Home > Waterman Bank > Securities
Waterman Bank, Securities
| 2025-03-31 | Rank | |
| Total securities | $9,872,000 | 3,896 |
| U.S. Government securities | $8,430,000 | 3,597 |
| U.S. Treasury securities | $2,948,000 | 1,787 |
| U.S. Government agency obligations | $5,482,000 | 3,502 |
| Securities issued by states & political subdivisions | $1,442,000 | 3,333 |
| Other domestic debt securities | $0 | 2,309 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $0 | 891 |
| Other domestic debt securities - All other | $0 | 1,818 |
| 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 | $7,619,000 | 2,987 |
| Mortgage-backed securities | $1,512,000 | 3,412 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,512,000 | 3,096 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,779 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,666 |
| Other commercial mortgage-backed securities | $0 | 1,323 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $9,872,000 | 3,662 |
| Total debt securities | $9,871,000 | 3,865 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 157 |
| 2024-12-31 | Rank | |
| Total securities | $9,161,000 | 3,943 |
| U.S. Government securities | $7,732,000 | 3,651 |
| U.S. Treasury securities | $1,991,000 | 2,018 |
| U.S. Government agency obligations | $5,741,000 | 3,488 |
| Securities issued by states & political subdivisions | $1,429,000 | 3,376 |
| Other domestic debt securities | $0 | 2,330 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $0 | 1,833 |
| Foreign debt securities | $0 | 269 |
| 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 | $9,161,000 | 2,901 |
| Mortgage-backed securities | $1,616,000 | 3,402 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,615,000 | 3,084 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,766 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | $0 | 1,328 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $9,161,000 | 3,711 |
| Total debt securities | $9,160,000 | 3,915 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2024-09-30 | Rank | |
| Total securities | $12,386,000 | 3,825 |
| U.S. Government securities | $10,943,000 | 3,468 |
| U.S. Treasury securities | $4,960,000 | 1,614 |
| U.S. Government agency obligations | $5,983,000 | 3,510 |
| Securities issued by states & political subdivisions | $1,443,000 | 3,407 |
| Other domestic debt securities | $0 | 2,301 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $0 | 1,835 |
| 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 | $9,902,000 | 2,894 |
| Mortgage-backed securities | $1,758,000 | 3,405 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,756,000 | 3,075 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,761 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $0 | 1,344 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $12,386,000 | 3,584 |
| Total debt securities | $12,385,000 | 3,802 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2024-06-30 | Rank | |
| Total securities | $16,767,000 | 3,645 |
| U.S. Government securities | $15,276,000 | 3,182 |
| U.S. Treasury securities | $7,879,000 | 1,396 |
| U.S. Government agency obligations | $7,397,000 | 3,382 |
| Securities issued by states & political subdivisions | $1,419,000 | 3,437 |
| Other domestic debt securities | $72,000 | 2,275 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $72,000 | 537 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $0 | 1,858 |
| 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 | $10,632,000 | 2,861 |
| Mortgage-backed securities | $1,847,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,843,000 | 3,044 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,734 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $16,767,000 | 3,413 |
| Total debt securities | $16,767,000 | 3,620 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank | |
| Total securities | $20,744,000 | 3,523 |
| U.S. Government securities | $19,256,000 | 2,990 |
| U.S. Treasury securities | $11,788,000 | 1,218 |
| U.S. Government agency obligations | $7,468,000 | 3,440 |
| Securities issued by states & political subdivisions | $1,416,000 | 3,428 |
| Other domestic debt securities | $72,000 | 2,286 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $72,000 | 538 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| 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 | $11,478,000 | 2,817 |
| Mortgage-backed securities | $1,964,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,959,000 | 3,034 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,703 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $20,744,000 | 3,281 |
| Total debt securities | $20,743,000 | 3,501 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank | |
| Total securities | $24,957,000 | 3,376 |
| U.S. Government securities | $23,366,000 | 2,772 |
| U.S. Treasury securities | $15,676,000 | 1,062 |
| U.S. Government agency obligations | $7,690,000 | 3,432 |
| Securities issued by states & political subdivisions | $1,513,000 | 3,427 |
| Other domestic debt securities | $78,000 | 2,293 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $78,000 | 537 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,414,000 | 2,909 |
| Mortgage-backed securities | $2,150,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,143,000 | 2,993 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,693 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $24,957,000 | 3,133 |
| Total debt securities | $24,956,000 | 3,353 |
| 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 | $27,603,000 | 3,292 |
| U.S. Government securities | $26,039,000 | 2,645 |
| U.S. Treasury securities | $18,476,000 | 1,014 |
| U.S. Government agency obligations | $7,563,000 | 3,440 |
| Securities issued by states & political subdivisions | $1,480,000 | 3,457 |
| Other domestic debt securities | $84,000 | 2,298 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $84,000 | 516 |
| 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 | $7,320,000 | 3,127 |
| Mortgage-backed securities | $2,219,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,210,000 | 2,989 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,685 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $27,603,000 | 3,029 |
| Total debt securities | $27,603,000 | 3,266 |
| 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 | $30,698,000 | 3,223 |
| U.S. Government securities | $29,115,000 | 2,552 |
| U.S. Treasury securities | $21,319,000 | 923 |
| U.S. Government agency obligations | $7,796,000 | 3,468 |
| Securities issued by states & political subdivisions | $1,494,000 | 3,494 |
| Other domestic debt securities | $89,000 | 2,320 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $89,000 | 518 |
| 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 | $5,545,000 | 3,245 |
| Mortgage-backed securities | $2,415,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,404,000 | 2,986 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 2,683 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $30,698,000 | 2,972 |
| Total debt securities | $30,698,000 | 3,200 |
| 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 | $3,641,000 | 4,419 |
| U.S. Government securities | $2,649,000 | 4,276 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $2,649,000 | 3,970 |
| Securities issued by states & political subdivisions | $901,000 | 3,678 |
| Other domestic debt securities | $91,000 | 2,373 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $91,000 | 670 |
| 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 | $1,734,000 | 3,655 |
| Mortgage-backed securities | $2,614,000 | 3,344 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,601,000 | 2,996 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,716 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $3,641,000 | 4,142 |
| Total debt securities | $3,641,000 | 4,391 |
| 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 | $3,774,000 | 4,443 |
| U.S. Government securities | $2,782,000 | 4,298 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $2,782,000 | 3,975 |
| Securities issued by states & political subdivisions | $894,000 | 3,719 |
| Other domestic debt securities | $98,000 | 2,411 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $98,000 | 532 |
| 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 | $1,770,000 | 3,604 |
| Mortgage-backed securities | $2,745,000 | 3,359 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,729,000 | 2,995 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 2,734 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $3,774,000 | 4,164 |
| Total debt securities | $3,773,000 | 4,418 |
| 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 | $4,019,000 | 4,467 |
| U.S. Government securities | $2,909,000 | 4,314 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $2,909,000 | 3,972 |
| Securities issued by states & political subdivisions | $994,000 | 3,730 |
| Other domestic debt securities | $116,000 | 2,359 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $116,000 | 517 |
| 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 | $1,809,000 | 3,593 |
| Mortgage-backed securities | $2,872,000 | 3,369 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,853,000 | 2,994 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 2,743 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $4,019,000 | 4,191 |
| Total debt securities | $4,019,000 | 4,443 |
| 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 | $4,335,000 | 4,479 |
| U.S. Government securities | $3,211,000 | 4,299 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $3,211,000 | 3,962 |
| Securities issued by states & political subdivisions | $1,003,000 | 3,765 |
| Other domestic debt securities | $121,000 | 2,221 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $121,000 | 516 |
| 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 | $1,899,000 | 3,592 |
| Mortgage-backed securities | $3,173,000 | 3,382 |
| Certificates of participation in pools of residential mortgages | $3,151,000 | 3,073 |
| Issued or guaranteed by U.S. | $3,151,000 | 2,979 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $22,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 2,767 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $4,335,000 | 4,210 |
| Total debt securities | $4,335,000 | 4,461 |
| 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 | $4,707,000 | 4,422 |
| U.S. Government securities | $3,567,000 | 4,210 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $3,567,000 | 3,912 |
| Securities issued by states & political subdivisions | $1,007,000 | 3,783 |
