Home > University Bank > Securities
University Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $15,731,000 | 3,752 |
| U.S. Government securities | $12,609,000 | 3,414 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $12,609,000 | 3,051 |
| 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 | $3,122,000 | 125 |
| 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 | $12,501,000 | 2,765 |
| Mortgage-backed securities | $12,609,000 | 2,394 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,609,000 | 1,862 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $15,685,000 | 862 |
| Available-for-sale securities (fair market value) | $46,000 | 4,202 |
| Total debt securities | $15,731,000 | 3,725 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $12,671,000 | 3,909 |
| U.S. Government securities | $12,671,000 | 3,420 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $12,671,000 | 3,022 |
| 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 | $12,562,000 | 2,736 |
| Mortgage-backed securities | $12,671,000 | 2,369 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,671,000 | 1,832 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $12,625,000 | 936 |
| Available-for-sale securities (fair market value) | $46,000 | 4,219 |
| Total debt securities | $12,671,000 | 3,887 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $10,777,000 | 4,031 |
| U.S. Government securities | $10,777,000 | 3,589 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $10,777,000 | 3,208 |
| 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 | $10,681,000 | 2,835 |
| Mortgage-backed securities | $10,777,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,777,000 | 2,019 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $10,730,000 | 992 |
| Available-for-sale securities (fair market value) | $47,000 | 4,244 |
| Total debt securities | $10,777,000 | 4,008 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $8,709,000 | 4,197 |
| U.S. Government securities | $8,709,000 | 3,816 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $8,709,000 | 3,409 |
| 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 | $8,640,000 | 2,917 |
| Mortgage-backed securities | $8,709,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,709,000 | 2,244 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $8,649,000 | 1,099 |
| Available-for-sale securities (fair market value) | $60,000 | 4,302 |
| Total debt securities | $8,708,000 | 4,175 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $8,902,000 | 4,228 |
| U.S. Government securities | $8,902,000 | 3,827 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $8,902,000 | 3,404 |
| 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 | $8,833,000 | 2,820 |
| Mortgage-backed securities | $8,902,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,902,000 | 2,252 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $8,840,000 | 1,100 |
| Available-for-sale securities (fair market value) | $62,000 | 4,331 |
| Total debt securities | $8,902,000 | 4,205 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $6,403,000 | 4,367 |
| U.S. Government securities | $6,403,000 | 4,049 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $6,403,000 | 3,619 |
| 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 | $6,304,000 | 3,004 |
| Mortgage-backed securities | $6,403,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,402,000 | 2,533 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,781 |
| 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) | $6,339,000 | 1,181 |
| Available-for-sale securities (fair market value) | $64,000 | 4,374 |
| Total debt securities | $6,403,000 | 4,342 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $6,829,000 | 4,372 |
| U.S. Government securities | $6,829,000 | 4,017 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $6,829,000 | 3,609 |
| 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 | $6,729,000 | 2,968 |
| Mortgage-backed securities | $6,829,000 | 3,012 |
| Certificates of participation in pools of residential mortgages | $6,827,000 | 2,589 |
| Issued or guaranteed by U.S. | $6,827,000 | 2,518 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,811 |
| 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) | $6,548,000 | 1,096 |
| Available-for-sale securities (fair market value) | $281,000 | 4,384 |
| Total debt securities | $6,829,000 | 4,354 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $5,691,000 | 4,376 |
| U.S. Government securities | $5,691,000 | 4,030 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $5,691,000 | 3,704 |
| 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 | $5,542,000 | 3,073 |
| Mortgage-backed securities | $5,691,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $5,689,000 | 2,728 |
| Issued or guaranteed by U.S. | $5,689,000 | 2,651 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,805 |
| 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) | $5,403,000 | 1,053 |
| Available-for-sale securities (fair market value) | $288,000 | 4,390 |
| Total debt securities | $5,691,000 | 4,358 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $6,383,000 | 4,315 |
| U.S. Government securities | $6,383,000 | 3,862 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $6,383,000 | 3,609 |
| 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 | $6,232,000 | 2,997 |
| Mortgage-backed securities | $6,383,000 | 3,063 |
| Certificates of participation in pools of residential mortgages | $6,380,000 | 2,649 |
| Issued or guaranteed by U.S. | $6,380,000 | 2,566 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,000 | 2,864 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,805 |
| 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) | $6,089,000 | 906 |
| Available-for-sale securities (fair market value) | $294,000 | 4,430 |
| Total debt securities | $6,383,000 | 4,295 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $6,424,000 | 4,331 |
| U.S. Government securities | $6,424,000 | 3,841 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $6,424,000 | 3,616 |
| 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 | $6,271,000 | 3,006 |
| Mortgage-backed securities | $6,424,000 | 3,072 |
| Certificates of participation in pools of residential mortgages | $6,420,000 | 2,654 |
| Issued or guaranteed by U.S. | $6,420,000 | 2,584 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,828 |
| 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) | $6,124,000 | 879 |
| Available-for-sale securities (fair market value) | $300,000 | 4,477 |
| Total debt securities | $6,424,000 | 4,307 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $5,977,000 | 4,365 |
| U.S. Government securities | $5,977,000 | 3,892 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $5,977,000 | 3,663 |
| 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 | $5,847,000 | 3,049 |
| Mortgage-backed securities | $5,977,000 | 3,104 |
| Certificates of participation in pools of residential mortgages | $5,972,000 | 2,679 |
| Issued or guaranteed by U.S. | $5,972,000 | 2,602 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,822 |
| 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) | $5,672,000 | 877 |
| Available-for-sale securities (fair market value) | $305,000 | 4,505 |
| Total debt securities | $5,978,000 | 4,343 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $2,980,000 | 4,549 |
| U.S. Government securities | $2,980,000 | 4,155 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,980,000 | 3,989 |
| 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 | $2,979,000 | 3,456 |
| Mortgage-backed securities | $2,980,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $2,975,000 | 3,057 |
| Issued or guaranteed by U.S. | $2,975,000 | 2,966 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,794 |
| 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) | $2,670,000 | 1,077 |
| Available-for-sale securities (fair market value) | $310,000 | 4,522 |
| Total debt securities | $2,980,000 | 4,529 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $4,606,000 | 4,415 |
| U.S. Government securities | $4,606,000 | 3,842 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,606,000 | 3,698 |
| 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 | $3,588,000 | 3,346 |
| Mortgage-backed securities | $4,606,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $4,600,000 | 2,768 |
| Issued or guaranteed by U.S. | $4,600,000 | 2,691 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,791 |
| 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) | $4,288,000 | 914 |
| Available-for-sale securities (fair market value) | $318,000 | 4,534 |
