Home > Community Bank Delaware > Securities
Community Bank Delaware, Securities
| 2023-12-31 | Rank | |
| Total securities | $15,493,000 | 3,754 |
| U.S. Government securities | $9,265,000 | 3,636 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $9,265,000 | 3,295 |
| Securities issued by states & political subdivisions | $5,254,000 | 2,888 |
| Other domestic debt securities | $974,000 | 1,993 |
| 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 | $974,000 | 1,575 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $8,893,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,604,000 | 2,918 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,157,000 | 1,408 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $407,000 | 1,431 |
| Other commercial mortgage-backed securities | $725,000 | 1,161 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $15,493,000 | 3,503 |
| Total debt securities | $15,494,000 | 3,730 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $14,835,000 | 3,812 |
| U.S. Government securities | $9,097,000 | 3,659 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $9,097,000 | 3,299 |
| Securities issued by states & political subdivisions | $4,792,000 | 2,960 |
| Other domestic debt securities | $946,000 | 2,003 |
| 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 | $946,000 | 1,585 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $8,742,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,538,000 | 2,935 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,092,000 | 1,396 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $401,000 | 1,411 |
| Other commercial mortgage-backed securities | $711,000 | 1,165 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $14,835,000 | 3,542 |
| Total debt securities | $14,835,000 | 3,790 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $15,778,000 | 3,802 |
| U.S. Government securities | $9,647,000 | 3,662 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $9,647,000 | 3,304 |
| Securities issued by states & political subdivisions | $5,183,000 | 2,962 |
| Other domestic debt securities | $948,000 | 2,012 |
| 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 | $948,000 | 1,588 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $9,283,000 | 2,664 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,732,000 | 2,928 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,373,000 | 1,381 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $428,000 | 1,396 |
| Other commercial mortgage-backed securities | $750,000 | 1,153 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $15,778,000 | 3,528 |
| Total debt securities | $15,778,000 | 3,778 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $16,362,000 | 3,867 |
| U.S. Government securities | $10,164,000 | 3,701 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $10,164,000 | 3,283 |
| Securities issued by states & political subdivisions | $5,246,000 | 3,004 |
| Other domestic debt securities | $952,000 | 2,074 |
| 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 | $952,000 | 1,637 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $9,799,000 | 2,668 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,868,000 | 2,946 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,704,000 | 1,381 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $450,000 | 1,402 |
| Other commercial mortgage-backed securities | $777,000 | 1,160 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $16,362,000 | 3,592 |
| Total debt securities | $16,361,000 | 3,844 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $16,232,000 | 3,897 |
| U.S. Government securities | $10,159,000 | 3,723 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $10,159,000 | 3,297 |
| Securities issued by states & political subdivisions | $5,115,000 | 3,060 |
| Other domestic debt securities | $958,000 | 2,099 |
| 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 | $958,000 | 1,650 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $9,794,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,892,000 | 2,968 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,642,000 | 1,403 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $475,000 | 1,378 |
| Other commercial mortgage-backed securities | $785,000 | 1,154 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $16,232,000 | 3,616 |
| Total debt securities | $16,231,000 | 3,873 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $16,337,000 | 3,904 |
| U.S. Government securities | $10,399,000 | 3,725 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $10,399,000 | 3,279 |
| Securities issued by states & political subdivisions | $4,977,000 | 3,089 |
| Other domestic debt securities | $961,000 | 2,060 |
| 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 | $961,000 | 1,649 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $10,037,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,916,000 | 2,985 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,824,000 | 1,393 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $496,000 | 1,376 |
| Other commercial mortgage-backed securities | $801,000 | 1,185 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $16,337,000 | 3,627 |
| Total debt securities | $16,337,000 | 3,880 |
| 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 | $12,785,000 | 4,093 |
| U.S. Government securities | $7,926,000 | 3,932 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $7,926,000 | 3,518 |
| Securities issued by states & political subdivisions | $4,859,000 | 3,159 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $7,550,000 | 2,942 |
| Certificates of participation in pools of residential mortgages | $1,884,000 | 3,271 |
| Issued or guaranteed by U.S. | $1,884,000 | 3,178 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $5,127,000 | 1,567 |
| CMOs issued by government agencies or sponsored agencies | $5,127,000 | 1,495 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $539,000 | 1,862 |
| Commercial mortgage pass-through securities | $539,000 | 1,360 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $12,785,000 | 3,814 |