| Other domestic debt securities | $133,000 | 2,205 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $133,000 | 523 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,168,000 | 3,549 |
| Mortgage-backed securities | $3,530,000 | 3,346 |
| Certificates of participation in pools of residential mortgages | $3,504,000 | 3,030 |
| Issued or guaranteed by U.S. | $3,504,000 | 2,946 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $26,000 | 2,827 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 2,760 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $4,707,000 | 4,162 |
| Total debt securities | $4,705,000 | 4,402 |
| 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 | $5,348,000 | 4,370 |
| U.S. Government securities | $3,996,000 | 4,090 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $3,996,000 | 3,848 |
| Securities issued by states & political subdivisions | $1,215,000 | 3,765 |
| Other domestic debt securities | $137,000 | 2,177 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $137,000 | 528 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,168,000 | 3,568 |
| Mortgage-backed securities | $3,952,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $3,922,000 | 2,963 |
| Issued or guaranteed by U.S. | $3,922,000 | 2,872 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $30,000 | 2,818 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 2,762 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $5,348,000 | 4,137 |
| Total debt securities | $5,348,000 | 4,350 |
| 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 | $5,747,000 | 4,368 |
| U.S. Government securities | $4,385,000 | 4,045 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,385,000 | 3,835 |
| Securities issued by states & political subdivisions | $1,220,000 | 3,795 |
| Other domestic debt securities | $142,000 | 2,135 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $142,000 | 534 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,293,000 | 3,562 |
| Mortgage-backed securities | $4,340,000 | 3,293 |
| Certificates of participation in pools of residential mortgages | $4,300,000 | 2,924 |
| Issued or guaranteed by U.S. | $4,300,000 | 2,840 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $40,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 2,780 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $5,747,000 | 4,142 |
| Total debt securities | $5,747,000 | 4,346 |
| 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 | $6,183,000 | 4,350 |
| U.S. Government securities | $4,815,000 | 4,007 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,815,000 | 3,801 |
| Securities issued by states & political subdivisions | $1,224,000 | 3,818 |
| Other domestic debt securities | $144,000 | 2,135 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $144,000 | 542 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,432,000 | 3,555 |
| Mortgage-backed securities | $4,752,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $4,701,000 | 2,866 |
| Issued or guaranteed by U.S. | $4,701,000 | 2,776 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $51,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 2,762 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $6,183,000 | 4,115 |
| Total debt securities | $6,183,000 | 4,329 |
| 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 | $6,650,000 | 4,293 |
| U.S. Government securities | $5,281,000 | 3,859 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,281,000 | 3,673 |
| Securities issued by states & political subdivisions | $1,222,000 | 3,824 |
| Other domestic debt securities | $147,000 | 2,123 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $147,000 | 546 |
| 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 | $2,572,000 | 3,532 |
| Mortgage-backed securities | $5,218,000 | 3,155 |
| Certificates of participation in pools of residential mortgages | $5,156,000 | 2,750 |
| Issued or guaranteed by U.S. | $5,156,000 | 2,670 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $62,000 | 2,779 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 2,727 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $6,650,000 | 4,063 |
| Total debt securities | $6,650,000 | 4,272 |
| 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 | $7,939,000 | 4,188 |
| U.S. Government securities | $5,809,000 | 3,686 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,809,000 | 3,544 |
| Securities issued by states & political subdivisions | $1,980,000 | 3,680 |
| Other domestic debt securities | $150,000 | 2,059 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $150,000 | 516 |
| 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 | $2,722,000 | 3,500 |
| Mortgage-backed securities | $5,691,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $5,617,000 | 2,608 |
| Issued or guaranteed by U.S. | $5,617,000 | 2,538 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $74,000 | 2,776 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 2,720 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $7,939,000 | 3,945 |
| Total debt securities | $7,939,000 | 4,160 |
| 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 | $8,398,000 | 4,127 |
| U.S. Government securities | $6,254,000 | 3,655 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,254,000 | 3,493 |
| Securities issued by states & political subdivisions | $1,989,000 | 3,620 |
| Other domestic debt securities | $155,000 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $155,000 | 500 |
| 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 | $2,865,000 | 3,502 |
| Mortgage-backed securities | $6,136,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $6,048,000 | 2,519 |
| Issued or guaranteed by U.S. | $6,048,000 | 2,441 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $88,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 2,724 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $8,398,000 | 3,878 |
| Total debt securities | $8,398,000 | 4,100 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $8,980,000 | 4,083 |
| U.S. Government securities | $6,705,000 | 3,626 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,705,000 | 3,461 |
| Securities issued by states & political subdivisions | $2,116,000 | 3,563 |
| Other domestic debt securities | $159,000 | 1,976 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $159,000 | 452 |
| 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 | $3,004,000 | 3,506 |
| Mortgage-backed securities | $6,570,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $6,467,000 | 2,444 |
| Issued or guaranteed by U.S. | $6,467,000 | 2,371 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $103,000 | 2,767 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 2,718 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $8,980,000 | 3,840 |
| Total debt securities | $8,980,000 | 4,054 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $9,677,000 | 4,057 |
| U.S. Government securities | $7,090,000 | 3,619 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,090,000 | 3,464 |
| Securities issued by states & political subdivisions | $2,434,000 | 3,469 |
| Other domestic debt securities | $153,000 | 1,913 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $153,000 | 431 |
| 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 | $3,127,000 | 3,493 |
| Mortgage-backed securities | $6,956,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | $6,825,000 | 2,405 |
| Issued or guaranteed by U.S. | $6,825,000 | 2,325 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $131,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 2,693 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $9,677,000 | 3,813 |
| Total debt securities | $9,677,000 | 4,032 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $10,098,000 | 4,073 |
| U.S. Government securities | $7,397,000 | 3,676 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $7,397,000 | 3,521 |
| Securities issued by states & political subdivisions | $2,531,000 | 3,440 |
| Other domestic debt securities | $170,000 | 1,880 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $170,000 | 410 |
| 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 | $6,046,000 | 3,067 |
| Mortgage-backed securities | $7,252,000 | 2,865 |
| Certificates of participation in pools of residential mortgages | $7,088,000 | 2,306 |
| Issued or guaranteed by U.S. | $7,088,000 | 2,245 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $164,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $164,000 | 2,693 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $10,098,000 | 3,819 |
| Total debt securities | $10,097,000 | 4,047 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $10,940,000 | 4,058 |
| U.S. Government securities | $7,868,000 | 3,694 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,868,000 | 3,527 |
| Securities issued by states & political subdivisions | $2,895,000 | 3,400 |
| Other domestic debt securities | $177,000 | 1,929 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $177,000 | 403 |
| 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 | $6,364,000 | 3,075 |
| Mortgage-backed securities | $7,722,000 | 2,823 |
| Certificates of participation in pools of residential mortgages | $7,526,000 | 2,226 |
| Issued or guaranteed by U.S. | $7,526,000 | 2,161 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $196,000 | 2,741 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 2,689 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $10,940,000 | 3,799 |
| Total debt securities | $10,939,000 | 4,034 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $11,590,000 | 4,061 |
| U.S. Government securities | $8,302,000 | 3,707 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $8,302,000 | 3,538 |
| Securities issued by states & political subdivisions | $3,097,000 | 3,401 |
| Other domestic debt securities | $191,000 | 1,910 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $191,000 | 385 |
| 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 | $5,020,000 | 3,324 |
| Mortgage-backed securities | $8,117,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $8,117,000 | 2,159 |
| Issued or guaranteed by U.S. | $8,117,000 | 2,113 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $11,590,000 | 3,794 |
| Total debt securities | $11,590,000 | 4,039 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $12,018,000 | 4,085 |
| U.S. Government securities | $8,714,000 | 3,702 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,714,000 | 3,530 |
| Securities issued by states & political subdivisions | $3,098,000 | 3,478 |
| Other domestic debt securities | $206,000 | 1,907 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $206,000 | 373 |
| 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 | $5,203,000 | 3,350 |
| Mortgage-backed securities | $8,498,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $8,255,000 | 2,164 |
| Issued or guaranteed by U.S. | $8,255,000 | 2,117 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $243,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $243,000 | 2,679 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $12,018,000 | 3,818 |
| Total debt securities | $12,020,000 | 4,065 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $12,367,000 | 4,094 |
| U.S. Government securities | $9,056,000 | 3,684 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $9,056,000 | 3,523 |
| Securities issued by states & political subdivisions | $3,104,000 | 3,538 |
| Other domestic debt securities | $207,000 | 1,896 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $207,000 | 372 |
| 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 | $5,935,000 | 3,258 |
| Mortgage-backed securities | $8,843,000 | 2,717 |
| Certificates of participation in pools of residential mortgages | $8,554,000 | 2,141 |
| Issued or guaranteed by U.S. | $8,554,000 | 2,108 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $289,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $289,000 | 2,667 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $12,367,000 | 3,821 |
| Total debt securities | $12,367,000 | 4,074 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $12,734,000 | 4,113 |
| U.S. Government securities | $9,421,000 | 3,692 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $9,421,000 | 3,543 |
| Securities issued by states & political subdivisions | $3,097,000 | 3,572 |
| Other domestic debt securities | $216,000 | 1,865 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $216,000 | 366 |
| 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 | $5,584,000 | 3,348 |
| Mortgage-backed securities | $9,211,000 | 2,691 |
| Certificates of participation in pools of residential mortgages | $8,896,000 | 2,120 |
| Issued or guaranteed by U.S. | $8,896,000 | 2,109 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $315,000 | 2,716 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 2,657 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $12,734,000 | 3,835 |
| Total debt securities | $12,733,000 | 4,091 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $13,616,000 | 4,086 |
| U.S. Government securities | $1,504,000 | 4,858 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,504,000 | 4,712 |
| Securities issued by states & political subdivisions | $3,096,000 | 3,625 |
| Other domestic debt securities | $9,016,000 | 707 |
| Privately issued residential mortgage-backed securities | $8,782,000 | 209 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $234,000 | 356 |
| 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 | $7,575,000 | 3,092 |
| Mortgage-backed securities | $10,022,000 | 2,658 |
| Certificates of participation in pools of residential mortgages | $9,645,000 | 2,100 |
| Issued or guaranteed by U.S. | $863,000 | 3,604 |
| Privately issued | $8,782,000 | 108 |
| Collaterized mortgage obligations | $377,000 | 2,709 |
| CMOs issued by government agencies or sponsored agencies | $377,000 | 2,643 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $13,616,000 | 3,806 |
| Total debt securities | $13,616,000 | 4,059 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $14,231,000 | 4,097 |
| U.S. Government securities | $10,887,000 | 3,610 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $10,887,000 | 3,466 |
| Securities issued by states & political subdivisions | $3,110,000 | 3,667 |
| Other domestic debt securities | $234,000 | 1,876 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $234,000 | 352 |
| 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 | $5,611,000 | 3,432 |
| Mortgage-backed securities | $10,622,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $10,194,000 | 2,083 |
| Issued or guaranteed by U.S. | $10,194,000 | 2,080 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $428,000 | 2,668 |
| CMOs issued by government agencies or sponsored agencies | $428,000 | 2,605 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $14,231,000 | 3,813 |
| Total debt securities | $14,231,000 | 4,071 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $15,066,000 | 4,089 |
| U.S. Government securities | $11,660,000 | 3,523 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $11,660,000 | 3,386 |
| Securities issued by states & political subdivisions | $3,154,000 | 3,730 |
| Other domestic debt securities | $252,000 | 1,844 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $252,000 | 321 |
| 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 | $6,019,000 | 3,419 |
| Mortgage-backed securities | $11,325,000 | 2,576 |
| Certificates of participation in pools of residential mortgages | $10,854,000 | 2,053 |
| Issued or guaranteed by U.S. | $10,854,000 | 2,052 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $471,000 | 2,644 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 2,577 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $15,066,000 | 3,810 |
| Total debt securities | $15,064,000 | 4,067 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $15,852,000 | 4,083 |
| U.S. Government securities | $12,416,000 | 3,487 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $12,416,000 | 3,351 |
| Securities issued by states & political subdivisions | $3,186,000 | 3,775 |
| Other domestic debt securities | $250,000 | 1,879 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $250,000 | 312 |
| 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 | $6,369,000 | 3,405 |
| Mortgage-backed securities | $12,077,000 | 2,540 |
| Certificates of participation in pools of residential mortgages | $11,543,000 | 2,020 |
| Issued or guaranteed by U.S. | $11,543,000 | 2,019 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $534,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $534,000 | 2,556 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $15,852,000 | 3,787 |
| Total debt securities | $15,853,000 | 4,057 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $16,701,000 | 4,060 |
| U.S. Government securities | $13,228,000 | 3,448 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $13,228,000 | 3,324 |
| Securities issued by states & political subdivisions | $3,213,000 | 3,802 |
| Other domestic debt securities | $260,000 | 1,896 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $260,000 | 304 |
| 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 | $6,766,000 | 3,357 |
| Mortgage-backed securities | $12,824,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $12,225,000 | 1,997 |
| Issued or guaranteed by U.S. | $12,225,000 | 1,996 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $599,000 | 2,613 |
| CMOs issued by government agencies or sponsored agencies | $599,000 | 2,545 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $16,701,000 | 3,763 |
| Total debt securities | $16,701,000 | 4,036 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $18,201,000 | 3,986 |
| U.S. Government securities | $14,633,000 | 3,357 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $14,633,000 | 3,238 |
| Securities issued by states & political subdivisions | $3,283,000 | 3,825 |
| Other domestic debt securities | $285,000 | 1,954 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $285,000 | 308 |
| 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 | $6,480,000 | 3,432 |
| Mortgage-backed securities | $14,229,000 | 2,423 |
| Certificates of participation in pools of residential mortgages | $13,583,000 | 1,909 |
| Issued or guaranteed by U.S. | $13,583,000 | 1,909 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $646,000 | 2,635 |
| CMOs issued by government agencies or sponsored agencies | $646,000 | 2,569 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $18,201,000 | 3,678 |
| Total debt securities | $18,201,000 | 3,960 |
| 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 | $17,678,000 | 4,023 |
| U.S. Government securities | $14,126,000 | 3,382 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,126,000 | 3,256 |
| Securities issued by states & political subdivisions | $3,257,000 | 3,863 |
| Other domestic debt securities | $295,000 | 1,973 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $295,000 | 308 |
| 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 | $6,991,000 | 3,369 |
| Mortgage-backed securities | $13,686,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $12,978,000 | 1,974 |
| Issued or guaranteed by U.S. | $12,978,000 | 1,972 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $708,000 | 2,617 |
| CMOs issued by government agencies or sponsored agencies | $708,000 | 2,542 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $17,678,000 | 3,711 |
| Total debt securities | $17,678,000 | 3,991 |
| 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 | $19,126,000 | 3,918 |
| U.S. Government securities | $15,449,000 | 3,259 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $15,449,000 | 3,148 |
| Securities issued by states & political subdivisions | $3,369,000 | 3,845 |
| Other domestic debt securities | $308,000 | 1,969 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $308,000 | 307 |
| 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 | $7,602,000 | 3,319 |
| Mortgage-backed securities | $15,001,000 | 2,353 |
| Certificates of participation in pools of residential mortgages | $14,157,000 | 1,902 |
| Issued or guaranteed by U.S. | $14,157,000 | 1,902 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $844,000 | 2,585 |
| CMOs issued by government agencies or sponsored agencies | $844,000 | 2,516 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $19,126,000 | 3,606 |
| Total debt securities | $19,125,000 | 3,894 |
| 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 | $17,526,000 | 4,115 |
| U.S. Government securities | $13,852,000 | 3,519 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $13,852,000 | 3,394 |
| Securities issued by states & political subdivisions | $3,367,000 | 3,873 |
| Other domestic debt securities | $307,000 | 2,000 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $307,000 | 310 |
| 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 | $8,056,000 | 3,307 |
| Mortgage-backed securities | $13,383,000 | 2,511 |
| Certificates of participation in pools of residential mortgages | $12,443,000 | 2,068 |
| Issued or guaranteed by U.S. | $12,443,000 | 2,064 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $940,000 | 2,562 |
| CMOs issued by government agencies or sponsored agencies | $940,000 | 2,489 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $17,526,000 | 3,782 |
| Total debt securities | $17,526,000 | 4,092 |
| 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 | $18,294,000 | 4,115 |
| U.S. Government securities | $14,620,000 | 3,523 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $14,620,000 | 3,400 |
| Securities issued by states & political subdivisions | $3,350,000 | 3,886 |
| Other domestic debt securities | $324,000 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $324,000 | 305 |
| 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 | $8,158,000 | 3,319 |
| Mortgage-backed securities | $14,152,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $13,153,000 | 2,028 |
| Issued or guaranteed by U.S. | $13,153,000 | 2,026 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $999,000 | 2,557 |
| CMOs issued by government agencies or sponsored agencies | $999,000 | 2,483 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $18,294,000 | 3,779 |
| Total debt securities | $18,294,000 | 4,093 |
| 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 | $18,393,000 | 4,155 |
| U.S. Government securities | $14,727,000 | 3,561 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,727,000 | 3,435 |
| Securities issued by states & political subdivisions | $3,322,000 | 3,928 |
| Other domestic debt securities | $344,000 | 1,988 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $344,000 | 317 |
| 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 | $8,499,000 | 3,320 |
| Mortgage-backed securities | $14,248,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $13,182,000 | 2,018 |
| Issued or guaranteed by U.S. | $13,182,000 | 2,016 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,066,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $1,066,000 | 2,491 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $18,393,000 | 3,810 |
| Total debt securities | $18,394,000 | 4,129 |
| 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 | $19,297,000 | 4,145 |
| U.S. Government securities | $15,614,000 | 3,546 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $15,614,000 | 3,433 |
| Securities issued by states & political subdivisions | $3,322,000 | 3,969 |
| Other domestic debt securities | $361,000 | 2,010 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $361,000 | 329 |
| 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 | $7,729,000 | 3,473 |
| Mortgage-backed securities | $15,134,000 | 2,412 |
| Certificates of participation in pools of residential mortgages | $13,959,000 | 1,979 |
| Issued or guaranteed by U.S. | $13,959,000 | 1,978 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,175,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $1,175,000 | 2,475 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $19,297,000 | 3,793 |
| Total debt securities | $19,298,000 | 4,116 |
| 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 | $15,918,000 | 4,521 |
| U.S. Government securities | $12,193,000 | 4,021 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $12,193,000 | 3,894 |
| Securities issued by states & political subdivisions | $3,321,000 | 3,992 |
| Other domestic debt securities | $404,000 | 2,001 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $404,000 | 326 |
| 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 | $8,186,000 | 3,425 |
| Mortgage-backed securities | $11,685,000 | 2,780 |
| Certificates of participation in pools of residential mortgages | $10,417,000 | 2,378 |
| Issued or guaranteed by U.S. | $10,417,000 | 2,376 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,268,000 | 2,577 |
| CMOs issued by government agencies or sponsored agencies | $1,268,000 | 2,508 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $15,918,000 | 4,155 |
| Total debt securities | $15,916,000 | 4,503 |
| 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 | $16,937,000 | 4,471 |
| U.S. Government securities | $13,105,000 | 3,992 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,105,000 | 3,867 |
| Securities issued by states & political subdivisions | $3,428,000 | 3,966 |
| Other domestic debt securities | $404,000 | 2,055 |
| Privately issued residential mortgage-backed securities | $404,000 | 514 |
| 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 | $8,734,000 | 3,394 |
| Mortgage-backed securities | $12,996,000 | 2,691 |
| Certificates of participation in pools of residential mortgages | $11,230,000 | 2,319 |
| Issued or guaranteed by U.S. | $11,230,000 | 2,319 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,766,000 | 2,444 |
| CMOs issued by government agencies or sponsored agencies | $1,362,000 | 2,508 |
| Privately issued | $404,000 | 487 |
| 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) | $16,937,000 | 4,113 |
| Total debt securities | $16,938,000 | 4,452 |
| 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 | $16,990,000 | 4,544 |
| U.S. Government securities | $13,206,000 | 4,033 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $13,206,000 | 3,915 |
| Securities issued by states & political subdivisions | $3,368,000 | 4,016 |
| Other domestic debt securities | $416,000 | 2,072 |
| Privately issued residential mortgage-backed securities | $416,000 | 510 |
| 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 | $9,075,000 | 3,357 |
| Mortgage-backed securities | $12,706,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $10,874,000 | 2,399 |
| Issued or guaranteed by U.S. | $10,874,000 | 2,396 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,832,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $1,416,000 | 2,534 |
| Privately issued | $416,000 | 481 |
| 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) | $16,990,000 | 4,175 |
| Total debt securities | $16,991,000 | 4,527 |
| Structured notes | ||
| Amortized cost | $390,000 | 1,947 |
| Fair value | $399,000 | 1,939 |
| 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 | $17,701,000 | 4,567 |
| U.S. Government securities | $13,913,000 | 4,056 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $13,913,000 | 3,937 |
| Securities issued by states & political subdivisions | $3,347,000 | 4,068 |
| Other domestic debt securities | $441,000 | 2,123 |
| Privately issued residential mortgage-backed securities | $441,000 | 537 |
| 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 | $6,995,000 | 3,760 |
| Mortgage-backed securities | $13,440,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $11,227,000 | 2,442 |
| Issued or guaranteed by U.S. | $11,227,000 | 2,439 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,213,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $1,772,000 | 2,448 |
| Privately issued | $441,000 | 511 |
| 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) | $17,701,000 | 4,184 |
| Total debt securities | $17,702,000 | 4,545 |
| Structured notes | ||
| Amortized cost | $390,000 | 2,045 |
| Fair value | $399,000 | 2,040 |
| 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 | $17,389,000 | 4,653 |
| U.S. Government securities | $14,274,000 | 4,079 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $14,274,000 | 3,963 |
| Securities issued by states & political subdivisions | $2,674,000 | 4,294 |
| Other domestic debt securities | $441,000 | 2,173 |
| Privately issued residential mortgage-backed securities | $441,000 | 539 |
| 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 | $7,596,000 | 3,665 |
| Mortgage-backed securities | $13,811,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $11,495,000 | 2,452 |
| Issued or guaranteed by U.S. | $11,495,000 | 2,451 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,316,000 | 2,395 |
| CMOs issued by government agencies or sponsored agencies | $1,875,000 | 2,452 |
| Privately issued | $441,000 | 516 |
| 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) | $17,389,000 | 4,260 |
| Total debt securities | $17,389,000 | 4,632 |
| Structured notes | ||
| Amortized cost | $390,000 | 2,094 |
| Fair value | $399,000 | 2,086 |
| 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 | $18,039,000 | 4,649 |
| U.S. Government securities | $14,445,000 | 4,083 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $14,445,000 | 3,986 |
| Securities issued by states & political subdivisions | $2,645,000 | 4,342 |
| Other domestic debt securities | $949,000 | 1,903 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $444,000 | 381 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $505,000 | 1,688 |
| 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 | $7,947,000 | 3,633 |
| Mortgage-backed securities | $14,058,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | $12,075,000 | 2,416 |
| Issued or guaranteed by U.S. | $12,075,000 | 2,415 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,983,000 | 2,493 |
| CMOs issued by government agencies or sponsored agencies | $1,983,000 | 2,411 |
| 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) | $18,039,000 | 4,256 |
| Total debt securities | $18,039,000 | 4,628 |
| Structured notes | ||
| Amortized cost | $390,000 | 2,140 |
| Fair value | $387,000 | 2,142 |
| 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 | $14,130,000 | 5,019 |
| U.S. Government securities | $11,063,000 | 4,509 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,063,000 | 4,411 |
| Securities issued by states & political subdivisions | $2,610,000 | 4,369 |
| Other domestic debt securities | $457,000 | 2,271 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $457,000 | 380 |
| 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 | $6,880,000 | 3,851 |
| Mortgage-backed securities | $10,564,000 | 3,132 |
| Certificates of participation in pools of residential mortgages | $10,240,000 | 2,631 |
| Issued or guaranteed by U.S. | $10,240,000 | 2,631 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $324,000 | 3,258 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 3,138 |
| 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) | $14,130,000 | 4,624 |
| Total debt securities | $14,130,000 | 4,996 |
| 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 | $16,870,000 | 4,799 |
| U.S. Government securities | $13,782,000 | 4,183 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,782,000 | 4,082 |
| Securities issued by states & political subdivisions | $2,619,000 | 4,368 |
| Other domestic debt securities | $469,000 | 2,321 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $469,000 | 387 |
| 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 | $6,848,000 | 3,858 |
| Mortgage-backed securities | $13,282,000 | 2,865 |
| Certificates of participation in pools of residential mortgages | $12,920,000 | 2,331 |
| Issued or guaranteed by U.S. | $12,920,000 | 2,329 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $362,000 | 3,269 |
| CMOs issued by government agencies or sponsored agencies | $362,000 | 3,144 |
| 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) | $16,870,000 | 4,416 |
| Total debt securities | $16,870,000 | 4,767 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $13,968,000 | 5,085 |
| U.S. Government securities | $11,145,000 | 4,508 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $11,145,000 | 4,401 |
| Securities issued by states & political subdivisions | $2,316,000 | 4,461 |
| Other domestic debt securities | $507,000 | 2,305 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $507,000 | 384 |
| 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 | $6,584,000 | 3,911 |
| Mortgage-backed securities | $11,145,000 | 3,100 |
| Certificates of participation in pools of residential mortgages | $10,740,000 | 2,552 |
| Issued or guaranteed by U.S. | $10,740,000 | 2,550 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $405,000 | 3,263 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 3,135 |
| 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) | $13,968,000 | 4,707 |
| Total debt securities | $13,969,000 | 5,052 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $15,094,000 | 4,994 |
| U.S. Government securities | $13,682,000 | 4,233 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $13,682,000 | 4,124 |
| Securities issued by states & political subdivisions | $904,000 | 5,000 |
| Other domestic debt securities | $508,000 | 2,309 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $508,000 | 377 |
| 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 | $6,419,000 | 3,984 |
| Mortgage-backed securities | $13,682,000 | 2,898 |
| Certificates of participation in pools of residential mortgages | $12,829,000 | 2,339 |
| Issued or guaranteed by U.S. | $12,829,000 | 2,339 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $853,000 | 3,074 |
| CMOs issued by government agencies or sponsored agencies | $853,000 | 2,940 |
| 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) | $15,094,000 | 4,631 |
| Total debt securities | $15,094,000 | 4,958 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $12,628,000 | 5,239 |
| U.S. Government securities | $12,112,000 | 4,388 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,112,000 | 4,287 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $516,000 | 2,290 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $516,000 | 350 |
| 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 | $7,032,000 | 3,829 |
| Mortgage-backed securities | $12,112,000 | 3,072 |
| Certificates of participation in pools of residential mortgages | $10,656,000 | 2,571 |
| Issued or guaranteed by U.S. | $10,656,000 | 2,569 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,456,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $1,456,000 | 2,737 |
| 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) | $12,628,000 | 4,859 |
| Total debt securities | $12,628,000 | 5,211 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $16,005,000 | 4,939 |
| U.S. Government securities | $15,476,000 | 4,052 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $15,476,000 | 3,971 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $529,000 | 2,350 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $529,000 | 338 |
| 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 | $7,473,000 | 3,794 |
| Mortgage-backed securities | $15,476,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $13,552,000 | 2,386 |
| Issued or guaranteed by U.S. | $13,552,000 | 2,384 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,924,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $1,924,000 | 2,658 |
| 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) | $16,005,000 | 4,564 |
| Total debt securities | $16,005,000 | 4,909 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $15,683,000 | 4,994 |
| U.S. Government securities | $15,683,000 | 4,103 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $15,683,000 | 4,016 |
| 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 | $7,796,000 | 3,769 |
| Mortgage-backed securities | $14,932,000 | 2,960 |
| Certificates of participation in pools of residential mortgages | $12,860,000 | 2,489 |
| Issued or guaranteed by U.S. | $12,860,000 | 2,487 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,072,000 | 2,747 |
| CMOs issued by government agencies or sponsored agencies | $2,072,000 | 2,619 |
| 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) | $15,683,000 | 4,620 |
| Total debt securities | $15,683,000 | 4,966 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,290 |
| Fair value | $751,000 | 2,306 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $17,714,000 | 4,831 |
| U.S. Government securities | $17,607,000 | 3,971 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $17,607,000 | 3,885 |
| Securities issued by states & political subdivisions | $107,000 | 5,624 |
| 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 | $9,414,000 | 3,460 |
| Mortgage-backed securities | $16,869,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | $14,623,000 | 2,314 |
| Issued or guaranteed by U.S. | $14,623,000 | 2,310 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,246,000 | 2,728 |
| CMOs issued by government agencies or sponsored agencies | $2,246,000 | 2,603 |
| 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) | $17,714,000 | 4,462 |
| Total debt securities | $17,714,000 | 4,805 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,535 |
| Fair value | $738,000 | 2,574 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $18,552,000 | 4,691 |
| U.S. Government securities | $18,070,000 | 3,840 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $18,070,000 | 3,763 |
| Securities issued by states & political subdivisions | $482,000 | 5,321 |
| 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 | $10,638,000 | 3,146 |
| Mortgage-backed securities | $18,070,000 | 2,629 |
| Certificates of participation in pools of residential mortgages | $15,671,000 | 2,115 |
| Issued or guaranteed by U.S. | $15,671,000 | 2,111 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,399,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $2,399,000 | 2,447 |
| 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) | $18,552,000 | 4,302 |
| Total debt securities | $18,552,000 | 4,660 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $20,201,000 | 4,486 |
| U.S. Government securities | $19,327,000 | 3,654 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $19,327,000 | 3,571 |
| Securities issued by states & political subdivisions | $874,000 | 5,017 |
| 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 | $10,495,000 | 3,117 |
| Mortgage-backed securities | $18,823,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $16,271,000 | 2,010 |
| Issued or guaranteed by U.S. | $16,271,000 | 2,004 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,552,000 | 2,592 |
| CMOs issued by government agencies or sponsored agencies | $2,552,000 | 2,385 |
| 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) | $20,201,000 | 4,120 |
| Total debt securities | $20,201,000 | 4,452 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,637 |
| Fair value | $504,000 | 2,664 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $17,190,000 | 4,880 |
| U.S. Government securities | $15,023,000 | 4,269 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $15,023,000 | 4,166 |
| Securities issued by states & political subdivisions | $2,167,000 | 4,378 |
| 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 | $11,257,000 | 3,021 |
| Mortgage-backed securities | $13,121,000 | 2,953 |
| Certificates of participation in pools of residential mortgages | $11,479,000 | 2,430 |
| Issued or guaranteed by U.S. | $11,479,000 | 2,424 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,642,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $1,642,000 | 2,596 |
| 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) | $17,190,000 | 4,470 |
| Total debt securities | $17,190,000 | 4,839 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 2,292 |
| Fair value | $1,393,000 | 2,295 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $17,092,000 | 4,882 |
| U.S. Government securities | $14,983,000 | 4,239 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,983,000 | 4,112 |
| Securities issued by states & political subdivisions | $2,109,000 | 4,375 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,935,000 | 2,930 |
| Mortgage-backed securities | $12,887,000 | 2,895 |
| Certificates of participation in pools of residential mortgages | $11,216,000 | 2,401 |
| Issued or guaranteed by U.S. | $11,216,000 | 2,396 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,671,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $1,671,000 | 2,534 |
| 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) | $17,092,000 | 4,482 |
| Total debt securities | $17,092,000 | 4,846 |
| Structured notes | ||
| Amortized cost | $1,645,000 | 2,203 |
| Fair value | $1,593,000 | 2,211 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $15,509,000 | 4,968 |
| U.S. Government securities | $13,399,000 | 4,325 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,399,000 | 4,196 |
| Securities issued by states & political subdivisions | $2,110,000 | 4,367 |
| 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 | $9,840,000 | 3,199 |
| Mortgage-backed securities | $12,060,000 | 2,903 |
| Certificates of participation in pools of residential mortgages | $10,346,000 | 2,416 |
| Issued or guaranteed by U.S. | $10,346,000 | 2,412 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,714,000 | 2,733 |
| CMOs issued by government agencies or sponsored agencies | $1,714,000 | 2,476 |
| 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) | $15,509,000 | 4,542 |
| Total debt securities | $15,509,000 | 4,932 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 2,196 |
| Fair value | $1,339,000 | 2,211 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $16,287,000 | 4,808 |
| U.S. Government securities | $13,952,000 | 4,182 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,952,000 | 4,070 |
| Securities issued by states & political subdivisions | $2,335,000 | 4,210 |
| 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 | $9,699,000 | 3,275 |
| Mortgage-backed securities | $12,293,000 | 2,868 |
| Certificates of participation in pools of residential mortgages | $10,570,000 | 2,331 |
| Issued or guaranteed by U.S. | $10,570,000 | 2,328 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,723,000 | 2,693 |
| CMOs issued by government agencies or sponsored agencies | $1,723,000 | 2,427 |
| 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) | $16,287,000 | 4,400 |
| Total debt securities | $16,287,000 | 4,767 |
| Structured notes | ||
| Amortized cost | $1,650,000 | 2,100 |
| Fair value | $1,659,000 | 2,101 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $14,552,000 | 5,042 |
| U.S. Government securities | $12,263,000 | 4,528 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,263,000 | 4,421 |
| Securities issued by states & political subdivisions | $2,289,000 | 4,178 |
| 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 | $10,835,000 | 3,108 |
| Mortgage-backed securities | $9,256,000 | 3,255 |
| Certificates of participation in pools of residential mortgages | $7,502,000 | 2,836 |
| Issued or guaranteed by U.S. | $7,502,000 | 2,828 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,754,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $1,754,000 | 2,313 |
| 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) | $14,552,000 | 4,621 |
| Total debt securities | $14,552,000 | 5,009 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,788 |
| Fair value | $2,508,000 | 1,819 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $16,968,000 | 4,793 |
| U.S. Government securities | $13,873,000 | 4,319 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $13,873,000 | 4,207 |
| Securities issued by states & political subdivisions | $3,095,000 | 3,855 |
| 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 | $11,941,000 | 3,023 |
| Mortgage-backed securities | $10,147,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $8,410,000 | 2,754 |
| Issued or guaranteed by U.S. | $8,410,000 | 2,748 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,737,000 | 2,576 |
| CMOs issued by government agencies or sponsored agencies | $1,737,000 | 2,254 |
| 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) | $16,968,000 | 4,367 |
| Total debt securities | $16,968,000 | 4,752 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,588 |
| Fair value | $2,484,000 | 1,633 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $17,540,000 | 4,683 |
| U.S. Government securities | $14,492,000 | 4,194 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $14,492,000 | 4,115 |
| Securities issued by states & political subdivisions | $3,048,000 | 3,886 |
| 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 | $9,994,000 | 3,337 |
| Mortgage-backed securities | $11,563,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | $9,796,000 | 2,613 |
| Issued or guaranteed by U.S. | $9,796,000 | 2,605 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,767,000 | 2,571 |
| CMOs issued by government agencies or sponsored agencies | $1,767,000 | 2,244 |
| 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) | $17,540,000 | 4,258 |
| Total debt securities | $17,541,000 | 4,642 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,694 |
| Fair value | $1,714,000 | 1,712 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $18,290,000 | 4,643 |
| U.S. Government securities | $14,419,000 | 4,218 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,419,000 | 4,137 |
| Securities issued by states & political subdivisions | $3,871,000 | 3,613 |
| 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 | $10,561,000 | 3,260 |
| Mortgage-backed securities | $6,103,000 | 3,977 |
| Certificates of participation in pools of residential mortgages | $5,746,000 | 3,426 |
| Issued or guaranteed by U.S. | $5,746,000 | 3,414 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $357,000 | 3,297 |
| CMOs issued by government agencies or sponsored agencies | $357,000 | 2,956 |
| 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) | $18,290,000 | 4,215 |
| Total debt securities | $18,291,000 | 4,594 |
| Structured notes | ||
| Amortized cost | $1,501,000 | 1,316 |
| Fair value | $1,494,000 | 1,368 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $18,269,000 | 4,646 |
| U.S. Government securities | $14,556,000 | 4,164 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,556,000 | 4,069 |
| Securities issued by states & political subdivisions | $3,713,000 | 3,626 |
| 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 | $8,691,000 | 3,590 |
| Mortgage-backed securities | $4,922,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $4,570,000 | 3,795 |
| Issued or guaranteed by U.S. | $4,570,000 | 3,783 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $352,000 | 3,309 |
| CMOs issued by government agencies or sponsored agencies | $352,000 | 2,957 |
| 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) | $18,269,000 | 4,195 |
| Total debt securities | $18,268,000 | 4,599 |
| Structured notes | ||
| Amortized cost | $1,501,000 | 930 |
| Fair value | $1,474,000 | 976 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $16,954,000 | 4,807 |
| U.S. Government securities | $16,343,000 | 3,980 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,343,000 | 3,906 |
| Securities issued by states & political subdivisions | $611,000 | 5,154 |
| 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 | $13,058,000 | 2,941 |
| Mortgage-backed securities | $3,038,000 | 4,873 |
| Certificates of participation in pools of residential mortgages | $2,671,000 | 4,496 |
| Issued or guaranteed by U.S. | $2,671,000 | 4,485 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $367,000 | 3,323 |
| CMOs issued by government agencies or sponsored agencies | $367,000 | 2,962 |
| 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) | $16,954,000 | 4,336 |
| Total debt securities | $16,954,000 | 4,764 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 693 |
| Fair value | $1,754,000 | 689 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $17,358,000 | 4,775 |
| U.S. Government securities | $17,358,000 | 3,900 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $17,358,000 | 3,824 |
| 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 | $9,328,000 | 3,561 |
| Mortgage-backed securities | $3,341,000 | 4,760 |
| Certificates of participation in pools of residential mortgages | $3,341,000 | 4,241 |
| Issued or guaranteed by U.S. | $3,341,000 | 4,229 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $17,358,000 | 4,298 |
| Total debt securities | $17,358,000 | 4,737 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 575 |
| Fair value | $2,250,000 | 571 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $16,646,000 | 4,839 |
| U.S. Government securities | $16,646,000 | 3,950 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $16,646,000 | 3,879 |
| 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 | $8,888,000 | 3,619 |
| Mortgage-backed securities | $3,837,000 | 4,539 |
| Certificates of participation in pools of residential mortgages | $3,826,000 | 4,006 |
| Issued or guaranteed by U.S. | $3,826,000 | 3,995 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $11,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,272 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $16,646,000 | 4,341 |
| Total debt securities | $16,646,000 | 4,800 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 417 |
| Fair value | $3,170,000 | 424 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $14,865,000 | 5,143 |
| U.S. Government securities | $14,865,000 | 4,246 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,865,000 | 4,176 |
| 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 | $8,646,000 | 3,616 |
| Mortgage-backed securities | $4,484,000 | 4,344 |
| Certificates of participation in pools of residential mortgages | $4,410,000 | 3,810 |
| Issued or guaranteed by U.S. | $4,410,000 | 3,799 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $74,000 | 3,512 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,174 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $14,865,000 | 4,643 |
| Total debt securities | $14,865,000 | 5,088 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 453 |
| Fair value | $3,216,000 | 452 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $15,333,000 | 5,060 |
| U.S. Government securities | $15,333,000 | 4,187 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,333,000 | 4,114 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,731,000 | 5,298 |
| Mortgage-backed securities | $4,987,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $4,843,000 | 3,572 |
| Issued or guaranteed by U.S. | $4,843,000 | 3,557 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $144,000 | 3,398 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 3,058 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $15,333,000 | 4,571 |
| Total debt securities | $15,332,000 | 5,009 |
| Structured notes | ||
| Amortized cost | $3,243,000 | 475 |
| Fair value | $3,245,000 | 476 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $10,295,000 | 5,963 |
| U.S. Government securities | $10,295,000 | 5,195 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,295,000 | 5,092 |
| 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 | $4,944,000 | 4,537 |
| Mortgage-backed securities | $5,103,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $5,103,000 | 3,195 |
| Issued or guaranteed by U.S. | $5,103,000 | 3,180 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $10,295,000 | 5,397 |
| Total debt securities | $10,294,000 | 5,899 |
| Structured notes | ||
| Amortized cost | $1,743,000 | 1,197 |
| Fair value | $1,720,000 | 1,201 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $10,553,000 | 5,977 |
| U.S. Government securities | $10,553,000 | 5,234 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,553,000 | 5,135 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,406,000 | 4,417 |
| Mortgage-backed securities | $5,301,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | $5,301,000 | 3,004 |
| Issued or guaranteed by U.S. | $5,301,000 | 2,990 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $10,553,000 | 5,379 |
| Total debt securities | $10,558,000 | 5,916 |
| Structured notes | ||
| Amortized cost | $2,243,000 | 1,165 |
| Fair value | $2,202,000 | 1,169 |
| 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 | $12,014,000 | 5,722 |
| U.S. Government securities | $12,014,000 | 4,972 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,014,000 | 4,863 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,499,000 | 4,396 |
| Mortgage-backed securities | $5,270,000 | 3,559 |
| Certificates of participation in pools of residential mortgages | $5,270,000 | 2,929 |
| Issued or guaranteed by U.S. | $5,270,000 | 2,914 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $12,014,000 | 5,124 |
| Total debt securities | $12,015,000 | 5,666 |
| Structured notes | ||
| Amortized cost | $2,242,000 | 1,232 |
| Fair value | $2,175,000 | 1,241 |
| 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 | $11,681,000 | 5,790 |