| Total debt securities | $4,606,000 | 4,394 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $5,040,000 | 4,370 |
| U.S. Government securities | $5,040,000 | 3,800 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,040,000 | 3,646 |
| 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 | $5,035,000 | 3,161 |
| Mortgage-backed securities | $5,040,000 | 3,147 |
| Certificates of participation in pools of residential mortgages | $5,033,000 | 2,680 |
| Issued or guaranteed by U.S. | $5,033,000 | 2,601 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,000 | 2,851 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,792 |
| 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) | $4,717,000 | 885 |
| Available-for-sale securities (fair market value) | $323,000 | 4,556 |
| Total debt securities | $5,040,000 | 4,344 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $7,408,000 | 4,213 |
| U.S. Government securities | $7,408,000 | 3,537 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,408,000 | 3,385 |
| 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 | $7,400,000 | 2,886 |
| Mortgage-backed securities | $7,408,000 | 2,875 |
| Certificates of participation in pools of residential mortgages | $7,400,000 | 2,319 |
| Issued or guaranteed by U.S. | $7,400,000 | 2,253 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,000 | 2,846 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,793 |
| 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) | $7,073,000 | 782 |
| Available-for-sale securities (fair market value) | $335,000 | 4,589 |
| Total debt securities | $7,408,000 | 4,190 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $10,344,000 | 3,998 |
| U.S. Government securities | $10,344,000 | 3,268 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,344,000 | 3,127 |
| 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 | $10,335,000 | 2,520 |
| Mortgage-backed securities | $10,344,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $10,334,000 | 2,016 |
| Issued or guaranteed by U.S. | $10,334,000 | 1,958 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $10,000 | 2,846 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,787 |
| 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) | $10,004,000 | 673 |
| Available-for-sale securities (fair market value) | $340,000 | 4,643 |
| Total debt securities | $10,344,000 | 3,974 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $10,905,000 | 4,001 |
| U.S. Government securities | $10,905,000 | 3,304 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $10,905,000 | 3,145 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| 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 | $10,893,000 | 2,504 |
| Mortgage-backed securities | $10,905,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $10,895,000 | 1,911 |
| Issued or guaranteed by U.S. | $10,895,000 | 1,859 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $10,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,805 |
| 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) | $10,558,000 | 682 |
| Available-for-sale securities (fair market value) | $347,000 | 4,701 |
| Total debt securities | $10,905,000 | 3,976 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $12,311,000 | 3,944 |
| U.S. Government securities | $12,311,000 | 3,204 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $12,311,000 | 3,053 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| 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 | $12,297,000 | 2,422 |
| Mortgage-backed securities | $12,311,000 | 2,428 |
| Certificates of participation in pools of residential mortgages | $12,299,000 | 1,790 |
| Issued or guaranteed by U.S. | $12,299,000 | 1,735 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $12,000 | 2,885 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 2,823 |
| 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) | $11,958,000 | 695 |
| Available-for-sale securities (fair market value) | $353,000 | 4,783 |
| Total debt securities | $12,311,000 | 3,920 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $13,984,000 | 3,875 |
| U.S. Government securities | $13,984,000 | 3,100 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $13,984,000 | 2,927 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| 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 | $5,600,000 | 3,229 |
| Mortgage-backed securities | $13,984,000 | 2,291 |
| Certificates of participation in pools of residential mortgages | $13,984,000 | 1,647 |
| Issued or guaranteed by U.S. | $13,984,000 | 1,618 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $13,621,000 | 690 |
| Available-for-sale securities (fair market value) | $363,000 | 4,830 |
| Total debt securities | $13,984,000 | 3,854 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $11,421,000 | 4,136 |
| U.S. Government securities | $11,421,000 | 3,365 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $11,421,000 | 3,215 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| 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 | $6,088,000 | 3,218 |
| Mortgage-backed securities | $11,421,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | $11,421,000 | 1,841 |
| Issued or guaranteed by U.S. | $11,421,000 | 1,803 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $11,032,000 | 767 |
| Available-for-sale securities (fair market value) | $389,000 | 4,872 |
| Total debt securities | $11,421,000 | 4,114 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $11,507,000 | 4,171 |
| U.S. Government securities | $11,507,000 | 3,405 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $11,507,000 | 3,244 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| 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 | $6,416,000 | 3,196 |
| Mortgage-backed securities | $11,507,000 | 2,484 |
| Certificates of participation in pools of residential mortgages | $11,507,000 | 1,848 |
| Issued or guaranteed by U.S. | $11,507,000 | 1,824 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $11,090,000 | 800 |
| Available-for-sale securities (fair market value) | $417,000 | 4,910 |
| Total debt securities | $11,507,000 | 4,147 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $11,919,000 | 4,190 |
| U.S. Government securities | $11,919,000 | 3,405 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,919,000 | 3,251 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| 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 | $6,534,000 | 3,204 |
| Mortgage-backed securities | $11,919,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | $11,919,000 | 1,842 |
| Issued or guaranteed by U.S. | $11,919,000 | 1,831 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $11,348,000 | 820 |
| Available-for-sale securities (fair market value) | $571,000 | 4,960 |
| Total debt securities | $11,919,000 | 4,168 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $3,486,000 | 4,997 |
| U.S. Government securities | $3,486,000 | 4,523 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,486,000 | 4,363 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,056,000 | 4,322 |
| Mortgage-backed securities | $3,486,000 | 3,486 |
| Certificates of participation in pools of residential mortgages | $3,486,000 | 3,030 |
| Issued or guaranteed by U.S. | $3,486,000 | 2,877 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $2,889,000 | 1,287 |
| Available-for-sale securities (fair market value) | $597,000 | 5,012 |
| Total debt securities | $3,486,000 | 4,975 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,100,000 | 5,284 |
| U.S. Government securities | $1,100,000 | 5,019 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,100,000 | 4,896 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,074,000 | 4,382 |
| Mortgage-backed securities | $1,100,000 | 4,000 |
| Certificates of participation in pools of residential mortgages | $1,100,000 | 3,727 |
| Issued or guaranteed by U.S. | $1,100,000 | 3,720 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $489,000 | 1,742 |
| Available-for-sale securities (fair market value) | $611,000 | 5,069 |
| Total debt securities | $1,100,000 | 5,265 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,120,000 | 5,350 |
| U.S. Government securities | $1,120,000 | 5,063 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,120,000 | 4,947 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $1,120,000 | 4,035 |
| Certificates of participation in pools of residential mortgages | $1,120,000 | 3,765 |
| Issued or guaranteed by U.S. | $1,120,000 | 3,759 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $492,000 | 1,766 |
| Available-for-sale securities (fair market value) | $628,000 | 5,130 |
| Total debt securities | $1,120,000 | 5,333 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,437,000 | 5,386 |
| U.S. Government securities | $1,437,000 | 5,054 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,437,000 | 4,934 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| 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 | $1,416,000 | 4,428 |
| Mortgage-backed securities | $1,437,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $1,437,000 | 3,695 |
| Issued or guaranteed by U.S. | $1,437,000 | 3,688 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $797,000 | 1,726 |
| Available-for-sale securities (fair market value) | $640,000 | 5,181 |
| Total debt securities | $1,437,000 | 5,365 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,475,000 | 5,440 |
| U.S. Government securities | $1,475,000 | 5,108 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,475,000 | 4,984 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,450,000 | 4,452 |
| Mortgage-backed securities | $1,475,000 | 4,034 |
| Certificates of participation in pools of residential mortgages | $1,475,000 | 3,737 |
| Issued or guaranteed by U.S. | $1,475,000 | 3,731 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $801,000 | 1,754 |
| Available-for-sale securities (fair market value) | $674,000 | 5,222 |
| Total debt securities | $1,475,000 | 5,419 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,654,000 | 5,495 |
| U.S. Government securities | $1,654,000 | 5,134 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,654,000 | 5,009 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,654,000 | 4,451 |
| Mortgage-backed securities | $1,654,000 | 4,042 |
| Certificates of participation in pools of residential mortgages | $1,654,000 | 3,733 |
| Issued or guaranteed by U.S. | $1,654,000 | 3,728 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $972,000 | 1,736 |
| Available-for-sale securities (fair market value) | $682,000 | 5,274 |
| Total debt securities | $1,654,000 | 5,473 |
| 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 | $2,039,000 | 5,491 |
| U.S. Government securities | $2,039,000 | 5,069 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,039,000 | 4,947 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| 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 | $2,038,000 | 4,387 |
| Mortgage-backed securities | $2,039,000 | 3,973 |
| Certificates of participation in pools of residential mortgages | $2,039,000 | 3,631 |
| Issued or guaranteed by U.S. | $2,039,000 | 3,626 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $976,000 | 1,765 |
| Available-for-sale securities (fair market value) | $1,063,000 | 5,279 |
| Total debt securities | $2,040,000 | 5,466 |
| 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 | $2,118,000 | 5,545 |
| U.S. Government securities | $2,118,000 | 5,103 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,118,000 | 4,997 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| 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 | $2,118,000 | 4,425 |
| Mortgage-backed securities | $2,118,000 | 4,003 |
| Certificates of participation in pools of residential mortgages | $2,118,000 | 3,649 |
| Issued or guaranteed by U.S. | $2,118,000 | 3,645 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $982,000 | 1,776 |
| Available-for-sale securities (fair market value) | $1,136,000 | 5,319 |
| Total debt securities | $2,118,000 | 5,522 |
| 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 | $2,407,000 | 5,594 |
| U.S. Government securities | $2,407,000 | 5,152 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,407,000 | 5,041 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| 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 | $2,407,000 | 4,439 |
| Mortgage-backed securities | $2,407,000 | 3,974 |
| Certificates of participation in pools of residential mortgages | $2,407,000 | 3,610 |
| Issued or guaranteed by U.S. | $2,407,000 | 3,605 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,222,000 | 1,754 |
| Available-for-sale securities (fair market value) | $1,185,000 | 5,383 |
| Total debt securities | $2,407,000 | 5,570 |
| 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 | $2,423,000 | 5,664 |
| U.S. Government securities | $2,423,000 | 5,233 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,423,000 | 5,131 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,423,000 | 4,470 |
| Mortgage-backed securities | $2,423,000 | 4,001 |
| Certificates of participation in pools of residential mortgages | $2,423,000 | 3,638 |
| Issued or guaranteed by U.S. | $2,423,000 | 3,635 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,227,000 | 1,786 |
| Available-for-sale securities (fair market value) | $1,196,000 | 5,450 |
| Total debt securities | $2,423,000 | 5,640 |
| 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 | $2,439,000 | 5,715 |
| U.S. Government securities | $2,439,000 | 5,305 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,439,000 | 5,201 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,430,000 | 4,505 |
| Mortgage-backed securities | $2,439,000 | 4,017 |
| Certificates of participation in pools of residential mortgages | $2,439,000 | 3,650 |
| Issued or guaranteed by U.S. | $2,439,000 | 3,648 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,233,000 | 1,824 |
| Available-for-sale securities (fair market value) | $1,206,000 | 5,498 |
| Total debt securities | $2,439,000 | 5,690 |
| 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 | $2,456,000 | 5,794 |
| U.S. Government securities | $2,456,000 | 5,399 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,456,000 | 5,302 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,456,000 | 4,577 |
| Mortgage-backed securities | $2,456,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $2,456,000 | 3,696 |
| Issued or guaranteed by U.S. | $2,456,000 | 3,694 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,238,000 | 1,832 |
| Available-for-sale securities (fair market value) | $1,218,000 | 5,576 |
| Total debt securities | $2,457,000 | 5,769 |
| 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 | $2,480,000 | 5,867 |
| U.S. Government securities | $2,480,000 | 5,494 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,480,000 | 5,398 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,468,000 | 4,613 |
| Mortgage-backed securities | $2,480,000 | 4,155 |
| Certificates of participation in pools of residential mortgages | $2,480,000 | 3,781 |
| Issued or guaranteed by U.S. | $2,480,000 | 3,777 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,243,000 | 1,861 |
| Available-for-sale securities (fair market value) | $1,237,000 | 5,645 |
| Total debt securities | $2,480,000 | 5,843 |
| 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 | $1,246,000 | 6,060 |
| U.S. Government securities | $1,246,000 | 5,798 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,246,000 | 5,711 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,246,000 | 5,012 |
| Mortgage-backed securities | $1,246,000 | 4,555 |
| Certificates of participation in pools of residential mortgages | $1,246,000 | 4,263 |
| Issued or guaranteed by U.S. | $1,246,000 | 4,256 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,246,000 | 5,696 |
| Total debt securities | $1,246,000 | 6,040 |
| 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 | $1,254,000 | 6,155 |
| U.S. Government securities | $1,254,000 | 5,890 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,254,000 | 5,798 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,254,000 | 5,082 |
| Mortgage-backed securities | $1,254,000 | 4,630 |
| Certificates of participation in pools of residential mortgages | $1,254,000 | 4,331 |
| Issued or guaranteed by U.S. | $1,254,000 | 4,324 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,254,000 | 5,787 |
| Total debt securities | $1,255,000 | 6,135 |
| 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 | $1,292,000 | 6,234 |
| U.S. Government securities | $1,292,000 | 5,973 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,292,000 | 5,884 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,292,000 | 5,137 |
| Mortgage-backed securities | $1,292,000 | 4,691 |
| Certificates of participation in pools of residential mortgages | $1,292,000 | 4,393 |
| Issued or guaranteed by U.S. | $1,292,000 | 4,390 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,292,000 | 5,866 |
| Total debt securities | $1,292,000 | 6,213 |
| 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 | $1,516,000 | 6,280 |
| U.S. Government securities | $1,516,000 | 6,010 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,516,000 | 5,912 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,516,000 | 5,126 |
| Mortgage-backed securities | $1,516,000 | 4,688 |
| Certificates of participation in pools of residential mortgages | $1,516,000 | 4,365 |
| Issued or guaranteed by U.S. | $1,516,000 | 4,362 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,516,000 | 5,902 |
| Total debt securities | $1,516,000 | 6,258 |
| 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 | $1,653,000 | 6,326 |
| U.S. Government securities | $1,653,000 | 6,032 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,653,000 | 5,938 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,653,000 | 5,129 |
| Mortgage-backed securities | $1,653,000 | 4,690 |
| Certificates of participation in pools of residential mortgages | $1,653,000 | 4,354 |
| Issued or guaranteed by U.S. | $1,653,000 | 4,350 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,653,000 | 5,943 |
| Total debt securities | $1,653,000 | 6,300 |
| 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 | $1,704,000 | 6,384 |
| U.S. Government securities | $1,704,000 | 6,080 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,704,000 | 5,981 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,704,000 | 5,158 |
| Mortgage-backed securities | $1,704,000 | 4,706 |
| Certificates of participation in pools of residential mortgages | $1,704,000 | 4,361 |
| Issued or guaranteed by U.S. | $1,704,000 | 4,355 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $1,704,000 | 5,998 |
| Total debt securities | $1,704,000 | 6,360 |
| 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 | $1,484,000 | 6,486 |
| U.S. Government securities | $1,484,000 | 6,185 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,484,000 | 6,087 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,484,000 | 5,278 |
| Mortgage-backed securities | $1,484,000 | 4,808 |
| Certificates of participation in pools of residential mortgages | $1,484,000 | 4,471 |
| Issued or guaranteed by U.S. | $1,484,000 | 4,465 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $1,484,000 | 6,101 |
| Total debt securities | $1,484,000 | 6,458 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $549,000 | 189 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,518,000 | 6,511 |
| U.S. Government securities | $1,518,000 | 6,180 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,518,000 | 6,075 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,518,000 | 5,280 |
| Mortgage-backed securities | $1,518,000 | 4,804 |
| Certificates of participation in pools of residential mortgages | $1,518,000 | 4,432 |
| Issued or guaranteed by U.S. | $1,518,000 | 4,428 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,518,000 | 6,128 |
| Total debt securities | $1,518,000 | 6,483 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $580,000 | 187 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,590,000 | 6,556 |
| U.S. Government securities | $1,590,000 | 6,214 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,590,000 | 6,107 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,590,000 | 5,315 |
| Mortgage-backed securities | $1,590,000 | 4,829 |
| Certificates of participation in pools of residential mortgages | $1,590,000 | 4,445 |
| Issued or guaranteed by U.S. | $1,590,000 | 4,443 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $1,590,000 | 6,179 |
| Total debt securities | $1,589,000 | 6,526 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $628,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,628,000 | 6,609 |
| U.S. Government securities | $1,628,000 | 6,258 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,628,000 | 6,151 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,616,000 | 5,331 |
| Mortgage-backed securities | $1,628,000 | 4,859 |
| Certificates of participation in pools of residential mortgages | $1,628,000 | 4,454 |
| Issued or guaranteed by U.S. | $1,628,000 | 4,453 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,628,000 | 6,212 |
| Total debt securities | $1,628,000 | 6,578 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $662,000 | 180 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,088,000 | 6,644 |
| U.S. Government securities | $2,088,000 | 6,259 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,088,000 | 6,167 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,088,000 | 5,222 |
| Mortgage-backed securities | $2,088,000 | 4,827 |
| Certificates of participation in pools of residential mortgages | $2,088,000 | 4,417 |
| Issued or guaranteed by U.S. | $2,088,000 | 4,415 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $2,088,000 | 6,230 |
| Total debt securities | $2,088,000 | 6,612 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $696,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,122,000 | 6,713 |
| U.S. Government securities | $2,122,000 | 6,349 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,122,000 | 6,255 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,122,000 | 5,270 |
| Mortgage-backed securities | $2,122,000 | 4,874 |
| Certificates of participation in pools of residential mortgages | $2,122,000 | 4,443 |
| Issued or guaranteed by U.S. | $2,122,000 | 4,442 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $2,122,000 | 6,293 |
| Total debt securities | $2,122,000 | 6,681 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $737,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,147,000 | 6,767 |
| U.S. Government securities | $2,147,000 | 6,430 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,147,000 | 6,333 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,147,000 | 5,293 |
| Mortgage-backed securities | $2,147,000 | 4,892 |
| Certificates of participation in pools of residential mortgages | $2,147,000 | 4,453 |
| Issued or guaranteed by U.S. | $2,147,000 | 4,450 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $2,147,000 | 6,342 |
| Total debt securities | $2,147,000 | 6,733 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $749,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,581,000 | 6,741 |
| U.S. Government securities | $2,581,000 | 6,366 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,581,000 | 6,273 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,581,000 | 4,909 |
| Mortgage-backed securities | $2,581,000 | 4,752 |
| Certificates of participation in pools of residential mortgages | $2,581,000 | 4,272 |
| Issued or guaranteed by U.S. | $2,581,000 | 4,264 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $2,581,000 | 6,286 |
| Total debt securities | $2,581,000 | 6,706 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $785,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,596,000 | 6,805 |
| U.S. Government securities | $2,596,000 | 6,406 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,596,000 | 6,300 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,596,000 | 4,912 |
| Mortgage-backed securities | $2,596,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $2,596,000 | 4,203 |
| Issued or guaranteed by U.S. | $2,596,000 | 4,188 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $2,596,000 | 6,341 |
| Total debt securities | $2,596,000 | 6,770 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $789,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,900,000 | 6,858 |
| U.S. Government securities | $2,900,000 | 6,468 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,900,000 | 6,360 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $2,900,000 | 4,620 |
| Certificates of participation in pools of residential mortgages | $2,900,000 | 4,078 |
| Issued or guaranteed by U.S. | $2,900,000 | 4,065 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $2,900,000 | 6,385 |
| Total debt securities | $2,899,000 | 6,825 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $867,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,915,000 | 6,902 |
| U.S. Government securities | $0 | 7,252 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $0 | 7,165 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $2,915,000 | 1,339 |
| Privately issued residential mortgage-backed securities | $2,915,000 | 597 |
| 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 | $2,915,000 | 4,875 |
| Mortgage-backed securities | $2,915,000 | 4,572 |
| Certificates of participation in pools of residential mortgages | $2,915,000 | 4,029 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $2,915,000 | 54 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $2,915,000 | 6,423 |
| Total debt securities | $2,915,000 | 6,864 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $871,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,934,000 | 6,908 |
| U.S. Government securities | $2,934,000 | 6,422 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,934,000 | 6,295 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,866,000 | 4,911 |
| Mortgage-backed securities | $2,934,000 | 4,506 |
| Certificates of participation in pools of residential mortgages | $2,934,000 | 3,916 |
| Issued or guaranteed by U.S. | $2,934,000 | 3,906 |
| 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) | $2,934,000 | 6,405 |
| Total debt securities | $2,934,000 | 6,871 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $965,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $560,000 | 7,382 |
| U.S. Government securities | $560,000 | 7,120 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $560,000 | 7,017 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $560,000 | 5,925 |
| Mortgage-backed securities | $560,000 | 5,437 |
| Certificates of participation in pools of residential mortgages | $560,000 | 4,984 |
| Issued or guaranteed by U.S. | $560,000 | 4,972 |
| 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) | $560,000 | 6,870 |
| Total debt securities | $560,000 | 7,352 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $1,000,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $570,000 | 7,454 |
| U.S. Government securities | $570,000 | 7,211 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $570,000 | 7,113 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $570,000 | 5,962 |
| Mortgage-backed securities | $570,000 | 5,465 |
| Certificates of participation in pools of residential mortgages | $570,000 | 5,040 |
| Issued or guaranteed by U.S. | $570,000 | 5,030 |
| 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) | $570,000 | 6,942 |
| Total debt securities | $570,000 | 7,422 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $1,229,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $563,000 | 7,539 |
| U.S. Government securities | $563,000 | 7,319 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $563,000 | 7,217 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $563,000 | 6,044 |
| Mortgage-backed securities | $563,000 | 5,577 |
| Certificates of participation in pools of residential mortgages | $563,000 | 5,170 |
| Issued or guaranteed by U.S. | $563,000 | 5,158 |
| 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) | $563,000 | 7,014 |
| Total debt securities | $563,000 | 7,508 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $1,364,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $556,000 | 7,586 |
| U.S. Government securities | $556,000 | 7,343 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $556,000 | 7,244 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $556,000 | 6,093 |
| Mortgage-backed securities | $556,000 | 5,653 |
| Certificates of participation in pools of residential mortgages | $556,000 | 5,240 |
| Issued or guaranteed by U.S. | $556,000 | 5,226 |
| 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) | $556,000 | 7,057 |
| Total debt securities | $556,000 | 7,554 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $1,513,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,057,000 | 7,557 |
| U.S. Government securities | $1,057,000 | 7,273 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,057,000 | 7,178 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,057,000 | 5,874 |
| Mortgage-backed securities | $1,057,000 | 5,446 |
| Certificates of participation in pools of residential mortgages | $1,057,000 | 5,027 |
| Issued or guaranteed by U.S. | $1,057,000 | 5,015 |
| 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) | $1,057,000 | 7,017 |
| Total debt securities | $1,057,000 | 7,517 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $1,548,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,047,000 | 7,624 |
| U.S. Government securities | $1,047,000 | 7,333 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,047,000 | 7,245 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,047,000 | 5,909 |
| Mortgage-backed securities | $1,047,000 | 5,502 |
| Certificates of participation in pools of residential mortgages | $1,047,000 | 5,080 |
| Issued or guaranteed by U.S. | $1,047,000 | 5,065 |
| 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) | $1,047,000 | 7,066 |
| Total debt securities | $1,047,000 | 7,588 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $4,234,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,054,000 | 7,702 |
| U.S. Government securities | $1,054,000 | 7,423 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,054,000 | 7,335 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,054,000 | 5,972 |
| Mortgage-backed securities | $1,054,000 | 5,572 |
| Certificates of participation in pools of residential mortgages | $1,054,000 | 5,153 |
| Issued or guaranteed by U.S. | $1,054,000 | 5,136 |
| 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) | $1,054,000 | 7,108 |
| Total debt securities | $1,054,000 | 7,661 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $4,522,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $20,652,000 | 4,371 |
| U.S. Government securities | $20,652,000 | 3,480 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $20,652,000 | 3,410 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,652,000 | 2,244 |
| Mortgage-backed securities | $20,652,000 | 2,298 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $20,652,000 | 858 |
| CMOs issued by government agencies or sponsored agencies | $20,652,000 | 650 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,862,000 | 1,516 |
| Available-for-sale securities (fair market value) | $14,790,000 | 4,641 |
| Total debt securities | $20,652,000 | 4,337 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $4,917,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $21,319,000 | 4,221 |
| U.S. Government securities | $21,319,000 | 3,338 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $21,319,000 | 3,276 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,141,000 | 2,172 |
| Mortgage-backed securities | $21,319,000 | 2,156 |
| Certificates of participation in pools of residential mortgages | $315,000 | 5,643 |
| Issued or guaranteed by U.S. | $315,000 | 5,626 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $21,004,000 | 804 |
| CMOs issued by government agencies or sponsored agencies | $21,004,000 | 598 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,951,000 | 1,511 |
| Available-for-sale securities (fair market value) | $15,368,000 | 4,519 |
| Total debt securities | $21,319,000 | 4,185 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $5,198,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $23,258,000 | 4,053 |
| U.S. Government securities | $23,258,000 | 3,188 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $23,258,000 | 3,128 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,258,000 | 2,005 |
| Mortgage-backed securities | $23,258,000 | 2,018 |
| Certificates of participation in pools of residential mortgages | $1,240,000 | 5,039 |
| Issued or guaranteed by U.S. | $1,240,000 | 5,020 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $22,018,000 | 768 |
| CMOs issued by government agencies or sponsored agencies | $22,018,000 | 570 |
| 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) | $6,141,000 | 1,489 |
| Available-for-sale securities (fair market value) | $17,117,000 | 4,333 |
| Total debt securities | $23,258,000 | 4,007 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $5,474,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $25,962,000 | 3,783 |
| U.S. Government securities | $3,115,000 | 7,029 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,115,000 | 6,926 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $22,847,000 | 493 |
| Privately issued residential mortgage-backed securities | $22,847,000 | 322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,958,000 | 3,542 |
| Mortgage-backed securities | $25,962,000 | 1,785 |
| Certificates of participation in pools of residential mortgages | $352,000 | 5,605 |
| Issued or guaranteed by U.S. | $352,000 | 5,575 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $25,610,000 | 677 |
| CMOs issued by government agencies or sponsored agencies | $2,763,000 | 1,791 |
| Privately issued | $22,847,000 | 300 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,517,000 | 1,370 |
| Available-for-sale securities (fair market value) | $18,445,000 | 4,153 |
| Total debt securities | $25,962,000 | 3,731 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $6,097,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,450,000 | 7,909 |
