | $3,060,000 | 5,264 |
| Mortgage-backed securities | $516,000 | 6,238 |
| Certificates of participation in pools of residential mortgages | $516,000 | 5,776 |
| Issued or guaranteed by U.S. | $516,000 | 5,754 |
| 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) | $176,000 | 4,252 |
| Available-for-sale securities (fair market value) | $7,666,000 | 6,291 |
| Total debt securities | $7,842,000 | 6,952 |
| 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 | $7,513,000 | 7,074 |
| U.S. Government securities | $6,437,000 | 6,595 |
| U.S. Treasury securities | $328,000 | 2,006 |
| U.S. Government agency obligations | $6,109,000 | 6,512 |
| Securities issued by states & political subdivisions | $186,000 | 6,420 |
| Other domestic debt securities | $890,000 | 2,873 |
| Privately issued residential mortgage-backed securities | $85,000 | 1,089 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $805,000 | 2,602 |
| 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 | $3,061,000 | 5,240 |
| Mortgage-backed securities | $600,000 | 6,220 |
| Certificates of participation in pools of residential mortgages | $515,000 | 5,826 |
| Issued or guaranteed by U.S. | $515,000 | 5,807 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $85,000 | 4,002 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $85,000 | 964 |
| 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) | $186,000 | 4,296 |
| Available-for-sale securities (fair market value) | $7,327,000 | 6,337 |
| Total debt securities | $7,514,000 | 6,976 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $6,302,000 | 7,454 |
| U.S. Government securities | $4,905,000 | 7,185 |
| U.S. Treasury securities | $330,000 | 2,057 |
| U.S. Government agency obligations | $4,575,000 | 7,098 |
| Securities issued by states & political subdivisions | $186,000 | 6,408 |
| Other domestic debt securities | $1,211,000 | 2,625 |
| Privately issued residential mortgage-backed securities | $332,000 | 937 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $879,000 | 2,591 |
| 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 | $2,787,000 | 5,430 |
| Mortgage-backed securities | $829,000 | 6,067 |
| Certificates of participation in pools of residential mortgages | $497,000 | 5,863 |
| Issued or guaranteed by U.S. | $497,000 | 5,845 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $332,000 | 3,745 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $332,000 | 830 |
| 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) | $186,000 | 4,359 |
| Available-for-sale securities (fair market value) | $6,116,000 | 6,665 |
| Total debt securities | $6,302,000 | 7,358 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,115 |
| Fair value | $1,002,000 | 1,033 |
| 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 | $8,989,000 | 6,758 |
| U.S. Government securities | $7,396,000 | 6,352 |
| U.S. Treasury securities | $329,000 | 2,185 |
| U.S. Government agency obligations | $7,067,000 | 6,268 |
| Securities issued by states & political subdivisions | $196,000 | 6,411 |
| Other domestic debt securities | $1,397,000 | 2,545 |
| Privately issued residential mortgage-backed securities | $534,000 | 852 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $863,000 | 2,606 |
| 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 | $3,261,000 | 5,176 |
| Mortgage-backed securities | $1,010,000 | 5,928 |
| Certificates of participation in pools of residential mortgages | $476,000 | 5,863 |
| Issued or guaranteed by U.S. | $476,000 | 5,843 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $534,000 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $534,000 | 762 |
| 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) | $196,000 | 4,427 |
| Available-for-sale securities (fair market value) | $8,793,000 | 6,006 |
| Total debt securities | $8,990,000 | 6,660 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 547 |
| Fair value | $2,004,000 | 534 |
| 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 | $6,871,000 | 7,356 |
| U.S. Government securities | $4,869,000 | 7,292 |
| U.S. Treasury securities | $832,000 | 2,173 |
| U.S. Government agency obligations | $4,037,000 | 7,388 |
| Securities issued by states & political subdivisions | $216,000 | 6,469 |
| Other domestic debt securities | $1,786,000 | 2,376 |
| Privately issued residential mortgage-backed securities | $966,000 | 826 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $820,000 | 2,660 |
| 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 | $2,843,000 | 5,444 |
| Mortgage-backed securities | $1,440,000 | 5,612 |
| Certificates of participation in pools of residential mortgages | $474,000 | 5,753 |
| Issued or guaranteed by U.S. | $474,000 | 5,730 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $966,000 | 3,351 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $966,000 | 747 |
| 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) | $541,000 | 4,228 |
| Available-for-sale securities (fair market value) | $6,330,000 | 6,584 |
| Total debt securities | $6,872,000 | 7,256 |
| 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 | $7,082,000 | 7,646 |
| U.S. Government securities | $6,843,000 | 6,987 |
| U.S. Treasury securities | $832,000 | 2,955 |
| U.S. Government agency obligations | $6,011,000 | 6,953 |
| Securities issued by states & political subdivisions | $234,000 | 6,618 |
| 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 | $5,000 | 8,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,823,000 | 5,792 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $560,000 | 4,857 |
| Available-for-sale securities (fair market value) | $6,522,000 | 6,746 |
| Total debt securities | $7,077,000 | 7,529 |
| 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 | $7,616,000 | 7,781 |
| U.S. Government securities | $7,360,000 | 7,034 |
| U.S. Treasury securities | $1,325,000 | 3,290 |
| U.S. Government agency obligations | $6,035,000 | 7,058 |
| Securities issued by states & political subdivisions | $251,000 | 6,885 |
| 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 | $5,000 | 8,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,006,000 | 6,319 |
| Mortgage-backed securities | $191,000 | 7,013 |
| Certificates of participation in pools of residential mortgages | $4,000 | 7,446 |
| Issued or guaranteed by U.S. | $4,000 | 7,423 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $187,000 | 4,028 |
| CMOs issued by government agencies or sponsored agencies | $187,000 | 3,846 |
| 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) | $1,767,000 | 4,384 |
| Available-for-sale securities (fair market value) | $5,849,000 | 7,146 |
| Total debt securities | $7,611,000 | 7,657 |
| 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 | $7,449,000 | 7,874 |
| U.S. Government securities | $7,177,000 | 7,086 |
| U.S. Treasury securities | $1,825,000 | 4,107 |
| U.S. Government agency obligations | $5,352,000 | 7,025 |
| Securities issued by states & political subdivisions | $267,000 | 7,056 |
| 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 | $5,000 | 7,992 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,762,000 | 5,565 |
| Mortgage-backed securities | $442,000 | 6,775 |
| Certificates of participation in pools of residential mortgages | $10,000 | 7,583 |
| Issued or guaranteed by U.S. | $10,000 | 7,559 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $432,000 | 3,887 |
| CMOs issued by government agencies or sponsored agencies | $432,000 | 3,731 |
| 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) | $2,534,000 | 4,430 |
| Available-for-sale securities (fair market value) | $4,915,000 | 7,389 |
| Total debt securities | $7,444,000 | 7,757 |
| 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 | $6,944,000 | 8,473 |
| U.S. Government securities | $6,656,000 | 7,808 |
| U.S. Treasury securities | $1,825,000 | 5,380 |
| U.S. Government agency obligations | $4,831,000 | 7,386 |
| Securities issued by states & political subdivisions | $283,000 | 7,260 |
| 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 | $5,000 | 8,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,317,000 | 6,175 |
| Mortgage-backed securities | $923,000 | 6,436 |
| Certificates of participation in pools of residential mortgages | $15,000 | 7,844 |
| Issued or guaranteed by U.S. | $15,000 | 7,818 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $908,000 | 3,541 |
| CMOs issued by government agencies or sponsored agencies | $908,000 | 3,421 |
| 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) | $2,624,000 | 5,245 |
| Available-for-sale securities (fair market value) | $4,320,000 | 7,749 |
| Total debt securities | $6,939,000 | 8,343 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,311,000 | 8,853 |
| U.S. Government securities | $7,208,000 | 8,172 |
| U.S. Treasury securities | $1,825,000 | 6,228 |
| U.S. Government agency obligations | $5,383,000 | 7,441 |
| Securities issued by states & political subdivisions | $98,000 | 8,303 |
| 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 | $5,000 | 8,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,325,000 | 6,429 |
| Mortgage-backed securities | $1,022,000 | 6,802 |
| Certificates of participation in pools of residential mortgages | $27,000 | 8,293 |
| Issued or guaranteed by U.S. | $27,000 | 8,267 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $995,000 | 3,826 |
| CMOs issued by government agencies or sponsored agencies | $995,000 | 3,675 |
| 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) | $2,451,000 | 5,994 |
| Available-for-sale securities (fair market value) | $4,860,000 | 7,835 |
| Total debt securities | $7,306,000 | 8,756 |
| Structured notes | ||
| Amortized cost | $496,000 | 2,820 |
| Fair value | $483,000 | 2,803 |
| 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 | $6,223,000 | 9,680 |
| U.S. Government securities | $6,198,000 | 8,971 |
| U.S. Treasury securities | $1,831,000 | 7,362 |
| U.S. Government agency obligations | $4,367,000 | 8,096 |
| Securities issued by states & political subdivisions | $20,000 | 8,943 |
| 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 | $5,000 | 8,363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,831,000 | 7,047 |
| Mortgage-backed securities | $1,040,000 | 7,236 |
| Certificates of participation in pools of residential mortgages | $43,000 | 8,598 |
| Issued or guaranteed by U.S. | $43,000 | 8,564 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $997,000 | 4,253 |
| CMOs issued by government agencies or sponsored agencies | $997,000 | 4,086 |
| 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) | $1,890,000 | 6,744 |
| Available-for-sale securities (fair market value) | $4,333,000 | 8,345 |
| Total debt securities | $6,218,000 | 9,581 |
| Structured notes | ||
| Amortized cost | $482,000 | 3,776 |
| Fair value | $501,000 | 3,430 |
| 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 | $6,541,000 | 10,124 |
| U.S. Government securities | $6,536,000 | 9,358 |
| U.S. Treasury securities | $3,320,000 | 6,832 |
| U.S. Government agency obligations | $3,216,000 | 8,929 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,833,000 | 7,274 |
| Mortgage-backed securities | $1,018,000 | 7,716 |
| Certificates of participation in pools of residential mortgages | $60,000 | 9,014 |
| Issued or guaranteed by U.S. | $60,000 | 8,985 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $958,000 | 4,598 |
| CMOs issued by government agencies or sponsored agencies | $958,000 | 4,400 |
| 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) | $2,395,000 | 9,739 |
| Available-for-sale securities (fair market value) | $4,146,000 | 7,360 |
| Total debt securities | $6,536,000 | 10,027 |
| 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 | $7,177,000 | 10,235 |
| U.S. Government securities | $6,652,000 | 9,607 |
| U.S. Treasury securities | $4,771,000 | 5,892 |
| U.S. Government agency obligations | $1,881,000 | 10,377 |
| Securities issued by states & political subdivisions | $520,000 | 7,817 |
| 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 | $5,000 | 8,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,846,000 | 7,242 |
| Mortgage-backed securities | $1,081,000 | 8,297 |
| Certificates of participation in pools of residential mortgages | $79,000 | 9,487 |
| Issued or guaranteed by U.S. | $79,000 | 9,438 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,002,000 | 4,976 |
| CMOs issued by government agencies or sponsored agencies | $1,002,000 | 4,761 |
| 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 | $7,172,000 | 10,102 |
| 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 | $7,512,000 | 10,252 |
| U.S. Government securities | $7,207,000 | 9,439 |
| U.S. Treasury securities | $6,207,000 | 5,010 |
| U.S. Government agency obligations | $1,000,000 | 11,580 |
| Securities issued by states & political subdivisions | $300,000 | 8,339 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,260,000 | 6,774 |
| Mortgage-backed securities | $101,000 | 10,763 |
| Certificates of participation in pools of residential mortgages | $101,000 | 9,799 |
| Issued or guaranteed by U.S. | $101,000 | 9,727 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| 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 | $7,507,000 | 10,113 |
| 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 |