| U.S. Government securities | $11,681,000 | 5,067 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,681,000 | 4,945 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,345,000 | 4,466 |
| Mortgage-backed securities | $4,408,000 | 3,790 |
| Certificates of participation in pools of residential mortgages | $4,408,000 | 3,176 |
| Issued or guaranteed by U.S. | $4,408,000 | 3,160 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $11,681,000 | 5,182 |
| Total debt securities | $11,681,000 | 5,737 |
| Structured notes | ||
| Amortized cost | $2,242,000 | 1,282 |
| Fair value | $2,207,000 | 1,288 |
| 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 | $12,305,000 | 5,725 |
| U.S. Government securities | $12,305,000 | 4,993 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,305,000 | 4,872 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,438,000 | 4,171 |
| Mortgage-backed securities | $4,635,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $4,635,000 | 3,104 |
| Issued or guaranteed by U.S. | $4,635,000 | 3,091 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $12,305,000 | 5,117 |
| Total debt securities | $12,305,000 | 5,678 |
| Structured notes | ||
| Amortized cost | $2,749,000 | 1,213 |
| Fair value | $2,693,000 | 1,219 |
| 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 | $12,657,000 | 5,718 |
| U.S. Government securities | $12,657,000 | 4,978 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,657,000 | 4,847 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,080,000 | 4,027 |
| Mortgage-backed securities | $4,868,000 | 3,659 |
| Certificates of participation in pools of residential mortgages | $4,868,000 | 3,048 |
| Issued or guaranteed by U.S. | $4,868,000 | 3,033 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $12,657,000 | 5,080 |
| Total debt securities | $12,657,000 | 5,668 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,222 |
| Fair value | $2,932,000 | 1,249 |
| 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 | $13,199,000 | 5,652 |
| U.S. Government securities | $13,199,000 | 4,863 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,199,000 | 4,729 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,551,000 | 4,447 |
| Mortgage-backed securities | $5,070,000 | 3,591 |
| Certificates of participation in pools of residential mortgages | $5,070,000 | 3,000 |
| Issued or guaranteed by U.S. | $5,070,000 | 2,988 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $13,199,000 | 4,984 |
| Total debt securities | $13,199,000 | 5,597 |
| Structured notes | ||
| Amortized cost | $3,218,000 | 1,200 |
| Fair value | $3,095,000 | 1,206 |
| 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 | $12,928,000 | 5,721 |
| U.S. Government securities | $12,928,000 | 4,952 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,928,000 | 4,813 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,618,000 | 4,431 |
| Mortgage-backed securities | $5,454,000 | 3,538 |
| Certificates of participation in pools of residential mortgages | $5,454,000 | 2,958 |
| Issued or guaranteed by U.S. | $5,454,000 | 2,943 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $12,928,000 | 5,056 |
| Total debt securities | $12,928,000 | 5,668 |
| Structured notes | ||
| Amortized cost | $3,717,000 | 1,117 |
| Fair value | $3,622,000 | 1,123 |
| 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 | $12,934,000 | 5,751 |
| U.S. Government securities | $12,934,000 | 4,947 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $12,934,000 | 4,797 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,882,000 | 4,320 |
| Mortgage-backed securities | $5,675,000 | 3,525 |
| Certificates of participation in pools of residential mortgages | $5,675,000 | 2,929 |
| Issued or guaranteed by U.S. | $5,675,000 | 2,918 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $12,934,000 | 5,062 |
| Total debt securities | $12,934,000 | 5,696 |
| Structured notes | ||
| Amortized cost | $3,717,000 | 1,116 |
| Fair value | $3,621,000 | 1,119 |
| 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 | $12,036,000 | 5,896 |
| U.S. Government securities | $11,885,000 | 5,121 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,885,000 | 4,967 |
| Securities issued by states & political subdivisions | $151,000 | 6,176 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,845,000 | 4,354 |
| Mortgage-backed securities | $5,022,000 | 3,720 |
| Certificates of participation in pools of residential mortgages | $5,022,000 | 3,131 |
| Issued or guaranteed by U.S. | $5,022,000 | 3,118 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $12,036,000 | 5,194 |
| Total debt securities | $12,036,000 | 5,830 |
| Structured notes | ||
| Amortized cost | $3,497,000 | 1,134 |
| Fair value | $3,428,000 | 1,151 |
| 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 | $12,930,000 | 5,774 |
| U.S. Government securities | $12,778,000 | 4,980 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,778,000 | 4,837 |
| Securities issued by states & political subdivisions | $152,000 | 6,181 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,558,000 | 4,728 |
| Mortgage-backed securities | $5,486,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | $5,486,000 | 3,087 |
| Issued or guaranteed by U.S. | $5,486,000 | 3,074 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $12,930,000 | 5,071 |
| Total debt securities | $12,931,000 | 5,710 |
| Structured notes | ||
| Amortized cost | $3,497,000 | 1,136 |
| Fair value | $3,442,000 | 1,150 |
| 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 | $12,929,000 | 5,846 |
| U.S. Government securities | $12,776,000 | 5,042 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,776,000 | 4,893 |
| Securities issued by states & political subdivisions | $153,000 | 6,215 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,823,000 | 5,048 |
| Mortgage-backed securities | $4,848,000 | 3,934 |
| Certificates of participation in pools of residential mortgages | $4,848,000 | 3,314 |
| Issued or guaranteed by U.S. | $4,848,000 | 3,307 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $12,929,000 | 5,135 |
| Total debt securities | $12,929,000 | 5,787 |
| Structured notes | ||
| Amortized cost | $3,496,000 | 1,134 |
| Fair value | $3,385,000 | 1,151 |
| 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 | $12,987,000 | 5,877 |
| U.S. Government securities | $12,832,000 | 5,061 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,832,000 | 4,901 |
| Securities issued by states & political subdivisions | $155,000 | 6,244 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,601,000 | 5,118 |
| Mortgage-backed securities | $4,817,000 | 3,994 |
| Certificates of participation in pools of residential mortgages | $4,817,000 | 3,356 |
| Issued or guaranteed by U.S. | $4,817,000 | 3,344 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $12,987,000 | 5,148 |
| Total debt securities | $12,987,000 | 5,808 |
| Structured notes | ||
| Amortized cost | $3,745,000 | 1,066 |
| Fair value | $3,684,000 | 1,071 |
| 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 | $13,676,000 | 5,766 |
| U.S. Government securities | $13,519,000 | 4,922 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,519,000 | 4,775 |
| Securities issued by states & political subdivisions | $157,000 | 6,288 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,630,000 | 5,127 |
| Mortgage-backed securities | $4,029,000 | 4,262 |
| Certificates of participation in pools of residential mortgages | $4,029,000 | 3,647 |
| Issued or guaranteed by U.S. | $4,029,000 | 3,639 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $13,676,000 | 5,050 |
| Total debt securities | $13,676,000 | 5,696 |
| Structured notes | ||
| Amortized cost | $4,745,000 | 881 |
| Fair value | $4,692,000 | 886 |
| 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 | $14,028,000 | 5,757 |
| U.S. Government securities | $13,870,000 | 4,913 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,870,000 | 4,755 |
| Securities issued by states & political subdivisions | $158,000 | 6,334 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,791,000 | 5,511 |
| Mortgage-backed securities | $4,148,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $4,148,000 | 3,674 |
| Issued or guaranteed by U.S. | $4,148,000 | 3,665 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $14,028,000 | 5,060 |
| Total debt securities | $14,027,000 | 5,682 |
| Structured notes | ||
| Amortized cost | $4,745,000 | 872 |
| Fair value | $4,558,000 | 883 |
| 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 | $15,846,000 | 5,404 |
| U.S. Government securities | $15,685,000 | 4,520 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $15,685,000 | 4,369 |
| Securities issued by states & political subdivisions | $161,000 | 6,328 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,625,000 | 5,551 |
| Mortgage-backed securities | $4,461,000 | 4,233 |
| Certificates of participation in pools of residential mortgages | $4,461,000 | 3,603 |
| Issued or guaranteed by U.S. | $4,461,000 | 3,593 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $15,846,000 | 4,743 |
| Total debt securities | $15,846,000 | 5,321 |
| Structured notes | ||
| Amortized cost | $4,745,000 | 741 |
| Fair value | $4,734,000 | 748 |
| 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 | $14,677,000 | 5,692 |
| U.S. Government securities | $14,514,000 | 4,776 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $14,514,000 | 4,637 |
| Securities issued by states & political subdivisions | $163,000 | 6,410 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,074,000 | 5,277 |
| Mortgage-backed securities | $4,417,000 | 4,229 |
| Certificates of participation in pools of residential mortgages | $4,417,000 | 3,603 |
| Issued or guaranteed by U.S. | $4,417,000 | 3,591 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $14,677,000 | 4,962 |
| Total debt securities | $14,678,000 | 5,603 |
| Structured notes | ||
| Amortized cost | $4,495,000 | 693 |
| Fair value | $4,431,000 | 702 |
| 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 | $14,424,000 | 5,635 |
| U.S. Government securities | $14,259,000 | 4,677 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $14,259,000 | 4,523 |
| Securities issued by states & political subdivisions | $165,000 | 6,444 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,089,000 | 5,245 |
| Mortgage-backed securities | $4,687,000 | 4,146 |
| Certificates of participation in pools of residential mortgages | $4,687,000 | 3,509 |
| Issued or guaranteed by U.S. | $4,687,000 | 3,496 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $14,424,000 | 4,938 |
| Total debt securities | $14,424,000 | 5,548 |
| Structured notes | ||
| Amortized cost | $4,246,000 | 587 |
| Fair value | $4,177,000 | 585 |
| 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 | $15,180,000 | 5,447 |
| U.S. Government securities | $14,911,000 | 4,521 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,911,000 | 4,364 |
| Securities issued by states & political subdivisions | $269,000 | 6,234 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,147,000 | 5,183 |
| Mortgage-backed securities | $5,135,000 | 4,094 |
| Certificates of participation in pools of residential mortgages | $5,135,000 | 3,397 |
| Issued or guaranteed by U.S. | $5,135,000 | 3,386 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $15,180,000 | 4,758 |
| Total debt securities | $15,179,000 | 5,343 |
| Structured notes | ||
| Amortized cost | $4,497,000 | 443 |
| Fair value | $4,538,000 | 444 |
| 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 | $14,906,000 | 5,506 |
| U.S. Government securities | $14,639,000 | 4,591 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $14,639,000 | 4,429 |
| Securities issued by states & political subdivisions | $267,000 | 6,225 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,388,000 | 5,093 |
| Mortgage-backed securities | $4,405,000 | 4,348 |
| Certificates of participation in pools of residential mortgages | $4,405,000 | 3,614 |
| Issued or guaranteed by U.S. | $4,405,000 | 3,604 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $14,906,000 | 4,795 |
| Total debt securities | $14,907,000 | 5,406 |
| Structured notes | ||
| Amortized cost | $5,249,000 | 258 |
| Fair value | $5,280,000 | 259 |
| 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 | $14,681,000 | 5,511 |
| U.S. Government securities | $14,412,000 | 4,579 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $14,412,000 | 4,410 |
| Securities issued by states & political subdivisions | $269,000 | 6,229 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,144,000 | 5,241 |
| Mortgage-backed securities | $4,433,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $4,433,000 | 3,579 |
| Issued or guaranteed by U.S. | $4,433,000 | 3,568 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $14,681,000 | 4,775 |
| Total debt securities | $14,682,000 | 5,415 |
| Structured notes | ||
| Amortized cost | $4,749,000 | 220 |
| Fair value | $4,840,000 | 221 |
| 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 | $12,777,000 | 5,840 |
| U.S. Government securities | $12,519,000 | 4,892 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $12,519,000 | 4,676 |
| Securities issued by states & political subdivisions | $258,000 | 6,395 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,927,000 | 5,412 |
| Mortgage-backed securities | $5,586,000 | 3,817 |
| Certificates of participation in pools of residential mortgages | $5,586,000 | 2,983 |
| Issued or guaranteed by U.S. | $5,586,000 | 2,967 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $12,777,000 | 4,995 |
| Total debt securities | $12,777,000 | 5,744 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 323 |
| Fair value | $991,000 | 389 |
| 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 | $10,832,000 | 6,554 |
| U.S. Government securities | $10,523,000 | 5,682 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,523,000 | 5,372 |
| Securities issued by states & political subdivisions | $307,000 | 6,444 |
| 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 | $2,000 | 8,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,688,000 | 5,872 |
| Mortgage-backed securities | $2,050,000 | 4,743 |
| Certificates of participation in pools of residential mortgages | $2,050,000 | 3,933 |
| Issued or guaranteed by U.S. | $2,050,000 | 3,911 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $10,832,000 | 5,512 |
| Total debt securities | $10,830,000 | 6,426 |
| Structured notes | ||
| Amortized cost | $500,000 | 526 |
| Fair value | $495,000 | 578 |
| 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 | $13,695,000 | 6,108 |
| U.S. Government securities | $11,840,000 | 5,554 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $11,840,000 | 5,049 |
| Securities issued by states & political subdivisions | $1,853,000 | 4,746 |
| 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 | $2,000 | 8,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,346,000 | 6,120 |
| Mortgage-backed securities | $3,120,000 | 4,419 |
| Certificates of participation in pools of residential mortgages | $3,120,000 | 3,529 |
| Issued or guaranteed by U.S. | $3,120,000 | 3,514 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $13,695,000 | 5,005 |
| Total debt securities | $13,693,000 | 5,985 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $481,000 | 894 |
| 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 | $13,155,000 | 6,235 |
| U.S. Government securities | $11,238,000 | 5,705 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $11,238,000 | 4,934 |
| Securities issued by states & political subdivisions | $1,915,000 | 4,775 |
| 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 | $2,000 | 8,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,994,000 | 6,195 |
| Mortgage-backed securities | $4,641,000 | 3,974 |
| Certificates of participation in pools of residential mortgages | $4,641,000 | 3,081 |
| Issued or guaranteed by U.S. | $4,641,000 | 3,067 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,915,000 | 4,820 |
| Available-for-sale securities (fair market value) | $11,240,000 | 5,451 |
| Total debt securities | $13,153,000 | 6,112 |
| 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 | $12,599,000 | 6,640 |
| U.S. Government securities | $10,615,000 | 6,272 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $10,615,000 | 5,041 |
| Securities issued by states & political subdivisions | $1,982,000 | 4,633 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,739,000 | 6,743 |
| Mortgage-backed securities | $4,716,000 | 3,926 |
| Certificates of participation in pools of residential mortgages | $4,716,000 | 2,993 |
| Issued or guaranteed by U.S. | $4,716,000 | 2,975 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,982,000 | 5,627 |
| Available-for-sale securities (fair market value) | $10,617,000 | 5,558 |
| Total debt securities | $12,597,000 | 6,515 |
| 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 | $12,207,000 | 7,215 |
| U.S. Government securities | $10,761,000 | 6,735 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $10,761,000 | 5,283 |
| Securities issued by states & political subdivisions | $1,444,000 | 5,426 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,715,000 | 6,997 |
| Mortgage-backed securities | $4,792,000 | 4,333 |
| Certificates of participation in pools of residential mortgages | $4,792,000 | 3,280 |
| Issued or guaranteed by U.S. | $4,792,000 | 3,260 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,444,000 | 6,697 |
| Available-for-sale securities (fair market value) | $10,763,000 | 5,761 |
| Total debt securities | $12,205,000 | 7,071 |
| 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 | $12,269,000 | 7,505 |
| U.S. Government securities | $11,379,000 | 6,787 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $11,379,000 | 5,053 |
| Securities issued by states & political subdivisions | $888,000 | 6,545 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,755,000 | 7,133 |
| Mortgage-backed securities | $5,769,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $5,769,000 | 3,046 |
| Issued or guaranteed by U.S. | $5,769,000 | 3,022 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $888,000 | 7,480 |
| Available-for-sale securities (fair market value) | $11,381,000 | 5,744 |
| Total debt securities | $12,267,000 | 7,369 |
| 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 | $11,967,000 | 8,067 |
| U.S. Government securities | $11,467,000 | 7,176 |
| U.S. Treasury securities | $756,000 | 10,071 |
| U.S. Government agency obligations | $10,711,000 | 5,117 |
| Securities issued by states & political subdivisions | $472,000 | 7,782 |
| Other domestic debt securities | $26,000 | 5,551 |
| Privately issued residential mortgage-backed securities | $26,000 | 2,627 |
| 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 | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,785,000 | 7,323 |
| Mortgage-backed securities | $5,421,000 | 4,536 |
| Certificates of participation in pools of residential mortgages | $5,395,000 | 3,255 |
| Issued or guaranteed by U.S. | $5,395,000 | 3,239 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $26,000 | 6,485 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $26,000 | 2,289 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,245,000 | 6,369 |
| Available-for-sale securities (fair market value) | $3,722,000 | 7,642 |
| Total debt securities | $11,965,000 | 7,955 |
| 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 | $12,122,000 | 8,309 |
| U.S. Government securities | $12,039,000 | 7,214 |
| U.S. Treasury securities | $1,016,000 | 9,850 |
| U.S. Government agency obligations | $11,023,000 | 5,217 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $81,000 | 5,971 |
| Privately issued residential mortgage-backed securities | $81,000 | 2,815 |
| 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 | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,472,000 | 7,812 |
| Mortgage-backed securities | $5,954,000 | 4,829 |
| Certificates of participation in pools of residential mortgages | $5,873,000 | 3,438 |
| Issued or guaranteed by U.S. | $5,873,000 | 3,398 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $81,000 | 6,712 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $81,000 | 2,395 |
| 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 | $12,120,000 | 8,148 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $10,507,000 | 8,937 |
| U.S. Government securities | $10,266,000 | 7,932 |
| U.S. Treasury securities | $1,778,000 | 9,120 |
| U.S. Government agency obligations | $8,488,000 | 6,123 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $239,000 | 6,009 |
| Privately issued residential mortgage-backed securities | $239,000 | 2,958 |
| 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 | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,733,000 | 7,478 |
| Mortgage-backed securities | $4,877,000 | 5,538 |
| Certificates of participation in pools of residential mortgages | $4,638,000 | 4,143 |
| Issued or guaranteed by U.S. | $4,638,000 | 4,090 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $239,000 | 6,538 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $239,000 | 2,515 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,505,000 | 8,807 |
| 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 |