| U.S. Government securities | $1,450,000 | 7,671 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,450,000 | 7,564 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,450,000 | 5,942 |
| Mortgage-backed securities | $1,450,000 | 5,123 |
| Certificates of participation in pools of residential mortgages | $354,000 | 5,471 |
| Issued or guaranteed by U.S. | $354,000 | 5,450 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,096,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $1,096,000 | 2,278 |
| 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) | $1,450,000 | 7,253 |
| Total debt securities | $1,450,000 | 7,862 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $6,549,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $8,573,000 | 6,361 |
| U.S. Government securities | $387,000 | 8,029 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $387,000 | 7,924 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $8,186,000 | 846 |
| Privately issued residential mortgage-backed securities | $8,186,000 | 463 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,573,000 | 3,673 |
| Mortgage-backed securities | $8,573,000 | 2,972 |
| Certificates of participation in pools of residential mortgages | $387,000 | 5,357 |
| Issued or guaranteed by U.S. | $387,000 | 5,338 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,186,000 | 1,240 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $8,186,000 | 440 |
| 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) | $8,573,000 | 5,762 |
| Total debt securities | $8,573,000 | 6,301 |
| 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 | $605,000 | 8,177 |
| U.S. Government securities | $419,000 | 8,070 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $419,000 | 7,967 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $186,000 | 2,675 |
| Privately issued residential mortgage-backed securities | $186,000 | 1,216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $605,000 | 6,424 |
| Mortgage-backed securities | $605,000 | 5,575 |
| Certificates of participation in pools of residential mortgages | $419,000 | 5,344 |
| Issued or guaranteed by U.S. | $419,000 | 5,326 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $186,000 | 3,220 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $186,000 | 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $605,000 | 7,515 |
| Total debt securities | $605,000 | 8,133 |
| 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 | $645,000 | 8,205 |
| U.S. Government securities | $438,000 | 8,103 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $438,000 | 8,001 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $207,000 | 2,653 |
| Privately issued residential mortgage-backed securities | $207,000 | 1,163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $645,000 | 6,442 |
| Mortgage-backed securities | $645,000 | 5,554 |
| Certificates of participation in pools of residential mortgages | $438,000 | 5,327 |
| Issued or guaranteed by U.S. | $438,000 | 5,305 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $207,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $207,000 | 1,086 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $645,000 | 7,528 |
| Total debt securities | $645,000 | 8,163 |
| 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 | $672,000 | 8,255 |
| U.S. Government securities | $438,000 | 8,152 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $438,000 | 8,047 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $234,000 | 2,667 |
| Privately issued residential mortgage-backed securities | $234,000 | 1,135 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $672,000 | 6,452 |
| Mortgage-backed securities | $672,000 | 5,548 |
| Certificates of participation in pools of residential mortgages | $438,000 | 5,332 |
| Issued or guaranteed by U.S. | $438,000 | 5,313 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $234,000 | 3,144 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $234,000 | 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $672,000 | 7,573 |
| Total debt securities | $672,000 | 8,210 |
| 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 | $709,000 | 8,324 |
| U.S. Government securities | $468,000 | 8,226 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $468,000 | 8,121 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $241,000 | 2,704 |
| Privately issued residential mortgage-backed securities | $241,000 | 1,116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $709,000 | 6,506 |
| Mortgage-backed securities | $709,000 | 5,523 |
| Certificates of participation in pools of residential mortgages | $468,000 | 5,313 |
| Issued or guaranteed by U.S. | $468,000 | 5,289 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $241,000 | 3,107 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $241,000 | 1,037 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $709,000 | 7,618 |
| Total debt securities | $709,000 | 8,281 |
| 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 | $727,000 | 8,364 |
| U.S. Government securities | $500,000 | 8,252 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $500,000 | 8,140 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $227,000 | 2,758 |
| Privately issued residential mortgage-backed securities | $227,000 | 1,108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $727,000 | 6,537 |
| Mortgage-backed securities | $727,000 | 5,538 |
| Certificates of participation in pools of residential mortgages | $500,000 | 5,308 |
| Issued or guaranteed by U.S. | $500,000 | 5,286 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $227,000 | 3,110 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $227,000 | 1,031 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $727,000 | 7,657 |
| Total debt securities | $728,000 | 8,323 |
| 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 | $777,000 | 8,390 |
| U.S. Government securities | $526,000 | 8,290 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $526,000 | 8,177 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $251,000 | 2,778 |
| Privately issued residential mortgage-backed securities | $251,000 | 1,074 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $777,000 | 6,541 |
| Mortgage-backed securities | $777,000 | 5,544 |
| Certificates of participation in pools of residential mortgages | $526,000 | 5,305 |
| Issued or guaranteed by U.S. | $526,000 | 5,286 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $251,000 | 3,091 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $251,000 | 1,001 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $777,000 | 7,676 |
| Total debt securities | $777,000 | 8,352 |
| 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 | $833,000 | 8,433 |
| U.S. Government securities | $559,000 | 8,333 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $559,000 | 8,215 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $274,000 | 2,827 |
| Privately issued residential mortgage-backed securities | $274,000 | 1,029 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $833,000 | 6,540 |
| Mortgage-backed securities | $833,000 | 5,546 |
| Certificates of participation in pools of residential mortgages | $559,000 | 5,308 |
| Issued or guaranteed by U.S. | $559,000 | 5,288 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $274,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $274,000 | 954 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $833,000 | 7,700 |
| Total debt securities | $833,000 | 8,393 |
| 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 | $892,000 | 8,468 |
| U.S. Government securities | $593,000 | 8,356 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $593,000 | 8,249 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $299,000 | 2,853 |
| Privately issued residential mortgage-backed securities | $299,000 | 1,010 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $892,000 | 6,541 |
| Mortgage-backed securities | $892,000 | 5,543 |
| Certificates of participation in pools of residential mortgages | $593,000 | 5,307 |
| Issued or guaranteed by U.S. | $593,000 | 5,288 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $299,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $299,000 | 936 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $892,000 | 7,719 |
| Total debt securities | $892,000 | 8,427 |
| 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 | $977,000 | 8,472 |
| U.S. Government securities | $646,000 | 8,366 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $646,000 | 8,253 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $331,000 | 2,880 |
| Privately issued residential mortgage-backed securities | $331,000 | 972 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $977,000 | 6,505 |
| Mortgage-backed securities | $977,000 | 5,544 |
| Certificates of participation in pools of residential mortgages | $646,000 | 5,315 |
| Issued or guaranteed by U.S. | $646,000 | 5,292 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $331,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $331,000 | 893 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $977,000 | 7,729 |
| Total debt securities | $977,000 | 8,432 |
| 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 | $1,050,000 | 8,506 |
| U.S. Government securities | $705,000 | 8,426 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $705,000 | 8,308 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $345,000 | 2,921 |
| Privately issued residential mortgage-backed securities | $345,000 | 946 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,050,000 | 6,438 |
| Mortgage-backed securities | $1,050,000 | 5,549 |
| Certificates of participation in pools of residential mortgages | $705,000 | 5,338 |
| Issued or guaranteed by U.S. | $705,000 | 5,321 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $345,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $345,000 | 874 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $1,050,000 | 7,763 |
| Total debt securities | $1,050,000 | 8,461 |
| 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 | $1,107,000 | 8,532 |
| U.S. Government securities | $723,000 | 8,445 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $723,000 | 8,332 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $384,000 | 2,929 |
| Privately issued residential mortgage-backed securities | $384,000 | 923 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,107,000 | 6,409 |
| Mortgage-backed securities | $1,107,000 | 5,566 |
| Certificates of participation in pools of residential mortgages | $723,000 | 5,359 |
| Issued or guaranteed by U.S. | $723,000 | 5,342 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $384,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $384,000 | 855 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $1,107,000 | 7,774 |
| Total debt securities | $1,107,000 | 8,485 |
| 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 | $1,218,000 | 8,554 |
| U.S. Government securities | $798,000 | 8,482 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $798,000 | 8,370 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $420,000 | 2,921 |
| Privately issued residential mortgage-backed securities | $420,000 | 861 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,218,000 | 6,389 |
| Mortgage-backed securities | $1,218,000 | 5,491 |
| Certificates of participation in pools of residential mortgages | $798,000 | 5,321 |
| Issued or guaranteed by U.S. | $798,000 | 5,308 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $420,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $420,000 | 794 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,218,000 | 7,796 |
| Total debt securities | $1,218,000 | 8,510 |
| 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 | $1,320,000 | 8,612 |
| U.S. Government securities | $862,000 | 8,537 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $862,000 | 8,419 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $458,000 | 2,988 |
| Privately issued residential mortgage-backed securities | $458,000 | 826 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,320,000 | 6,338 |
| Mortgage-backed securities | $1,320,000 | 5,512 |
| Certificates of participation in pools of residential mortgages | $862,000 | 5,334 |
| Issued or guaranteed by U.S. | $862,000 | 5,319 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $458,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $458,000 | 766 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $1,320,000 | 7,843 |
| Total debt securities | $1,320,000 | 8,569 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,553,000 | 8,571 |
| U.S. Government securities | $979,000 | 8,512 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $979,000 | 8,391 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $574,000 | 2,868 |
| Privately issued residential mortgage-backed securities | $574,000 | 822 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,553,000 | 6,160 |
| Mortgage-backed securities | $1,553,000 | 5,417 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,553,000 | 2,494 |
| CMOs issued by government agencies or sponsored agencies | $979,000 | 2,567 |
| Privately issued | $574,000 | 764 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,553,000 | 7,793 |
| Total debt securities | $1,553,000 | 8,510 |
| 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 | $1,637,000 | 8,628 |
| U.S. Government securities | $1,040,000 | 8,547 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,040,000 | 8,412 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $597,000 | 2,906 |
| Privately issued residential mortgage-backed securities | $597,000 | 700 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,637,000 | 6,073 |
| Mortgage-backed securities | $1,637,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,637,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $1,040,000 | 2,600 |
| Privately issued | $597,000 | 612 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $1,637,000 | 7,834 |
| Total debt securities | $1,637,000 | 8,569 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,929,000 | 8,583 |
| U.S. Government securities | $1,207,000 | 8,485 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,207,000 | 8,335 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $722,000 | 2,934 |
| Privately issued residential mortgage-backed securities | $722,000 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,902,000 | 5,916 |
| Mortgage-backed securities | $1,902,000 | 5,249 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,902,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $1,180,000 | 2,558 |
| Privately issued | $722,000 | 632 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $1,929,000 | 7,771 |
| Total debt securities | $1,929,000 | 8,510 |
| 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 | $2,290,000 | 8,512 |
| U.S. Government securities | $1,324,000 | 8,453 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,324,000 | 8,303 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $966,000 | 2,830 |
| Privately issued residential mortgage-backed securities | $966,000 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,264,000 | 5,667 |
| Mortgage-backed securities | $2,264,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,264,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $1,298,000 | 2,672 |
| Privately issued | $966,000 | 618 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $2,290,000 | 7,685 |
| Total debt securities | $2,290,000 | 8,432 |
| 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 | $2,649,000 | 8,471 |
| U.S. Government securities | $1,439,000 | 8,490 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,439,000 | 8,325 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,210,000 | 2,626 |
| Privately issued residential mortgage-backed securities | $1,210,000 | 650 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,624,000 | 5,507 |
| Mortgage-backed securities | $2,623,000 | 5,040 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,623,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $1,413,000 | 2,744 |
| Privately issued | $1,210,000 | 577 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,649,000 | 7,615 |
| Total debt securities | $2,650,000 | 8,383 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $3,075,000 | 8,402 |
| U.S. Government securities | $1,553,000 | 8,495 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,553,000 | 8,330 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,522,000 | 2,464 |
| Privately issued residential mortgage-backed securities | $1,522,000 | 613 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,075,000 | 5,283 |
| Mortgage-backed securities | $3,075,000 | 4,835 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,075,000 | 2,246 |
| CMOs issued by government agencies or sponsored agencies | $1,553,000 | 2,702 |
| Privately issued | $1,522,000 | 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $3,075,000 | 7,505 |
| Total debt securities | $3,075,000 | 8,316 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $2,260,000 | 8,784 |
| U.S. Government securities | $423,000 | 9,115 |
| U.S. Treasury securities | $423,000 | 2,664 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,837,000 | 2,350 |
| Privately issued residential mortgage-backed securities | $1,837,000 | 643 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,204,000 | 5,808 |
| Mortgage-backed securities | $1,837,000 | 5,365 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,837,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $1,837,000 | 577 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $2,260,000 | 7,839 |
| Total debt securities | $2,260,000 | 8,698 |
| 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 | $2,793,000 | 9,062 |
| U.S. Government securities | $1,945,000 | 9,019 |
| U.S. Treasury securities | $464,000 | 3,586 |
| U.S. Government agency obligations | $1,481,000 | 8,906 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $848,000 | 2,807 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,946,000 | 6,343 |
| Mortgage-backed securities | $1,481,000 | 5,130 |
| 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 | $1,481,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $1,481,000 | 2,402 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $2,793,000 | 7,926 |
| Total debt securities | $1,945,000 | 9,192 |
| 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 | $3,475,000 | 9,186 |
| U.S. Government securities | $2,174,000 | 9,254 |
| U.S. Treasury securities | $342,000 | 4,837 |
| U.S. Government agency obligations | $1,832,000 | 9,013 |
| Securities issued by states & political subdivisions | $453,000 | 6,481 |
| 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 | $848,000 | 2,726 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,172,000 | 6,221 |
| Mortgage-backed securities | $1,832,000 | 5,194 |
| Certificates of participation in pools of residential mortgages | $464,000 | 5,811 |
| Issued or guaranteed by U.S. | $464,000 | 5,798 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,368,000 | 2,770 |
| CMOs issued by government agencies or sponsored agencies | $1,368,000 | 2,627 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $3,475,000 | 7,921 |
| Total debt securities | $2,627,000 | 9,343 |
| 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 | $3,774,000 | 9,202 |
| U.S. Government securities | $2,926,000 | 9,047 |
| U.S. Treasury securities | $442,000 | 6,183 |
| U.S. Government agency obligations | $2,484,000 | 8,489 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $848,000 | 2,614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,077,000 | 5,325 |
| Mortgage-backed securities | $2,059,000 | 5,270 |
| Certificates of participation in pools of residential mortgages | $4,000 | 7,662 |
| Issued or guaranteed by U.S. | $4,000 | 7,640 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,055,000 | 2,603 |
| CMOs issued by government agencies or sponsored agencies | $2,055,000 | 2,470 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $3,774,000 | 7,810 |
| Total debt securities | $2,926,000 | 9,409 |
| 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 | $1,990,000 | 10,332 |
| U.S. Government securities | $1,052,000 | 10,379 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $1,052,000 | 9,648 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $90,000 | 3,369 |
| Privately issued residential mortgage-backed securities | $90,000 | 1,270 |
| 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 | $848,000 | 2,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,049,000 | 7,422 |
| Mortgage-backed securities | $608,000 | 6,812 |
| Certificates of participation in pools of residential mortgages | $6,000 | 7,949 |
| Issued or guaranteed by U.S. | $6,000 | 7,925 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $602,000 | 3,843 |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 3,806 |
| Privately issued | $90,000 | 1,047 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $1,990,000 | 8,749 |
| Total debt securities | $1,142,000 | 10,450 |
| 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 | $7,233,000 | 8,889 |
| U.S. Government securities | $6,020,000 | 8,657 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $6,020,000 | 7,110 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $365,000 | 2,968 |
| Privately issued residential mortgage-backed securities | $339,000 | 1,122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,000 | 3,172 |
| Foreign debt securities | NA | NA |
| Equity securities | $848,000 | 2,573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,356,000 | 4,036 |
| Mortgage-backed securities | $5,713,000 | 3,945 |
| Certificates of participation in pools of residential mortgages | $3,221,000 | 3,976 |
| Issued or guaranteed by U.S. | $3,221,000 | 3,952 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,492,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $2,153,000 | 2,854 |
| Privately issued | $339,000 | 890 |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $7,233,000 | 6,898 |
| Total debt securities | $6,385,000 | 9,131 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $12,930,000 | 7,294 |
| U.S. Government securities | $10,678,000 | 7,049 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $10,678,000 | 5,266 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $1,397,000 | 2,129 |
| Privately issued residential mortgage-backed securities | $1,374,000 | 739 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,000 | 3,808 |
| Foreign debt securities | NA | NA |
| Equity securities | $855,000 | 2,407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,849,000 | 4,778 |
| Mortgage-backed securities | $11,303,000 | 2,861 |
| Certificates of participation in pools of residential mortgages | $6,940,000 | 2,727 |
| Issued or guaranteed by U.S. | $6,940,000 | 2,704 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,363,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $2,989,000 | 2,722 |
| Privately issued | $1,374,000 | 536 |
| 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 | 8,463 |
| Available-for-sale securities (fair market value) | $12,930,000 | 5,312 |
| Total debt securities | $12,075,000 | 7,430 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $17,272,000 | 6,512 |
| U.S. Government securities | $16,418,000 | 5,692 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $16,418,000 | 3,753 |
| Securities issued by states & political subdivisions | $101,000 | 9,037 |
| 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 | $753,000 | 2,437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,519,000 | 1,895 |
| Mortgage-backed securities | $13,825,000 | 2,633 |
| Certificates of participation in pools of residential mortgages | $9,797,000 | 2,275 |
| Issued or guaranteed by U.S. | $9,797,000 | 2,262 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,028,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $4,028,000 | 2,471 |
| 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) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $17,272,000 | 3,185 |
| Total debt securities | $16,519,000 | 6,577 |
| 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 | $12,408,000 | 8,203 |
| U.S. Government securities | $11,347,000 | 7,481 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $11,347,000 | 5,104 |
| Securities issued by states & political subdivisions | $355,000 | 8,282 |
| 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 | $706,000 | 2,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,628,000 | 3,433 |
| Mortgage-backed securities | $10,180,000 | 3,591 |
| Certificates of participation in pools of residential mortgages | $5,258,000 | 3,664 |
| Issued or guaranteed by U.S. | $5,258,000 | 3,627 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,922,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $4,922,000 | 2,491 |
| 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 | $11,622,000 | 8,339 |
| 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 | $9,577,000 | 9,332 |
| U.S. Government securities | $8,979,000 | 8,516 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $8,979,000 | 5,935 |
| Securities issued by states & political subdivisions | $456,000 | 7,866 |
| 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 | $142,000 | 4,513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,061,000 | 8,530 |
| Mortgage-backed securities | $2,099,000 | 7,546 |
| Certificates of participation in pools of residential mortgages | $2,025,000 | 6,100 |
| Issued or guaranteed by U.S. | $2,025,000 | 6,030 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $74,000 | 7,050 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 6,460 |
| 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 | $9,435,000 | 9,251 |
| 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 |