| Total debt securities | $12,786,000 | 4,077 |
| 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 | $14,342,000 | 3,979 |
| U.S. Government securities | $8,834,000 | 3,797 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $8,834,000 | 3,419 |
| Securities issued by states & political subdivisions | $5,508,000 | 3,102 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $8,430,000 | 2,887 |
| Certificates of participation in pools of residential mortgages | $2,113,000 | 3,233 |
| Issued or guaranteed by U.S. | $2,113,000 | 3,142 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $5,711,000 | 1,510 |
| CMOs issued by government agencies or sponsored agencies | $5,711,000 | 1,443 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $606,000 | 1,833 |
| Commercial mortgage pass-through securities | $606,000 | 1,328 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $14,342,000 | 3,731 |
| Total debt securities | $14,342,000 | 3,964 |
| 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 | $16,115,000 | 3,846 |
| U.S. Government securities | $9,885,000 | 3,615 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $9,885,000 | 3,321 |
| Securities issued by states & political subdivisions | $6,230,000 | 3,063 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $9,460,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | $2,343,000 | 3,204 |
| Issued or guaranteed by U.S. | $2,343,000 | 3,101 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $6,455,000 | 1,428 |
| CMOs issued by government agencies or sponsored agencies | $6,455,000 | 1,377 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $662,000 | 1,800 |
| Commercial mortgage pass-through securities | $662,000 | 1,304 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $16,115,000 | 3,633 |
| Total debt securities | $16,114,000 | 3,828 |
| 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 | $16,779,000 | 3,804 |
| U.S. Government securities | $10,508,000 | 3,505 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $10,508,000 | 3,269 |
| Securities issued by states & political subdivisions | $6,271,000 | 3,072 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $10,076,000 | 2,783 |
| Certificates of participation in pools of residential mortgages | $2,466,000 | 3,206 |
| Issued or guaranteed by U.S. | $2,466,000 | 3,119 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,886,000 | 1,391 |
| CMOs issued by government agencies or sponsored agencies | $6,886,000 | 1,344 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $724,000 | 1,794 |
| Commercial mortgage pass-through securities | $724,000 | 1,302 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $16,779,000 | 3,586 |
| Total debt securities | $16,779,000 | 3,780 |
| 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 | $10,035,000 | 4,136 |
| U.S. Government securities | $3,762,000 | 4,121 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,762,000 | 3,919 |
| Securities issued by states & political subdivisions | $6,273,000 | 3,059 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $3,327,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $564,000 | 3,680 |
| Issued or guaranteed by U.S. | $564,000 | 3,591 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,006,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $2,006,000 | 1,976 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $757,000 | 1,779 |
| Commercial mortgage pass-through securities | $757,000 | 1,296 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $10,035,000 | 3,900 |
| Total debt securities | $10,035,000 | 4,112 |
| 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 | $8,148,000 | 4,212 |
| U.S. Government securities | $1,916,000 | 4,299 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,916,000 | 4,156 |
| Securities issued by states & political subdivisions | $6,232,000 | 3,042 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $1,483,000 | 3,673 |
| Certificates of participation in pools of residential mortgages | $665,000 | 3,647 |
| Issued or guaranteed by U.S. | $665,000 | 3,558 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $818,000 | 1,747 |
| Commercial mortgage pass-through securities | $818,000 | 1,274 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $8,148,000 | 3,977 |
| Total debt securities | $8,148,000 | 4,188 |
| 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 | $8,971,000 | 4,113 |
| U.S. Government securities | $2,060,000 | 4,198 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,060,000 | 4,063 |
| Securities issued by states & political subdivisions | $6,911,000 | 2,937 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $1,623,000 | 3,649 |
| Certificates of participation in pools of residential mortgages | $771,000 | 3,603 |
| Issued or guaranteed by U.S. | $771,000 | 3,516 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $852,000 | 1,694 |
| Commercial mortgage pass-through securities | $852,000 | 1,219 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $8,971,000 | 3,868 |
| Total debt securities | $8,971,000 | 4,089 |
| 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 | $8,131,000 | 4,145 |
| U.S. Government securities | $2,958,000 | 4,096 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,958,000 | 3,940 |
| Securities issued by states & political subdivisions | $5,173,000 | 3,075 |
| 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 | $915,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | $915,000 | 3,554 |
| Issued or guaranteed by U.S. | $915,000 | 3,464 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $8,131,000 | 3,900 |
| Total debt securities | $8,131,000 | 4,118 |
| 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 | $9,038,000 | 4,075 |
| U.S. Government securities | $4,404,000 | 3,908 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,404,000 | 3,752 |
| Securities issued by states & political subdivisions | $4,634,000 | 3,109 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $1,074,000 | 3,780 |
| Certificates of participation in pools of residential mortgages | $1,074,000 | 3,498 |
| Issued or guaranteed by U.S. | $1,074,000 | 3,404 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $9,038,000 | 3,834 |
| Total debt securities | $9,037,000 | 4,047 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $9,146,000 | 4,104 |
| U.S. Government securities | $4,638,000 | 3,917 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,638,000 | 3,755 |
| Securities issued by states & political subdivisions | $4,508,000 | 3,073 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $1,250,000 | 3,764 |
| Certificates of participation in pools of residential mortgages | $1,250,000 | 3,451 |
| Issued or guaranteed by U.S. | $1,250,000 | 3,350 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $9,146,000 | 3,856 |
| Total debt securities | $9,146,000 | 4,077 |
| 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 | $9,224,000 | 4,146 |
| U.S. Government securities | $5,709,000 | 3,884 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $5,709,000 | 3,716 |
| Securities issued by states & political subdivisions | $3,515,000 | 3,253 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $1,343,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $1,343,000 | 3,405 |
| Issued or guaranteed by U.S. | $1,343,000 | 3,310 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $9,224,000 | 3,886 |
| Total debt securities | $9,222,000 | 4,121 |
| 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 | $9,458,000 | 4,189 |
| U.S. Government securities | $5,216,000 | 3,998 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $5,216,000 | 3,841 |
| Securities issued by states & political subdivisions | $4,242,000 | 3,157 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $1,482,000 | 3,733 |
| Certificates of participation in pools of residential mortgages | $1,482,000 | 3,379 |
| Issued or guaranteed by U.S. | $1,482,000 | 3,278 |
| 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) | $9,458,000 | 3,930 |
| Total debt securities | $9,458,000 | 4,163 |
| 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 | $8,550,000 | 4,337 |
| U.S. Government securities | $4,316,000 | 4,208 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,316,000 | 4,045 |
| Securities issued by states & political subdivisions | $4,234,000 | 3,201 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $1,574,000 | 3,708 |
| Certificates of participation in pools of residential mortgages | $1,574,000 | 3,351 |
| Issued or guaranteed by U.S. | $1,574,000 | 3,268 |
| 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) | $8,550,000 | 4,069 |
| Total debt securities | $8,549,000 | 4,316 |
| 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 | $6,557,000 | 4,550 |
| U.S. Government securities | $2,906,000 | 4,485 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,906,000 | 4,319 |
| Securities issued by states & political subdivisions | $3,651,000 | 3,373 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $1,121,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $1,121,000 | 3,536 |
| Issued or guaranteed by U.S. | $1,121,000 | 3,449 |
| 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) | $6,557,000 | 4,273 |
| Total debt securities | $6,557,000 | 4,527 |
| 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 | $6,405,000 | 4,606 |
| U.S. Government securities | $2,809,000 | 4,536 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,809,000 | 4,366 |
| Securities issued by states & political subdivisions | $3,596,000 | 3,445 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $634,000 | 4,018 |
| Certificates of participation in pools of residential mortgages | $634,000 | 3,777 |
| Issued or guaranteed by U.S. | $634,000 | 3,711 |
| 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) | $6,405,000 | 4,329 |
| Total debt securities | $6,405,000 | 4,582 |
| 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 | $6,428,000 | 4,643 |
| U.S. Government securities | $2,894,000 | 4,590 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,894,000 | 4,426 |
| Securities issued by states & political subdivisions | $3,534,000 | 3,487 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $683,000 | 4,053 |
| Certificates of participation in pools of residential mortgages | $683,000 | 3,804 |
| Issued or guaranteed by U.S. | $683,000 | 3,779 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $6,428,000 | 4,372 |
| Total debt securities | $6,429,000 | 4,623 |
| 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 | $6,542,000 | 4,686 |
| U.S. Government securities | $2,974,000 | 4,607 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,974,000 | 4,440 |
| Securities issued by states & political subdivisions | $3,568,000 | 3,526 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $738,000 | 4,093 |
| Certificates of participation in pools of residential mortgages | $738,000 | 3,837 |
| Issued or guaranteed by U.S. | $738,000 | 3,669 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $6,542,000 | 4,415 |
| Total debt securities | $6,542,000 | 4,665 |
| 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 | $7,057,000 | 4,702 |
| U.S. Government securities | $3,084,000 | 4,644 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,084,000 | 4,497 |
| Securities issued by states & political subdivisions | $3,973,000 | 3,503 |
| 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 | $500,000 | 4,576 |
| Mortgage-backed securities | $800,000 | 4,112 |
| Certificates of participation in pools of residential mortgages | $800,000 | 3,857 |
| Issued or guaranteed by U.S. | $800,000 | 3,850 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $7,057,000 | 4,424 |
| Total debt securities | $7,057,000 | 4,682 |
| 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 | $6,877,000 | 4,785 |
| U.S. Government securities | $2,823,000 | 4,738 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,823,000 | 4,601 |
| Securities issued by states & political subdivisions | $4,054,000 | 3,549 |
| 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 | $805,000 | 4,562 |
| Mortgage-backed securities | $867,000 | 4,120 |
| Certificates of participation in pools of residential mortgages | $867,000 | 3,872 |
| Issued or guaranteed by U.S. | $867,000 | 3,865 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $6,877,000 | 4,511 |
| Total debt securities | $6,876,000 | 4,762 |
| 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 | $7,072,000 | 4,816 |
| U.S. Government securities | $2,991,000 | 4,765 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,991,000 | 4,635 |
| Securities issued by states & political subdivisions | $4,081,000 | 3,581 |
| 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 | $857,000 | 4,613 |
| Mortgage-backed securities | $927,000 | 4,142 |
| Certificates of participation in pools of residential mortgages | $927,000 | 3,894 |
| Issued or guaranteed by U.S. | $927,000 | 3,888 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $7,072,000 | 4,534 |
| Total debt securities | $7,072,000 | 4,788 |
| 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 | $8,208,000 | 4,757 |
| U.S. Government securities | $4,119,000 | 4,631 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,119,000 | 4,510 |
| Securities issued by states & political subdivisions | $4,089,000 | 3,618 |
| 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 | $860,000 | 4,644 |
| Mortgage-backed securities | $2,039,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $2,039,000 | 3,555 |
| Issued or guaranteed by U.S. | $2,039,000 | 3,549 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $8,208,000 | 4,463 |
| Total debt securities | $8,208,000 | 4,729 |
| 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 | $8,346,000 | 4,809 |
| U.S. Government securities | $4,330,000 | 4,667 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,330,000 | 4,538 |
| Securities issued by states & political subdivisions | $4,016,000 | 3,677 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $913,000 | 4,691 |
| Mortgage-backed securities | $2,143,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $2,143,000 | 3,577 |
| Issued or guaranteed by U.S. | $2,143,000 | 3,573 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $8,346,000 | 4,496 |
| Total debt securities | $8,346,000 | 4,781 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $10,221,000 | 4,641 |
| U.S. Government securities | $5,687,000 | 4,473 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,687,000 | 4,347 |
| Securities issued by states & political subdivisions | $4,534,000 | 3,600 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,351,000 | 4,586 |
| Mortgage-backed securities | $2,470,000 | 3,884 |
| Certificates of participation in pools of residential mortgages | $2,470,000 | 3,503 |
| Issued or guaranteed by U.S. | $2,470,000 | 3,497 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $10,221,000 | 4,320 |
| Total debt securities | $10,221,000 | 4,616 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $10,756,000 | 4,620 |
| U.S. Government securities | $6,030,000 | 4,468 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,030,000 | 4,343 |
| Securities issued by states & political subdivisions | $4,726,000 | 3,582 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $982,000 | 4,777 |
| Mortgage-backed securities | $2,681,000 | 3,875 |
| Certificates of participation in pools of residential mortgages | $2,681,000 | 3,492 |
| Issued or guaranteed by U.S. | $2,681,000 | 3,488 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $10,756,000 | 4,296 |
| Total debt securities | $10,756,000 | 4,597 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $11,022,000 | 4,675 |
| U.S. Government securities | $6,271,000 | 4,515 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,271,000 | 4,382 |
| Securities issued by states & political subdivisions | $4,751,000 | 3,602 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $987,000 | 4,863 |
| Mortgage-backed securities | $2,899,000 | 3,863 |
| Certificates of participation in pools of residential mortgages | $2,899,000 | 3,477 |
| Issued or guaranteed by U.S. | $2,899,000 | 3,471 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $11,022,000 | 4,332 |
| Total debt securities | $11,022,000 | 4,655 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $12,254,000 | 4,638 |
| U.S. Government securities | $7,550,000 | 4,408 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,550,000 | 4,288 |
| Securities issued by states & political subdivisions | $4,704,000 | 3,615 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,039,000 | 4,859 |
| Mortgage-backed securities | $3,075,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $3,075,000 | 3,462 |
| Issued or guaranteed by U.S. | $3,075,000 | 3,459 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $12,254,000 | 4,282 |
| Total debt securities | $12,254,000 | 4,617 |
| Structured notes | ||
| Amortized cost | $999,000 | 982 |
| Fair value | $999,000 | 942 |
| 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 | $12,231,000 | 4,679 |
| U.S. Government securities | $7,625,000 | 4,447 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,625,000 | 4,323 |
| Securities issued by states & political subdivisions | $4,606,000 | 3,654 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,000 | 4,922 |
| Mortgage-backed securities | $3,233,000 | 3,848 |
| Certificates of participation in pools of residential mortgages | $3,233,000 | 3,437 |
| Issued or guaranteed by U.S. | $3,233,000 | 3,434 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $12,231,000 | 4,326 |
| Total debt securities | $12,231,000 | 4,657 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,092 |
| Fair value | $983,000 | 1,104 |
| 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 | $12,644,000 | 4,721 |
| U.S. Government securities | $8,087,000 | 4,452 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,087,000 | 4,341 |
| Securities issued by states & political subdivisions | $4,557,000 | 3,708 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,082,000 | 4,959 |
| Mortgage-backed securities | $3,464,000 | 3,846 |
| Certificates of participation in pools of residential mortgages | $3,464,000 | 3,421 |
| Issued or guaranteed by U.S. | $3,464,000 | 3,417 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $12,644,000 | 4,357 |
| Total debt securities | $12,644,000 | 4,697 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,246 |
| Fair value | $992,000 | 1,244 |
| 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 | $13,212,000 | 4,761 |
| U.S. Government securities | $8,251,000 | 4,559 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,251,000 | 4,452 |
| Securities issued by states & political subdivisions | $4,961,000 | 3,622 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,067,000 | 5,010 |
| Mortgage-backed securities | $3,649,000 | 3,887 |
| Certificates of participation in pools of residential mortgages | $3,649,000 | 3,461 |
| Issued or guaranteed by U.S. | $3,649,000 | 3,458 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $527,000 | 2,073 |
| Available-for-sale securities (fair market value) | $12,685,000 | 4,443 |
| Total debt securities | $13,212,000 | 4,739 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,378 |
| Fair value | $1,000,000 | 1,280 |
| 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 | $13,706,000 | 4,785 |
| U.S. Government securities | $8,620,000 | 4,580 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,620,000 | 4,460 |
| Securities issued by states & political subdivisions | $5,086,000 | 3,599 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,124,000 | 5,053 |
| Mortgage-backed securities | $3,894,000 | 3,914 |
| Certificates of participation in pools of residential mortgages | $3,894,000 | 3,485 |
| Issued or guaranteed by U.S. | $3,894,000 | 3,483 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $527,000 | 2,070 |
| Available-for-sale securities (fair market value) | $13,179,000 | 4,459 |
| Total debt securities | $13,706,000 | 4,760 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,469 |
| Fair value | $1,000,000 | 1,402 |
| 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 | $14,790,000 | 4,741 |
| U.S. Government securities | $9,755,000 | 4,483 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $9,755,000 | 4,365 |
| Securities issued by states & political subdivisions | $5,035,000 | 3,649 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,099,000 | 5,137 |
| Mortgage-backed securities | $4,091,000 | 3,934 |
| Certificates of participation in pools of residential mortgages | $4,091,000 | 3,501 |
| Issued or guaranteed by U.S. | $4,091,000 | 3,496 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $527,000 | 2,085 |
| Available-for-sale securities (fair market value) | $14,263,000 | 4,407 |
| Total debt securities | $14,790,000 | 4,720 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,144 |
| Fair value | $1,995,000 | 1,096 |
| 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 | $13,947,000 | 4,916 |
| U.S. Government securities | $8,978,000 | 4,681 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,978,000 | 4,564 |
| Securities issued by states & political subdivisions | $4,969,000 | 3,698 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,116,000 | 5,188 |
| Mortgage-backed securities | $4,287,000 | 3,980 |
| Certificates of participation in pools of residential mortgages | $4,287,000 | 3,542 |
| Issued or guaranteed by U.S. | $4,287,000 | 3,541 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $527,000 | 2,120 |
| Available-for-sale securities (fair market value) | $13,420,000 | 4,571 |
| Total debt securities | $13,948,000 | 4,890 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,659 |
| Fair value | $987,000 | 1,616 |
| 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 | $14,983,000 | 4,881 |
| U.S. Government securities | $9,535,000 | 4,666 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $9,535,000 | 4,555 |
| Securities issued by states & political subdivisions | $5,448,000 | 3,640 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,612,000 | 5,088 |
| Mortgage-backed securities | $1,510,000 | 4,691 |
| Certificates of participation in pools of residential mortgages | $1,510,000 | 4,367 |
| Issued or guaranteed by U.S. | $1,510,000 | 4,364 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $528,000 | 2,134 |
| Available-for-sale securities (fair market value) | $14,455,000 | 4,529 |
| Total debt securities | $14,982,000 | 4,857 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,026 |
| Fair value | $2,961,000 | 1,007 |
| 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 | $14,832,000 | 4,944 |
| U.S. Government securities | $9,496,000 | 4,711 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $9,496,000 | 4,611 |
| Securities issued by states & political subdivisions | $5,336,000 | 3,693 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,588,000 | 5,143 |
| Mortgage-backed securities | $1,595,000 | 4,701 |
| Certificates of participation in pools of residential mortgages | $1,595,000 | 4,369 |
| Issued or guaranteed by U.S. | $1,595,000 | 4,365 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $528,000 | 2,141 |
| Available-for-sale securities (fair market value) | $14,304,000 | 4,598 |
| Total debt securities | $14,833,000 | 4,917 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,044 |
| Fair value | $2,890,000 | 1,038 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $14,587,000 | 4,984 |
| U.S. Government securities | $8,673,000 | 4,816 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,673,000 | 4,722 |
| Securities issued by states & political subdivisions | $5,165,000 | 3,739 |
| Other domestic debt securities | $749,000 | 2,046 |
| Privately issued residential mortgage-backed securities | $749,000 | 525 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,443,000 | 4,918 |
| Mortgage-backed securities | $1,684,000 | 4,714 |
| Certificates of participation in pools of residential mortgages | $1,684,000 | 4,364 |
| Issued or guaranteed by U.S. | $935,000 | 4,637 |
| Privately issued | $749,000 | 41 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $528,000 | 2,144 |
| Available-for-sale securities (fair market value) | $14,059,000 | 4,631 |
| Total debt securities | $14,588,000 | 4,958 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,023 |
| Fair value | $2,782,000 | 1,029 |
| 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 | $15,039,000 | 4,982 |
| U.S. Government securities | $9,775,000 | 4,703 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,775,000 | 4,608 |
| Securities issued by states & political subdivisions | $5,264,000 | 3,729 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,885,000 | 5,142 |
| Mortgage-backed securities | $1,773,000 | 4,724 |
| Certificates of participation in pools of residential mortgages | $1,773,000 | 4,373 |
| Issued or guaranteed by U.S. | $1,773,000 | 4,366 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $528,000 | 2,133 |
| Available-for-sale securities (fair market value) | $14,511,000 | 4,639 |
| Total debt securities | $15,041,000 | 4,951 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,013 |
| Fair value | $2,869,000 | 1,006 |
| 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 | $14,293,000 | 5,057 |
| U.S. Government securities | $9,988,000 | 4,669 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,988,000 | 4,576 |
| Securities issued by states & political subdivisions | $4,305,000 | 3,929 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,433,000 | 5,314 |
| Mortgage-backed securities | $1,907,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $1,907,000 | 4,295 |
| Issued or guaranteed by U.S. | $1,907,000 | 4,290 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $528,000 | 2,077 |
| Available-for-sale securities (fair market value) | $13,765,000 | 4,728 |
| Total debt securities | $14,292,000 | 5,022 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 989 |
| Fair value | $2,893,000 | 988 |
| 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 | $17,023,000 | 4,789 |
| U.S. Government securities | $12,318,000 | 4,400 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,318,000 | 4,296 |
| Securities issued by states & political subdivisions | $4,705,000 | 3,844 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,068,000 | 5,147 |
| Mortgage-backed securities | $3,821,000 | 4,309 |
| Certificates of participation in pools of residential mortgages | $3,821,000 | 3,809 |
| Issued or guaranteed by U.S. | $3,821,000 | 3,805 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $529,000 | 2,070 |
| Available-for-sale securities (fair market value) | $16,494,000 | 4,478 |
| Total debt securities | $17,021,000 | 4,758 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,011 |
| Fair value | $2,999,000 | 995 |
| 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 | $17,574,000 | 4,708 |
| U.S. Government securities | $12,731,000 | 4,313 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,731,000 | 4,207 |
| Securities issued by states & political subdivisions | $4,843,000 | 3,794 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,147,000 | 5,146 |
| Mortgage-backed securities | $4,201,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $4,201,000 | 3,715 |
| Issued or guaranteed by U.S. | $4,201,000 | 3,712 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $529,000 | 2,095 |
| Available-for-sale securities (fair market value) | $17,045,000 | 4,387 |
| Total debt securities | $17,574,000 | 4,679 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,049 |
| Fair value | $3,003,000 | 1,040 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $16,340,000 | 4,897 |
| U.S. Government securities | $13,264,000 | 4,339 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,264,000 | 4,242 |
| Securities issued by states & political subdivisions | $3,076,000 | 4,244 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,239,000 | 3,844 |
| Mortgage-backed securities | $4,635,000 | 4,288 |
| Certificates of participation in pools of residential mortgages | $4,635,000 | 3,773 |
| Issued or guaranteed by U.S. | $4,635,000 | 3,771 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $529,000 | 2,137 |
| Available-for-sale securities (fair market value) | $15,811,000 | 4,586 |
| Total debt securities | $16,340,000 | 4,865 |
| Structured notes | ||
| Amortized cost | $3,994,000 | 942 |
| Fair value | $4,001,000 | 932 |
| 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 | $14,721,000 | 5,090 |
| U.S. Government securities | $11,662,000 | 4,629 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,662,000 | 4,541 |
| Securities issued by states & political subdivisions | $3,059,000 | 4,206 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,535,000 | 5,118 |
| Mortgage-backed securities | $5,029,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $5,029,000 | 3,695 |
| Issued or guaranteed by U.S. | $5,029,000 | 3,694 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $529,000 | 2,159 |
| Available-for-sale securities (fair market value) | $14,192,000 | 4,766 |
| Total debt securities | $14,721,000 | 5,059 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 1,276 |
| Fair value | $3,003,000 | 1,259 |
| 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 | $15,038,000 | 5,124 |
| U.S. Government securities | $12,043,000 | 4,667 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,043,000 | 4,569 |
| Securities issued by states & political subdivisions | $2,995,000 | 4,155 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,229,000 | 5,266 |
| Mortgage-backed securities | $5,403,000 | 4,200 |
| Certificates of participation in pools of residential mortgages | $5,403,000 | 3,605 |
| Issued or guaranteed by U.S. | $5,403,000 | 3,600 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $529,000 | 2,203 |
| Available-for-sale securities (fair market value) | $14,509,000 | 4,774 |
| Total debt securities | $15,040,000 | 5,098 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 1,798 |
| Fair value | $1,980,000 | 1,785 |
| 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 | $15,867,000 | 5,001 |
| U.S. Government securities | $12,916,000 | 4,503 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,916,000 | 4,413 |
| Securities issued by states & political subdivisions | $2,951,000 | 4,143 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,300,000 | 4,999 |
| Mortgage-backed securities | $5,811,000 | 4,079 |
| Certificates of participation in pools of residential mortgages | $5,811,000 | 3,437 |
| Issued or guaranteed by U.S. | $5,811,000 | 3,435 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $529,000 | 2,302 |
| Available-for-sale securities (fair market value) | $15,338,000 | 4,626 |
| Total debt securities | $15,869,000 | 4,978 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $995,000 | 2,332 |
| 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 | $17,101,000 | 4,816 |
| U.S. Government securities | $14,132,000 | 4,274 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,132,000 | 4,176 |
| Securities issued by states & political subdivisions | $2,969,000 | 4,107 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,395,000 | 4,978 |
| Mortgage-backed securities | $6,244,000 | 3,956 |
| Certificates of participation in pools of residential mortgages | $6,244,000 | 3,281 |
| Issued or guaranteed by U.S. | $6,244,000 | 3,278 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $530,000 | 2,322 |
| Available-for-sale securities (fair market value) | $16,571,000 | 4,480 |
| Total debt securities | $17,101,000 | 4,788 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,566 |
| Fair value | $2,501,000 | 1,597 |
| 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 | $16,003,000 | 5,019 |
| U.S. Government securities | $12,642,000 | 4,623 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,642,000 | 4,504 |
| Securities issued by states & political subdivisions | $3,361,000 | 3,941 |
| 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 | $2,747,000 | 4,913 |
| Mortgage-backed securities | $5,490,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $5,490,000 | 3,414 |
| Issued or guaranteed by U.S. | $5,490,000 | 3,405 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $530,000 | 2,352 |
| Available-for-sale securities (fair market value) | $15,473,000 | 4,649 |
| Total debt securities | $16,002,000 | 4,986 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,790 |
| Fair value | $2,491,000 | 1,829 |
| 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 | $13,450,000 | 5,309 |
| U.S. Government securities | $10,221,000 | 4,989 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,221,000 | 4,872 |
| Securities issued by states & political subdivisions | $3,229,000 | 3,941 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,722,000 | 4,928 |
| Mortgage-backed securities | $3,641,000 | 4,388 |
| Certificates of participation in pools of residential mortgages | $3,641,000 | 3,796 |
| Issued or guaranteed by U.S. | $3,641,000 | 3,786 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,030,000 | 2,133 |
| Available-for-sale securities (fair market value) | $12,420,000 | 5,016 |
| Total debt securities | $13,448,000 | 5,273 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $953,000 | 2,667 |
| 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 | $17,148,000 | 4,757 |
| U.S. Government securities | $13,948,000 | 4,216 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,948,000 | 4,097 |
| Securities issued by states & political subdivisions | $3,200,000 | 3,958 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,758,000 | 4,948 |
| Mortgage-backed securities | $3,784,000 | 4,293 |
| Certificates of participation in pools of residential mortgages | $3,784,000 | 3,664 |
| Issued or guaranteed by U.S. | $3,784,000 | 3,653 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,030,000 | 2,158 |
| Available-for-sale securities (fair market value) | $16,118,000 | 4,473 |
| Total debt securities | $17,142,000 | 4,727 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $977,000 | 2,491 |
| 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 | $17,509,000 | 4,648 |
| U.S. Government securities | $16,979,000 | 3,779 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $16,979,000 | 3,676 |
| Securities issued by states & political subdivisions | $530,000 | 5,219 |
| 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 | $5,880,000 | 4,010 |
| Mortgage-backed securities | $6,334,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $6,334,000 | 3,002 |
| Issued or guaranteed by U.S. | $6,334,000 | 2,993 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,030,000 | 2,198 |
| Available-for-sale securities (fair market value) | $16,479,000 | 4,375 |
| Total debt securities | $17,509,000 | 4,607 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,860 |
| Fair value | $2,014,000 | 1,904 |
| 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 | $17,284,000 | 4,711 |
| U.S. Government securities | $17,284,000 | 3,791 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $17,284,000 | 3,696 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,202,000 | 3,988 |
| Mortgage-backed securities | $5,727,000 | 3,866 |
| Certificates of participation in pools of residential mortgages | $5,727,000 | 3,185 |
| Issued or guaranteed by U.S. | $5,727,000 | 3,176 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $500,000 | 2,533 |
| Available-for-sale securities (fair market value) | $16,784,000 | 4,359 |
| Total debt securities | $17,284,000 | 4,673 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,150 |
| Fair value | $5,014,000 | 1,188 |
| 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 | $13,328,000 | 5,251 |
| U.S. Government securities | $13,328,000 | 4,397 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $13,328,000 | 4,281 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,370,000 | 4,020 |
| Mortgage-backed securities | $4,860,000 | 4,129 |
| Certificates of participation in pools of residential mortgages | $4,860,000 | 3,496 |
| Issued or guaranteed by U.S. | $4,860,000 | 3,487 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,500,000 | 2,142 |
| Available-for-sale securities (fair market value) | $11,828,000 | 5,031 |
| Total debt securities | $13,327,000 | 5,211 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $973,000 | 2,456 |
| 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 | $13,079,000 | 5,285 |
| U.S. Government securities | $13,079,000 | 4,424 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $13,079,000 | 4,333 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,250,000 | 4,075 |
| Mortgage-backed securities | $5,126,000 | 4,124 |
| Certificates of participation in pools of residential mortgages | $5,126,000 | 3,497 |
| Issued or guaranteed by U.S. | $5,126,000 | 3,487 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $6,500,000 | 1,358 |
| Available-for-sale securities (fair market value) | $6,579,000 | 5,900 |
| Total debt securities | $13,080,000 | 5,241 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $959,000 | 2,205 |
| 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 | $13,434,000 | 5,278 |
| U.S. Government securities | $13,434,000 | 4,379 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,434,000 | 4,284 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $690,000 | 6,066 |
| Mortgage-backed securities | $5,435,000 | 4,122 |
| Certificates of participation in pools of residential mortgages | $5,435,000 | 3,524 |
| Issued or guaranteed by U.S. | $5,435,000 | 3,513 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $7,999,000 | 1,279 |
| Available-for-sale securities (fair market value) | $5,435,000 | 6,180 |
| Total debt securities | $13,434,000 | 5,232 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $13,616,000 | 5,250 |
| U.S. Government securities | $13,616,000 | 4,352 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,616,000 | 4,249 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,206 |
| Mortgage-backed securities | $5,617,000 | 4,146 |
| Certificates of participation in pools of residential mortgages | $5,617,000 | 3,538 |
| Issued or guaranteed by U.S. | $5,617,000 | 3,525 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $7,999,000 | 1,301 |
| Available-for-sale securities (fair market value) | $5,617,000 | 6,148 |
| Total debt securities | $13,616,000 | 5,206 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $6,000,000 | 6,661 |
| U.S. Government securities | $6,000,000 | 6,032 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,000,000 | 5,953 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,254 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000,000 | 1,515 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $6,000,000 | 6,621 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $5,500,000 | 6,823 |
| U.S. Government securities | $5,500,000 | 6,257 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,500,000 | 6,172 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,298 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,500,000 | 1,562 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $5,500,000 | 6,786 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,500,000 | 7,020 |
| U.S. Government securities | $4,500,000 | 6,541 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,500,000 | 6,446 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,500,000 | 1,714 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $4,500,000 | 6,974 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $7,000,000 | 6,536 |
| U.S. Government securities | $7,000,000 | 5,863 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,000,000 | 5,779 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,000,000 | 1,397 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $7,000,000 | 6,474 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $8,000,000 | 6,352 |
| U.S. Government securities | $8,000,000 | 5,598 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,000,000 | 5,511 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,000,000 | 1,313 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $8,000,000 | 6,282 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $6,500,000 | 6,743 |
| U.S. Government securities | $6,500,000 | 6,154 |
| U.S. Treasury securities | $1,000,000 | 756 |
| U.S. Government agency obligations | $5,500,000 | 6,335 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,500,000 | 1,515 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $6,500,000 | 6,686 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $5,498,000 | 7,033 |
| U.S. Government securities | $5,498,000 | 6,544 |
| U.S. Treasury securities | $998,000 | 795 |
| U.S. Government agency obligations | $4,500,000 | 6,714 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,498,000 | 1,678 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $5,498,000 | 6,982 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $4,989,000 | 7,184 |
| U.S. Government securities | $4,989,000 | 6,724 |
| U.S. Treasury securities | $997,000 | 869 |
| U.S. Government agency obligations | $3,992,000 | 6,882 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,989,000 | 1,770 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $4,989,000 | 7,139 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,964,000 | 7,242 |
| U.S. Government securities | $4,964,000 | 6,783 |
| U.S. Treasury securities | $996,000 | 950 |
| U.S. Government agency obligations | $3,968,000 | 6,926 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,964,000 | 1,810 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $4,964,000 | 7,196 |
| 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 | $6,927,000 | 6,823 |
| U.S. Government securities | $6,927,000 | 6,241 |
| U.S. Treasury securities | $2,983,000 | 613 |
| U.S. Government agency obligations | $3,944,000 | 7,000 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,927,000 | 1,582 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $6,927,000 | 6,771 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,877,000 | 7,379 |
| U.S. Government securities | $4,877,000 | 6,925 |
| U.S. Treasury securities | $2,957,000 | 660 |
| U.S. Government agency obligations | $1,920,000 | 7,682 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,877,000 | 1,908 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $4,877,000 | 7,327 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $0 | 8,539 |
| U.S. Government securities | $0 | 8,430 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $0 | 8,496 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |