Home > Bryant State Bank > Securities
Bryant State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $15,039,000 | 3,777 |
| U.S. Government securities | $12,016,000 | 3,444 |
| U.S. Treasury securities | $2,175,000 | 2,245 |
| U.S. Government agency obligations | $9,841,000 | 3,241 |
| Securities issued by states & political subdivisions | $3,017,000 | 3,161 |
| 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 | $10,784,000 | 2,874 |
| Mortgage-backed securities | $6,268,000 | 2,889 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $967,000 | 3,236 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $947,000 | 2,182 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,354,000 | 708 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $15,033,000 | 3,525 |
| Total debt securities | $15,034,000 | 3,755 |
| Structured notes | ||
| Amortized cost | $467,000 | 1,044 |
| Fair value | $475,000 | 978 |
| 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 | $14,404,000 | 3,822 |
| U.S. Government securities | $11,459,000 | 3,499 |
| U.S. Treasury securities | $2,139,000 | 2,307 |
| U.S. Government agency obligations | $9,320,000 | 3,278 |
| Securities issued by states & political subdivisions | $2,939,000 | 3,186 |
| 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 | $10,709,000 | 2,855 |
| Mortgage-backed securities | $5,823,000 | 2,925 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $993,000 | 3,240 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $461,000 | 2,341 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,369,000 | 700 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $14,398,000 | 3,554 |
| Total debt securities | $14,397,000 | 3,804 |
| Structured notes | ||
| Amortized cost | $463,000 | 1,067 |
| Fair value | $463,000 | 998 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $14,616,000 | 3,851 |
| U.S. Government securities | $11,610,000 | 3,539 |
| U.S. Treasury securities | $2,137,000 | 2,337 |
| U.S. Government agency obligations | $9,473,000 | 3,325 |
| Securities issued by states & political subdivisions | $3,000,000 | 3,226 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,875,000 | 2,821 |
| Mortgage-backed securities | $5,977,000 | 2,944 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,054,000 | 3,243 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 2,327 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,424,000 | 692 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $14,610,000 | 3,577 |
| Total debt securities | $14,611,000 | 3,832 |
| Structured notes | ||
| Amortized cost | $459,000 | 1,113 |
| Fair value | $460,000 | 1,050 |
| 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 | $15,624,000 | 3,890 |
| U.S. Government securities | $12,307,000 | 3,567 |
| U.S. Treasury securities | $2,153,000 | 2,406 |
| U.S. Government agency obligations | $10,154,000 | 3,284 |
| Securities issued by states & political subdivisions | $3,311,000 | 3,230 |
| 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 | $7,644,000 | 2,994 |
| Mortgage-backed securities | $6,640,000 | 2,930 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,136,000 | 3,266 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 2,354 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,971,000 | 690 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $15,618,000 | 3,617 |
| Total debt securities | $15,618,000 | 3,869 |
| Structured notes | ||
| Amortized cost | $455,000 | 1,142 |
| Fair value | $462,000 | 1,079 |
| 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 | $15,822,000 | 3,907 |
| U.S. Government securities | $12,531,000 | 3,592 |
| U.S. Treasury securities | $1,896,000 | 2,523 |
| U.S. Government agency obligations | $10,635,000 | 3,258 |
| Securities issued by states & political subdivisions | $3,285,000 | 3,282 |
| 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 | $1,494,000 | 3,638 |
| Mortgage-backed securities | $7,156,000 | 2,931 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,184,000 | 3,287 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $544,000 | 2,368 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,428,000 | 654 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $15,816,000 | 3,628 |
| Total debt securities | $15,814,000 | 3,885 |
| Structured notes | ||
| Amortized cost | $451,000 | 1,168 |
| Fair value | $457,000 | 1,104 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $14,791,000 | 3,974 |
| U.S. Government securities | $11,786,000 | 3,636 |
| U.S. Treasury securities | $1,147,000 | 2,690 |
| U.S. Government agency obligations | $10,639,000 | 3,266 |
| Securities issued by states & political subdivisions | $2,999,000 | 3,354 |
| 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 | $1,052,000 | 3,706 |
| Mortgage-backed securities | $7,885,000 | 2,881 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,247,000 | 3,294 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $561,000 | 2,388 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,077,000 | 633 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $14,785,000 | 3,688 |
| Total debt securities | $14,785,000 | 3,951 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $14,589,000 | 4,013 |
| U.S. Government securities | $11,495,000 | 3,682 |
| U.S. Treasury securities | $475,000 | 2,852 |
| U.S. Government agency obligations | $11,020,000 | 3,273 |
| Securities issued by states & political subdivisions | $3,089,000 | 3,391 |
| 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 | $1,022,000 | 3,747 |
| Mortgage-backed securities | $8,688,000 | 2,846 |
| Certificates of participation in pools of residential mortgages | $1,682,000 | 3,321 |
| Issued or guaranteed by U.S. | $1,682,000 | 3,230 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $736,000 | 2,410 |
| CMOs issued by government agencies or sponsored agencies | $736,000 | 2,337 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $6,270,000 | 1,075 |
| Commercial mortgage pass-through securities | $6,270,000 | 631 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $14,584,000 | 3,737 |
| Total debt securities | $14,583,000 | 3,998 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $12,683,000 | 4,070 |
| U.S. Government securities | $9,556,000 | 3,745 |
| U.S. Treasury securities | $480,000 | 2,596 |
| U.S. Government agency obligations | $9,076,000 | 3,401 |
| Securities issued by states & political subdivisions | $3,121,000 | 3,384 |
| 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 | $1,051,000 | 3,761 |
| Mortgage-backed securities | $7,207,000 | 2,985 |
| Certificates of participation in pools of residential mortgages | $1,310,000 | 3,412 |
| Issued or guaranteed by U.S. | $1,310,000 | 3,319 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $859,000 | 2,368 |
| CMOs issued by government agencies or sponsored agencies | $859,000 | 2,296 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $5,038,000 | 1,162 |
| Commercial mortgage pass-through securities | $5,038,000 | 707 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $12,677,000 | 3,818 |
| Total debt securities | $12,678,000 | 4,053 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $8,668,000 | 4,207 |
| U.S. Government securities | $5,805,000 | 3,924 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $5,805,000 | 3,667 |
| Securities issued by states & political subdivisions | $2,863,000 | 3,483 |
| 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 | $1,092,000 | 3,781 |
| Mortgage-backed securities | $5,560,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $1,866,000 | 3,307 |
| Issued or guaranteed by U.S. | $1,866,000 | 3,204 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $986,000 | 2,296 |
| CMOs issued by government agencies or sponsored agencies | $986,000 | 2,238 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,708,000 | 1,388 |
| Commercial mortgage pass-through securities | $2,708,000 | 914 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $8,668,000 | 3,981 |
| Total debt securities | $8,669,000 | 4,187 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $8,621,000 | 4,216 |
| U.S. Government securities | $5,900,000 | 3,901 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $5,900,000 | 3,677 |
| Securities issued by states & political subdivisions | $2,721,000 | 3,530 |
| 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 | $1,464,000 | 3,736 |
| Mortgage-backed securities | $5,652,000 | 3,156 |
| Certificates of participation in pools of residential mortgages | $1,995,000 | 3,306 |
| Issued or guaranteed by U.S. | $1,995,000 | 3,216 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $842,000 | 2,393 |
| CMOs issued by government agencies or sponsored agencies | $842,000 | 2,335 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,815,000 | 1,370 |
| Commercial mortgage pass-through securities | $2,815,000 | 899 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $8,621,000 | 3,983 |
| Total debt securities | $8,622,000 | 4,192 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $8,481,000 | 4,232 |
| U.S. Government securities | $5,692,000 | 3,918 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $5,692,000 | 3,695 |
| Securities issued by states & political subdivisions | $2,789,000 | 3,530 |
| 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 | $1,508,000 | 3,743 |
| Mortgage-backed securities | $5,444,000 | 3,168 |
| Certificates of participation in pools of residential mortgages | $1,654,000 | 3,388 |
| Issued or guaranteed by U.S. | $1,654,000 | 3,288 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $943,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $943,000 | 2,279 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,847,000 | 1,360 |
| Commercial mortgage pass-through securities | $2,847,000 | 905 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $8,481,000 | 3,988 |
| Total debt securities | $8,481,000 | 4,210 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $8,579,000 | 4,185 |
| U.S. Government securities | $5,786,000 | 3,800 |
| U.S. Treasury securities | $251,000 | 1,589 |
| U.S. Government agency obligations | $5,535,000 | 3,647 |
| Securities issued by states & political subdivisions | $2,793,000 | 3,527 |
| 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 | $1,559,000 | 3,726 |
| Mortgage-backed securities | $5,287,000 | 3,144 |
| Certificates of participation in pools of residential mortgages | $1,734,000 | 3,347 |
| Issued or guaranteed by U.S. | $1,734,000 | 3,253 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,049,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $1,049,000 | 2,205 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,504,000 | 1,386 |
| Commercial mortgage pass-through securities | $2,504,000 | 924 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $8,579,000 | 3,953 |
| Total debt securities | $8,579,000 | 4,163 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $5,966,000 | 4,319 |
| U.S. Government securities | $3,286,000 | 4,022 |
| U.S. Treasury securities | $253,000 | 1,153 |
| U.S. Government agency obligations | $3,033,000 | 3,918 |
| Securities issued by states & political subdivisions | $2,680,000 | 3,531 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,842,000 | 3,675 |
| Mortgage-backed securities | $3,033,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $1,305,000 | 3,431 |
| Issued or guaranteed by U.S. | $1,305,000 | 3,346 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $352,000 | 2,590 |
| CMOs issued by government agencies or sponsored agencies | $352,000 | 2,535 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,376,000 | 1,553 |
| Commercial mortgage pass-through securities | $1,376,000 | 1,066 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $5,966,000 | 4,085 |
| Total debt securities | $5,965,000 | 4,297 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $4,298,000 | 4,441 |
| U.S. Government securities | $3,045,000 | 4,080 |
| U.S. Treasury securities | $254,000 | 1,168 |
| U.S. Government agency obligations | $2,791,000 | 3,968 |
| Securities issued by states & political subdivisions | $1,253,000 | 3,792 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $2,791,000 | 3,457 |
| Certificates of participation in pools of residential mortgages | $1,367,000 | 3,401 |
| Issued or guaranteed by U.S. | $1,367,000 | 3,311 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $388,000 | 2,596 |
| CMOs issued by government agencies or sponsored agencies | $388,000 | 2,541 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,036,000 | 1,608 |
| Commercial mortgage pass-through securities | $1,036,000 | 1,137 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $4,298,000 | 4,202 |
| Total debt securities | $4,298,000 | 4,419 |
| 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 | $4,577,000 | 4,442 |
| U.S. Government securities | $3,399,000 | 4,059 |
| U.S. Treasury securities | $506,000 | 1,150 |
| U.S. Government agency obligations | $2,893,000 | 3,977 |
| Securities issued by states & political subdivisions | $1,178,000 | 3,807 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,877,000 | 3,742 |
| Mortgage-backed securities | $2,893,000 | 3,452 |
| Certificates of participation in pools of residential mortgages | $1,431,000 | 3,387 |
| Issued or guaranteed by U.S. | $1,431,000 | 3,293 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $423,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $423,000 | 2,546 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,039,000 | 1,588 |
| Commercial mortgage pass-through securities | $1,039,000 | 1,133 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $4,577,000 | 4,201 |
| Total debt securities | $4,578,000 | 4,418 |
| 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 | $4,928,000 | 4,445 |
| U.S. Government securities | $3,762,000 | 4,057 |
| U.S. Treasury securities | $509,000 | 1,190 |
| U.S. Government agency obligations | $3,253,000 | 3,972 |
| Securities issued by states & political subdivisions | $1,166,000 | 3,783 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,217,000 | 3,917 |
| Mortgage-backed securities | $2,501,000 | 3,523 |
| Certificates of participation in pools of residential mortgages | $1,478,000 | 3,388 |
| Issued or guaranteed by U.S. | $1,478,000 | 3,281 |
| 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 | $1,023,000 | 1,573 |
| Commercial mortgage pass-through securities | $1,023,000 | 1,106 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $4,928,000 | 4,200 |
| Total debt securities | $4,926,000 | 4,421 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $3,835,000 | 4,610 |
| U.S. Government securities | $2,789,000 | 4,307 |
| U.S. Treasury securities | $504,000 | 1,229 |
| U.S. Government agency obligations | $2,285,000 | 4,221 |
| Securities issued by states & political subdivisions | $1,046,000 | 3,847 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,425,000 | 3,934 |
| Mortgage-backed securities | $1,535,000 | 3,709 |
| Certificates of participation in pools of residential mortgages | $1,019,000 | 3,506 |
| Issued or guaranteed by U.S. | $1,019,000 | 3,411 |
| 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 | $516,000 | 1,725 |
| Commercial mortgage pass-through securities | $516,000 | 1,263 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $3,835,000 | 4,365 |
| Total debt securities | $3,834,000 | 4,591 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $2,874,000 | 4,769 |
| U.S. Government securities | $1,826,000 | 4,540 |
| U.S. Treasury securities | $504,000 | 1,276 |
| U.S. Government agency obligations | $1,322,000 | 4,497 |
| Securities issued by states & political subdivisions | $1,048,000 | 3,889 |
| 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 | $1,472,000 | 3,996 |
| Mortgage-backed securities | $573,000 | 3,956 |
| Certificates of participation in pools of residential mortgages | $573,000 | 3,717 |
| Issued or guaranteed by U.S. | $573,000 | 3,631 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $2,874,000 | 4,527 |
| Total debt securities | $2,874,000 | 4,745 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $3,253,000 | 4,789 |
| U.S. Government securities | $2,391,000 | 4,500 |
| U.S. Treasury securities | $1,004,000 | 1,150 |
| U.S. Government agency obligations | $1,387,000 | 4,550 |
| Securities issued by states & political subdivisions | $862,000 | 4,024 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,527,000 | 4,024 |
| Mortgage-backed securities | $639,000 | 3,951 |
| Certificates of participation in pools of residential mortgages | $639,000 | 3,705 |
| Issued or guaranteed by U.S. | $639,000 | 3,629 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $3,253,000 | 4,532 |
| Total debt securities | $3,253,000 | 4,769 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $3,798,000 | 4,805 |
| U.S. Government securities | $2,938,000 | 4,483 |
| U.S. Treasury securities | $1,498,000 | 1,087 |
| U.S. Government agency obligations | $1,440,000 | 4,595 |
| Securities issued by states & political subdivisions | $860,000 | 4,085 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,570,000 | 4,051 |
| Mortgage-backed securities | $695,000 | 3,974 |
| Certificates of participation in pools of residential mortgages | $695,000 | 3,718 |
| Issued or guaranteed by U.S. | $695,000 | 3,633 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $3,798,000 | 4,537 |
| Total debt securities | $3,799,000 | 4,785 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $4,139,000 | 4,817 |
| U.S. Government securities | $2,975,000 | 4,510 |
| U.S. Treasury securities | $1,241,000 | 1,137 |
| U.S. Government agency obligations | $1,734,000 | 4,567 |
| Securities issued by states & political subdivisions | $1,164,000 | 4,019 |
| 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 | $1,911,000 | 4,032 |
| Mortgage-backed securities | $743,000 | 3,987 |
| Certificates of participation in pools of residential mortgages | $743,000 | 3,728 |
| Issued or guaranteed by U.S. | $743,000 | 3,658 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $4,139,000 | 4,546 |
| Total debt securities | $4,140,000 | 4,799 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $3,531,000 | 4,935 |
| U.S. Government securities | $2,278,000 | 4,692 |
| U.S. Treasury securities | $742,000 | 1,320 |
| U.S. Government agency obligations | $1,536,000 | 4,676 |
| Securities issued by states & political subdivisions | $1,253,000 | 4,032 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,710,000 | 4,124 |
| Mortgage-backed securities | $799,000 | 4,013 |
| Certificates of participation in pools of residential mortgages | $795,000 | 3,752 |
| Issued or guaranteed by U.S. | $795,000 | 3,725 |
| 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 | $4,000 | 1,722 |
| Commercial mortgage pass-through securities | $4,000 | 1,358 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $3,531,000 | 4,667 |
| Total debt securities | $3,531,000 | 4,914 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $3,852,000 | 4,968 |
| U.S. Government securities | $1,524,000 | 4,854 |
| U.S. Treasury securities | $741,000 | 1,279 |
| U.S. Government agency obligations | $783,000 | 4,900 |
| Securities issued by states & political subdivisions | $1,452,000 | 4,028 |
| Other domestic debt securities | $876,000 | 1,714 |
| Privately issued residential mortgage-backed securities | $876,000 | 511 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,927,000 | 4,124 |
| Mortgage-backed securities | $921,000 | 4,023 |
| Certificates of participation in pools of residential mortgages | $876,000 | 3,770 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $876,000 | 274 |
| 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 | $45,000 | 1,677 |
| Commercial mortgage pass-through securities | $45,000 | 1,305 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $3,852,000 | 4,690 |
| Total debt securities | $3,853,000 | 4,944 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $3,305,000 | 5,072 |
| U.S. Government securities | $1,988,000 | 4,840 |
| U.S. Treasury securities | $248,000 | 1,375 |
| U.S. Government agency obligations | $1,740,000 | 4,757 |
| Securities issued by states & political subdivisions | $1,317,000 | 4,112 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,997,000 | 4,153 |
| Mortgage-backed securities | $1,001,000 | 4,039 |
| Certificates of participation in pools of residential mortgages | $948,000 | 3,792 |
| Issued or guaranteed by U.S. | $948,000 | 3,785 |
| 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 | $53,000 | 1,471 |
| Commercial mortgage pass-through securities | $53,000 | 1,044 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $3,305,000 | 4,793 |
| Total debt securities | $3,305,000 | 5,050 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $3,782,000 | 5,081 |
| U.S. Government securities | $1,986,000 | 4,892 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,986,000 | 4,771 |
| Securities issued by states & political subdivisions | $1,796,000 | 4,034 |
| 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 | $1,943,000 | 4,239 |
| Mortgage-backed securities | $1,238,000 | 3,994 |
| Certificates of participation in pools of residential mortgages | $1,034,000 | 3,798 |
| Issued or guaranteed by U.S. | $1,034,000 | 3,792 |
| 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 | $204,000 | 1,439 |
| Commercial mortgage pass-through securities | $204,000 | 1,022 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $3,782,000 | 4,808 |
| Total debt securities | $3,783,000 | 5,062 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $3,672,000 | 5,161 |
| U.S. Government securities | $1,658,000 | 5,004 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,658,000 | 4,884 |
| Securities issued by states & political subdivisions | $2,014,000 | 4,034 |
| 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 | $2,539,000 | 4,137 |
| Mortgage-backed securities | $1,408,000 | 3,998 |
| Certificates of participation in pools of residential mortgages | $1,121,000 | 3,816 |
| Issued or guaranteed by U.S. | $1,121,000 | 3,811 |
| 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 | $287,000 | 1,413 |
| Commercial mortgage pass-through securities | $287,000 | 995 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $3,672,000 | 4,870 |
| Total debt securities | $3,671,000 | 5,137 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $4,603,000 | 5,118 |
| U.S. Government securities | $2,585,000 | 4,884 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,585,000 | 4,764 |
| Securities issued by states & political subdivisions | $2,018,000 | 4,067 |
| 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 | $3,430,000 | 3,959 |
| Mortgage-backed securities | $2,085,000 | 3,881 |
| Certificates of participation in pools of residential mortgages | $1,776,000 | 3,629 |
| Issued or guaranteed by U.S. | $1,776,000 | 3,625 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $309,000 | 2,774 |
| CMOs issued by government agencies or sponsored agencies | $309,000 | 2,700 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $4,603,000 | 4,823 |
| Total debt securities | $4,602,000 | 5,094 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $5,400,000 | 5,088 |
| U.S. Government securities | $3,133,000 | 4,844 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,133,000 | 4,715 |
| Securities issued by states & political subdivisions | $2,017,000 | 4,117 |
| Other domestic debt securities | $250,000 | 1,979 |
| 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 | $250,000 | 1,624 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $2,578,000 | 3,846 |
| Certificates of participation in pools of residential mortgages | $2,260,000 | 3,546 |
| Issued or guaranteed by U.S. | $2,260,000 | 3,541 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $318,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $318,000 | 2,740 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $5,400,000 | 4,787 |
| Total debt securities | $5,400,000 | 5,064 |
| Structured notes | ||
| Amortized cost | $54,000 | 1,139 |
| Fair value | $54,000 | 1,140 |
| 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 | $4,837,000 | 5,181 |
| U.S. Government securities | $2,394,000 | 4,992 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,394,000 | 4,875 |
| Securities issued by states & political subdivisions | $2,193,000 | 4,105 |
| Other domestic debt securities | $250,000 | 1,994 |
| 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 | $250,000 | 1,631 |
| 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 | $3,433,000 | 4,040 |
| Mortgage-backed securities | $1,835,000 | 4,020 |
| Certificates of participation in pools of residential mortgages | $1,506,000 | 3,831 |
| Issued or guaranteed by U.S. | $1,506,000 | 3,824 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $329,000 | 2,817 |
| CMOs issued by government agencies or sponsored agencies | $329,000 | 2,727 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $4,837,000 | 4,863 |
| Total debt securities | $4,836,000 | 5,155 |
| Structured notes | ||
| Amortized cost | $58,000 | 1,131 |
| Fair value | $58,000 | 1,132 |
| 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 | $5,431,000 | 5,171 |
| U.S. Government securities | $2,949,000 | 4,946 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,949,000 | 4,830 |
| Securities issued by states & political subdivisions | $2,232,000 | 4,107 |
| Other domestic debt securities | $250,000 | 2,006 |
| 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 | $250,000 | 1,645 |
| 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 | $3,975,000 | 3,977 |
| Mortgage-backed securities | $2,383,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $2,043,000 | 3,668 |
| Issued or guaranteed by U.S. | $2,043,000 | 3,664 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $340,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $340,000 | 2,757 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $5,431,000 | 4,842 |
| Total debt securities | $5,431,000 | 5,145 |
| Structured notes | ||
| Amortized cost | $62,000 | 1,122 |
| Fair value | $63,000 | 1,124 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $5,520,000 | 5,232 |
| U.S. Government securities | $3,022,000 | 5,031 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,022,000 | 4,915 |
| Securities issued by states & political subdivisions | $2,248,000 | 4,127 |
| Other domestic debt securities | $250,000 | 2,039 |
| 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 | $250,000 | 1,656 |
| 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 | $4,022,000 | 4,021 |
| Mortgage-backed securities | $2,451,000 | 3,967 |
| Certificates of participation in pools of residential mortgages | $2,100,000 | 3,684 |
| Issued or guaranteed by U.S. | $2,100,000 | 3,679 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $351,000 | 2,873 |
| CMOs issued by government agencies or sponsored agencies | $351,000 | 2,773 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $5,520,000 | 4,900 |
| Total debt securities | $5,520,000 | 5,211 |
| Structured notes | ||
| Amortized cost | $67,000 | 1,256 |
| Fair value | $68,000 | 1,257 |
| 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 | $6,108,000 | 5,237 |
| U.S. Government securities | $3,203,000 | 5,086 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,203,000 | 4,983 |
| Securities issued by states & political subdivisions | $2,654,000 | 4,046 |
| Other domestic debt securities | $251,000 | 2,055 |
| 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 | $251,000 | 1,667 |
| 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 | $3,755,000 | 4,137 |
| Mortgage-backed securities | $2,628,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $2,144,000 | 3,715 |
| Issued or guaranteed by U.S. | $2,144,000 | 3,712 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $484,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 2,727 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $6,108,000 | 4,889 |
| Total debt securities | $6,108,000 | 5,220 |
| Structured notes | ||
| Amortized cost | $71,000 | 1,440 |
| Fair value | $72,000 | 1,441 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $5,753,000 | 5,323 |
| U.S. Government securities | $2,648,000 | 5,252 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,648,000 | 5,151 |
| Securities issued by states & political subdivisions | $2,855,000 | 4,034 |
| Other domestic debt securities | $250,000 | 2,034 |
| 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 | $250,000 | 1,650 |
| 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 | $3,777,000 | 4,166 |
| Mortgage-backed securities | $2,071,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $1,574,000 | 3,922 |
| Issued or guaranteed by U.S. | $1,574,000 | 3,918 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $497,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $497,000 | 2,752 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $5,753,000 | 4,975 |
| Total debt securities | $5,753,000 | 5,303 |
| Structured notes | ||
| Amortized cost | $75,000 | 1,598 |
| Fair value | $77,000 | 1,594 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $5,886,000 | 5,404 |
| U.S. Government securities | $2,777,000 | 5,334 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,777,000 | 5,238 |
| Securities issued by states & political subdivisions | $2,859,000 | 4,075 |
| Other domestic debt securities | $250,000 | 2,062 |
| 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 | $250,000 | 1,667 |
| 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 | $3,610,000 | 4,272 |
| Mortgage-backed securities | $1,691,000 | 4,265 |
| Certificates of participation in pools of residential mortgages | $1,177,000 | 4,122 |
| Issued or guaranteed by U.S. | $1,177,000 | 4,116 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $514,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $514,000 | 2,792 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $5,886,000 | 5,041 |
| Total debt securities | $5,886,000 | 5,382 |
| Structured notes | ||
| Amortized cost | $80,000 | 1,790 |
| Fair value | $82,000 | 1,790 |
| 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 | $5,824,000 | 5,502 |
| U.S. Government securities | $2,807,000 | 5,422 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,807,000 | 5,328 |
| Securities issued by states & political subdivisions | $2,766,000 | 4,115 |
| Other domestic debt securities | $251,000 | 2,082 |
| 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 | $251,000 | 1,689 |
| 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 | $3,637,000 | 4,317 |
| Mortgage-backed securities | $1,717,000 | 4,336 |
| Certificates of participation in pools of residential mortgages | $1,187,000 | 4,211 |
| Issued or guaranteed by U.S. | $1,187,000 | 4,208 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $530,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $530,000 | 2,819 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $5,824,000 | 5,131 |
| Total debt securities | $5,824,000 | 5,483 |
| Structured notes | ||
| Amortized cost | $86,000 | 1,932 |
| Fair value | $88,000 | 1,931 |
| 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 | $6,404,000 | 5,486 |
| U.S. Government securities | $3,105,000 | 5,442 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,105,000 | 5,346 |
| Securities issued by states & political subdivisions | $2,796,000 | 4,113 |
| Other domestic debt securities | $503,000 | 1,948 |
| 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 | $503,000 | 1,552 |
| 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 | $3,706,000 | 4,356 |
| Mortgage-backed securities | $1,759,000 | 4,393 |
| Certificates of participation in pools of residential mortgages | $1,205,000 | 4,278 |
| Issued or guaranteed by U.S. | $1,205,000 | 4,271 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $554,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $554,000 | 2,844 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $6,404,000 | 5,122 |
| Total debt securities | $6,404,000 | 5,467 |
| Structured notes | ||
| Amortized cost | $92,000 | 2,057 |
| Fair value | $95,000 | 2,057 |
| 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 | $5,665,000 | 5,681 |
| U.S. Government securities | $2,376,000 | 5,679 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,376,000 | 5,580 |
| Securities issued by states & political subdivisions | $2,785,000 | 4,178 |
| Other domestic debt securities | $504,000 | 1,964 |
| 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 | $504,000 | 1,569 |
| 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 | $3,466,000 | 4,481 |
| Mortgage-backed securities | $1,778,000 | 4,473 |
| Certificates of participation in pools of residential mortgages | $1,214,000 | 4,341 |
| Issued or guaranteed by U.S. | $1,214,000 | 4,334 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $564,000 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $564,000 | 2,897 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $5,665,000 | 5,304 |
| Total debt securities | $5,665,000 | 5,662 |
| Structured notes | ||
| Amortized cost | $98,000 | 2,149 |
| Fair value | $101,000 | 2,146 |
| 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 | $5,837,000 | 5,736 |
| U.S. Government securities | $2,527,000 | 5,733 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,527,000 | 5,635 |
| Securities issued by states & political subdivisions | $2,805,000 | 4,206 |
| Other domestic debt securities | $505,000 | 2,027 |
| 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 | $505,000 | 1,605 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,320,000 | 5,124 |
| Mortgage-backed securities | $1,806,000 | 4,540 |
| Certificates of participation in pools of residential mortgages | $1,227,000 | 4,421 |
| Issued or guaranteed by U.S. | $1,227,000 | 4,418 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $579,000 | 3,042 |
| CMOs issued by government agencies or sponsored agencies | $579,000 | 2,935 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $5,837,000 | 5,363 |
| Total debt securities | $5,837,000 | 5,718 |
| Structured notes | ||
| Amortized cost | $219,000 | 2,173 |
| Fair value | $223,000 | 2,173 |
| 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 | $5,882,000 | 5,795 |
| U.S. Government securities | $2,581,000 | 5,789 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,581,000 | 5,688 |
| Securities issued by states & political subdivisions | $2,794,000 | 4,258 |
| Other domestic debt securities | $507,000 | 2,069 |
| 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 | $507,000 | 1,648 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,327,000 | 5,184 |
| Mortgage-backed securities | $1,842,000 | 4,602 |
| Certificates of participation in pools of residential mortgages | $1,246,000 | 4,460 |
| Issued or guaranteed by U.S. | $1,246,000 | 4,458 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $596,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $596,000 | 2,966 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $5,882,000 | 5,402 |
| Total debt securities | $5,882,000 | 5,776 |
| Structured notes | ||
| Amortized cost | $235,000 | 2,228 |
| Fair value | $240,000 | 2,224 |
| 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 | $6,167,000 | 5,813 |
| U.S. Government securities | $2,374,000 | 5,880 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,374,000 | 5,785 |
| Securities issued by states & political subdivisions | $2,777,000 | 4,304 |
| Other domestic debt securities | $1,016,000 | 1,814 |
| 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 | $1,016,000 | 1,424 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,330,000 | 5,220 |
| Mortgage-backed securities | $1,870,000 | 4,625 |
| Certificates of participation in pools of residential mortgages | $1,256,000 | 4,492 |
| Issued or guaranteed by U.S. | $1,256,000 | 4,488 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $614,000 | 3,086 |
| CMOs issued by government agencies or sponsored agencies | $614,000 | 2,986 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $6,167,000 | 5,423 |
| Total debt securities | $6,167,000 | 5,786 |
| Structured notes | ||
| Amortized cost | $251,000 | 2,223 |
| Fair value | $256,000 | 2,225 |
| 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 | $5,645,000 | 5,930 |
| U.S. Government securities | $1,657,000 | 6,093 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,657,000 | 5,993 |
| Securities issued by states & political subdivisions | $2,964,000 | 4,267 |
| Other domestic debt securities | $1,024,000 | 1,848 |
| 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 | $1,024,000 | 1,440 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,339,000 | 5,279 |
| Mortgage-backed securities | $1,382,000 | 4,796 |
| Certificates of participation in pools of residential mortgages | $754,000 | 4,725 |
| Issued or guaranteed by U.S. | $754,000 | 4,720 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $628,000 | 3,074 |
| CMOs issued by government agencies or sponsored agencies | $628,000 | 2,963 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $5,645,000 | 5,536 |
| Total debt securities | $5,645,000 | 5,906 |
| Structured notes | ||
| Amortized cost | $269,000 | 2,210 |
| Fair value | $275,000 | 2,203 |
| 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 | $5,702,000 | 5,976 |
| U.S. Government securities | $1,717,000 | 6,150 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,717,000 | 6,050 |
| Securities issued by states & political subdivisions | $2,955,000 | 4,286 |
| Other domestic debt securities | $1,030,000 | 1,900 |
| 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 | $1,030,000 | 1,470 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,365,000 | 5,319 |
| Mortgage-backed securities | $1,416,000 | 4,832 |
| Certificates of participation in pools of residential mortgages | $768,000 | 4,759 |
| Issued or guaranteed by U.S. | $768,000 | 4,755 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $648,000 | 3,099 |
| CMOs issued by government agencies or sponsored agencies | $648,000 | 2,977 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $5,702,000 | 5,585 |
| Total debt securities | $5,702,000 | 5,953 |
| Structured notes | ||
| Amortized cost | $293,000 | 2,192 |
| Fair value | $301,000 | 2,174 |
| 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 | $5,745,000 | 5,974 |
| U.S. Government securities | $1,779,000 | 6,127 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,779,000 | 6,022 |
| Securities issued by states & political subdivisions | $2,929,000 | 4,299 |
| Other domestic debt securities | $1,037,000 | 1,932 |
| 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 | $1,037,000 | 1,494 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,385,000 | 5,338 |
| Mortgage-backed securities | $1,443,000 | 4,827 |
| Certificates of participation in pools of residential mortgages | $777,000 | 4,739 |
| Issued or guaranteed by U.S. | $777,000 | 4,735 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $666,000 | 3,112 |
| CMOs issued by government agencies or sponsored agencies | $666,000 | 2,987 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $5,745,000 | 5,606 |
| Total debt securities | $5,745,000 | 5,948 |
| Structured notes | ||
| Amortized cost | $330,000 | 2,154 |
| Fair value | $336,000 | 2,150 |
| 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 | $8,271,000 | 5,746 |
| U.S. Government securities | $4,195,000 | 5,688 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,195,000 | 5,583 |
| Securities issued by states & political subdivisions | $3,034,000 | 4,248 |
| Other domestic debt securities | $1,042,000 | 1,946 |
| 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 | $1,042,000 | 1,484 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,486,000 | 5,350 |
| Mortgage-backed securities | $2,788,000 | 4,539 |
| Certificates of participation in pools of residential mortgages | $1,437,000 | 4,500 |
| Issued or guaranteed by U.S. | $1,437,000 | 4,498 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,351,000 | 2,849 |
| CMOs issued by government agencies or sponsored agencies | $1,351,000 | 2,731 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $8,271,000 | 5,369 |
| Total debt securities | $8,271,000 | 5,711 |
| Structured notes | ||
| Amortized cost | $1,374,000 | 1,471 |
| Fair value | $1,407,000 | 1,467 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $7,807,000 | 5,826 |
| U.S. Government securities | $3,730,000 | 5,817 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,730,000 | 5,713 |
| Securities issued by states & political subdivisions | $3,033,000 | 4,242 |
| Other domestic debt securities | $1,044,000 | 1,936 |
| 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 | $1,044,000 | 1,453 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,270,000 | 5,461 |
| Mortgage-backed securities | $1,651,000 | 4,850 |
| Certificates of participation in pools of residential mortgages | $943,000 | 4,741 |
| Issued or guaranteed by U.S. | $943,000 | 4,740 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $708,000 | 3,177 |
| CMOs issued by government agencies or sponsored agencies | $708,000 | 3,036 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $7,807,000 | 5,447 |
| Total debt securities | $7,807,000 | 5,795 |
| Structured notes | ||
| Amortized cost | $1,793,000 | 1,361 |
| Fair value | $1,829,000 | 1,353 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $8,916,000 | 5,760 |
| U.S. Government securities | $4,749,000 | 5,734 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,749,000 | 5,632 |
| Securities issued by states & political subdivisions | $3,119,000 | 4,233 |
| Other domestic debt securities | $1,048,000 | 1,985 |
| 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 | $1,048,000 | 1,488 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,438,000 | 5,477 |
| Mortgage-backed securities | $2,016,000 | 4,857 |
| Certificates of participation in pools of residential mortgages | $1,090,000 | 4,781 |
| Issued or guaranteed by U.S. | $1,090,000 | 4,778 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $926,000 | 3,165 |
| CMOs issued by government agencies or sponsored agencies | $926,000 | 3,015 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $8,916,000 | 5,382 |
| Total debt securities | $8,915,000 | 5,733 |
| Structured notes | ||
| Amortized cost | $2,446,000 | 1,219 |
| Fair value | $2,483,000 | 1,215 |
| 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 | $10,046,000 | 5,682 |
| U.S. Government securities | $5,810,000 | 5,610 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,810,000 | 5,501 |
| Securities issued by states & political subdivisions | $3,197,000 | 4,164 |
| Other domestic debt securities | $1,039,000 | 1,999 |
| 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 | $1,039,000 | 1,495 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,518,000 | 5,510 |
| Mortgage-backed securities | $2,657,000 | 4,749 |
| Certificates of participation in pools of residential mortgages | $1,488,000 | 4,660 |
| Issued or guaranteed by U.S. | $1,488,000 | 4,658 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,169,000 | 3,061 |
| CMOs issued by government agencies or sponsored agencies | $1,169,000 | 2,915 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $10,046,000 | 5,295 |
| Total debt securities | $10,046,000 | 5,654 |
| Structured notes | ||
| Amortized cost | $2,864,000 | 1,298 |
| Fair value | $2,903,000 | 1,293 |
| 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 | $10,246,000 | 5,702 |
| U.S. Government securities | $7,032,000 | 5,496 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,032,000 | 5,389 |
| Securities issued by states & political subdivisions | $2,166,000 | 4,450 |
| Other domestic debt securities | $1,048,000 | 1,963 |
| 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 | $1,048,000 | 1,480 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,223,000 | 5,659 |
| Mortgage-backed securities | $2,799,000 | 4,755 |
| Certificates of participation in pools of residential mortgages | $1,636,000 | 4,621 |
| Issued or guaranteed by U.S. | $1,636,000 | 4,617 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,163,000 | 3,082 |
| CMOs issued by government agencies or sponsored agencies | $1,163,000 | 2,930 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $10,246,000 | 5,310 |
| Total debt securities | $10,245,000 | 5,675 |
| Structured notes | ||
| Amortized cost | $3,106,000 | 1,362 |
| Fair value | $3,142,000 | 1,361 |
| 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 | $8,143,000 | 5,987 |
| U.S. Government securities | $7,277,000 | 5,430 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,277,000 | 5,333 |
| Securities issued by states & political subdivisions | $622,000 | 5,184 |
| Other domestic debt securities | $244,000 | 2,608 |
| 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 | $244,000 | 1,964 |
| 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 | $1,419,000 | 5,323 |
| Mortgage-backed securities | $3,255,000 | 4,594 |
| Certificates of participation in pools of residential mortgages | $1,782,000 | 4,510 |
| Issued or guaranteed by U.S. | $1,782,000 | 4,503 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,473,000 | 2,948 |
| CMOs issued by government agencies or sponsored agencies | $1,473,000 | 2,729 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $8,143,000 | 5,558 |
| Total debt securities | $8,140,000 | 5,957 |
| Structured notes | ||
| Amortized cost | $3,396,000 | 1,292 |
| Fair value | $3,413,000 | 1,293 |
| 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 | $7,742,000 | 6,042 |
| U.S. Government securities | $6,748,000 | 5,521 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,748,000 | 5,406 |
| Securities issued by states & political subdivisions | $745,000 | 5,097 |
| Other domestic debt securities | $249,000 | 2,581 |
| 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 | $249,000 | 1,923 |
| 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 | $1,720,000 | 5,232 |
| Mortgage-backed securities | $2,716,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $1,692,000 | 4,519 |
| Issued or guaranteed by U.S. | $1,692,000 | 4,506 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,024,000 | 3,100 |
| CMOs issued by government agencies or sponsored agencies | $1,024,000 | 2,859 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $7,742,000 | 5,600 |
| Total debt securities | $7,742,000 | 6,005 |
| Structured notes | ||
| Amortized cost | $3,390,000 | 1,372 |
| Fair value | $3,404,000 | 1,371 |
| 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 | $7,863,000 | 6,124 |
| U.S. Government securities | $7,217,000 | 5,557 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,217,000 | 5,446 |
| Securities issued by states & political subdivisions | $646,000 | 5,139 |
| 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 | $995,000 | 5,563 |
| Mortgage-backed securities | $3,013,000 | 4,593 |
| Certificates of participation in pools of residential mortgages | $1,857,000 | 4,438 |
| Issued or guaranteed by U.S. | $1,857,000 | 4,428 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,156,000 | 3,003 |
| CMOs issued by government agencies or sponsored agencies | $1,156,000 | 2,756 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $7,863,000 | 5,674 |
| Total debt securities | $7,861,000 | 6,092 |
| Structured notes | ||
| Amortized cost | $3,585,000 | 1,467 |
| Fair value | $3,560,000 | 1,478 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $7,495,000 | 6,173 |
| U.S. Government securities | $6,849,000 | 5,636 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,849,000 | 5,515 |
| Securities issued by states & political subdivisions | $646,000 | 5,146 |
| 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 | $1,004,000 | 5,577 |
| Mortgage-backed securities | $3,290,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $1,772,000 | 4,430 |
| Issued or guaranteed by U.S. | $1,772,000 | 4,421 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,518,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $1,518,000 | 2,581 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,495,000 | 5,704 |
| Total debt securities | $7,495,000 | 6,143 |
| Structured notes | ||
| Amortized cost | $3,013,000 | 1,649 |
| Fair value | $2,905,000 | 1,737 |
| 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 | $6,465,000 | 6,273 |
| U.S. Government securities | $5,294,000 | 5,857 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,294,000 | 5,727 |
| Securities issued by states & political subdivisions | $1,171,000 | 4,825 |
| 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 | $1,306,000 | 5,488 |
| Mortgage-backed securities | $2,858,000 | 4,530 |
| Certificates of participation in pools of residential mortgages | $1,692,000 | 4,376 |
| Issued or guaranteed by U.S. | $1,692,000 | 4,371 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,166,000 | 2,919 |
| CMOs issued by government agencies or sponsored agencies | $1,166,000 | 2,643 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $6,465,000 | 5,790 |
| Total debt securities | $6,464,000 | 6,240 |
| Structured notes | ||
| Amortized cost | $1,277,000 | 2,237 |
| Fair value | $1,256,000 | 2,246 |
| 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 | $5,963,000 | 6,376 |
| U.S. Government securities | $4,788,000 | 5,959 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,788,000 | 5,831 |
| Securities issued by states & political subdivisions | $1,175,000 | 4,745 |
| 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 | $1,326,000 | 5,560 |
| Mortgage-backed securities | $3,274,000 | 4,449 |
| Certificates of participation in pools of residential mortgages | $1,910,000 | 4,274 |
| Issued or guaranteed by U.S. | $1,910,000 | 4,267 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,364,000 | 2,827 |
| CMOs issued by government agencies or sponsored agencies | $1,364,000 | 2,544 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,963,000 | 5,878 |
| Total debt securities | $5,963,000 | 6,336 |
| Structured notes | ||
| Amortized cost | $294,000 | 3,008 |
| Fair value | $301,000 | 2,997 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $6,714,000 | 6,327 |
| U.S. Government securities | $5,537,000 | 5,895 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,537,000 | 5,784 |
| Securities issued by states & political subdivisions | $1,177,000 | 4,726 |
| 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 | $850,000 | 5,850 |
| Mortgage-backed securities | $3,735,000 | 4,332 |
| Certificates of participation in pools of residential mortgages | $2,190,000 | 4,226 |
| Issued or guaranteed by U.S. | $2,190,000 | 4,216 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,545,000 | 2,674 |
| CMOs issued by government agencies or sponsored agencies | $1,545,000 | 2,373 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $6,714,000 | 5,828 |
| Total debt securities | $6,713,000 | 6,291 |
| Structured notes | ||
| Amortized cost | $311,000 | 3,068 |
| Fair value | $319,000 | 3,066 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,637,000 | 6,419 |
| U.S. Government securities | $5,460,000 | 6,009 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,460,000 | 5,892 |
| Securities issued by states & political subdivisions | $1,177,000 | 4,736 |
| 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 | $853,000 | 5,925 |
| Mortgage-backed securities | $4,111,000 | 4,316 |
| Certificates of participation in pools of residential mortgages | $2,396,000 | 4,260 |
| Issued or guaranteed by U.S. | $2,396,000 | 4,254 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,715,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $1,715,000 | 2,264 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $6,637,000 | 5,902 |
| Total debt securities | $6,635,000 | 6,379 |
| Structured notes | ||
| Amortized cost | $117,000 | 2,990 |
| Fair value | $124,000 | 2,990 |
| 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 | $5,010,000 | 6,733 |
| U.S. Government securities | $3,771,000 | 6,447 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,771,000 | 6,348 |
| Securities issued by states & political subdivisions | $1,239,000 | 4,723 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,027,000 | 5,871 |
| Mortgage-backed securities | $3,126,000 | 4,627 |
| Certificates of participation in pools of residential mortgages | $2,149,000 | 4,432 |
| Issued or guaranteed by U.S. | $2,149,000 | 4,426 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $977,000 | 2,892 |
| CMOs issued by government agencies or sponsored agencies | $977,000 | 2,550 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $5,010,000 | 6,220 |
| Total debt securities | $5,010,000 | 6,692 |
| Structured notes | ||
| Amortized cost | $124,000 | 2,755 |
| Fair value | $132,000 | 2,754 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $6,082,000 | 6,580 |
| U.S. Government securities | $4,843,000 | 6,206 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,843,000 | 6,114 |
| Securities issued by states & political subdivisions | $1,239,000 | 4,769 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,457,000 | 5,721 |
| Mortgage-backed securities | $3,513,000 | 4,620 |
| Certificates of participation in pools of residential mortgages | $2,423,000 | 4,434 |
| Issued or guaranteed by U.S. | $2,423,000 | 4,427 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,090,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $1,090,000 | 2,470 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $6,082,000 | 6,043 |
| Total debt securities | $6,082,000 | 6,535 |
| Structured notes | ||
| Amortized cost | $529,000 | 1,985 |
| Fair value | $562,000 | 1,966 |
| 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 | $7,096,000 | 6,371 |
| U.S. Government securities | $5,970,000 | 5,909 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,970,000 | 5,825 |
| Securities issued by states & political subdivisions | $1,126,000 | 4,835 |
| 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 | $2,253,000 | 5,387 |
| Mortgage-backed securities | $3,832,000 | 4,570 |
| Certificates of participation in pools of residential mortgages | $2,603,000 | 4,436 |
| Issued or guaranteed by U.S. | $2,603,000 | 4,423 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,229,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $1,229,000 | 2,406 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,096,000 | 5,867 |
| Total debt securities | $7,095,000 | 6,327 |
| Structured notes | ||
| Amortized cost | $1,320,000 | 1,013 |
| Fair value | $1,370,000 | 1,003 |
| 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 | $7,180,000 | 6,417 |
| U.S. Government securities | $6,060,000 | 6,016 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,060,000 | 5,939 |
| Securities issued by states & political subdivisions | $1,120,000 | 4,763 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,333,000 | 5,404 |
| Mortgage-backed securities | $4,088,000 | 4,580 |
| Certificates of participation in pools of residential mortgages | $2,702,000 | 4,489 |
| Issued or guaranteed by U.S. | $2,702,000 | 4,478 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,386,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $1,386,000 | 2,353 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $7,180,000 | 5,884 |
| Total debt securities | $7,180,000 | 6,372 |
| Structured notes | ||
| Amortized cost | $1,410,000 | 787 |
| Fair value | $1,456,000 | 780 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $5,113,000 | 6,893 |
| U.S. Government securities | $4,248,000 | 6,610 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,248,000 | 6,512 |
| Securities issued by states & political subdivisions | $865,000 | 4,918 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,347,000 | 5,463 |
| Mortgage-backed securities | $2,246,000 | 5,113 |
| Certificates of participation in pools of residential mortgages | $999,000 | 5,185 |
| Issued or guaranteed by U.S. | $999,000 | 5,171 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,247,000 | 2,721 |
| CMOs issued by government agencies or sponsored agencies | $1,247,000 | 2,391 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $5,113,000 | 6,329 |
| Total debt securities | $5,113,000 | 6,857 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 935 |
| Fair value | $1,019,000 | 943 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,563,000 | 7,004 |
| U.S. Government securities | $3,506,000 | 6,844 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,506,000 | 6,748 |
| Securities issued by states & political subdivisions | $1,057,000 | 4,763 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,221,000 | 5,964 |
| Mortgage-backed securities | $1,755,000 | 5,251 |
| Certificates of participation in pools of residential mortgages | $432,000 | 5,546 |
| Issued or guaranteed by U.S. | $432,000 | 5,530 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,323,000 | 2,613 |
| CMOs issued by government agencies or sponsored agencies | $1,323,000 | 2,274 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,563,000 | 6,414 |
| Total debt securities | $4,562,000 | 6,960 |
| Structured notes | ||
| Amortized cost | $1,024,000 | 915 |
| Fair value | $1,029,000 | 923 |
| 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 | $4,672,000 | 7,062 |
| U.S. Government securities | $3,624,000 | 6,858 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,624,000 | 6,757 |
| Securities issued by states & political subdivisions | $1,048,000 | 4,805 |
| 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 | $1,227,000 | 5,977 |
| Mortgage-backed securities | $1,836,000 | 5,226 |
| Certificates of participation in pools of residential mortgages | $458,000 | 5,541 |
| Issued or guaranteed by U.S. | $458,000 | 5,518 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,378,000 | 2,587 |
| CMOs issued by government agencies or sponsored agencies | $1,378,000 | 2,254 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $4,672,000 | 6,478 |
| Total debt securities | $4,670,000 | 7,007 |
| Structured notes | ||
| Amortized cost | $1,052,000 | 959 |
| Fair value | $1,056,000 | 956 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $5,395,000 | 6,926 |
| U.S. Government securities | $4,333,000 | 6,673 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,333,000 | 6,569 |
| Securities issued by states & political subdivisions | $1,062,000 | 4,815 |
| 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 | $1,226,000 | 5,978 |
| Mortgage-backed securities | $1,988,000 | 5,097 |
| Certificates of participation in pools of residential mortgages | $496,000 | 5,479 |
| Issued or guaranteed by U.S. | $496,000 | 5,450 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,492,000 | 2,540 |
| CMOs issued by government agencies or sponsored agencies | $1,492,000 | 2,198 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,395,000 | 6,341 |
| Total debt securities | $5,395,000 | 6,856 |
| Structured notes | ||
| Amortized cost | $1,087,000 | 1,018 |
| Fair value | $1,101,000 | 1,014 |
| 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 | $4,180,000 | 7,282 |
| U.S. Government securities | $3,142,000 | 7,148 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,142,000 | 7,031 |
| Securities issued by states & political subdivisions | $1,038,000 | 4,855 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,240,000 | 6,040 |
| Mortgage-backed securities | $1,301,000 | 5,199 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,253 |
| Issued or guaranteed by U.S. | $7,000 | 6,232 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,294,000 | 2,487 |
| CMOs issued by government agencies or sponsored agencies | $1,294,000 | 2,190 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $4,180,000 | 6,640 |
| Total debt securities | $4,180,000 | 7,228 |
| 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 | $3,258,000 | 7,530 |
| U.S. Government securities | $2,130,000 | 7,513 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,130,000 | 7,404 |
| Securities issued by states & political subdivisions | $1,128,000 | 4,780 |
| 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 | $1,244,000 | 6,059 |
| Mortgage-backed securities | $35,000 | 6,320 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,190 |
| Issued or guaranteed by U.S. | $10,000 | 6,167 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $25,000 | 3,511 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,169 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $3,258,000 | 6,870 |
| Total debt securities | $3,258,000 | 7,487 |
| Structured notes | ||
| Amortized cost | $580,000 | 2,129 |
| Fair value | $580,000 | 2,132 |
| 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 | $3,329,000 | 7,578 |
| U.S. Government securities | $2,391,000 | 7,511 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,391,000 | 7,390 |
| Securities issued by states & political subdivisions | $938,000 | 4,975 |
| 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 | $1,317,000 | 6,072 |
| Mortgage-backed securities | $40,000 | 6,328 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,171 |
| Issued or guaranteed by U.S. | $14,000 | 6,151 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $26,000 | 3,486 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,150 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,329,000 | 6,889 |
| Total debt securities | $3,329,000 | 7,537 |
| Structured notes | ||
| Amortized cost | $597,000 | 2,212 |
| Fair value | $597,000 | 2,203 |
| 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 | $2,551,000 | 7,790 |
| U.S. Government securities | $1,606,000 | 7,767 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,606,000 | 7,650 |
| Securities issued by states & political subdivisions | $945,000 | 5,006 |
| 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 | $1,539,000 | 5,974 |
| Mortgage-backed securities | $46,000 | 6,323 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,155 |
| Issued or guaranteed by U.S. | $18,000 | 6,133 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $28,000 | 3,468 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,154 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $2,551,000 | 7,082 |
| Total debt securities | $2,551,000 | 7,741 |
| 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 | $3,276,000 | 7,656 |
| U.S. Government securities | $2,332,000 | 7,593 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,332,000 | 7,474 |
| Securities issued by states & political subdivisions | $944,000 | 5,041 |
| 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 | $2,051,000 | 5,730 |
| Mortgage-backed securities | $61,000 | 6,292 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,094 |
| Issued or guaranteed by U.S. | $31,000 | 6,071 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $30,000 | 3,469 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 3,159 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $3,276,000 | 6,935 |
| Total debt securities | $3,276,000 | 7,610 |
| Structured notes | ||
| Amortized cost | $629,000 | 2,371 |
| Fair value | $629,000 | 2,366 |
| 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 | $3,799,000 | 7,620 |
| U.S. Government securities | $2,854,000 | 7,517 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,854,000 | 7,387 |
| Securities issued by states & political subdivisions | $945,000 | 5,065 |
| 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 | $2,812,000 | 5,442 |
| Mortgage-backed securities | $282,000 | 5,937 |
| Certificates of participation in pools of residential mortgages | $43,000 | 6,089 |
| Issued or guaranteed by U.S. | $43,000 | 6,060 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $239,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $239,000 | 2,830 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $3,799,000 | 6,894 |
| Total debt securities | $3,802,000 | 7,571 |
| Structured notes | ||
| Amortized cost | $438,000 | 2,777 |
| Fair value | $438,000 | 2,776 |
| 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 | $4,055,000 | 7,584 |
| U.S. Government securities | $3,128,000 | 7,477 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,128,000 | 7,337 |
| Securities issued by states & political subdivisions | $927,000 | 5,102 |
| 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 | $3,109,000 | 5,316 |
| Mortgage-backed securities | $308,000 | 5,931 |
| Certificates of participation in pools of residential mortgages | $60,000 | 6,058 |
| Issued or guaranteed by U.S. | $60,000 | 6,030 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $248,000 | 3,091 |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 2,792 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $4,055,000 | 6,840 |
| Total debt securities | $4,055,000 | 7,532 |
| Structured notes | ||
| Amortized cost | $451,000 | 2,829 |
| Fair value | $451,000 | 2,828 |
| 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 | $4,097,000 | 7,622 |
| U.S. Government securities | $3,428,000 | 7,438 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,428,000 | 7,293 |
| Securities issued by states & political subdivisions | $669,000 | 5,363 |
| 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 | $2,122,000 | 5,734 |
| Mortgage-backed securities | $329,000 | 5,945 |
| Certificates of participation in pools of residential mortgages | $71,000 | 6,051 |
| Issued or guaranteed by U.S. | $71,000 | 6,027 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $258,000 | 3,082 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 2,785 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,097,000 | 6,874 |
| Total debt securities | $4,097,000 | 7,570 |
| Structured notes | ||
| Amortized cost | $234,000 | 2,976 |
| Fair value | $234,000 | 2,975 |
| 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 | $4,060,000 | 7,671 |
| U.S. Government securities | $3,962,000 | 7,266 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,962,000 | 7,116 |
| Securities issued by states & political subdivisions | $98,000 | 6,258 |
| 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 | $2,602,000 | 5,551 |
| Mortgage-backed securities | $351,000 | 5,987 |
| Certificates of participation in pools of residential mortgages | $83,000 | 6,074 |
| Issued or guaranteed by U.S. | $83,000 | 6,049 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $268,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $268,000 | 2,787 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $4,060,000 | 6,912 |
| Total debt securities | $4,060,000 | 7,622 |
| 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 | $3,836,000 | 7,762 |
| U.S. Government securities | $3,737,000 | 7,364 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,737,000 | 7,224 |
| Securities issued by states & political subdivisions | $99,000 | 6,298 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,852,000 | 5,464 |
| Mortgage-backed securities | $382,000 | 5,993 |
| Certificates of participation in pools of residential mortgages | $98,000 | 6,069 |
| Issued or guaranteed by U.S. | $98,000 | 6,048 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $284,000 | 3,087 |
| CMOs issued by government agencies or sponsored agencies | $284,000 | 2,789 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $3,836,000 | 6,987 |
| Total debt securities | $3,836,000 | 7,711 |
| 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 | $3,236,000 | 7,956 |
| U.S. Government securities | $3,036,000 | 7,644 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,036,000 | 7,495 |
| Securities issued by states & political subdivisions | $200,000 | 6,100 |
| 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 | $2,987,000 | 5,367 |
| Mortgage-backed securities | $162,000 | 6,339 |
| Certificates of participation in pools of residential mortgages | $120,000 | 6,070 |
| Issued or guaranteed by U.S. | $120,000 | 6,044 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $42,000 | 3,527 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,204 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $3,236,000 | 7,172 |
| Total debt securities | $3,236,000 | 7,903 |
| 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 | $4,096,000 | 7,821 |
| U.S. Government securities | $3,895,000 | 7,443 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,895,000 | 7,273 |
| Securities issued by states & political subdivisions | $201,000 | 6,130 |
| 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 | $2,678,000 | 5,557 |
| Mortgage-backed securities | $196,000 | 6,358 |
| Certificates of participation in pools of residential mortgages | $151,000 | 6,075 |
| Issued or guaranteed by U.S. | $151,000 | 6,052 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $45,000 | 3,560 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 3,242 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $4,096,000 | 7,028 |
| Total debt securities | $4,096,000 | 7,761 |
| 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 | $4,417,000 | 7,793 |
| U.S. Government securities | $4,213,000 | 7,356 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,213,000 | 7,194 |
| Securities issued by states & political subdivisions | $204,000 | 6,156 |
| 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 | $2,523,000 | 5,625 |
| Mortgage-backed securities | $224,000 | 6,354 |
| Certificates of participation in pools of residential mortgages | $174,000 | 6,058 |
| Issued or guaranteed by U.S. | $174,000 | 6,039 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $50,000 | 3,586 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,262 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $4,417,000 | 6,996 |
| Total debt securities | $4,417,000 | 7,731 |
| 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 | $3,725,000 | 7,982 |
| U.S. Government securities | $3,518,000 | 7,588 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,518,000 | 7,436 |
| Securities issued by states & political subdivisions | $207,000 | 6,196 |
| 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 | $2,573,000 | 5,612 |
| Mortgage-backed securities | $253,000 | 6,364 |
| Certificates of participation in pools of residential mortgages | $197,000 | 6,058 |
| Issued or guaranteed by U.S. | $197,000 | 6,042 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $56,000 | 3,588 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,267 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $3,725,000 | 7,188 |
| Total debt securities | $3,725,000 | 7,919 |
| 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 | $4,472,000 | 7,875 |
| U.S. Government securities | $4,265,000 | 7,441 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,265,000 | 7,280 |
| Securities issued by states & political subdivisions | $207,000 | 6,231 |
| 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 | $3,224,000 | 5,297 |
| Mortgage-backed securities | $458,000 | 6,204 |
| Certificates of participation in pools of residential mortgages | $392,000 | 5,826 |
| Issued or guaranteed by U.S. | $392,000 | 5,814 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $66,000 | 3,636 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 3,326 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $4,472,000 | 7,088 |
| Total debt securities | $4,472,000 | 7,814 |
| 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 | $5,134,000 | 7,711 |
| U.S. Government securities | $4,921,000 | 7,192 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,921,000 | 7,035 |
| Securities issued by states & political subdivisions | $213,000 | 6,225 |
| 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 | $3,617,000 | 5,068 |
| Mortgage-backed securities | $547,000 | 6,143 |
| Certificates of participation in pools of residential mortgages | $473,000 | 5,766 |
| Issued or guaranteed by U.S. | $473,000 | 5,750 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $74,000 | 3,684 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,362 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $5,134,000 | 6,910 |
| Total debt securities | $5,134,000 | 7,634 |
| 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 | $4,765,000 | 7,875 |
| U.S. Government securities | $4,553,000 | 7,374 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,553,000 | 7,198 |
| Securities issued by states & political subdivisions | $212,000 | 6,293 |
| 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 | $2,768,000 | 5,443 |
| Mortgage-backed securities | $633,000 | 6,078 |
| Certificates of participation in pools of residential mortgages | $551,000 | 5,701 |
| Issued or guaranteed by U.S. | $551,000 | 5,682 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $82,000 | 3,726 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,548 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $4,765,000 | 7,052 |
| Total debt securities | $4,765,000 | 7,797 |
| 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 | $3,617,000 | 8,128 |
| U.S. Government securities | $3,403,000 | 7,680 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,403,000 | 7,483 |
| Securities issued by states & political subdivisions | $214,000 | 6,327 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,515,000 | 5,035 |
| Mortgage-backed securities | $857,000 | 5,928 |
| Certificates of participation in pools of residential mortgages | $619,000 | 5,675 |
| Issued or guaranteed by U.S. | $619,000 | 5,652 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $238,000 | 3,571 |
| CMOs issued by government agencies or sponsored agencies | $238,000 | 3,394 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,617,000 | 7,300 |
| Total debt securities | $3,617,000 | 8,044 |
| 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 | $4,670,000 | 7,854 |
| U.S. Government securities | $4,556,000 | 7,246 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,556,000 | 7,066 |
| Securities issued by states & political subdivisions | $114,000 | 6,566 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,680,000 | 4,941 |
| Mortgage-backed securities | $1,762,000 | 5,445 |
| Certificates of participation in pools of residential mortgages | $806,000 | 5,554 |
| Issued or guaranteed by U.S. | $806,000 | 5,532 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $956,000 | 3,071 |
| CMOs issued by government agencies or sponsored agencies | $956,000 | 2,921 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $4,670,000 | 7,035 |
| Total debt securities | $4,670,000 | 7,769 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $5,332,000 | 7,712 |
| U.S. Government securities | $5,067,000 | 7,110 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,067,000 | 6,901 |
| Securities issued by states & political subdivisions | $115,000 | 6,542 |
| Other domestic debt securities | $150,000 | 3,758 |
| 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 | $150,000 | 3,341 |
| 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 | $4,772,000 | 4,523 |
| Mortgage-backed securities | $2,000,000 | 5,323 |
| Certificates of participation in pools of residential mortgages | $1,043,000 | 5,322 |
| Issued or guaranteed by U.S. | $1,043,000 | 5,302 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $957,000 | 3,194 |
| CMOs issued by government agencies or sponsored agencies | $957,000 | 3,043 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $5,332,000 | 6,874 |
| Total debt securities | $5,332,000 | 7,626 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,853,000 | 7,576 |
| U.S. Government securities | $5,272,000 | 7,054 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,272,000 | 6,849 |
| Securities issued by states & political subdivisions | $115,000 | 6,565 |
| Other domestic debt securities | $466,000 | 3,416 |
| 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 | $466,000 | 3,023 |
| 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 | $4,488,000 | 4,630 |
| Mortgage-backed securities | $2,190,000 | 5,221 |
| Certificates of participation in pools of residential mortgages | $1,248,000 | 5,148 |
| Issued or guaranteed by U.S. | $1,248,000 | 5,129 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $942,000 | 3,227 |
| CMOs issued by government agencies or sponsored agencies | $942,000 | 3,085 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $5,853,000 | 6,722 |
| Total debt securities | $5,853,000 | 7,499 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,938,000 | 7,642 |
| U.S. Government securities | $4,802,000 | 7,312 |
| U.S. Treasury securities | $256,000 | 2,835 |
| U.S. Government agency obligations | $4,546,000 | 7,163 |
| Securities issued by states & political subdivisions | $421,000 | 6,059 |
| Other domestic debt securities | $715,000 | 3,160 |
| 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 | $715,000 | 2,726 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,456,000 | 5,673 |
| Mortgage-backed securities | $2,393,000 | 5,039 |
| Certificates of participation in pools of residential mortgages | $1,897,000 | 4,561 |
| Issued or guaranteed by U.S. | $1,897,000 | 4,541 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $496,000 | 3,758 |
| CMOs issued by government agencies or sponsored agencies | $496,000 | 3,590 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $5,938,000 | 6,702 |
| Total debt securities | $5,938,000 | 7,534 |
| 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 | $6,460,000 | 7,848 |
| U.S. Government securities | $4,904,000 | 7,802 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,904,000 | 7,462 |
| Securities issued by states & political subdivisions | $582,000 | 5,939 |
| Other domestic debt securities | $870,000 | 2,609 |
| 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 | $870,000 | 2,292 |
| Foreign debt securities | NA | NA |
| Equity securities | $104,000 | 6,759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,546,000 | 5,344 |
| Mortgage-backed securities | $1,856,000 | 4,863 |
| Certificates of participation in pools of residential mortgages | $1,750,000 | 4,150 |
| Issued or guaranteed by U.S. | $1,750,000 | 4,124 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $106,000 | 3,934 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 3,749 |
| 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) | $70,000 | 5,523 |
| Available-for-sale securities (fair market value) | $6,390,000 | 6,782 |
| Total debt securities | $6,356,000 | 7,778 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $5,827,000 | 8,394 |
| U.S. Government securities | $4,252,000 | 8,381 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,252,000 | 7,865 |
| Securities issued by states & political subdivisions | $702,000 | 6,069 |
| Other domestic debt securities | $774,000 | 2,569 |
| 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 | $774,000 | 2,169 |
| Foreign debt securities | NA | NA |
| Equity securities | $99,000 | 6,768 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,495,000 | 6,033 |
| Mortgage-backed securities | $418,000 | 6,584 |
| Certificates of participation in pools of residential mortgages | $372,000 | 5,992 |
| Issued or guaranteed by U.S. | $372,000 | 5,979 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $46,000 | 4,331 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 4,124 |
| 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) | $180,000 | 5,760 |
| Available-for-sale securities (fair market value) | $5,647,000 | 7,210 |
| Total debt securities | $5,728,000 | 8,307 |
| 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 | $5,033,000 | 8,756 |
| U.S. Government securities | $4,204,000 | 8,413 |
| U.S. Treasury securities | $1,003,000 | 5,173 |
| U.S. Government agency obligations | $3,201,000 | 8,106 |
| Securities issued by states & political subdivisions | $732,000 | 6,176 |
| 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 | $97,000 | 6,533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,581,000 | 5,679 |
| Mortgage-backed securities | $89,000 | 7,557 |
| Certificates of participation in pools of residential mortgages | $89,000 | 7,036 |
| Issued or guaranteed by U.S. | $89,000 | 7,018 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $190,000 | 6,282 |
| Available-for-sale securities (fair market value) | $4,843,000 | 7,416 |
| Total debt securities | $4,936,000 | 8,679 |
| 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 | $3,221,000 | 9,899 |
| U.S. Government securities | $1,898,000 | 10,081 |
| U.S. Treasury securities | $1,502,000 | 5,717 |
| U.S. Government agency obligations | $396,000 | 10,066 |
| Securities issued by states & political subdivisions | $1,003,000 | 5,808 |
| Other domestic debt securities | $101,000 | 3,234 |
| 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 | $101,000 | 2,556 |
| Foreign debt securities | NA | NA |
| Equity securities | $219,000 | 5,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,624,000 | 5,921 |
| Mortgage-backed securities | $149,000 | 7,731 |
| Certificates of participation in pools of residential mortgages | $149,000 | 7,084 |
| Issued or guaranteed by U.S. | $149,000 | 7,059 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $301,000 | 6,947 |
| Available-for-sale securities (fair market value) | $2,920,000 | 8,355 |
| Total debt securities | $3,002,000 | 9,864 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,197,000 | 10,490 |
| U.S. Government securities | $2,015,000 | 10,594 |
| U.S. Treasury securities | $1,240,000 | 6,885 |
| U.S. Government agency obligations | $775,000 | 10,300 |
| Securities issued by states & political subdivisions | $1,000,000 | 6,090 |
| Other domestic debt securities | $104,000 | 3,741 |
| 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 | $104,000 | 2,865 |
| Foreign debt securities | NA | NA |
| Equity securities | $78,000 | 6,657 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,923,000 | 6,829 |
| Mortgage-backed securities | $431,000 | 7,699 |
| Certificates of participation in pools of residential mortgages | $431,000 | 6,844 |
| Issued or guaranteed by U.S. | $431,000 | 6,823 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $309,000 | 7,601 |
| Available-for-sale securities (fair market value) | $2,888,000 | 8,651 |
| Total debt securities | $3,119,000 | 10,406 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $4,354,000 | 10,491 |
| U.S. Government securities | $2,938,000 | 10,623 |
| U.S. Treasury securities | $1,314,000 | 7,987 |
| U.S. Government agency obligations | $1,624,000 | 10,037 |
| Securities issued by states & political subdivisions | $883,000 | 6,555 |
| Other domestic debt securities | $533,000 | 3,072 |
| Privately issued residential mortgage-backed securities | $30,000 | 2,280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 2,484 |
| 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 | $1,225,000 | 7,779 |
| Mortgage-backed securities | $897,000 | 7,430 |
| Certificates of participation in pools of residential mortgages | $867,000 | 6,293 |
| Issued or guaranteed by U.S. | $867,000 | 6,261 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $30,000 | 5,977 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $30,000 | 1,953 |
| 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) | $723,000 | 7,617 |
| Available-for-sale securities (fair market value) | $3,631,000 | 8,651 |
| Total debt securities | $4,354,000 | 10,383 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $5,025,000 | 10,847 |
| U.S. Government securities | $3,558,000 | 10,934 |
| U.S. Treasury securities | $2,045,000 | 8,126 |
| U.S. Government agency obligations | $1,513,000 | 10,378 |
| Securities issued by states & political subdivisions | $788,000 | 7,047 |
| Other domestic debt securities | $679,000 | 3,191 |
| Privately issued residential mortgage-backed securities | $67,000 | 2,333 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $612,000 | 2,640 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,108,000 | 8,233 |
| Mortgage-backed securities | $793,000 | 8,062 |
| Certificates of participation in pools of residential mortgages | $343,000 | 7,850 |
| Issued or guaranteed by U.S. | $343,000 | 7,824 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $450,000 | 5,375 |
| CMOs issued by government agencies or sponsored agencies | $383,000 | 5,284 |
| Privately issued | $67,000 | 2,017 |
| 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) | $940,000 | 10,806 |
| Available-for-sale securities (fair market value) | $4,085,000 | 7,387 |
| Total debt securities | $5,025,000 | 10,733 |
| 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 | $5,917,000 | 10,828 |
| U.S. Government securities | $4,120,000 | 11,010 |
| U.S. Treasury securities | $1,954,000 | 8,644 |
| U.S. Government agency obligations | $2,166,000 | 10,084 |
| Securities issued by states & political subdivisions | $1,002,000 | 6,797 |
| Other domestic debt securities | $595,000 | 4,011 |
| Privately issued residential mortgage-backed securities | $292,000 | 2,071 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $303,000 | 3,732 |
| Foreign debt securities | NA | NA |
| Equity securities | $200,000 | 4,533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $878,000 | 8,818 |
| Mortgage-backed securities | $2,109,000 | 7,163 |
| Certificates of participation in pools of residential mortgages | $435,000 | 8,278 |
| Issued or guaranteed by U.S. | $435,000 | 8,221 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,674,000 | 4,308 |
| CMOs issued by government agencies or sponsored agencies | $1,382,000 | 4,368 |
| Privately issued | $292,000 | 1,713 |
| 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 | $5,717,000 | 10,790 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,270,000 | 10,926 |
| U.S. Government securities | $3,699,000 | 11,645 |
| U.S. Treasury securities | $1,712,000 | 9,200 |
| U.S. Government agency obligations | $1,987,000 | 10,568 |
| Securities issued by states & political subdivisions | $787,000 | 7,013 |
| Other domestic debt securities | $1,634,000 | 3,273 |
| Privately issued residential mortgage-backed securities | $676,000 | 2,109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $958,000 | 3,062 |
| Foreign debt securities | NA | NA |
| Equity securities | $150,000 | 4,390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,191,000 | 8,354 |
| Mortgage-backed securities | $1,905,000 | 7,764 |
| Certificates of participation in pools of residential mortgages | $905,000 | 7,703 |
| Issued or guaranteed by U.S. | $905,000 | 7,641 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,000,000 | 5,060 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 5,839 |
| Privately issued | $676,000 | 1,742 |
| 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 | $6,120,000 | 10,855 |
| 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 |