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NEW FRONTIER BANK, Securities
| 2023-12-31 | Rank | |
| Total securities | $22,728,000 | 3,473 |
| U.S. Government securities | $6,883,000 | 3,826 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $6,883,000 | 3,493 |
| Securities issued by states & political subdivisions | $6,488,000 | 2,766 |
| Other domestic debt securities | $9,357,000 | 1,064 |
| Privately issued residential mortgage-backed securities | $2,281,000 | 447 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,760,000 | 443 |
| Structured financial products - Total | $993,000 | 559 |
| Other domestic debt securities - All other | $1,905,000 | 1,368 |
| 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 | $4,479,000 | 3,399 |
| Mortgage-backed securities | $11,238,000 | 2,493 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $408,000 | 3,399 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,456,000 | 1,621 |
| Privately issued | $2,281,000 | 341 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $292,000 | 1,466 |
| Other commercial mortgage-backed securities | $4,801,000 | 722 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $22,728,000 | 3,225 |
| Total debt securities | $22,728,000 | 3,450 |
| 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 | $22,474,000 | 3,491 |
| U.S. Government securities | $6,903,000 | 3,835 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $6,903,000 | 3,497 |
| Securities issued by states & political subdivisions | $6,172,000 | 2,811 |
| Other domestic debt securities | $9,399,000 | 1,047 |
| Privately issued residential mortgage-backed securities | $2,253,000 | 424 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,831,000 | 418 |
| Structured financial products - Total | $1,001,000 | 549 |
| Other domestic debt securities - All other | $1,890,000 | 1,360 |
| 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 | $4,233,000 | 3,403 |
| Mortgage-backed securities | $11,154,000 | 2,468 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $389,000 | 3,419 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,439,000 | 1,594 |
| Privately issued | $2,253,000 | 326 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $310,000 | 1,441 |
| Other commercial mortgage-backed securities | $4,763,000 | 705 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $22,474,000 | 3,235 |
| Total debt securities | $22,472,000 | 3,470 |
| 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 | $0 | 4,512 |
| U.S. Government securities | $1,000 | 4,421 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $129,683,000 | 825 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $15 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | $1,193,000 | 200 |
| Equity securities | $98 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $60 | 3,911 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $24,115,000 | 3,550 |
| U.S. Government securities | $8,469,000 | 3,839 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $8,469,000 | 3,426 |
| Securities issued by states & political subdivisions | $6,419,000 | 2,887 |
| Other domestic debt securities | $9,227,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $2,386,000 | 445 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,954,000 | 412 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,946,000 | 1,401 |
| 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 | $4,418,000 | 3,320 |
| Mortgage-backed securities | $13,364,000 | 2,434 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $417,000 | 3,470 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,793,000 | 1,594 |
| Privately issued | $2,386,000 | 336 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $443,000 | 1,408 |
| Other commercial mortgage-backed securities | $6,325,000 | 644 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $24,115,000 | 3,283 |
| Total debt securities | $24,115,000 | 3,525 |
| 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 | $24,282,000 | 3,567 |
| U.S. Government securities | $7,592,000 | 3,930 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $7,592,000 | 3,501 |
| Securities issued by states & political subdivisions | $6,311,000 | 2,939 |
| Other domestic debt securities | $10,379,000 | 1,075 |
| Privately issued residential mortgage-backed securities | $2,404,000 | 461 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,104,000 | 406 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,946,000 | 1,423 |
| 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 | $4,352,000 | 3,264 |
| Mortgage-backed securities | $13,470,000 | 2,450 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $411,000 | 3,501 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,833,000 | 1,605 |
| Privately issued | $2,404,000 | 334 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $516,000 | 1,356 |
| Other commercial mortgage-backed securities | $6,306,000 | 647 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $24,282,000 | 3,302 |
| Total debt securities | $24,283,000 | 3,545 |
| 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 | $24,095,000 | 3,588 |
| U.S. Government securities | $7,866,000 | 3,929 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $7,866,000 | 3,489 |
| Securities issued by states & political subdivisions | $6,624,000 | 2,914 |
| Other domestic debt securities | $9,605,000 | 1,072 |
| Privately issued residential mortgage-backed securities | $2,431,000 | 447 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,286,000 | 396 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $1,947,000 | 1,427 |
| 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 | $3,798,000 | 3,299 |
| Mortgage-backed securities | $12,747,000 | 2,507 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $407,000 | 3,518 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,978,000 | 1,592 |
| Privately issued | $2,431,000 | 334 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $574,000 | 1,353 |
| Other commercial mortgage-backed securities | $5,357,000 | 721 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $24,095,000 | 3,314 |
| Total debt securities | $24,095,000 | 3,567 |
| 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 | $25,224,000 | 3,576 |
| U.S. Government securities | $8,417,000 | 3,895 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $8,417,000 | 3,477 |
| Securities issued by states & political subdivisions | $6,947,000 | 2,945 |
| Other domestic debt securities | $9,860,000 | 1,009 |
| Privately issued residential mortgage-backed securities | $2,590,000 | 440 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,363,000 | 403 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $1,965,000 | 1,414 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,041,000 | 3,291 |
| Mortgage-backed securities | $13,366,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $437,000 | 3,632 |
| Issued or guaranteed by U.S. | $437,000 | 3,543 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $6,853,000 | 1,411 |
| CMOs issued by government agencies or sponsored agencies | $4,263,000 | 1,585 |
| Privately issued | $2,590,000 | 323 |
| Commercial mortgage-backed securities | $6,076,000 | 1,087 |
| Commercial mortgage pass-through securities | $647,000 | 1,332 |
| Other commercial mortgage-backed securities | $5,429,000 | 786 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $25,224,000 | 3,321 |
| Total debt securities | $25,224,000 | 3,559 |
| 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 | $25,789,000 | 3,508 |
| U.S. Government securities | $9,018,000 | 3,789 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $9,018,000 | 3,408 |
| Securities issued by states & political subdivisions | $7,339,000 | 2,915 |
| Other domestic debt securities | $9,432,000 | 996 |
| Privately issued residential mortgage-backed securities | $1,932,000 | 445 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,517,000 | 408 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $1,978,000 | 1,395 |
| 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 | $3,595,000 | 3,321 |
| Mortgage-backed securities | $13,427,000 | 2,534 |
| Certificates of participation in pools of residential mortgages | $461,000 | 3,642 |
| Issued or guaranteed by U.S. | $461,000 | 3,556 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $6,585,000 | 1,446 |
| CMOs issued by government agencies or sponsored agencies | $4,653,000 | 1,559 |
| Privately issued | $1,932,000 | 320 |
| Commercial mortgage-backed securities | $6,381,000 | 1,065 |
| Commercial mortgage pass-through securities | $749,000 | 1,294 |
| Other commercial mortgage-backed securities | $5,632,000 | 754 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $25,789,000 | 3,287 |
| Total debt securities | $25,789,000 | 3,487 |
| 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 | $24,049,000 | 3,508 |
| U.S. Government securities | $9,892,000 | 3,613 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $9,892,000 | 3,317 |
| Securities issued by states & political subdivisions | $7,219,000 | 2,964 |
| Other domestic debt securities | $6,938,000 | 1,133 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,650,000 | 416 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,018,000 | 1,313 |
| 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 | $3,965,000 | 3,284 |
| Mortgage-backed securities | $11,557,000 | 2,648 |
| Certificates of participation in pools of residential mortgages | $509,000 | 3,640 |
| Issued or guaranteed by U.S. | $509,000 | 3,551 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,222,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $5,222,000 | 1,490 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $5,826,000 | 1,091 |
| Commercial mortgage pass-through securities | $807,000 | 1,275 |
| Other commercial mortgage-backed securities | $5,019,000 | 779 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $24,049,000 | 3,302 |
| Total debt securities | $24,049,000 | 3,486 |
| 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 | $24,113,000 | 3,456 |
| U.S. Government securities | $10,567,000 | 3,502 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $10,567,000 | 3,264 |
| Securities issued by states & political subdivisions | $6,991,000 | 2,981 |
| Other domestic debt securities | $6,555,000 | 1,106 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,766,000 | 412 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,023,000 | 1,249 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,537,000 | 3,212 |
| Mortgage-backed securities | $11,676,000 | 2,659 |
| Certificates of participation in pools of residential mortgages | $517,000 | 3,677 |
| Issued or guaranteed by U.S. | $517,000 | 3,596 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $5,727,000 | 1,500 |
| CMOs issued by government agencies or sponsored agencies | $5,727,000 | 1,454 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $5,432,000 | 1,127 |
| Commercial mortgage pass-through securities | $895,000 | 1,269 |
| Other commercial mortgage-backed securities | $4,537,000 | 813 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $24,113,000 | 3,259 |
| Total debt securities | $24,113,000 | 3,435 |
| 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 | $24,826,000 | 3,405 |
| U.S. Government securities | $12,481,000 | 3,326 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $12,481,000 | 3,097 |
| Securities issued by states & political subdivisions | $6,497,000 | 3,024 |
| Other domestic debt securities | $5,848,000 | 1,120 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,839,000 | 416 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $2,279,000 | 1,140 |
| 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 | $4,691,000 | 3,189 |
| Mortgage-backed securities | $12,453,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $526,000 | 3,690 |
| Issued or guaranteed by U.S. | $526,000 | 3,601 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $6,139,000 | 1,407 |
| CMOs issued by government agencies or sponsored agencies | $6,139,000 | 1,362 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $5,788,000 | 1,078 |
| Commercial mortgage pass-through securities | $902,000 | 1,266 |
| Other commercial mortgage-backed securities | $4,886,000 | 773 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $24,826,000 | 3,210 |
| Total debt securities | $24,826,000 | 3,382 |
| 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 | $25,223,000 | 3,293 |
| U.S. Government securities | $12,927,000 | 3,189 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $12,927,000 | 3,006 |
| Securities issued by states & political subdivisions | $6,421,000 | 3,015 |
| Other domestic debt securities | $5,875,000 | 1,069 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,898,000 | 409 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $2,256,000 | 1,081 |
| 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 | $4,904,000 | 3,147 |
| Mortgage-backed securities | $12,852,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $515,000 | 3,691 |
| Issued or guaranteed by U.S. | $515,000 | 3,601 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $6,565,000 | 1,329 |
| CMOs issued by government agencies or sponsored agencies | $6,565,000 | 1,281 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $5,772,000 | 1,043 |
| Commercial mortgage pass-through securities | $892,000 | 1,255 |
| Other commercial mortgage-backed securities | $4,880,000 | 733 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $25,223,000 | 3,100 |
| Total debt securities | $25,223,000 | 3,271 |
| 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 | $20,011,000 | 3,431 |
| U.S. Government securities | $10,299,000 | 3,257 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $10,299,000 | 3,105 |
| Securities issued by states & political subdivisions | $5,811,000 | 3,085 |
| Other domestic debt securities | $3,901,000 | 1,199 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $892,000 | 473 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $2,257,000 | 1,042 |
| 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 | $4,639,000 | 3,179 |
| Mortgage-backed securities | $10,200,000 | 2,631 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,769,000 | 1,433 |
| CMOs issued by government agencies or sponsored agencies | $5,769,000 | 1,388 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $4,431,000 | 1,110 |
| Commercial mortgage pass-through securities | $936,000 | 1,201 |
| Other commercial mortgage-backed securities | $3,495,000 | 798 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $20,011,000 | 3,217 |
| Total debt securities | $20,011,000 | 3,407 |
| 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 | $19,518,000 | 3,380 |
| U.S. Government securities | $10,641,000 | 3,194 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $10,641,000 | 3,055 |
| Securities issued by states & political subdivisions | $5,944,000 | 2,973 |
| Other domestic debt securities | $2,933,000 | 1,282 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $441,000 | 482 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,751,000 | 1,110 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,123,000 | 3,143 |
| Mortgage-backed securities | $10,482,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,039,000 | 1,431 |
| CMOs issued by government agencies or sponsored agencies | $6,039,000 | 1,393 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $4,443,000 | 1,082 |
| Commercial mortgage pass-through securities | $951,000 | 1,181 |
| Other commercial mortgage-backed securities | $3,492,000 | 775 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $19,518,000 | 3,168 |
| Total debt securities | $19,518,000 | 3,357 |
| 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 | $19,218,000 | 3,354 |
| U.S. Government securities | $10,875,000 | 3,163 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $10,875,000 | 3,018 |
| Securities issued by states & political subdivisions | $6,408,000 | 2,857 |
| Other domestic debt securities | $1,935,000 | 1,371 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $448,000 | 432 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $751,000 | 1,323 |
| 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 | $5,098,000 | 3,184 |
| Mortgage-backed securities | $10,680,000 | 2,574 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,221,000 | 1,457 |
| CMOs issued by government agencies or sponsored agencies | $6,221,000 | 1,419 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,459,000 | 1,061 |
| Commercial mortgage pass-through securities | $961,000 | 1,174 |
| Other commercial mortgage-backed securities | $3,498,000 | 749 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $19,218,000 | 3,147 |
| Total debt securities | $19,218,000 | 3,331 |
| 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 | $17,864,000 | 3,439 |
| U.S. Government securities | $10,649,000 | 3,238 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,649,000 | 3,096 |
| Securities issued by states & political subdivisions | $5,570,000 | 2,909 |
| Other domestic debt securities | $1,645,000 | 1,383 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $481,000 | 410 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $443,000 | 1,378 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,577,000 | 3,234 |
| Mortgage-backed securities | $9,386,000 | 2,708 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $6,025,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $6,025,000 | 1,463 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,361,000 | 1,153 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $3,361,000 | 739 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $17,864,000 | 3,211 |
| Total debt securities | $17,864,000 | 3,414 |
| 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 | $18,202,000 | 3,471 |
| U.S. Government securities | $10,970,000 | 3,294 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $10,970,000 | 3,136 |
| Securities issued by states & political subdivisions | $6,015,000 | 2,824 |
| Other domestic debt securities | $1,217,000 | 1,450 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $711,000 | 162 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $506,000 | 1,271 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,084,000 | 3,200 |
| Mortgage-backed securities | $9,601,000 | 2,648 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,144,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $6,144,000 | 1,442 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,457,000 | 1,124 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $3,457,000 | 699 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $18,202,000 | 3,237 |
| Total debt securities | $18,202,000 | 3,447 |
| 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 | $12,564,000 | 3,923 |
| U.S. Government securities | $6,761,000 | 3,826 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $6,761,000 | 3,662 |
| Securities issued by states & political subdivisions | $5,803,000 | 2,889 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,237,000 | 3,237 |
| Mortgage-backed securities | $4,582,000 | 3,195 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,829,000 | 1,954 |
| CMOs issued by government agencies or sponsored agencies | $2,829,000 | 1,908 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,753,000 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $1,753,000 | 846 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $12,564,000 | 3,668 |
| Total debt securities | $12,564,000 | 3,901 |
| 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 | $13,215,000 | 3,929 |
| U.S. Government securities | $6,083,000 | 3,969 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,083,000 | 3,814 |
| Securities issued by states & political subdivisions | $7,132,000 | 2,735 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,606,000 | 3,228 |
| Mortgage-backed securities | $4,806,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,734,000 | 1,949 |
| CMOs issued by government agencies or sponsored agencies | $2,734,000 | 1,898 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,072,000 | 1,282 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $2,072,000 | 782 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $13,215,000 | 3,666 |
| Total debt securities | $13,215,000 | 3,907 |
| 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 | $11,656,000 | 4,115 |
| U.S. Government securities | $4,613,000 | 4,223 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,613,000 | 4,062 |
| Securities issued by states & political subdivisions | $7,043,000 | 2,802 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,034,000 | 3,230 |
| Mortgage-backed securities | $3,299,000 | 3,423 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,269,000 | 2,286 |
| CMOs issued by government agencies or sponsored agencies | $1,269,000 | 2,236 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $2,030,000 | 1,219 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $2,030,000 | 708 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $11,656,000 | 3,847 |
| Total debt securities | $11,656,000 | 4,094 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $12,159,000 | 4,113 |
| U.S. Government securities | $4,720,000 | 4,236 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,720,000 | 4,088 |
| Securities issued by states & political subdivisions | $7,439,000 | 2,809 |
| 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 | $5,924,000 | 3,261 |
| Mortgage-backed securities | $3,281,000 | 3,439 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,298,000 | 2,286 |
| CMOs issued by government agencies or sponsored agencies | $1,298,000 | 2,236 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,983,000 | 1,207 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $1,983,000 | 697 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $12,159,000 | 3,839 |
| Total debt securities | $12,159,000 | 4,092 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $12,624,000 | 4,123 |
| U.S. Government securities | $5,248,000 | 4,218 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,248,000 | 4,074 |
| Securities issued by states & political subdivisions | $7,376,000 | 2,850 |
| 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 | $4,811,000 | 3,487 |
| Mortgage-backed securities | $3,257,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,303,000 | 2,283 |
| CMOs issued by government agencies or sponsored agencies | $1,303,000 | 2,232 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,954,000 | 1,192 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $1,954,000 | 698 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $12,624,000 | 3,845 |
| Total debt securities | $12,624,000 | 4,101 |
| 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 | $12,881,000 | 4,160 |
| U.S. Government securities | $5,439,000 | 4,232 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,439,000 | 4,080 |
| Securities issued by states & political subdivisions | $7,442,000 | 2,892 |
| 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 | $4,744,000 | 3,530 |
| Mortgage-backed securities | $3,373,000 | 3,500 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,400,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $1,400,000 | 2,214 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,973,000 | 1,163 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,973,000 | 685 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $12,881,000 | 3,885 |
| Total debt securities | $12,881,000 | 4,137 |
| 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 | $13,009,000 | 4,200 |
| U.S. Government securities | $5,533,000 | 4,278 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,533,000 | 4,133 |
| Securities issued by states & political subdivisions | $7,476,000 | 2,927 |
| 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 | $4,763,000 | 3,574 |
| Mortgage-backed securities | $3,420,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,441,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $1,441,000 | 2,194 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,979,000 | 1,031 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,979,000 | 668 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $13,009,000 | 3,914 |
| Total debt securities | $13,009,000 | 4,176 |
| 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 | $13,399,000 | 4,223 |
| U.S. Government securities | $5,734,000 | 4,298 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,734,000 | 4,159 |
| Securities issued by states & political subdivisions | $7,665,000 | 2,964 |
| 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 | $4,500,000 | 3,674 |
| Mortgage-backed securities | $3,597,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,561,000 | 2,204 |
| CMOs issued by government agencies or sponsored agencies | $1,561,000 | 2,143 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,036,000 | 1,006 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $2,036,000 | 633 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $13,399,000 | 3,937 |
| Total debt securities | $13,399,000 | 4,201 |
| 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 | $17,568,000 | 3,932 |
| U.S. Government securities | $9,442,000 | 3,810 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $9,442,000 | 3,665 |
| Securities issued by states & political subdivisions | $8,126,000 | 2,936 |
| 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 | $4,902,000 | 3,663 |
| Mortgage-backed securities | $8,441,000 | 2,881 |
| Certificates of participation in pools of residential mortgages | $3,401,000 | 3,166 |
| Issued or guaranteed by U.S. | $3,401,000 | 3,162 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,040,000 | 1,559 |
| CMOs issued by government agencies or sponsored agencies | $5,040,000 | 1,508 |
| 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) | $17,568,000 | 3,639 |
| Total debt securities | $17,568,000 | 3,906 |
| 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 | $18,046,000 | 3,954 |
| U.S. Government securities | $9,890,000 | 3,807 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,890,000 | 3,675 |
| Securities issued by states & political subdivisions | $8,156,000 | 2,973 |
| 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 | $4,700,000 | 3,719 |
| Mortgage-backed securities | $8,889,000 | 2,861 |
| Certificates of participation in pools of residential mortgages | $3,582,000 | 3,166 |
| Issued or guaranteed by U.S. | $3,582,000 | 3,162 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,307,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $5,307,000 | 1,493 |
| 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) | $18,046,000 | 3,652 |
| Total debt securities | $18,046,000 | 3,927 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $18,368,000 | 3,974 |
| U.S. Government securities | $10,243,000 | 3,813 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $10,243,000 | 3,671 |
| Securities issued by states & political subdivisions | $8,125,000 | 3,012 |
| 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 | $4,693,000 | 3,744 |
| Mortgage-backed securities | $9,242,000 | 2,865 |
| Certificates of participation in pools of residential mortgages | $3,763,000 | 3,194 |
| Issued or guaranteed by U.S. | $3,763,000 | 3,191 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,479,000 | 1,517 |
| CMOs issued by government agencies or sponsored agencies | $5,479,000 | 1,459 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $18,368,000 | 3,665 |
| Total debt securities | $18,368,000 | 3,946 |
| 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 | $19,462,000 | 3,901 |
| U.S. Government securities | $11,285,000 | 3,694 |
| U.S. Treasury securities | $402,000 | 1,268 |
| U.S. Government agency obligations | $10,883,000 | 3,593 |
| Securities issued by states & political subdivisions | $8,177,000 | 3,036 |
| 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 | $4,499,000 | 3,811 |
| Mortgage-backed securities | $9,682,000 | 2,812 |
| Certificates of participation in pools of residential mortgages | $3,929,000 | 3,175 |
| Issued or guaranteed by U.S. | $3,929,000 | 3,170 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,753,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $5,753,000 | 1,417 |
| 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) | $19,462,000 | 3,588 |
| Total debt securities | $19,462,000 | 3,875 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $19,780,000 | 3,881 |
| U.S. Government securities | $12,616,000 | 3,542 |
| U.S. Treasury securities | $403,000 | 1,118 |
| U.S. Government agency obligations | $12,213,000 | 3,474 |
| Securities issued by states & political subdivisions | $7,164,000 | 3,188 |
| 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 | $4,314,000 | 3,890 |
| Mortgage-backed securities | $10,504,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $4,317,000 | 3,130 |
| Issued or guaranteed by U.S. | $4,317,000 | 3,129 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,187,000 | 1,438 |
| CMOs issued by government agencies or sponsored agencies | $6,187,000 | 1,380 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $19,780,000 | 3,568 |
| Total debt securities | $19,780,000 | 3,856 |
| 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 | $18,622,000 | 4,030 |
| U.S. Government securities | $13,398,000 | 3,562 |
| U.S. Treasury securities | $404,000 | 1,155 |
| U.S. Government agency obligations | $12,994,000 | 3,476 |
| Securities issued by states & political subdivisions | $5,224,000 | 3,506 |
| 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 | $4,337,000 | 3,959 |
| Mortgage-backed securities | $11,280,000 | 2,707 |
| Certificates of participation in pools of residential mortgages | $5,501,000 | 2,956 |
| Issued or guaranteed by U.S. | $5,501,000 | 2,954 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,779,000 | 1,521 |
| CMOs issued by government agencies or sponsored agencies | $5,779,000 | 1,448 |
| 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) | $18,622,000 | 3,708 |
| Total debt securities | $18,622,000 | 4,010 |
| 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 | $16,537,000 | 4,257 |
| U.S. Government securities | $12,479,000 | 3,742 |
| U.S. Treasury securities | $403,000 | 1,194 |
| U.S. Government agency obligations | $12,076,000 | 3,669 |
| Securities issued by states & political subdivisions | $4,058,000 | 3,747 |
| 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 | $5,598,000 | 3,758 |
| Mortgage-backed securities | $10,367,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $4,329,000 | 3,172 |
| Issued or guaranteed by U.S. | $4,329,000 | 3,171 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,038,000 | 1,510 |
| CMOs issued by government agencies or sponsored agencies | $6,038,000 | 1,441 |
| 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) | $16,537,000 | 3,909 |
| Total debt securities | $16,537,000 | 4,233 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $19,256,000 | 4,091 |
| U.S. Government securities | $14,795,000 | 3,556 |
| U.S. Treasury securities | $403,000 | 1,265 |
| U.S. Government agency obligations | $14,392,000 | 3,465 |
| Securities issued by states & political subdivisions | $4,461,000 | 3,689 |
| 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 | $5,258,000 | 3,862 |
| Mortgage-backed securities | $12,189,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $5,915,000 | 2,890 |
| Issued or guaranteed by U.S. | $5,915,000 | 2,888 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,274,000 | 1,500 |
| CMOs issued by government agencies or sponsored agencies | $6,274,000 | 1,434 |
| 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) | $19,256,000 | 3,746 |
| Total debt securities | $19,256,000 | 4,065 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $20,613,000 | 4,062 |
| U.S. Government securities | $16,097,000 | 3,496 |
| U.S. Treasury securities | $406,000 | 1,194 |
| U.S. Government agency obligations | $15,691,000 | 3,425 |
| Securities issued by states & political subdivisions | $4,516,000 | 3,714 |
| 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 | $5,262,000 | 3,904 |
| Mortgage-backed securities | $12,977,000 | 2,591 |
| Certificates of participation in pools of residential mortgages | $6,293,000 | 2,863 |
| Issued or guaranteed by U.S. | $6,293,000 | 2,861 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,684,000 | 1,469 |
| CMOs issued by government agencies or sponsored agencies | $6,684,000 | 1,400 |
| 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) | $20,613,000 | 3,712 |
| Total debt securities | $20,613,000 | 4,036 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $21,733,000 | 4,060 |
| U.S. Government securities | $17,248,000 | 3,466 |
| U.S. Treasury securities | $406,000 | 1,233 |
| U.S. Government agency obligations | $16,842,000 | 3,400 |
| Securities issued by states & political subdivisions | $4,485,000 | 3,724 |
| 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 | $5,232,000 | 3,962 |
| Mortgage-backed securities | $13,629,000 | 2,591 |
| Certificates of participation in pools of residential mortgages | $6,631,000 | 2,896 |
| Issued or guaranteed by U.S. | $6,631,000 | 2,894 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,998,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $6,998,000 | 1,422 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $21,733,000 | 3,714 |
| Total debt securities | $21,733,000 | 4,038 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $20,927,000 | 4,165 |
| U.S. Government securities | $16,400,000 | 3,617 |
| U.S. Treasury securities | $406,000 | 1,221 |
| U.S. Government agency obligations | $15,994,000 | 3,553 |
| Securities issued by states & political subdivisions | $4,527,000 | 3,712 |
| 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 | $5,273,000 | 4,006 |
| Mortgage-backed securities | $12,777,000 | 2,718 |
| Certificates of participation in pools of residential mortgages | $5,329,000 | 3,151 |
| Issued or guaranteed by U.S. | $5,329,000 | 3,149 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $7,448,000 | 1,497 |
| CMOs issued by government agencies or sponsored agencies | $7,448,000 | 1,428 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $20,927,000 | 3,810 |
| Total debt securities | $20,927,000 | 4,135 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $22,134,000 | 4,122 |
| U.S. Government securities | $17,374,000 | 3,581 |
| U.S. Treasury securities | $404,000 | 1,251 |
| U.S. Government agency obligations | $16,970,000 | 3,502 |
| Securities issued by states & political subdivisions | $4,760,000 | 3,699 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,998,000 | 4,117 |
| Mortgage-backed securities | $13,265,000 | 2,714 |
| Certificates of participation in pools of residential mortgages | $5,542,000 | 3,174 |
| Issued or guaranteed by U.S. | $5,542,000 | 3,172 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,723,000 | 1,492 |
| CMOs issued by government agencies or sponsored agencies | $7,723,000 | 1,429 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $22,134,000 | 3,770 |
| Total debt securities | $22,134,000 | 4,098 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $20,598,000 | 4,318 |
| U.S. Government securities | $15,832,000 | 3,851 |
| U.S. Treasury securities | $405,000 | 1,272 |
| U.S. Government agency obligations | $15,427,000 | 3,757 |
| Securities issued by states & political subdivisions | $4,766,000 | 3,748 |
| 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 | $7,081,000 | 3,742 |
| Mortgage-backed securities | $12,215,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | $4,705,000 | 3,439 |
| Issued or guaranteed by U.S. | $4,705,000 | 3,437 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $7,510,000 | 1,531 |
| CMOs issued by government agencies or sponsored agencies | $7,510,000 | 1,456 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $20,598,000 | 3,958 |
| Total debt securities | $20,598,000 | 4,295 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $20,519,000 | 4,387 |
| U.S. Government securities | $15,746,000 | 3,899 |
| U.S. Treasury securities | $405,000 | 1,233 |
| U.S. Government agency obligations | $15,341,000 | 3,824 |
| Securities issued by states & political subdivisions | $4,773,000 | 3,779 |
| 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 | $7,084,000 | 3,766 |
| Mortgage-backed securities | $12,126,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | $4,197,000 | 3,610 |
| Issued or guaranteed by U.S. | $4,197,000 | 3,609 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,929,000 | 1,509 |
| CMOs issued by government agencies or sponsored agencies | $7,929,000 | 1,438 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $20,519,000 | 4,014 |
| Total debt securities | $20,519,000 | 4,365 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $18,968,000 | 4,559 |
| U.S. Government securities | $14,106,000 | 4,127 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $14,106,000 | 4,029 |
| Securities issued by states & political subdivisions | $4,862,000 | 3,782 |
| 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 | $6,972,000 | 3,826 |
| Mortgage-backed securities | $11,096,000 | 3,077 |
| Certificates of participation in pools of residential mortgages | $3,920,000 | 3,706 |
| Issued or guaranteed by U.S. | $3,920,000 | 3,706 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,176,000 | 1,575 |
| CMOs issued by government agencies or sponsored agencies | $7,176,000 | 1,509 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $18,968,000 | 4,179 |
| Total debt securities | $18,968,000 | 4,538 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $19,278,000 | 4,521 |
| U.S. Government securities | $14,402,000 | 4,083 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,402,000 | 3,983 |
| Securities issued by states & political subdivisions | $4,876,000 | 3,793 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,929,000 | 3,842 |
| Mortgage-backed securities | $11,395,000 | 3,034 |
| Certificates of participation in pools of residential mortgages | $4,038,000 | 3,682 |
| Issued or guaranteed by U.S. | $4,038,000 | 3,679 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,357,000 | 1,575 |
| CMOs issued by government agencies or sponsored agencies | $7,357,000 | 1,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $19,278,000 | 4,151 |
| Total debt securities | $19,278,000 | 4,502 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $20,054,000 | 4,487 |
| U.S. Government securities | $15,135,000 | 4,023 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,135,000 | 3,918 |
| Securities issued by states & political subdivisions | $4,919,000 | 3,791 |
| 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 | $5,048,000 | 4,251 |
| Mortgage-backed securities | $11,929,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $4,258,000 | 3,644 |
| Issued or guaranteed by U.S. | $4,258,000 | 3,640 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,671,000 | 1,555 |
| CMOs issued by government agencies or sponsored agencies | $7,671,000 | 1,481 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $20,054,000 | 4,127 |
| Total debt securities | $20,054,000 | 4,459 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $21,075,000 | 4,410 |
| U.S. Government securities | $16,131,000 | 3,907 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,131,000 | 3,816 |
| Securities issued by states & political subdivisions | $4,944,000 | 3,785 |
| 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 | $5,150,000 | 4,232 |
| Mortgage-backed securities | $12,433,000 | 2,963 |
| Certificates of participation in pools of residential mortgages | $4,485,000 | 3,594 |
| Issued or guaranteed by U.S. | $4,485,000 | 3,589 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,948,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $7,948,000 | 1,483 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $21,075,000 | 4,060 |
| Total debt securities | $21,075,000 | 4,376 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $22,494,000 | 4,288 |
| U.S. Government securities | $17,270,000 | 3,814 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $17,270,000 | 3,721 |
| Securities issued by states & political subdivisions | $5,224,000 | 3,734 |
| 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 | $5,328,000 | 4,220 |
| Mortgage-backed securities | $13,285,000 | 2,937 |
| Certificates of participation in pools of residential mortgages | $4,789,000 | 3,580 |
| Issued or guaranteed by U.S. | $4,789,000 | 3,576 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,496,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $8,496,000 | 1,478 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $22,494,000 | 3,965 |
| Total debt securities | $22,494,000 | 4,259 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $15,100,000 | 4,952 |
| U.S. Government securities | $9,688,000 | 4,738 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,688,000 | 4,644 |
| Securities issued by states & political subdivisions | $5,412,000 | 3,670 |
| 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 | $4,895,000 | 4,312 |
| Mortgage-backed securities | $8,194,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $4,004,000 | 3,762 |
| Issued or guaranteed by U.S. | $4,004,000 | 3,759 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,190,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $4,190,000 | 2,073 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $15,100,000 | 4,569 |
| Total debt securities | $15,100,000 | 4,915 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $14,061,000 | 5,145 |
| U.S. Government securities | $8,619,000 | 4,997 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,619,000 | 4,908 |
| Securities issued by states & political subdivisions | $5,442,000 | 3,643 |
| 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 | $3,856,000 | 4,658 |
| Mortgage-backed securities | $4,584,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $2,957,000 | 4,171 |
| Issued or guaranteed by U.S. | $2,957,000 | 4,169 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,627,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $1,627,000 | 2,756 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $14,061,000 | 4,757 |
| Total debt securities | $14,061,000 | 5,114 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $14,670,000 | 5,097 |
| U.S. Government securities | $11,400,000 | 4,683 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,400,000 | 4,590 |
| Securities issued by states & political subdivisions | $3,270,000 | 4,141 |
| 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 | $5,214,000 | 4,325 |
| Mortgage-backed securities | $7,104,000 | 3,890 |
| Certificates of participation in pools of residential mortgages | $2,689,000 | 4,288 |
| Issued or guaranteed by U.S. | $2,689,000 | 4,287 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,415,000 | 2,220 |
| CMOs issued by government agencies or sponsored agencies | $4,415,000 | 2,123 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $14,670,000 | 4,722 |
| Total debt securities | $14,670,000 | 5,067 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| 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 | $13,789,000 | 5,267 |
| U.S. Government securities | $11,895,000 | 4,693 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,895,000 | 4,597 |
| Securities issued by states & political subdivisions | $1,894,000 | 4,551 |
| 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 | $5,713,000 | 4,206 |
| Mortgage-backed securities | $7,079,000 | 3,932 |
| Certificates of participation in pools of residential mortgages | $2,960,000 | 4,213 |
| Issued or guaranteed by U.S. | $2,960,000 | 4,209 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,119,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $4,119,000 | 2,190 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $13,789,000 | 4,866 |
| Total debt securities | $13,789,000 | 5,240 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| 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 | $13,097,000 | 5,337 |
| U.S. Government securities | $10,383,000 | 4,880 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,383,000 | 4,780 |
| Securities issued by states & political subdivisions | $2,714,000 | 4,217 |
| 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 | $4,764,000 | 4,247 |
| Mortgage-backed securities | $5,553,000 | 4,122 |
| Certificates of participation in pools of residential mortgages | $3,215,000 | 4,067 |
| Issued or guaranteed by U.S. | $3,215,000 | 4,061 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,338,000 | 2,664 |
| CMOs issued by government agencies or sponsored agencies | $2,338,000 | 2,466 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $13,097,000 | 4,920 |
| Total debt securities | $13,097,000 | 5,306 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $13,829,000 | 5,210 |
| U.S. Government securities | $11,367,000 | 4,681 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,367,000 | 4,584 |
| Securities issued by states & political subdivisions | $2,462,000 | 4,281 |
| 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 | $5,180,000 | 4,143 |
| Mortgage-backed securities | $4,506,000 | 4,285 |
| Certificates of participation in pools of residential mortgages | $3,544,000 | 3,923 |
| Issued or guaranteed by U.S. | $3,544,000 | 3,910 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $962,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $962,000 | 2,900 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $13,829,000 | 4,788 |
| Total debt securities | $13,829,000 | 5,181 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $14,590,000 | 5,181 |
| U.S. Government securities | $12,142,000 | 4,703 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,142,000 | 4,589 |
| Securities issued by states & political subdivisions | $2,448,000 | 4,268 |
| 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 | $5,418,000 | 4,134 |
| Mortgage-backed securities | $4,770,000 | 4,203 |
| Certificates of participation in pools of residential mortgages | $3,761,000 | 3,836 |
| Issued or guaranteed by U.S. | $3,761,000 | 3,821 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,009,000 | 3,071 |
| CMOs issued by government agencies or sponsored agencies | $1,009,000 | 2,822 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $14,590,000 | 4,748 |
| Total debt securities | $14,590,000 | 5,149 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $12,550,000 | 5,443 |
| U.S. Government securities | $9,767,000 | 5,074 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,767,000 | 4,956 |
| Securities issued by states & political subdivisions | $2,783,000 | 4,105 |
| 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 | $5,216,000 | 4,166 |
| Mortgage-backed securities | $4,676,000 | 4,139 |
| Certificates of participation in pools of residential mortgages | $3,854,000 | 3,737 |
| Issued or guaranteed by U.S. | $3,854,000 | 3,728 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $822,000 | 3,103 |
| CMOs issued by government agencies or sponsored agencies | $822,000 | 2,841 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $12,550,000 | 5,000 |
| Total debt securities | $12,550,000 | 5,414 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $14,699,000 | 5,073 |
| U.S. Government securities | $10,501,000 | 4,780 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,501,000 | 4,658 |
| Securities issued by states & political subdivisions | $4,198,000 | 3,659 |
| 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 | $4,876,000 | 4,238 |
| Mortgage-backed securities | $5,141,000 | 3,972 |
| Certificates of participation in pools of residential mortgages | $4,269,000 | 3,537 |
| Issued or guaranteed by U.S. | $4,269,000 | 3,528 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $872,000 | 3,083 |
| CMOs issued by government agencies or sponsored agencies | $872,000 | 2,803 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $14,699,000 | 4,635 |
| Total debt securities | $14,699,000 | 5,035 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $14,265,000 | 5,067 |
| U.S. Government securities | $10,385,000 | 4,761 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,385,000 | 4,639 |
| Securities issued by states & political subdivisions | $3,880,000 | 3,663 |
| 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 | $4,679,000 | 4,346 |
| Mortgage-backed securities | $5,476,000 | 3,909 |
| Certificates of participation in pools of residential mortgages | $4,822,000 | 3,367 |
| Issued or guaranteed by U.S. | $4,822,000 | 3,361 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $654,000 | 3,190 |
| CMOs issued by government agencies or sponsored agencies | $654,000 | 2,884 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $14,265,000 | 4,629 |
| Total debt securities | $14,265,000 | 5,030 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $13,985,000 | 5,113 |
| U.S. Government securities | $10,092,000 | 4,904 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,092,000 | 4,791 |
| Securities issued by states & political subdivisions | $3,893,000 | 3,596 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,938,000 | 4,335 |
| Mortgage-backed securities | $5,426,000 | 3,924 |
| Certificates of participation in pools of residential mortgages | $4,756,000 | 3,408 |
| Issued or guaranteed by U.S. | $4,756,000 | 3,399 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $670,000 | 3,095 |
| CMOs issued by government agencies or sponsored agencies | $670,000 | 2,779 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $13,985,000 | 4,689 |
| Total debt securities | $13,985,000 | 5,083 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $11,811,000 | 5,491 |
| U.S. Government securities | $7,907,000 | 5,447 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,907,000 | 5,333 |
| Securities issued by states & political subdivisions | $3,904,000 | 3,581 |
| 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 | $5,403,000 | 4,277 |
| Mortgage-backed securities | $4,298,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $3,465,000 | 3,899 |
| Issued or guaranteed by U.S. | $3,465,000 | 3,891 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $833,000 | 2,975 |
| CMOs issued by government agencies or sponsored agencies | $833,000 | 2,649 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $11,811,000 | 5,037 |
| Total debt securities | $11,811,000 | 5,452 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $12,808,000 | 5,318 |
| U.S. Government securities | $8,575,000 | 5,255 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,575,000 | 5,155 |
| Securities issued by states & political subdivisions | $4,233,000 | 3,504 |
| 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 | $6,421,000 | 4,030 |
| Mortgage-backed securities | $3,685,000 | 4,481 |
| Certificates of participation in pools of residential mortgages | $2,639,000 | 4,262 |
| Issued or guaranteed by U.S. | $2,639,000 | 4,254 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,046,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $1,046,000 | 2,519 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $12,808,000 | 4,871 |
| Total debt securities | $12,808,000 | 5,274 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $16,204,000 | 4,904 |
| U.S. Government securities | $11,931,000 | 4,630 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,931,000 | 4,535 |
| Securities issued by states & political subdivisions | $4,273,000 | 3,479 |
| 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 | $7,194,000 | 3,879 |
| Mortgage-backed securities | $4,560,000 | 4,356 |
| Certificates of participation in pools of residential mortgages | $3,935,000 | 3,913 |
| Issued or guaranteed by U.S. | $3,935,000 | 3,904 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $625,000 | 3,101 |
| CMOs issued by government agencies or sponsored agencies | $625,000 | 2,752 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $16,204,000 | 4,473 |
| Total debt securities | $16,204,000 | 4,860 |
| 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 | $19,606,000 | 4,482 |
| U.S. Government securities | $15,381,000 | 4,061 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $15,381,000 | 3,972 |
| Securities issued by states & political subdivisions | $4,225,000 | 3,462 |
| 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 | $7,194,000 | 3,866 |
| Mortgage-backed securities | $5,112,000 | 4,263 |
| Certificates of participation in pools of residential mortgages | $3,062,000 | 4,276 |
| Issued or guaranteed by U.S. | $3,062,000 | 4,262 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,050,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $2,050,000 | 2,116 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $19,606,000 | 4,043 |
| Total debt securities | $19,606,000 | 4,441 |
| 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 | $17,830,000 | 4,695 |
| U.S. Government securities | $14,200,000 | 4,327 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $14,200,000 | 4,248 |
| Securities issued by states & political subdivisions | $3,630,000 | 3,583 |
| 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 | $5,216,000 | 4,399 |
| Mortgage-backed securities | $6,676,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $3,386,000 | 4,253 |
| Issued or guaranteed by U.S. | $3,386,000 | 4,240 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,290,000 | 2,154 |
| CMOs issued by government agencies or sponsored agencies | $3,290,000 | 1,800 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $17,830,000 | 4,238 |
| Total debt securities | $17,830,000 | 4,657 |
| 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 | $20,373,000 | 4,407 |
| U.S. Government securities | $16,776,000 | 3,983 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,776,000 | 3,909 |
| Securities issued by states & political subdivisions | $3,597,000 | 3,554 |
| 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 | $5,256,000 | 4,450 |
| Mortgage-backed securities | $10,487,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $6,667,000 | 3,330 |
| Issued or guaranteed by U.S. | $6,667,000 | 3,318 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,820,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $3,820,000 | 1,693 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $20,373,000 | 3,946 |
| Total debt securities | $20,373,000 | 4,369 |
| 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 | $20,704,000 | 4,305 |
| U.S. Government securities | $17,031,000 | 3,897 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $17,031,000 | 3,823 |
| Securities issued by states & political subdivisions | $3,673,000 | 3,500 |
| 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 | $5,089,000 | 4,500 |
| Mortgage-backed securities | $10,717,000 | 3,167 |
| Certificates of participation in pools of residential mortgages | $6,900,000 | 3,175 |
| Issued or guaranteed by U.S. | $6,900,000 | 3,164 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,817,000 | 1,921 |
| CMOs issued by government agencies or sponsored agencies | $3,817,000 | 1,601 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $20,704,000 | 3,835 |
| Total debt securities | $20,704,000 | 4,273 |
| 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 | $21,207,000 | 4,290 |
| U.S. Government securities | $17,539,000 | 3,865 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $17,539,000 | 3,800 |
| Securities issued by states & political subdivisions | $3,668,000 | 3,515 |
| 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 | $5,591,000 | 4,351 |
| Mortgage-backed securities | $9,196,000 | 3,380 |
| Certificates of participation in pools of residential mortgages | $4,820,000 | 3,699 |
| Issued or guaranteed by U.S. | $4,820,000 | 3,686 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,376,000 | 1,808 |
| CMOs issued by government agencies or sponsored agencies | $4,376,000 | 1,506 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $21,207,000 | 3,828 |
| Total debt securities | $21,207,000 | 4,245 |
| 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 | $28,376,000 | 3,565 |
| U.S. Government securities | $24,504,000 | 3,052 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $24,504,000 | 3,001 |
| Securities issued by states & political subdivisions | $3,872,000 | 3,470 |
| 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 | $5,885,000 | 4,229 |
| Mortgage-backed securities | $12,452,000 | 2,843 |
| Certificates of participation in pools of residential mortgages | $6,141,000 | 3,231 |
| Issued or guaranteed by U.S. | $6,141,000 | 3,217 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,311,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $6,311,000 | 1,255 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $28,376,000 | 3,184 |
| Total debt securities | $28,376,000 | 3,514 |
| 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 | $30,819,000 | 3,392 |
| U.S. Government securities | $26,711,000 | 2,917 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $26,711,000 | 2,860 |
| Securities issued by states & political subdivisions | $4,108,000 | 3,388 |
| 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 | $3,687,000 | 4,967 |
| Mortgage-backed securities | $11,130,000 | 2,751 |
| Certificates of participation in pools of residential mortgages | $4,370,000 | 3,411 |
| Issued or guaranteed by U.S. | $4,370,000 | 3,395 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,760,000 | 1,418 |
| CMOs issued by government agencies or sponsored agencies | $6,760,000 | 1,169 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $30,819,000 | 2,993 |
| Total debt securities | $30,819,000 | 3,341 |
| 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 | $32,713,000 | 3,239 |
| U.S. Government securities | $28,967,000 | 2,780 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $28,967,000 | 2,721 |
| Securities issued by states & political subdivisions | $3,746,000 | 3,487 |
| 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 | $3,655,000 | 4,988 |
| Mortgage-backed securities | $11,547,000 | 2,529 |
| Certificates of participation in pools of residential mortgages | $4,563,000 | 3,190 |
| Issued or guaranteed by U.S. | $4,563,000 | 3,175 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $6,984,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $6,984,000 | 1,108 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $32,713,000 | 2,842 |
| Total debt securities | $32,713,000 | 3,194 |
| 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 | $27,159,000 | 3,673 |
| U.S. Government securities | $23,427,000 | 3,246 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $23,427,000 | 3,170 |
| Securities issued by states & political subdivisions | $3,732,000 | 3,496 |
| 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 | $3,901,000 | 4,935 |
| Mortgage-backed securities | $8,809,000 | 2,868 |
| Certificates of participation in pools of residential mortgages | $3,576,000 | 3,489 |
| Issued or guaranteed by U.S. | $3,576,000 | 3,474 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,233,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $5,233,000 | 1,269 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $27,159,000 | 3,223 |
| Total debt securities | $27,159,000 | 3,632 |
| 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 | $22,702,000 | 4,152 |
| U.S. Government securities | $18,913,000 | 3,801 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $18,913,000 | 3,708 |
| Securities issued by states & political subdivisions | $3,789,000 | 3,488 |
| 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 | $2,241,000 | 5,626 |
| Mortgage-backed securities | $6,079,000 | 3,342 |
| Certificates of participation in pools of residential mortgages | $1,835,000 | 4,278 |
| Issued or guaranteed by U.S. | $1,835,000 | 4,261 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,244,000 | 1,639 |
| CMOs issued by government agencies or sponsored agencies | $4,244,000 | 1,381 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $22,702,000 | 3,648 |
| Total debt securities | $22,702,000 | 4,096 |
| 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 | $23,155,000 | 4,132 |
| U.S. Government securities | $19,357,000 | 3,804 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,357,000 | 3,704 |
| Securities issued by states & political subdivisions | $3,798,000 | 3,500 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,236,000 | 5,641 |
| Mortgage-backed securities | $6,483,000 | 3,261 |
| Certificates of participation in pools of residential mortgages | $1,908,000 | 4,232 |
| Issued or guaranteed by U.S. | $1,908,000 | 4,219 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,575,000 | 1,594 |
| CMOs issued by government agencies or sponsored agencies | $4,575,000 | 1,352 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $23,155,000 | 3,611 |
| Total debt securities | $23,155,000 | 4,080 |
| 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 | $14,993,000 | 5,316 |
| U.S. Government securities | $12,050,000 | 5,089 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,050,000 | 4,974 |
| Securities issued by states & political subdivisions | $2,943,000 | 3,806 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,483,000 | 5,586 |
| Mortgage-backed securities | $3,375,000 | 4,152 |
| Certificates of participation in pools of residential mortgages | $609,000 | 5,179 |
| Issued or guaranteed by U.S. | $609,000 | 5,154 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,766,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $2,766,000 | 1,646 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $14,993,000 | 4,687 |
| Total debt securities | $14,993,000 | 5,272 |
| 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 | $13,770,000 | 5,530 |
| U.S. Government securities | $11,626,000 | 5,205 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,626,000 | 5,067 |
| Securities issued by states & political subdivisions | $2,144,000 | 4,224 |
| 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 | $2,451,000 | 5,598 |
| Mortgage-backed securities | $3,279,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $644,000 | 5,179 |
| Issued or guaranteed by U.S. | $644,000 | 5,157 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,635,000 | 1,903 |
| CMOs issued by government agencies or sponsored agencies | $2,635,000 | 1,657 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $13,770,000 | 4,865 |
| Total debt securities | $13,770,000 | 5,481 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $14,342,000 | 5,467 |
| U.S. Government securities | $12,296,000 | 5,066 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,296,000 | 4,931 |
| Securities issued by states & political subdivisions | $2,046,000 | 4,308 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,238,000 | 6,236 |
| Mortgage-backed securities | $3,261,000 | 4,215 |
| Certificates of participation in pools of residential mortgages | $708,000 | 5,148 |
| Issued or guaranteed by U.S. | $708,000 | 5,128 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,553,000 | 1,930 |
| CMOs issued by government agencies or sponsored agencies | $2,553,000 | 1,684 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $14,342,000 | 4,813 |
| Total debt securities | $14,342,000 | 5,419 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $13,427,000 | 5,654 |
| U.S. Government securities | $11,737,000 | 5,184 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,737,000 | 5,036 |
| Securities issued by states & political subdivisions | $1,690,000 | 4,563 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $931,000 | 6,502 |
| Mortgage-backed securities | $2,403,000 | 4,584 |
| Certificates of participation in pools of residential mortgages | $752,000 | 5,148 |
| Issued or guaranteed by U.S. | $752,000 | 5,126 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,651,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $1,651,000 | 1,937 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $13,427,000 | 4,969 |
| Total debt securities | $13,427,000 | 5,599 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $14,494,000 | 5,456 |
| U.S. Government securities | $13,939,000 | 4,705 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,939,000 | 4,571 |
| Securities issued by states & political subdivisions | $555,000 | 5,537 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $934,000 | 6,522 |
| Mortgage-backed securities | $3,108,000 | 4,351 |
| Certificates of participation in pools of residential mortgages | $824,000 | 5,125 |
| Issued or guaranteed by U.S. | $824,000 | 5,106 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,284,000 | 2,000 |
| CMOs issued by government agencies or sponsored agencies | $2,284,000 | 1,763 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $14,494,000 | 4,784 |
| Total debt securities | $14,494,000 | 5,403 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $7,732,000 | 6,885 |
| U.S. Government securities | $7,732,000 | 6,206 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,732,000 | 6,065 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,140,000 | 6,343 |
| Mortgage-backed securities | $3,377,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $929,000 | 5,091 |
| Issued or guaranteed by U.S. | $929,000 | 5,071 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,448,000 | 1,989 |
| CMOs issued by government agencies or sponsored agencies | $2,448,000 | 1,767 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $7,732,000 | 6,118 |
| Total debt securities | $7,732,000 | 6,828 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $8,172,000 | 6,841 |
| U.S. Government securities | $8,172,000 | 6,144 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,172,000 | 5,995 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,608,000 | 5,130 |
| Mortgage-backed securities | $3,577,000 | 4,349 |
| Certificates of participation in pools of residential mortgages | $1,016,000 | 5,072 |
| Issued or guaranteed by U.S. | $1,016,000 | 5,058 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,561,000 | 1,994 |
| CMOs issued by government agencies or sponsored agencies | $2,561,000 | 1,776 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $8,172,000 | 6,087 |
| Total debt securities | $8,172,000 | 6,787 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $8,332,000 | 6,799 |
| U.S. Government securities | $8,332,000 | 6,088 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,332,000 | 5,936 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,636,000 | 5,102 |
| Mortgage-backed securities | $3,698,000 | 4,355 |
| Certificates of participation in pools of residential mortgages | $1,110,000 | 5,043 |
| Issued or guaranteed by U.S. | $1,110,000 | 5,030 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,588,000 | 2,006 |
| CMOs issued by government agencies or sponsored agencies | $2,588,000 | 1,786 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $8,332,000 | 6,038 |
| Total debt securities | $8,332,000 | 6,744 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $8,191,000 | 6,892 |
| U.S. Government securities | $8,191,000 | 6,144 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,191,000 | 5,993 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,737,000 | 5,534 |
| Mortgage-backed securities | $3,848,000 | 4,327 |
| Certificates of participation in pools of residential mortgages | $1,252,000 | 4,951 |
| Issued or guaranteed by U.S. | $1,252,000 | 4,941 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,596,000 | 2,000 |
| CMOs issued by government agencies or sponsored agencies | $2,596,000 | 1,790 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $8,191,000 | 6,115 |
| Total debt securities | $8,191,000 | 6,829 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $8,116,000 | 6,973 |
| U.S. Government securities | $8,116,000 | 6,244 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,116,000 | 6,091 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,995,000 | 5,936 |
| Mortgage-backed securities | $3,772,000 | 4,429 |
| Certificates of participation in pools of residential mortgages | $1,386,000 | 4,932 |
| Issued or guaranteed by U.S. | $1,386,000 | 4,919 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,386,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $2,386,000 | 1,884 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $8,116,000 | 6,212 |
| Total debt securities | $8,116,000 | 6,911 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $7,779,000 | 7,055 |
| U.S. Government securities | $7,779,000 | 6,300 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,779,000 | 6,141 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,535,000 | 5,590 |
| Mortgage-backed securities | $3,553,000 | 4,537 |
| Certificates of participation in pools of residential mortgages | $1,641,000 | 4,818 |
| Issued or guaranteed by U.S. | $1,641,000 | 4,804 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,912,000 | 2,344 |
| CMOs issued by government agencies or sponsored agencies | $1,912,000 | 2,110 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $7,779,000 | 6,284 |
| Total debt securities | $7,779,000 | 6,973 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $7,131,000 | 7,288 |
| U.S. Government securities | $7,131,000 | 6,542 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,131,000 | 6,372 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,120,000 | 5,251 |
| Mortgage-backed securities | $2,555,000 | 4,900 |
| Certificates of participation in pools of residential mortgages | $1,235,000 | 5,090 |
| Issued or guaranteed by U.S. | $1,235,000 | 5,072 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,320,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $1,320,000 | 2,459 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $7,131,000 | 6,464 |
| Total debt securities | $7,131,000 | 7,203 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $7,293,000 | 7,180 |
| U.S. Government securities | $7,293,000 | 6,381 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,293,000 | 6,197 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,942,000 | 4,866 |
| Mortgage-backed securities | $2,137,000 | 5,119 |
| Certificates of participation in pools of residential mortgages | $1,174,000 | 5,142 |
| Issued or guaranteed by U.S. | $1,174,000 | 5,120 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $963,000 | 2,872 |
| CMOs issued by government agencies or sponsored agencies | $963,000 | 2,721 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $7,293,000 | 6,381 |
| Total debt securities | $7,293,000 | 7,084 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $8,394,000 | 6,865 |
| U.S. Government securities | $8,394,000 | 5,994 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,394,000 | 5,807 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,864,000 | 5,938 |
| Mortgage-backed securities | $3,089,000 | 4,785 |
| Certificates of participation in pools of residential mortgages | $1,705,000 | 4,849 |
| Issued or guaranteed by U.S. | $1,705,000 | 4,834 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,384,000 | 2,788 |
| CMOs issued by government agencies or sponsored agencies | $1,384,000 | 2,632 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $8,394,000 | 6,096 |
| Total debt securities | $8,394,000 | 6,762 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,648,000 | 6,800 |
| U.S. Government securities | $8,648,000 | 5,945 |
| U.S. Treasury securities | $253,000 | 2,158 |
| U.S. Government agency obligations | $8,395,000 | 5,827 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,700,000 | 5,466 |
| Mortgage-backed securities | $2,797,000 | 4,968 |
| Certificates of participation in pools of residential mortgages | $2,334,000 | 4,497 |
| Issued or guaranteed by U.S. | $2,334,000 | 4,480 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $463,000 | 3,614 |
| CMOs issued by government agencies or sponsored agencies | $463,000 | 3,447 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $8,648,000 | 6,016 |
| Total debt securities | $8,648,000 | 6,700 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $8,192,000 | 6,966 |
| U.S. Government securities | $8,192,000 | 6,106 |
| U.S. Treasury securities | $255,000 | 2,282 |
| U.S. Government agency obligations | $7,937,000 | 5,984 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,981,000 | 4,853 |
| Mortgage-backed securities | $3,132,000 | 4,807 |
| Certificates of participation in pools of residential mortgages | $2,560,000 | 4,349 |
| Issued or guaranteed by U.S. | $2,560,000 | 4,334 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $572,000 | 3,509 |
| CMOs issued by government agencies or sponsored agencies | $572,000 | 3,356 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $8,192,000 | 6,146 |
| Total debt securities | $8,192,000 | 6,872 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $12,316,000 | 5,946 |
| U.S. Government securities | $12,316,000 | 4,945 |
| U.S. Treasury securities | $1,556,000 | 1,578 |
| U.S. Government agency obligations | $10,760,000 | 5,091 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,779,000 | 5,476 |
| Mortgage-backed securities | $1,984,000 | 5,280 |
| Certificates of participation in pools of residential mortgages | $542,000 | 5,662 |
| Issued or guaranteed by U.S. | $542,000 | 5,641 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,442,000 | 3,014 |
| CMOs issued by government agencies or sponsored agencies | $1,442,000 | 2,854 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $12,316,000 | 5,089 |
| Total debt securities | $12,316,000 | 5,843 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,228,000 | 8,625 |
| U.S. Government securities | $4,228,000 | 8,081 |
| U.S. Treasury securities | $553,000 | 3,203 |
| U.S. Government agency obligations | $3,675,000 | 7,990 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $498,000 | 6,111 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $498,000 | 3,331 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 3,166 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $4,228,000 | 7,479 |
| Total debt securities | $4,228,000 | 8,508 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |