Home > Bank of Perry County > Securities
Bank of Perry County, Securities
| 2023-12-31 | Rank | |
| Total securities | $12,958,000 | 3,875 |
| U.S. Government securities | $12,958,000 | 3,388 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $12,958,000 | 3,028 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,871,000 | 3,264 |
| Mortgage-backed securities | $6,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,000 | 3,636 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $12,958,000 | 917 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $12,958,000 | 3,855 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 739 |
| Fair value | $929,000 | 820 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $12,959,000 | 3,892 |
| U.S. Government securities | $12,959,000 | 3,401 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $12,959,000 | 3,003 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,639,000 | 3,250 |
| Mortgage-backed securities | $7,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,000 | 3,651 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $12,959,000 | 929 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $12,959,000 | 3,868 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 758 |
| Fair value | $882,000 | 857 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $12,959,000 | 3,940 |
| U.S. Government securities | $12,959,000 | 3,450 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $12,959,000 | 3,059 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,539,000 | 3,246 |
| Mortgage-backed securities | $7,000 | 3,830 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,000 | 3,663 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $12,959,000 | 928 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $12,959,000 | 3,917 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 731 |
| Fair value | $1,272,000 | 770 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $12,959,000 | 4,017 |
| U.S. Government securities | $12,959,000 | 3,524 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $12,959,000 | 3,072 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,540,000 | 3,190 |
| Mortgage-backed securities | $8,000 | 3,884 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,000 | 3,705 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $12,959,000 | 966 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $12,959,000 | 3,993 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 763 |
| Fair value | $1,291,000 | 796 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $12,959,000 | 4,049 |
| U.S. Government securities | $12,959,000 | 3,554 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $12,959,000 | 3,068 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,373,000 | 3,133 |
| Mortgage-backed securities | $8,000 | 3,916 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,000 | 3,744 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $12,959,000 | 973 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $12,959,000 | 4,027 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 783 |
| Fair value | $1,272,000 | 818 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $12,659,000 | 4,081 |
| U.S. Government securities | $12,659,000 | 3,581 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $12,659,000 | 3,108 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,060,000 | 3,132 |
| Mortgage-backed securities | $9,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,000 | 3,770 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $12,659,000 | 968 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $12,659,000 | 4,058 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 775 |
| Fair value | $1,263,000 | 811 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $12,060,000 | 4,131 |
| U.S. Government securities | $12,060,000 | 3,637 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $12,060,000 | 3,193 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,860,000 | 3,169 |
| Mortgage-backed securities | $10,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $10,000 | 3,862 |
| Issued or guaranteed by U.S. | $10,000 | 3,799 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $12,060,000 | 911 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $12,060,000 | 4,114 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 759 |
| Fair value | $1,347,000 | 792 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $11,311,000 | 4,127 |
| U.S. Government securities | $11,311,000 | 3,632 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $11,311,000 | 3,236 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,762,000 | 3,170 |
| Mortgage-backed securities | $11,000 | 4,012 |
| Certificates of participation in pools of residential mortgages | $11,000 | 3,877 |
| Issued or guaranteed by U.S. | $11,000 | 3,821 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $11,311,000 | 843 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $11,312,000 | 4,109 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 715 |
| Fair value | $1,206,000 | 719 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $10,012,000 | 4,144 |
| U.S. Government securities | $10,012,000 | 3,605 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $10,012,000 | 3,307 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,762,000 | 3,182 |
| Mortgage-backed securities | $12,000 | 4,028 |
| Certificates of participation in pools of residential mortgages | $12,000 | 3,896 |
| Issued or guaranteed by U.S. | $12,000 | 3,830 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $10,012,000 | 771 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $10,012,000 | 4,124 |
| Structured notes | ||
| Amortized cost | $900,000 | 770 |
| Fair value | $882,000 | 771 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $9,113,000 | 4,192 |
| U.S. Government securities | $9,113,000 | 3,630 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $9,113,000 | 3,382 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,663,000 | 3,202 |
| Mortgage-backed securities | $13,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $13,000 | 3,947 |
| Issued or guaranteed by U.S. | $13,000 | 3,885 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $9,113,000 | 777 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $9,113,000 | 4,168 |
| Structured notes | ||
| Amortized cost | $600,000 | 717 |
| Fair value | $587,000 | 721 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $7,556,000 | 4,294 |
| U.S. Government securities | $7,556,000 | 3,715 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $7,556,000 | 3,490 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,014,000 | 3,149 |
| Mortgage-backed securities | $14,000 | 4,096 |
| Certificates of participation in pools of residential mortgages | $14,000 | 3,961 |
| Issued or guaranteed by U.S. | $14,000 | 3,898 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $7,556,000 | 795 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $7,555,000 | 4,270 |
| Structured notes | ||
| Amortized cost | $600,000 | 649 |
| Fair value | $590,000 | 651 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $7,557,000 | 4,252 |
| U.S. Government securities | $7,557,000 | 3,611 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $7,557,000 | 3,431 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,016,000 | 3,131 |
| Mortgage-backed securities | $15,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $15,000 | 3,955 |
| Issued or guaranteed by U.S. | $15,000 | 3,884 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $7,557,000 | 766 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $7,557,000 | 4,227 |
| Structured notes | ||
| Amortized cost | $400,000 | 536 |
| Fair value | $387,000 | 537 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $6,894,000 | 4,258 |
| U.S. Government securities | $6,894,000 | 3,563 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,894,000 | 3,419 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,816,000 | 3,310 |
| Mortgage-backed securities | $17,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $17,000 | 3,952 |
| Issued or guaranteed by U.S. | $17,000 | 3,886 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $6,894,000 | 778 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $6,894,000 | 4,234 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $7,598,000 | 4,179 |
| U.S. Government securities | $7,598,000 | 3,504 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $7,598,000 | 3,346 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,018,000 | 3,298 |
| Mortgage-backed securities | $18,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $18,000 | 3,956 |
| Issued or guaranteed by U.S. | $18,000 | 3,893 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $7,598,000 | 755 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $7,598,000 | 4,153 |
| 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 | $6,600,000 | 4,269 |
| U.S. Government securities | $6,600,000 | 3,642 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,600,000 | 3,474 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,370,000 | 3,271 |
| Mortgage-backed securities | $20,000 | 4,112 |
| Certificates of participation in pools of residential mortgages | $20,000 | 3,964 |
| Issued or guaranteed by U.S. | $20,000 | 3,901 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $6,600,000 | 803 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $6,599,000 | 4,247 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $5,878,000 | 4,360 |
| U.S. Government securities | $5,878,000 | 3,774 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,878,000 | 3,599 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,271,000 | 3,286 |
| Mortgage-backed securities | $21,000 | 4,145 |
| Certificates of participation in pools of residential mortgages | $21,000 | 3,997 |
| Issued or guaranteed by U.S. | $21,000 | 3,924 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $5,878,000 | 845 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $5,878,000 | 4,337 |
| Structured notes | ||
| Amortized cost | $198,000 | 534 |
| Fair value | $200,000 | 534 |
| 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 | $6,845,000 | 4,336 |
| U.S. Government securities | $6,845,000 | 3,743 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $6,845,000 | 3,582 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,372,000 | 3,168 |
| Mortgage-backed securities | $23,000 | 4,171 |
| Certificates of participation in pools of residential mortgages | $23,000 | 4,015 |
| Issued or guaranteed by U.S. | $23,000 | 3,951 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $6,845,000 | 843 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $6,845,000 | 4,316 |
| Structured notes | ||
| Amortized cost | $198,000 | 675 |
| Fair value | $198,000 | 672 |
| 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 | $7,125,000 | 4,393 |
| U.S. Government securities | $7,125,000 | 3,768 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,125,000 | 3,609 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,954,000 | 3,135 |
| Mortgage-backed securities | $23,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $23,000 | 4,057 |
| Issued or guaranteed by U.S. | $23,000 | 3,987 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $7,125,000 | 863 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $7,125,000 | 4,368 |
| Structured notes | ||
| Amortized cost | $477,000 | 749 |
| Fair value | $479,000 | 748 |
| 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 | $6,925,000 | 4,458 |
| U.S. Government securities | $6,925,000 | 3,880 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,925,000 | 3,719 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,163,000 | 3,869 |
| Mortgage-backed securities | $25,000 | 4,244 |
| Certificates of participation in pools of residential mortgages | $25,000 | 4,081 |
| Issued or guaranteed by U.S. | $25,000 | 4,013 |
| 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) | $6,925,000 | 906 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $6,926,000 | 4,435 |
| Structured notes | ||
| Amortized cost | $476,000 | 809 |
| Fair value | $476,000 | 809 |
| 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 | $6,726,000 | 4,542 |
| U.S. Government securities | $6,726,000 | 3,944 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,726,000 | 3,778 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,146,000 | 3,206 |
| Mortgage-backed securities | $27,000 | 4,287 |
| Certificates of participation in pools of residential mortgages | $27,000 | 4,120 |
| Issued or guaranteed by U.S. | $27,000 | 4,053 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $6,726,000 | 936 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $6,725,000 | 4,517 |
| Structured notes | ||
| Amortized cost | $476,000 | 822 |
| Fair value | $471,000 | 817 |
| 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 | $6,443,000 | 4,597 |
| U.S. Government securities | $6,443,000 | 4,011 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $6,443,000 | 3,856 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,838,000 | 3,832 |
| Mortgage-backed securities | $29,000 | 4,317 |
| Certificates of participation in pools of residential mortgages | $29,000 | 4,154 |
| Issued or guaranteed by U.S. | $29,000 | 4,101 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $6,443,000 | 989 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $6,443,000 | 4,575 |
| Structured notes | ||
| Amortized cost | $476,000 | 849 |
| Fair value | $464,000 | 844 |
| 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 | $7,144,000 | 4,585 |
| U.S. Government securities | $7,144,000 | 3,965 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $7,144,000 | 3,805 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,931,000 | 3,847 |
| Mortgage-backed securities | $31,000 | 4,367 |
| Certificates of participation in pools of residential mortgages | $31,000 | 4,205 |
| Issued or guaranteed by U.S. | $31,000 | 4,184 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $7,144,000 | 977 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $7,143,000 | 4,564 |
| Structured notes | ||
| Amortized cost | $475,000 | 822 |
| Fair value | $456,000 | 821 |
| 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 | $7,146,000 | 4,637 |
| U.S. Government securities | $7,146,000 | 3,972 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $7,146,000 | 3,817 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,933,000 | 3,881 |
| Mortgage-backed securities | $33,000 | 4,416 |
| Certificates of participation in pools of residential mortgages | $33,000 | 4,253 |
| Issued or guaranteed by U.S. | $33,000 | 4,138 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $7,146,000 | 989 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $7,145,000 | 4,615 |
| Structured notes | ||
| Amortized cost | $474,000 | 826 |
| Fair value | $458,000 | 823 |
| 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 | $6,847,000 | 4,724 |
| U.S. Government securities | $6,847,000 | 4,086 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,847,000 | 3,942 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,146,000 | 3,877 |
| Mortgage-backed securities | $36,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $36,000 | 4,293 |
| Issued or guaranteed by U.S. | $36,000 | 4,286 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $6,847,000 | 1,028 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $6,847,000 | 4,702 |
| Structured notes | ||
| Amortized cost | $473,000 | 790 |
| Fair value | $459,000 | 788 |
| 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 | $6,649,000 | 4,810 |
| U.S. Government securities | $6,649,000 | 4,161 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,649,000 | 4,018 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,549,000 | 4,076 |
| Mortgage-backed securities | $39,000 | 4,495 |
| Certificates of participation in pools of residential mortgages | $39,000 | 4,337 |
| Issued or guaranteed by U.S. | $39,000 | 4,332 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $6,649,000 | 1,057 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $6,649,000 | 4,787 |
| Structured notes | ||
| Amortized cost | $472,000 | 802 |
| Fair value | $465,000 | 803 |
| 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 | $6,652,000 | 4,859 |
| U.S. Government securities | $6,652,000 | 4,211 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,652,000 | 4,066 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,153,000 | 3,993 |
| Mortgage-backed securities | $43,000 | 4,547 |
| Certificates of participation in pools of residential mortgages | $43,000 | 4,386 |
| Issued or guaranteed by U.S. | $43,000 | 4,382 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $6,652,000 | 1,087 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $6,653,000 | 4,835 |
| Structured notes | ||
| Amortized cost | $471,000 | 832 |
| Fair value | $470,000 | 828 |
| 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 | $6,608,000 | 4,903 |
| U.S. Government securities | $6,608,000 | 4,275 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,608,000 | 4,146 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,156,000 | 4,022 |
| Mortgage-backed securities | $47,000 | 4,577 |
| Certificates of participation in pools of residential mortgages | $47,000 | 4,413 |
| Issued or guaranteed by U.S. | $47,000 | 4,408 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $6,608,000 | 1,108 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $6,608,000 | 4,880 |
| Structured notes | ||
| Amortized cost | $471,000 | 892 |
| Fair value | $471,000 | 890 |
| 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 | $6,335,000 | 5,001 |
| U.S. Government securities | $6,335,000 | 4,379 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,335,000 | 4,244 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,815,000 | 4,157 |
| Mortgage-backed securities | $50,000 | 4,638 |
| Certificates of participation in pools of residential mortgages | $50,000 | 4,474 |
| Issued or guaranteed by U.S. | $50,000 | 4,470 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $6,335,000 | 1,147 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $6,336,000 | 4,977 |
| Structured notes | ||
| Amortized cost | $194,000 | 1,076 |
| Fair value | $190,000 | 1,080 |
| 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 | $6,340,000 | 5,028 |
| U.S. Government securities | $6,340,000 | 4,385 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,340,000 | 4,255 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,965,000 | 4,148 |
| Mortgage-backed securities | $55,000 | 4,669 |
| Certificates of participation in pools of residential mortgages | $55,000 | 4,505 |
| Issued or guaranteed by U.S. | $55,000 | 4,501 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $6,340,000 | 1,159 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $6,341,000 | 5,002 |
| Structured notes | ||
| Amortized cost | $194,000 | 1,072 |
| Fair value | $188,000 | 1,074 |
| 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 | $6,502,000 | 5,059 |
| U.S. Government securities | $6,502,000 | 4,379 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,502,000 | 4,258 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,761,000 | 4,252 |
| Mortgage-backed securities | $61,000 | 4,706 |
| Certificates of participation in pools of residential mortgages | $61,000 | 4,536 |
| Issued or guaranteed by U.S. | $61,000 | 4,533 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $6,502,000 | 1,158 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $6,502,000 | 5,039 |
| 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 | $6,457,000 | 5,139 |
| U.S. Government securities | $6,457,000 | 4,484 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,457,000 | 4,352 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,470,000 | 4,420 |
| Mortgage-backed securities | $70,000 | 4,760 |
| Certificates of participation in pools of residential mortgages | $70,000 | 4,593 |
| Issued or guaranteed by U.S. | $70,000 | 4,588 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $6,457,000 | 1,189 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $6,457,000 | 5,120 |
| 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 | $7,050,000 | 5,139 |
| U.S. Government securities | $7,050,000 | 4,499 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,050,000 | 4,374 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,178,000 | 4,529 |
| Mortgage-backed securities | $78,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $78,000 | 4,629 |
| Issued or guaranteed by U.S. | $78,000 | 4,626 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $7,050,000 | 1,169 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $7,050,000 | 5,117 |
| Structured notes | ||
| Amortized cost | $650,000 | 1,088 |
| Fair value | $648,000 | 1,092 |
| 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 | $6,905,000 | 5,199 |
| U.S. Government securities | $6,905,000 | 4,564 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,905,000 | 4,435 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,186,000 | 4,570 |
| Mortgage-backed securities | $86,000 | 4,830 |
| Certificates of participation in pools of residential mortgages | $86,000 | 4,658 |
| Issued or guaranteed by U.S. | $86,000 | 4,654 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $6,905,000 | 1,197 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $6,905,000 | 5,176 |
| Structured notes | ||
| Amortized cost | $748,000 | 1,191 |
| Fair value | $743,000 | 1,185 |
| 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 | $7,005,000 | 5,287 |
| U.S. Government securities | $7,005,000 | 4,635 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,005,000 | 4,522 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,196,000 | 4,634 |
| Mortgage-backed securities | $97,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $97,000 | 4,697 |
| Issued or guaranteed by U.S. | $97,000 | 4,692 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $7,005,000 | 1,203 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $7,005,000 | 5,267 |
| Structured notes | ||
| Amortized cost | $1,087,000 | 1,113 |
| Fair value | $1,094,000 | 1,110 |
| 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 | $7,216,000 | 5,362 |
| U.S. Government securities | $7,216,000 | 4,721 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,216,000 | 4,608 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,708,000 | 4,548 |
| Mortgage-backed securities | $109,000 | 4,951 |
| Certificates of participation in pools of residential mortgages | $109,000 | 4,762 |
| Issued or guaranteed by U.S. | $109,000 | 4,759 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $7,216,000 | 1,210 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $7,215,000 | 5,340 |
| Structured notes | ||
| Amortized cost | $1,086,000 | 1,241 |
| Fair value | $1,075,000 | 1,239 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $6,936,000 | 5,439 |
| U.S. Government securities | $6,936,000 | 4,840 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,936,000 | 4,734 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,420,000 | 4,693 |
| Mortgage-backed securities | $121,000 | 4,996 |
| Certificates of participation in pools of residential mortgages | $121,000 | 4,807 |
| Issued or guaranteed by U.S. | $121,000 | 4,801 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $6,936,000 | 1,237 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $6,937,000 | 5,420 |
| Structured notes | ||
| Amortized cost | $636,000 | 1,623 |
| Fair value | $646,000 | 1,621 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $6,847,000 | 5,536 |
| U.S. Government securities | $6,847,000 | 4,917 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,847,000 | 4,799 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,683,000 | 4,184 |
| Mortgage-backed securities | $133,000 | 5,073 |
| Certificates of participation in pools of residential mortgages | $133,000 | 4,872 |
| Issued or guaranteed by U.S. | $133,000 | 4,866 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $6,847,000 | 1,258 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $6,847,000 | 5,516 |
| Structured notes | ||
| Amortized cost | $635,000 | 1,703 |
| Fair value | $635,000 | 1,702 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $6,563,000 | 5,660 |
| U.S. Government securities | $6,563,000 | 5,061 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,563,000 | 4,951 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,998,000 | 4,170 |
| Mortgage-backed securities | $149,000 | 5,146 |
| Certificates of participation in pools of residential mortgages | $149,000 | 4,940 |
| Issued or guaranteed by U.S. | $149,000 | 4,937 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $6,563,000 | 1,300 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $6,564,000 | 5,636 |
| Structured notes | ||
| Amortized cost | $934,000 | 1,713 |
| Fair value | $915,000 | 1,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $6,476,000 | 5,721 |
| U.S. Government securities | $6,476,000 | 5,142 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,476,000 | 5,022 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,522,000 | 4,086 |
| Mortgage-backed securities | $163,000 | 5,184 |
| Certificates of participation in pools of residential mortgages | $163,000 | 4,975 |
| Issued or guaranteed by U.S. | $163,000 | 4,972 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $6,476,000 | 1,326 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $6,477,000 | 5,700 |
| Structured notes | ||
| Amortized cost | $933,000 | 1,748 |
| Fair value | $906,000 | 1,755 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $6,092,000 | 5,823 |
| U.S. Government securities | $6,092,000 | 5,235 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,092,000 | 5,129 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,537,000 | 4,105 |
| Mortgage-backed securities | $177,000 | 5,228 |
| Certificates of participation in pools of residential mortgages | $177,000 | 5,019 |
| Issued or guaranteed by U.S. | $177,000 | 5,015 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $6,092,000 | 1,353 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $6,093,000 | 5,798 |
| Structured notes | ||
| Amortized cost | $836,000 | 1,810 |
| Fair value | $792,000 | 1,819 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $6,310,000 | 5,841 |
| U.S. Government securities | $6,310,000 | 5,198 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,310,000 | 5,096 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,735,000 | 4,080 |
| Mortgage-backed securities | $195,000 | 5,263 |
| Certificates of participation in pools of residential mortgages | $195,000 | 5,046 |
| Issued or guaranteed by U.S. | $195,000 | 5,041 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $6,310,000 | 1,329 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $6,310,000 | 5,818 |
| Structured notes | ||
| Amortized cost | $835,000 | 1,808 |
| Fair value | $780,000 | 1,823 |
| 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 | $6,451,000 | 5,885 |
| U.S. Government securities | $6,401,000 | 5,246 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,401,000 | 5,148 |
| Securities issued by states & political subdivisions | $50,000 | 5,512 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,444,000 | 3,936 |
| Mortgage-backed securities | $221,000 | 5,290 |
| Certificates of participation in pools of residential mortgages | $221,000 | 5,066 |
| Issued or guaranteed by U.S. | $221,000 | 5,060 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $6,451,000 | 1,285 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $6,450,000 | 5,860 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,859 |
| Fair value | $651,000 | 1,873 |
| 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 | $6,487,000 | 5,889 |
| U.S. Government securities | $6,437,000 | 5,234 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,437,000 | 5,123 |
| Securities issued by states & political subdivisions | $50,000 | 5,514 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,444,000 | 3,943 |
| Mortgage-backed securities | $257,000 | 5,280 |
| Certificates of participation in pools of residential mortgages | $257,000 | 5,035 |
| Issued or guaranteed by U.S. | $257,000 | 5,028 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $6,487,000 | 1,211 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $6,488,000 | 5,860 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,829 |
| Fair value | $661,000 | 1,843 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $6,344,000 | 5,944 |
| U.S. Government securities | $6,294,000 | 5,314 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $6,294,000 | 5,202 |
| Securities issued by states & political subdivisions | $50,000 | 5,554 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,826,000 | 4,342 |
| Mortgage-backed securities | $294,000 | 5,317 |
| Certificates of participation in pools of residential mortgages | $294,000 | 5,050 |
| Issued or guaranteed by U.S. | $294,000 | 5,046 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $6,344,000 | 1,181 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $6,345,000 | 5,914 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,861 |
| Fair value | $696,000 | 1,868 |
| 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 | $6,491,000 | 5,969 |
| U.S. Government securities | $6,441,000 | 5,283 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,441,000 | 5,172 |
| Securities issued by states & political subdivisions | $50,000 | 5,595 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,944,000 | 4,080 |
| Mortgage-backed securities | $339,000 | 5,335 |
| Certificates of participation in pools of residential mortgages | $339,000 | 5,049 |
| Issued or guaranteed by U.S. | $339,000 | 5,045 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $6,491,000 | 1,162 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $6,492,000 | 5,940 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $999,000 | 1,754 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $6,290,000 | 6,106 |
| U.S. Government securities | $6,190,000 | 5,476 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,190,000 | 5,364 |
| Securities issued by states & political subdivisions | $100,000 | 5,614 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,294,000 | 4,270 |
| Mortgage-backed securities | $388,000 | 5,408 |
| Certificates of participation in pools of residential mortgages | $388,000 | 5,126 |
| Issued or guaranteed by U.S. | $388,000 | 5,119 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $6,290,000 | 1,214 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $6,290,000 | 6,077 |
| Structured notes | ||
| Amortized cost | $900,000 | 1,962 |
| Fair value | $898,000 | 1,962 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $6,639,000 | 6,114 |
| U.S. Government securities | $6,539,000 | 5,481 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,539,000 | 5,368 |
| Securities issued by states & political subdivisions | $100,000 | 5,641 |
| 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 | $6,324,000 | 4,059 |
| Mortgage-backed securities | $737,000 | 5,297 |
| Certificates of participation in pools of residential mortgages | $737,000 | 4,971 |
| Issued or guaranteed by U.S. | $737,000 | 4,968 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $6,639,000 | 1,178 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $6,639,000 | 6,086 |
| Structured notes | ||
| Amortized cost | $900,000 | 2,206 |
| Fair value | $901,000 | 2,200 |
| 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 | $6,691,000 | 6,160 |
| U.S. Government securities | $6,591,000 | 5,580 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,591,000 | 5,466 |
| Securities issued by states & political subdivisions | $100,000 | 5,636 |
| 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 | $6,424,000 | 4,042 |
| Mortgage-backed securities | $488,000 | 5,419 |
| Certificates of participation in pools of residential mortgages | $488,000 | 5,109 |
| Issued or guaranteed by U.S. | $488,000 | 5,103 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $6,691,000 | 1,192 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $6,691,000 | 6,132 |
| Structured notes | ||
| Amortized cost | $900,000 | 2,469 |
| Fair value | $900,000 | 2,465 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $6,942,000 | 6,141 |
| U.S. Government securities | $6,842,000 | 5,516 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,842,000 | 5,414 |
| Securities issued by states & political subdivisions | $100,000 | 5,629 |
| 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 | $6,644,000 | 3,803 |
| Mortgage-backed securities | $538,000 | 5,389 |
| Certificates of participation in pools of residential mortgages | $538,000 | 5,047 |
| Issued or guaranteed by U.S. | $538,000 | 5,036 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $6,942,000 | 1,195 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $6,942,000 | 6,109 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,997 |
| Fair value | $1,301,000 | 2,008 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $7,679,000 | 6,046 |
| U.S. Government securities | $7,679,000 | 5,340 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,679,000 | 5,235 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,524,000 | 3,813 |
| Mortgage-backed securities | $584,000 | 5,370 |
| Certificates of participation in pools of residential mortgages | $584,000 | 5,022 |
| Issued or guaranteed by U.S. | $584,000 | 5,009 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $7,679,000 | 1,146 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $7,679,000 | 6,010 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 1,960 |
| Fair value | $1,603,000 | 1,965 |
| 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 | $8,740,000 | 6,004 |
| U.S. Government securities | $8,740,000 | 5,268 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $8,740,000 | 5,155 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,447,000 | 5,352 |
| Mortgage-backed securities | $632,000 | 5,360 |
| Certificates of participation in pools of residential mortgages | $632,000 | 5,007 |
| Issued or guaranteed by U.S. | $632,000 | 4,995 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $8,740,000 | 1,097 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $8,740,000 | 5,972 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 2,292 |
| Fair value | $1,401,000 | 2,292 |
| 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 | $10,846,000 | 5,668 |
| U.S. Government securities | $10,846,000 | 4,884 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,846,000 | 4,763 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $2,614,000 | 4,965 |
| Mortgage-backed securities | $749,000 | 5,289 |
| Certificates of participation in pools of residential mortgages | $749,000 | 4,919 |
| Issued or guaranteed by U.S. | $749,000 | 4,912 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $9,897,000 | 1,039 |
| Available-for-sale securities (fair market value) | $949,000 | 6,718 |
| Total debt securities | $10,846,000 | 5,635 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $988,000 | 2,608 |
| 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 | $8,537,000 | 5,933 |
| U.S. Government securities | $8,537,000 | 5,135 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,537,000 | 5,032 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,385,000 | 5,459 |
| Mortgage-backed securities | $833,000 | 5,244 |
| Certificates of participation in pools of residential mortgages | $833,000 | 4,806 |
| Issued or guaranteed by U.S. | $833,000 | 4,798 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $7,760,000 | 1,156 |
| Available-for-sale securities (fair market value) | $777,000 | 6,764 |
| Total debt securities | $8,537,000 | 5,895 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,583 |
| Fair value | $784,000 | 2,601 |
| 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 | $8,748,000 | 5,878 |
| U.S. Government securities | $8,748,000 | 5,079 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $8,748,000 | 4,961 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,832,000 | 4,973 |
| Mortgage-backed securities | $944,000 | 5,233 |
| Certificates of participation in pools of residential mortgages | $944,000 | 4,756 |
| Issued or guaranteed by U.S. | $944,000 | 4,749 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $8,552,000 | 1,137 |
| Available-for-sale securities (fair market value) | $196,000 | 6,964 |
| Total debt securities | $8,748,000 | 5,844 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,745 |
| Fair value | $605,000 | 2,745 |
| 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 | $11,087,000 | 5,545 |
| U.S. Government securities | $11,087,000 | 4,721 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,087,000 | 4,616 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,270,000 | 4,523 |
| Mortgage-backed securities | $1,082,000 | 5,173 |
| Certificates of participation in pools of residential mortgages | $1,082,000 | 4,696 |
| Issued or guaranteed by U.S. | $1,082,000 | 4,689 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $10,446,000 | 1,056 |
| Available-for-sale securities (fair market value) | $641,000 | 6,925 |
| Total debt securities | $11,088,000 | 5,510 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,821 |
| Fair value | $604,000 | 2,825 |
| 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 | $12,536,000 | 5,370 |
| U.S. Government securities | $12,536,000 | 4,525 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,536,000 | 4,412 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,551,000 | 3,969 |
| Mortgage-backed securities | $1,231,000 | 5,215 |
| Certificates of participation in pools of residential mortgages | $1,231,000 | 4,764 |
| Issued or guaranteed by U.S. | $1,231,000 | 4,754 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $11,843,000 | 991 |
| Available-for-sale securities (fair market value) | $693,000 | 6,990 |
| Total debt securities | $12,537,000 | 5,329 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,959 |
| Fair value | $203,000 | 2,957 |
| 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 | $12,948,000 | 5,303 |
| U.S. Government securities | $12,948,000 | 4,447 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,948,000 | 4,354 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,738,000 | 3,753 |
| Mortgage-backed securities | $1,347,000 | 5,249 |
| Certificates of participation in pools of residential mortgages | $1,347,000 | 4,797 |
| Issued or guaranteed by U.S. | $1,347,000 | 4,787 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $12,230,000 | 973 |
| Available-for-sale securities (fair market value) | $718,000 | 7,027 |
| Total debt securities | $12,949,000 | 5,259 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,725 |
| Fair value | $203,000 | 2,723 |
| 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 | $11,249,000 | 5,610 |
| U.S. Government securities | $11,249,000 | 4,750 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,249,000 | 4,660 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,807,000 | 3,374 |
| Mortgage-backed securities | $1,446,000 | 5,289 |
| Certificates of participation in pools of residential mortgages | $1,446,000 | 4,845 |
| Issued or guaranteed by U.S. | $1,446,000 | 4,833 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $10,404,000 | 1,110 |
| Available-for-sale securities (fair market value) | $845,000 | 7,069 |
| Total debt securities | $11,246,000 | 5,566 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,376 |
| Fair value | $201,000 | 2,378 |
| 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 | $12,360,000 | 5,429 |
| U.S. Government securities | $12,360,000 | 4,555 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,360,000 | 4,459 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,882,000 | 3,205 |
| Mortgage-backed securities | $1,560,000 | 5,301 |
| Certificates of participation in pools of residential mortgages | $1,560,000 | 4,862 |
| Issued or guaranteed by U.S. | $1,560,000 | 4,848 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $11,992,000 | 1,038 |
| Available-for-sale securities (fair market value) | $368,000 | 7,225 |
| Total debt securities | $12,360,000 | 5,387 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $15,448,000 | 5,006 |
| U.S. Government securities | $15,048,000 | 4,183 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,048,000 | 4,102 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $400,000 | 2,863 |
| 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 | $400,000 | 2,066 |
| 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 | $13,144,000 | 2,933 |
| Mortgage-backed securities | $1,992,000 | 5,220 |
| Certificates of participation in pools of residential mortgages | $1,992,000 | 4,751 |
| Issued or guaranteed by U.S. | $1,992,000 | 4,737 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,043,000 | 905 |
| Available-for-sale securities (fair market value) | $405,000 | 7,286 |
| Total debt securities | $15,448,000 | 4,969 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $16,489,000 | 4,887 |
| U.S. Government securities | $16,089,000 | 4,087 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,089,000 | 4,015 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $400,000 | 2,806 |
| 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 | $400,000 | 2,021 |
| 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 | $12,081,000 | 3,128 |
| Mortgage-backed securities | $1,922,000 | 5,234 |
| Certificates of participation in pools of residential mortgages | $1,922,000 | 4,773 |
| Issued or guaranteed by U.S. | $1,922,000 | 4,758 |
| 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) | $16,325,000 | 859 |
| Available-for-sale securities (fair market value) | $164,000 | 7,401 |
| Total debt securities | $16,489,000 | 4,851 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $16,867,000 | 4,799 |
| U.S. Government securities | $16,467,000 | 3,981 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $16,467,000 | 3,907 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $400,000 | 2,776 |
| 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 | $400,000 | 2,006 |
| 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 | $12,393,000 | 3,074 |
| Mortgage-backed securities | $2,024,000 | 5,143 |
| Certificates of participation in pools of residential mortgages | $2,024,000 | 4,686 |
| Issued or guaranteed by U.S. | $2,024,000 | 4,671 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,697,000 | 848 |
| Available-for-sale securities (fair market value) | $170,000 | 7,447 |
| Total debt securities | $16,869,000 | 4,752 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $16,638,000 | 4,889 |
| U.S. Government securities | $16,638,000 | 3,987 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,638,000 | 3,926 |
| 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 | $10,917,000 | 3,246 |
| Mortgage-backed securities | $2,296,000 | 5,049 |
| Certificates of participation in pools of residential mortgages | $2,296,000 | 4,574 |
| Issued or guaranteed by U.S. | $2,296,000 | 4,556 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,285,000 | 854 |
| Available-for-sale securities (fair market value) | $353,000 | 7,449 |
| Total debt securities | $16,648,000 | 4,837 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $11,569,000 | 5,663 |
| U.S. Government securities | $11,569,000 | 4,832 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,569,000 | 4,742 |
| 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 | $7,928,000 | 3,749 |
| Mortgage-backed securities | $2,441,000 | 4,922 |
| Certificates of participation in pools of residential mortgages | $2,441,000 | 4,422 |
| Issued or guaranteed by U.S. | $2,441,000 | 4,405 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,964,000 | 1,086 |
| Available-for-sale securities (fair market value) | $605,000 | 7,418 |
| Total debt securities | $11,569,000 | 5,592 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $12,985,000 | 5,514 |
| U.S. Government securities | $12,985,000 | 4,681 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,985,000 | 4,582 |
| 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 | $8,727,000 | 3,619 |
| Mortgage-backed securities | $1,958,000 | 4,862 |
| Certificates of participation in pools of residential mortgages | $1,958,000 | 4,371 |
| Issued or guaranteed by U.S. | $1,958,000 | 4,356 |
| 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) | $12,120,000 | 1,084 |
| Available-for-sale securities (fair market value) | $865,000 | 7,392 |
| Total debt securities | $12,986,000 | 5,455 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $13,575,000 | 5,443 |
| U.S. Government securities | $13,575,000 | 4,647 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,575,000 | 4,547 |
| 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 | $8,829,000 | 3,627 |
| Mortgage-backed securities | $2,050,000 | 4,703 |
| Certificates of participation in pools of residential mortgages | $2,047,000 | 4,167 |
| Issued or guaranteed by U.S. | $2,047,000 | 4,154 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,276 |
| 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) | $12,680,000 | 1,088 |
| Available-for-sale securities (fair market value) | $895,000 | 7,421 |
| Total debt securities | $13,574,000 | 5,399 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $12,383,000 | 5,659 |
| U.S. Government securities | $12,383,000 | 4,908 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,383,000 | 4,800 |
| 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 | $8,631,000 | 3,654 |
| Mortgage-backed securities | $2,160,000 | 4,641 |
| Certificates of participation in pools of residential mortgages | $2,151,000 | 4,093 |
| Issued or guaranteed by U.S. | $2,151,000 | 4,081 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,000 | 3,566 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,222 |
| 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) | $11,248,000 | 1,176 |
| Available-for-sale securities (fair market value) | $1,135,000 | 7,372 |
| Total debt securities | $12,383,000 | 5,607 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $11,107,000 | 5,909 |
| U.S. Government securities | $11,107,000 | 5,175 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,107,000 | 5,051 |
| 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 | $6,183,000 | 4,240 |
| Mortgage-backed securities | $2,376,000 | 4,544 |
| Certificates of participation in pools of residential mortgages | $2,360,000 | 3,996 |
| Issued or guaranteed by U.S. | $2,360,000 | 3,978 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $16,000 | 3,513 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,196 |
| 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) | $9,923,000 | 1,284 |
| Available-for-sale securities (fair market value) | $1,184,000 | 7,387 |
| Total debt securities | $11,107,000 | 5,852 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $11,026,000 | 5,966 |
| U.S. Government securities | $11,026,000 | 5,257 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,026,000 | 5,132 |
| 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 | $5,589,000 | 4,393 |
| Mortgage-backed securities | $2,409,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $2,385,000 | 3,981 |
| Issued or guaranteed by U.S. | $2,385,000 | 3,968 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $24,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,179 |
| 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) | $9,802,000 | 1,322 |
| Available-for-sale securities (fair market value) | $1,224,000 | 7,434 |
| Total debt securities | $11,027,000 | 5,914 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $11,706,000 | 5,886 |
| U.S. Government securities | $11,706,000 | 5,146 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,706,000 | 5,031 |
| 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 | $6,621,000 | 4,144 |
| Mortgage-backed securities | $2,098,000 | 4,660 |
| Certificates of participation in pools of residential mortgages | $2,066,000 | 4,140 |
| Issued or guaranteed by U.S. | $2,066,000 | 4,121 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $32,000 | 3,459 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,148 |
| 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) | $9,560,000 | 1,389 |
| Available-for-sale securities (fair market value) | $2,146,000 | 7,256 |
| Total debt securities | $11,707,000 | 5,827 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $12,113,000 | 5,817 |
| U.S. Government securities | $12,113,000 | 5,087 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,113,000 | 4,958 |
| 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 | $6,621,000 | 4,142 |
| Mortgage-backed securities | $2,231,000 | 4,597 |
| Certificates of participation in pools of residential mortgages | $2,190,000 | 4,066 |
| Issued or guaranteed by U.S. | $2,190,000 | 4,052 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $41,000 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,117 |
| 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) | $9,412,000 | 1,417 |
| Available-for-sale securities (fair market value) | $2,701,000 | 7,160 |
| Total debt securities | $12,113,000 | 5,768 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $11,940,000 | 5,887 |
| U.S. Government securities | $11,940,000 | 5,155 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,940,000 | 5,013 |
| 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 | $6,774,000 | 4,092 |
| Mortgage-backed securities | $2,075,000 | 4,713 |
| Certificates of participation in pools of residential mortgages | $2,023,000 | 4,206 |
| Issued or guaranteed by U.S. | $2,023,000 | 4,192 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $52,000 | 3,432 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,106 |
| 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) | $8,796,000 | 1,492 |
| Available-for-sale securities (fair market value) | $3,144,000 | 7,112 |
| Total debt securities | $11,940,000 | 5,833 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $10,499,000 | 6,220 |
| U.S. Government securities | $10,499,000 | 5,456 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,499,000 | 5,321 |
| 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 | $7,376,000 | 3,922 |
| Mortgage-backed securities | $2,236,000 | 4,667 |
| Certificates of participation in pools of residential mortgages | $2,173,000 | 4,138 |
| Issued or guaranteed by U.S. | $2,173,000 | 4,123 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $63,000 | 3,423 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 3,103 |
| 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) | $6,608,000 | 1,738 |
| Available-for-sale securities (fair market value) | $3,891,000 | 6,955 |
| Total debt securities | $10,497,000 | 6,162 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $11,654,000 | 5,988 |
| U.S. Government securities | $11,578,000 | 5,183 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,578,000 | 5,033 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $76,000 | 3,208 |
| Privately issued residential mortgage-backed securities | $76,000 | 1,135 |
| 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 | $6,887,000 | 4,052 |
| Mortgage-backed securities | $2,394,000 | 4,629 |
| Certificates of participation in pools of residential mortgages | $2,318,000 | 4,114 |
| Issued or guaranteed by U.S. | $2,318,000 | 4,101 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $76,000 | 3,406 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $76,000 | 1,045 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,980,000 | 1,707 |
| Available-for-sale securities (fair market value) | $4,674,000 | 6,788 |
| Total debt securities | $11,653,000 | 5,926 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $11,969,000 | 5,967 |
| U.S. Government securities | $11,969,000 | 5,139 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,969,000 | 5,000 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $6,893,000 | 4,029 |
| Mortgage-backed securities | $2,619,000 | 4,625 |
| Certificates of participation in pools of residential mortgages | $2,529,000 | 4,093 |
| Issued or guaranteed by U.S. | $2,529,000 | 4,077 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $90,000 | 3,414 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 3,103 |
| 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) | $7,078,000 | 1,727 |
| Available-for-sale securities (fair market value) | $4,891,000 | 6,783 |
| Total debt securities | $11,971,000 | 5,901 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $12,140,000 | 6,017 |
| U.S. Government securities | $12,140,000 | 5,183 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,140,000 | 5,033 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,793,000 | 4,369 |
| Mortgage-backed securities | $2,799,000 | 4,633 |
| Certificates of participation in pools of residential mortgages | $2,698,000 | 4,099 |
| Issued or guaranteed by U.S. | $2,698,000 | 4,087 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $101,000 | 3,440 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,136 |
| 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) | $7,163,000 | 1,732 |
| Available-for-sale securities (fair market value) | $4,977,000 | 6,808 |
| Total debt securities | $12,140,000 | 5,947 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $12,013,000 | 6,076 |
| U.S. Government securities | $12,013,000 | 5,238 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,013,000 | 5,083 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,113,000 | 4,558 |
| Mortgage-backed securities | $2,948,000 | 4,633 |
| Certificates of participation in pools of residential mortgages | $2,847,000 | 4,075 |
| Issued or guaranteed by U.S. | $2,847,000 | 4,063 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $101,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,165 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,920,000 | 1,762 |
| Available-for-sale securities (fair market value) | $5,093,000 | 6,810 |
| Total debt securities | $12,014,000 | 6,003 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $12,178,000 | 6,060 |
| U.S. Government securities | $12,178,000 | 5,221 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,178,000 | 5,064 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,130,000 | 4,551 |
| Mortgage-backed securities | $3,101,000 | 4,593 |
| Certificates of participation in pools of residential mortgages | $3,000,000 | 4,030 |
| Issued or guaranteed by U.S. | $3,000,000 | 4,021 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $101,000 | 3,494 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,187 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,971,000 | 1,786 |
| Available-for-sale securities (fair market value) | $5,207,000 | 6,804 |
| Total debt securities | $12,178,000 | 5,989 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $12,069,000 | 6,142 |
| U.S. Government securities | $12,069,000 | 5,287 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,069,000 | 5,132 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,084,000 | 4,551 |
| Mortgage-backed securities | $3,242,000 | 4,592 |
| Certificates of participation in pools of residential mortgages | $3,141,000 | 4,011 |
| Issued or guaranteed by U.S. | $3,141,000 | 4,003 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $101,000 | 3,558 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,257 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,707,000 | 1,829 |
| Available-for-sale securities (fair market value) | $5,362,000 | 6,851 |
| Total debt securities | $12,069,000 | 6,074 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $9,208,000 | 6,730 |
| U.S. Government securities | $9,208,000 | 5,928 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,208,000 | 5,769 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $4,507,000 | 4,726 |
| Mortgage-backed securities | $1,948,000 | 5,208 |
| Certificates of participation in pools of residential mortgages | $1,847,000 | 4,692 |
| Issued or guaranteed by U.S. | $1,847,000 | 4,675 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $101,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,316 |
| 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) | $3,251,000 | 2,407 |
| Available-for-sale securities (fair market value) | $5,957,000 | 6,714 |
| Total debt securities | $9,207,000 | 6,649 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,787,000 | 6,444 |
| U.S. Government securities | $10,787,000 | 5,572 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,787,000 | 5,411 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | $4,299,000 | 4,741 |
| Mortgage-backed securities | $2,006,000 | 5,173 |
| Certificates of participation in pools of residential mortgages | $1,905,000 | 4,665 |
| Issued or guaranteed by U.S. | $1,905,000 | 4,645 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $101,000 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,514 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,201,000 | 2,045 |
| Available-for-sale securities (fair market value) | $5,586,000 | 6,847 |
| Total debt securities | $10,787,000 | 6,357 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $14,459,000 | 5,628 |
| U.S. Government securities | $14,459,000 | 4,643 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $14,459,000 | 4,488 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | $4,900,000 | 4,466 |
| Mortgage-backed securities | $2,072,000 | 5,147 |
| Certificates of participation in pools of residential mortgages | $1,971,000 | 4,603 |
| Issued or guaranteed by U.S. | $1,971,000 | 4,582 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $101,000 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,591 |
| 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) | $8,801,000 | 1,569 |
| Available-for-sale securities (fair market value) | $5,658,000 | 6,806 |
| Total debt securities | $14,458,000 | 5,541 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $14,901,000 | 5,505 |
| U.S. Government securities | $14,901,000 | 4,523 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,901,000 | 4,366 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $4,701,000 | 4,516 |
| Mortgage-backed securities | $101,000 | 6,880 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $101,000 | 3,973 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,782 |
| 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) | $13,901,000 | 1,180 |
| Available-for-sale securities (fair market value) | $1,000,000 | 8,046 |
| Total debt securities | $14,901,000 | 5,402 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $23,801,000 | 4,175 |
| U.S. Government securities | $23,801,000 | 3,259 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $23,801,000 | 3,113 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $4,601,000 | 4,575 |
| Mortgage-backed securities | $101,000 | 6,908 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $101,000 | 4,065 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,881 |
| 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) | $23,801,000 | 800 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $23,801,000 | 4,085 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $14,301,000 | 5,586 |
| U.S. Government securities | $14,301,000 | 4,597 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $14,301,000 | 4,427 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $4,601,000 | 4,574 |
| Mortgage-backed securities | $101,000 | 6,915 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $101,000 | 4,115 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,933 |
| 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) | $14,301,000 | 1,188 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $14,301,000 | 5,488 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $8,500,000 | 6,889 |
| U.S. Government securities | $8,300,000 | 6,004 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,300,000 | 5,769 |
| Securities issued by states & political subdivisions | $200,000 | 6,521 |
| 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 | $4,001,000 | 4,833 |
| Mortgage-backed securities | $100,000 | 6,975 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $100,000 | 4,263 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 4,075 |
| 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) | $8,500,000 | 1,715 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $8,500,000 | 6,784 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $11,873,000 | 6,259 |
| U.S. Government securities | $11,528,000 | 5,381 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,528,000 | 5,059 |
| Securities issued by states & political subdivisions | $345,000 | 6,362 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,014,000 | 5,080 |
| Mortgage-backed securities | $101,000 | 6,891 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $101,000 | 3,946 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,759 |
| 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) | $11,670,000 | 1,732 |
| Available-for-sale securities (fair market value) | $203,000 | 8,963 |
| Total debt securities | $11,873,000 | 6,135 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,254,000 | 6,997 |
| U.S. Government securities | $9,824,000 | 6,152 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,824,000 | 5,655 |
| Securities issued by states & political subdivisions | $430,000 | 6,530 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,933,000 | 5,750 |
| Mortgage-backed securities | $101,000 | 7,270 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $101,000 | 4,184 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,993 |
| 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) | $10,254,000 | 2,079 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $10,254,000 | 6,879 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $7,887,000 | 7,747 |
| U.S. Government securities | $7,047,000 | 7,127 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $7,047,000 | 6,273 |
| Securities issued by states & political subdivisions | $840,000 | 6,002 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 7,900 |
| Mortgage-backed securities | $221,000 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $221,000 | 4,221 |
| CMOs issued by government agencies or sponsored agencies | $221,000 | 4,050 |
| 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) | $7,887,000 | 2,693 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $7,887,000 | 7,606 |
| 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 | $10,396,000 | 7,284 |
| U.S. Government securities | $9,150,000 | 6,794 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $9,150,000 | 5,525 |
| Securities issued by states & political subdivisions | $1,246,000 | 5,458 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 8,381 |
| Mortgage-backed securities | $300,000 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $300,000 | 4,305 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 4,148 |
| 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) | $10,396,000 | 2,720 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $10,396,000 | 7,154 |
| Structured notes | ||
| Amortized cost | $150,000 | 2,788 |
| Fair value | $150,000 | 2,789 |
| 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 | $12,305,000 | 7,186 |
| U.S. Government securities | $10,407,000 | 6,858 |
| U.S. Treasury securities | $201,000 | 8,556 |
| U.S. Government agency obligations | $10,206,000 | 5,442 |
| Securities issued by states & political subdivisions | $1,298,000 | 5,624 |
| Other domestic debt securities | $600,000 | 2,493 |
| 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 | $600,000 | 1,901 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $650,000 | 8,313 |
| Mortgage-backed securities | $300,000 | 7,927 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $300,000 | 4,796 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 4,617 |
| 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) | $12,104,000 | 2,790 |
| Available-for-sale securities (fair market value) | $201,000 | 10,079 |
| Total debt securities | $12,305,000 | 7,045 |
| Structured notes | ||
| Amortized cost | $150,000 | 3,503 |
| Fair value | $150,000 | 3,505 |
| 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 | $11,396,000 | 7,802 |
| U.S. Government securities | $9,850,000 | 7,378 |
| U.S. Treasury securities | $901,000 | 8,815 |
| U.S. Government agency obligations | $8,949,000 | 5,890 |
| Securities issued by states & political subdivisions | $1,546,000 | 5,490 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $702,000 | 8,539 |
| Mortgage-backed securities | $300,000 | 8,413 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $300,000 | 5,236 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 5,034 |
| 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) | $10,495,000 | 3,290 |
| Available-for-sale securities (fair market value) | $901,000 | 10,028 |
| Total debt securities | $11,396,000 | 7,673 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 2,392 |
| Fair value | $1,146,000 | 2,389 |
| 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 | $9,746,000 | 8,843 |
| U.S. Government securities | $8,180,000 | 8,566 |
| U.S. Treasury securities | $1,459,000 | 9,000 |
| U.S. Government agency obligations | $6,721,000 | 6,791 |
| Securities issued by states & political subdivisions | $1,499,000 | 5,844 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $67,000 | 6,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $704,000 | 8,899 |
| Mortgage-backed securities | $300,000 | 8,977 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $300,000 | 5,654 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 5,407 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,220,000 | 6,381 |
| Available-for-sale securities (fair market value) | $1,526,000 | 9,231 |
| Total debt securities | $9,679,000 | 8,759 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $6,376,000 | 10,594 |
| U.S. Government securities | $5,732,000 | 10,079 |
| U.S. Treasury securities | $892,000 | 10,262 |
| U.S. Government agency obligations | $4,840,000 | 8,026 |
| Securities issued by states & political subdivisions | $541,000 | 7,771 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $103,000 | 5,607 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $906,000 | 8,752 |
| Mortgage-backed securities | $386,000 | 9,470 |
| Certificates of participation in pools of residential mortgages | $86,000 | 9,464 |
| Issued or guaranteed by U.S. | $86,000 | 9,415 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $300,000 | 6,104 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 5,845 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,273,000 | 10,505 |
| 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 | $5,092,000 | 11,554 |
| U.S. Government securities | $4,501,000 | 11,118 |
| U.S. Treasury securities | $100,000 | 12,023 |
| U.S. Government agency obligations | $4,401,000 | 8,412 |
| Securities issued by states & political subdivisions | $490,000 | 7,770 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $101,000 | 5,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,009,000 | 8,637 |
| Mortgage-backed securities | $399,000 | 9,993 |
| Certificates of participation in pools of residential mortgages | $399,000 | 8,857 |
| Issued or guaranteed by U.S. | $399,000 | 8,795 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,991,000 | 11,455 |
| 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 |