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Security Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $7,067,000 | 4,145 |
| U.S. Government securities | $3,785,000 | 4,059 |
| U.S. Treasury securities | $955,000 | 2,564 |
| U.S. Government agency obligations | $2,830,000 | 3,883 |
| Securities issued by states & political subdivisions | $3,183,000 | 3,132 |
| Other domestic debt securities | $99,000 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $99,000 | 1,846 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $1,758,000 | 3,383 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,152,000 | 3,194 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $606,000 | 2,297 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $7,067,000 | 3,887 |
| Total debt securities | $7,068,000 | 4,120 |
| 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 | $6,949,000 | 4,170 |
| U.S. Government securities | $3,870,000 | 4,081 |
| U.S. Treasury securities | $938,000 | 2,622 |
| U.S. Government agency obligations | $2,932,000 | 3,890 |
| Securities issued by states & political subdivisions | $2,981,000 | 3,183 |
| Other domestic debt securities | $98,000 | 2,292 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $98,000 | 1,857 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $1,806,000 | 3,383 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,138,000 | 3,207 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $668,000 | 2,256 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $6,949,000 | 3,893 |
| Total debt securities | $6,952,000 | 4,146 |
| 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 | $7,491,000 | 4,177 |
| U.S. Government securities | $4,075,000 | 4,108 |
| U.S. Treasury securities | $935,000 | 2,645 |
| U.S. Government agency obligations | $3,140,000 | 3,904 |
| Securities issued by states & political subdivisions | $3,317,000 | 3,169 |
| Other domestic debt securities | $99,000 | 2,315 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $99,000 | 1,872 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $1,963,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,247,000 | 3,202 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $716,000 | 2,240 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $7,491,000 | 3,896 |
| Total debt securities | $7,490,000 | 4,155 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $7,782,000 | 4,237 |
| U.S. Government securities | $4,281,000 | 4,169 |
| U.S. Treasury securities | $941,000 | 2,718 |
| U.S. Government agency obligations | $3,340,000 | 3,902 |
| Securities issued by states & political subdivisions | $3,403,000 | 3,213 |
| Other domestic debt securities | $98,000 | 2,371 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $98,000 | 1,909 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $2,078,000 | 3,418 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,306,000 | 3,229 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $772,000 | 2,259 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $7,782,000 | 3,953 |
| Total debt securities | $7,782,000 | 4,215 |
| 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 | $8,401,000 | 4,250 |
| U.S. Government securities | $4,351,000 | 4,186 |
| U.S. Treasury securities | $930,000 | 2,765 |
| U.S. Government agency obligations | $3,421,000 | 3,896 |
| Securities issued by states & political subdivisions | $3,952,000 | 3,176 |
| Other domestic debt securities | $98,000 | 2,411 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $98,000 | 1,931 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $2,149,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,345,000 | 3,255 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $804,000 | 2,265 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $8,401,000 | 3,959 |
| Total debt securities | $8,401,000 | 4,226 |
| 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 | $8,489,000 | 4,268 |
| U.S. Government securities | $4,570,000 | 4,193 |
| U.S. Treasury securities | $927,000 | 2,781 |
| U.S. Government agency obligations | $3,643,000 | 3,898 |
| Securities issued by states & political subdivisions | $3,821,000 | 3,218 |
| Other domestic debt securities | $98,000 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $98,000 | 1,934 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $2,260,000 | 3,434 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,405,000 | 3,259 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $855,000 | 2,265 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $8,489,000 | 3,978 |
| Total debt securities | $8,489,000 | 4,242 |
| 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 | $9,223,000 | 4,254 |
| U.S. Government securities | $4,897,000 | 4,184 |
| U.S. Treasury securities | $942,000 | 2,743 |
| U.S. Government agency obligations | $3,955,000 | 3,888 |
| Securities issued by states & political subdivisions | $4,226,000 | 3,231 |
| Other domestic debt securities | $100,000 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $100,000 | 1,917 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $2,477,000 | 3,450 |
| Certificates of participation in pools of residential mortgages | $1,541,000 | 3,352 |
| Issued or guaranteed by U.S. | $1,541,000 | 3,260 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $936,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $936,000 | 2,255 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $9,223,000 | 3,978 |
| Total debt securities | $9,223,000 | 4,237 |
| 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 | $6,425,000 | 4,341 |
| U.S. Government securities | $2,991,000 | 4,267 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $2,991,000 | 3,981 |
| Securities issued by states & political subdivisions | $3,333,000 | 3,353 |
| Other domestic debt securities | $101,000 | 2,214 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $101,000 | 1,889 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $2,223,000 | 3,488 |
| Certificates of participation in pools of residential mortgages | $1,719,000 | 3,329 |
| Issued or guaranteed by U.S. | $1,719,000 | 3,237 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $504,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $504,000 | 2,431 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $6,425,000 | 4,090 |
| Total debt securities | $6,426,000 | 4,320 |
| 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 | $7,458,000 | 4,262 |
| U.S. Government securities | $3,364,000 | 4,157 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $3,364,000 | 3,928 |
| Securities issued by states & political subdivisions | $3,988,000 | 3,312 |
| Other domestic debt securities | $106,000 | 2,185 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $106,000 | 1,835 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $2,500,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $1,938,000 | 3,290 |
| Issued or guaranteed by U.S. | $1,938,000 | 3,188 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $562,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $562,000 | 2,406 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $7,458,000 | 4,036 |
| Total debt securities | $7,458,000 | 4,241 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $8,090,000 | 4,246 |
| U.S. Government securities | $3,736,000 | 4,121 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $3,736,000 | 3,915 |
| Securities issued by states & political subdivisions | $4,245,000 | 3,311 |
| Other domestic debt securities | $109,000 | 2,143 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $109,000 | 1,776 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $2,768,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | $2,157,000 | 3,261 |
| Issued or guaranteed by U.S. | $2,157,000 | 3,173 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $611,000 | 2,479 |
| CMOs issued by government agencies or sponsored agencies | $611,000 | 2,420 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $8,090,000 | 4,013 |
| Total debt securities | $8,083,000 | 4,223 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $8,573,000 | 4,224 |
| U.S. Government securities | $4,068,000 | 4,079 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,068,000 | 3,875 |
| Securities issued by states & political subdivisions | $4,395,000 | 3,300 |
| Other domestic debt securities | $110,000 | 2,143 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $110,000 | 1,743 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $3,036,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $2,375,000 | 3,225 |
| Issued or guaranteed by U.S. | $2,375,000 | 3,128 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $661,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $661,000 | 2,384 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $8,573,000 | 3,979 |
| Total debt securities | $8,572,000 | 4,202 |
| 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 | $9,449,000 | 4,138 |
| U.S. Government securities | $4,469,000 | 3,952 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $4,469,000 | 3,779 |
| Securities issued by states & political subdivisions | $4,869,000 | 3,225 |
| Other domestic debt securities | $111,000 | 2,130 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $111,000 | 1,702 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $3,350,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $2,637,000 | 3,117 |
| Issued or guaranteed by U.S. | $2,637,000 | 3,025 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $713,000 | 2,390 |
| CMOs issued by government agencies or sponsored agencies | $713,000 | 2,341 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $9,449,000 | 3,900 |
| Total debt securities | $9,441,000 | 4,114 |
| 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 | $10,094,000 | 4,032 |
| U.S. Government securities | $4,824,000 | 3,817 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,824,000 | 3,672 |
| Securities issued by states & political subdivisions | $5,161,000 | 3,174 |
| Other domestic debt securities | $109,000 | 2,069 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $109,000 | 1,642 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $3,632,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $2,868,000 | 3,034 |
| Issued or guaranteed by U.S. | $2,868,000 | 2,957 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $764,000 | 2,385 |
| CMOs issued by government agencies or sponsored agencies | $764,000 | 2,335 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $10,094,000 | 3,800 |
| Total debt securities | $10,094,000 | 4,003 |
| 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 | $10,768,000 | 3,947 |
| U.S. Government securities | $5,183,000 | 3,785 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,183,000 | 3,629 |
| Securities issued by states & political subdivisions | $5,476,000 | 3,030 |
| Other domestic debt securities | $109,000 | 2,047 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $109,000 | 1,616 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $3,913,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $3,089,000 | 2,985 |
| Issued or guaranteed by U.S. | $3,089,000 | 2,897 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $824,000 | 2,385 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 2,337 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $10,768,000 | 3,713 |
| Total debt securities | $10,768,000 | 3,922 |
| 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 | $10,758,000 | 3,938 |
| U.S. Government securities | $5,177,000 | 3,805 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $5,177,000 | 3,645 |
| Securities issued by states & political subdivisions | $5,474,000 | 2,996 |
| Other domestic debt securities | $107,000 | 1,991 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $107,000 | 1,572 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $3,858,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $2,952,000 | 3,017 |
| Issued or guaranteed by U.S. | $2,952,000 | 2,936 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $906,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $906,000 | 2,334 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $10,758,000 | 3,705 |
| Total debt securities | $10,758,000 | 3,914 |
| 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 | $10,998,000 | 3,941 |
| U.S. Government securities | $5,491,000 | 3,822 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,491,000 | 3,652 |
| Securities issued by states & political subdivisions | $5,411,000 | 2,929 |
| Other domestic debt securities | $96,000 | 1,939 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $96,000 | 1,498 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $4,076,000 | 3,287 |
| Certificates of participation in pools of residential mortgages | $3,106,000 | 2,993 |
| Issued or guaranteed by U.S. | $3,106,000 | 2,901 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $970,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $970,000 | 2,309 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $10,998,000 | 3,692 |
| Total debt securities | $10,998,000 | 3,917 |
| 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 | $11,047,000 | 3,984 |
| U.S. Government securities | $5,698,000 | 3,885 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $5,698,000 | 3,717 |
| Securities issued by states & political subdivisions | $5,244,000 | 2,957 |
| Other domestic debt securities | $105,000 | 1,902 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $105,000 | 1,470 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $4,206,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $3,183,000 | 2,944 |
| Issued or guaranteed by U.S. | $3,183,000 | 2,859 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,023,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $1,023,000 | 2,300 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $11,047,000 | 3,736 |
| Total debt securities | $11,047,000 | 3,961 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $9,631,000 | 4,170 |
| U.S. Government securities | $4,603,000 | 4,092 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,603,000 | 3,933 |
| Securities issued by states & political subdivisions | $4,927,000 | 3,032 |
| Other domestic debt securities | $101,000 | 1,955 |
| 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 | $101,000 | 1,475 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $3,547,000 | 3,349 |
| Certificates of participation in pools of residential mortgages | $2,452,000 | 3,109 |
| Issued or guaranteed by U.S. | $2,452,000 | 3,009 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,095,000 | 2,344 |
| CMOs issued by government agencies or sponsored agencies | $1,095,000 | 2,300 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $9,631,000 | 3,908 |
| Total debt securities | $9,630,000 | 4,144 |
| 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 | $9,936,000 | 4,211 |
| U.S. Government securities | $4,803,000 | 4,136 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,803,000 | 3,977 |
| Securities issued by states & political subdivisions | $5,029,000 | 3,070 |
| Other domestic debt securities | $104,000 | 1,937 |
| 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 | $104,000 | 1,493 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $3,674,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | $2,525,000 | 3,096 |
| Issued or guaranteed by U.S. | $2,525,000 | 3,009 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,149,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $1,149,000 | 2,266 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $9,936,000 | 3,945 |
| Total debt securities | $9,941,000 | 4,188 |
| 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 | $9,927,000 | 4,263 |
| U.S. Government securities | $4,617,000 | 4,222 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,617,000 | 4,061 |
| Securities issued by states & political subdivisions | $5,009,000 | 3,131 |
| Other domestic debt securities | $301,000 | 1,827 |
| 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 | $301,000 | 1,418 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $3,413,000 | 3,395 |
| Certificates of participation in pools of residential mortgages | $2,205,000 | 3,212 |
| Issued or guaranteed by U.S. | $2,205,000 | 3,120 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,208,000 | 2,300 |
| CMOs issued by government agencies or sponsored agencies | $1,208,000 | 2,251 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $9,927,000 | 3,992 |
| Total debt securities | $9,928,000 | 4,241 |
| 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 | $10,010,000 | 4,294 |
| U.S. Government securities | $4,785,000 | 4,226 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,785,000 | 4,076 |
| Securities issued by states & political subdivisions | $4,937,000 | 3,196 |
| Other domestic debt securities | $288,000 | 1,833 |
| 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 | $288,000 | 1,435 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $3,507,000 | 3,403 |
| Certificates of participation in pools of residential mortgages | $2,264,000 | 3,217 |
| Issued or guaranteed by U.S. | $2,264,000 | 3,143 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,243,000 | 2,304 |
| CMOs issued by government agencies or sponsored agencies | $1,243,000 | 2,253 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $10,010,000 | 4,016 |
| Total debt securities | $10,008,000 | 4,272 |
| 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 | $10,180,000 | 4,337 |
| U.S. Government securities | $4,991,000 | 4,257 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,991,000 | 4,110 |
| Securities issued by states & political subdivisions | $4,889,000 | 3,241 |
| Other domestic debt securities | $300,000 | 1,789 |
| 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 | $300,000 | 1,428 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $3,636,000 | 3,415 |
| Certificates of participation in pools of residential mortgages | $2,356,000 | 3,239 |
| Issued or guaranteed by U.S. | $2,356,000 | 3,211 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,280,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $1,280,000 | 2,243 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $10,180,000 | 4,059 |
| Total debt securities | $10,180,000 | 4,314 |
| 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 | $10,700,000 | 4,349 |
| U.S. Government securities | $5,341,000 | 4,246 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,341,000 | 4,095 |
| Securities issued by states & political subdivisions | $5,059,000 | 3,267 |
| Other domestic debt securities | $300,000 | 1,981 |
| 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 | $300,000 | 1,431 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $3,860,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $2,503,000 | 3,241 |
| Issued or guaranteed by U.S. | $2,503,000 | 3,081 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,357,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $1,357,000 | 2,228 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $10,700,000 | 4,066 |
| Total debt securities | $10,700,000 | 4,326 |
| 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 | $11,130,000 | 4,370 |
| U.S. Government securities | $5,666,000 | 4,260 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,666,000 | 4,115 |
| Securities issued by states & political subdivisions | $5,162,000 | 3,297 |
| Other domestic debt securities | $302,000 | 1,807 |
| 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 | $302,000 | 1,471 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,295,000 | 3,845 |
| Mortgage-backed securities | $4,066,000 | 3,415 |
| Certificates of participation in pools of residential mortgages | $2,629,000 | 3,256 |
| Issued or guaranteed by U.S. | $2,629,000 | 3,250 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,437,000 | 2,253 |
| CMOs issued by government agencies or sponsored agencies | $1,437,000 | 2,195 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $11,130,000 | 4,084 |
| Total debt securities | $11,129,000 | 4,346 |
| 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 | $12,025,000 | 4,329 |
| U.S. Government securities | $6,071,000 | 4,247 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,071,000 | 4,109 |
| Securities issued by states & political subdivisions | $5,247,000 | 3,342 |
| Other domestic debt securities | $707,000 | 1,619 |
| 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 | $707,000 | 1,325 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $4,298,000 | 3,395 |
| Certificates of participation in pools of residential mortgages | $2,782,000 | 3,257 |
| Issued or guaranteed by U.S. | $2,782,000 | 3,252 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,516,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $1,516,000 | 2,152 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $12,025,000 | 4,044 |
| Total debt securities | $12,026,000 | 4,308 |
| 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 | $12,483,000 | 4,337 |
| U.S. Government securities | $6,477,000 | 4,250 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,477,000 | 4,108 |
| Securities issued by states & political subdivisions | $5,295,000 | 3,369 |
| Other domestic debt securities | $711,000 | 1,632 |
| 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 | $711,000 | 1,351 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $4,534,000 | 3,403 |
| Certificates of participation in pools of residential mortgages | $2,927,000 | 3,275 |
| Issued or guaranteed by U.S. | $2,927,000 | 3,272 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,607,000 | 2,207 |
| CMOs issued by government agencies or sponsored agencies | $1,607,000 | 2,148 |
| 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) | $12,483,000 | 4,048 |
| Total debt securities | $12,484,000 | 4,313 |
| 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 | $12,832,000 | 4,351 |
| U.S. Government securities | $6,916,000 | 4,223 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,916,000 | 4,092 |
| Securities issued by states & political subdivisions | $5,202,000 | 3,419 |
| Other domestic debt securities | $714,000 | 1,660 |
| 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 | $714,000 | 1,378 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $4,759,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | $3,069,000 | 3,287 |
| Issued or guaranteed by U.S. | $3,069,000 | 3,284 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,690,000 | 2,207 |
| CMOs issued by government agencies or sponsored agencies | $1,690,000 | 2,142 |
| 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) | $12,832,000 | 4,058 |
| Total debt securities | $12,832,000 | 4,330 |
| 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 | $13,569,000 | 4,348 |
| U.S. Government securities | $7,525,000 | 4,184 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,525,000 | 4,047 |
| Securities issued by states & political subdivisions | $5,327,000 | 3,432 |
| Other domestic debt securities | $717,000 | 1,710 |
| 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 | $717,000 | 1,407 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $4,967,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $3,200,000 | 3,313 |
| Issued or guaranteed by U.S. | $3,200,000 | 3,310 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,767,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $1,767,000 | 2,155 |
| 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) | $13,569,000 | 4,036 |
| Total debt securities | $13,568,000 | 4,329 |
| Structured notes | ||
| Amortized cost | $229,000 | 1,043 |
| Fair value | $230,000 | 1,044 |
| 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 | $14,170,000 | 4,291 |
| U.S. Government securities | $7,987,000 | 4,112 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,987,000 | 3,979 |
| Securities issued by states & political subdivisions | $5,271,000 | 3,454 |
| Other domestic debt securities | $714,000 | 1,722 |
| 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 | $714,000 | 1,406 |
| Foreign debt securities | $198,000 | 324 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $6,180,000 | 3,242 |
| Certificates of participation in pools of residential mortgages | $3,879,000 | 3,187 |
| Issued or guaranteed by U.S. | $3,879,000 | 3,183 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,301,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $2,301,000 | 1,999 |
| 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) | $14,170,000 | 3,975 |
| Total debt securities | $14,169,000 | 4,272 |
| Structured notes | ||
| Amortized cost | $243,000 | 1,031 |
| Fair value | $243,000 | 1,027 |
| 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 | $15,223,000 | 4,241 |
| U.S. Government securities | $8,785,000 | 4,013 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,785,000 | 3,892 |
| Securities issued by states & political subdivisions | $5,510,000 | 3,441 |
| Other domestic debt securities | $727,000 | 1,716 |
| 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 | $727,000 | 1,406 |
| Foreign debt securities | $201,000 | 309 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $6,730,000 | 3,185 |
| Certificates of participation in pools of residential mortgages | $4,212,000 | 3,151 |
| Issued or guaranteed by U.S. | $4,212,000 | 3,150 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,518,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $2,518,000 | 1,972 |
| 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) | $15,223,000 | 3,919 |
| Total debt securities | $15,222,000 | 4,213 |
| Structured notes | ||
| Amortized cost | $256,000 | 981 |
| Fair value | $257,000 | 983 |
| 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 | $15,172,000 | 4,307 |
| U.S. Government securities | $8,952,000 | 4,091 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,952,000 | 3,966 |
| Securities issued by states & political subdivisions | $5,185,000 | 3,515 |
| Other domestic debt securities | $835,000 | 1,694 |
| 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 | $835,000 | 1,373 |
| Foreign debt securities | $200,000 | 310 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $7,170,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $4,459,000 | 3,142 |
| Issued or guaranteed by U.S. | $4,459,000 | 3,139 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,711,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $2,711,000 | 1,954 |
| 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) | $15,172,000 | 3,974 |
| Total debt securities | $15,171,000 | 4,284 |
| Structured notes | ||
| Amortized cost | $266,000 | 1,126 |
| Fair value | $267,000 | 1,127 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $12,429,000 | 4,618 |
| U.S. Government securities | $6,302,000 | 4,597 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $6,302,000 | 4,476 |
| Securities issued by states & political subdivisions | $5,104,000 | 3,522 |
| Other domestic debt securities | $818,000 | 1,721 |
| 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 | $818,000 | 1,391 |
| Foreign debt securities | $205,000 | 304 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $5,012,000 | 3,499 |
| Certificates of participation in pools of residential mortgages | $3,002,000 | 3,488 |
| Issued or guaranteed by U.S. | $3,002,000 | 3,485 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,010,000 | 2,211 |
| CMOs issued by government agencies or sponsored agencies | $2,010,000 | 2,149 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $12,429,000 | 4,263 |
| Total debt securities | $12,429,000 | 4,598 |
| Structured notes | ||
| Amortized cost | $279,000 | 1,314 |
| Fair value | $280,000 | 1,313 |
| 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 | $8,840,000 | 5,020 |
| U.S. Government securities | $3,040,000 | 5,184 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,040,000 | 5,074 |
| Securities issued by states & political subdivisions | $4,575,000 | 3,660 |
| Other domestic debt securities | $821,000 | 1,720 |
| 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 | $821,000 | 1,391 |
| Foreign debt securities | $404,000 | 262 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $2,743,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | $1,485,000 | 3,951 |
| Issued or guaranteed by U.S. | $1,485,000 | 3,947 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,258,000 | 2,484 |
| CMOs issued by government agencies or sponsored agencies | $1,258,000 | 2,420 |
| 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) | $8,840,000 | 4,659 |
| Total debt securities | $8,838,000 | 5,000 |
| Structured notes | ||
| Amortized cost | $296,000 | 1,451 |
| Fair value | $297,000 | 1,447 |
| 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 | $9,281,000 | 5,077 |
| U.S. Government securities | $3,212,000 | 5,257 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,212,000 | 5,152 |
| Securities issued by states & political subdivisions | $4,829,000 | 3,646 |
| Other domestic debt securities | $1,038,000 | 1,578 |
| 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 | $1,038,000 | 1,249 |
| Foreign debt securities | $202,000 | 296 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $2,913,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $1,578,000 | 3,981 |
| Issued or guaranteed by U.S. | $1,578,000 | 3,976 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,335,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $1,335,000 | 2,417 |
| 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) | $9,281,000 | 4,706 |
| Total debt securities | $9,281,000 | 5,054 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,537 |
| Fair value | $507,000 | 1,417 |
| 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 | $9,061,000 | 5,166 |
| U.S. Government securities | $3,369,000 | 5,329 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,369,000 | 5,217 |
| Securities issued by states & political subdivisions | $4,447,000 | 3,731 |
| Other domestic debt securities | $1,042,000 | 1,595 |
| 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 | $1,042,000 | 1,263 |
| Foreign debt securities | $203,000 | 301 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $3,052,000 | 4,014 |
| Certificates of participation in pools of residential mortgages | $1,655,000 | 4,038 |
| Issued or guaranteed by U.S. | $1,655,000 | 4,033 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,397,000 | 2,525 |
| CMOs issued by government agencies or sponsored agencies | $1,397,000 | 2,459 |
| 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) | $9,061,000 | 4,797 |
| Total debt securities | $9,061,000 | 5,146 |
| Structured notes | ||
| Amortized cost | $516,000 | 1,554 |
| Fair value | $526,000 | 1,553 |
| 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 | $7,522,000 | 5,384 |
| U.S. Government securities | $2,024,000 | 5,646 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,024,000 | 5,559 |
| Securities issued by states & political subdivisions | $4,242,000 | 3,769 |
| Other domestic debt securities | $1,052,000 | 1,623 |
| 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 | $1,052,000 | 1,275 |
| Foreign debt securities | $204,000 | 299 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $2,024,000 | 4,329 |
| Certificates of participation in pools of residential mortgages | $1,760,000 | 4,064 |
| Issued or guaranteed by U.S. | $1,760,000 | 4,058 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $264,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 3,024 |
| 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) | $7,522,000 | 5,021 |
| Total debt securities | $7,522,000 | 5,364 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,962 |
| Fair value | $210,000 | 1,960 |
| 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 | $9,095,000 | 5,302 |
| U.S. Government securities | $3,094,000 | 5,532 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,094,000 | 5,437 |
| Securities issued by states & political subdivisions | $4,662,000 | 3,723 |
| Other domestic debt securities | $1,136,000 | 1,613 |
| 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 | $1,136,000 | 1,259 |
| Foreign debt securities | $203,000 | 282 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $2,095,000 | 4,392 |
| Certificates of participation in pools of residential mortgages | $1,821,000 | 4,118 |
| Issued or guaranteed by U.S. | $1,821,000 | 4,112 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $274,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $274,000 | 3,063 |
| 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) | $9,095,000 | 4,915 |
| Total debt securities | $9,095,000 | 5,284 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,350 |
| Fair value | $1,305,000 | 1,349 |
| 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 | $10,957,000 | 5,219 |
| U.S. Government securities | $4,341,000 | 5,414 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $4,341,000 | 5,302 |
| Securities issued by states & political subdivisions | $5,260,000 | 3,639 |
| Other domestic debt securities | $1,152,000 | 1,654 |
| 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 | $1,152,000 | 1,287 |
| Foreign debt securities | $204,000 | 273 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $2,194,000 | 4,454 |
| Certificates of participation in pools of residential mortgages | $1,897,000 | 4,184 |
| Issued or guaranteed by U.S. | $1,897,000 | 4,180 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $297,000 | 3,209 |
| CMOs issued by government agencies or sponsored agencies | $297,000 | 3,097 |
| 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) | $10,957,000 | 4,831 |
| Total debt securities | $10,955,000 | 5,198 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,303 |
| Fair value | $1,775,000 | 1,309 |
| 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 | $11,660,000 | 5,212 |
| U.S. Government securities | $4,462,000 | 5,470 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,462,000 | 5,359 |
| Securities issued by states & political subdivisions | $5,832,000 | 3,569 |
| Other domestic debt securities | $1,159,000 | 1,693 |
| 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 | $1,159,000 | 1,313 |
| Foreign debt securities | $207,000 | 276 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $2,327,000 | 4,484 |
| Certificates of participation in pools of residential mortgages | $2,003,000 | 4,207 |
| Issued or guaranteed by U.S. | $2,003,000 | 4,204 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $324,000 | 3,224 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 3,115 |
| 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) | $11,660,000 | 4,812 |
| Total debt securities | $11,659,000 | 5,189 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,346 |
| Fair value | $1,769,000 | 1,350 |
| 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 | $11,844,000 | 5,242 |
| U.S. Government securities | $4,468,000 | 5,509 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,468,000 | 5,411 |
| Securities issued by states & political subdivisions | $6,014,000 | 3,558 |
| Other domestic debt securities | $1,154,000 | 1,737 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,154,000 | 1,356 |
| Foreign debt securities | $208,000 | 274 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $2,403,000 | 4,497 |
| Certificates of participation in pools of residential mortgages | $2,075,000 | 4,208 |
| Issued or guaranteed by U.S. | $2,075,000 | 4,206 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $328,000 | 3,252 |
| CMOs issued by government agencies or sponsored agencies | $328,000 | 3,139 |
| 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) | $11,844,000 | 4,839 |
| Total debt securities | $11,844,000 | 5,215 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,359 |
| Fair value | $1,708,000 | 1,369 |
| 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 | $12,723,000 | 5,166 |
| U.S. Government securities | $4,856,000 | 5,462 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,856,000 | 5,364 |
| Securities issued by states & political subdivisions | $6,524,000 | 3,474 |
| Other domestic debt securities | $1,136,000 | 1,787 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,136,000 | 1,386 |
| Foreign debt securities | $207,000 | 278 |
| 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 | $3,733,000 | 4,534 |
| Mortgage-backed securities | $2,471,000 | 4,506 |
| Certificates of participation in pools of residential mortgages | $2,139,000 | 4,222 |
| Issued or guaranteed by U.S. | $2,139,000 | 4,217 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $332,000 | 3,253 |
| CMOs issued by government agencies or sponsored agencies | $332,000 | 3,132 |
| 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) | $12,723,000 | 4,764 |
| Total debt securities | $12,723,000 | 5,137 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,171 |
| Fair value | $2,036,000 | 1,182 |
| 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 | $12,830,000 | 5,196 |
| U.S. Government securities | $5,513,000 | 5,389 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,513,000 | 5,288 |
| Securities issued by states & political subdivisions | $5,958,000 | 3,601 |
| Other domestic debt securities | $1,151,000 | 1,842 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,151,000 | 1,415 |
| Foreign debt securities | $208,000 | 287 |
| 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 | $7,430,000 | 3,735 |
| Mortgage-backed securities | $2,586,000 | 4,514 |
| Certificates of participation in pools of residential mortgages | $2,248,000 | 4,214 |
| Issued or guaranteed by U.S. | $2,248,000 | 4,207 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $338,000 | 3,283 |
| CMOs issued by government agencies or sponsored agencies | $338,000 | 3,158 |
| 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) | $12,830,000 | 4,809 |
| Total debt securities | $12,831,000 | 5,167 |
| Structured notes | ||
| Amortized cost | $2,700,000 | 1,054 |
| Fair value | $2,576,000 | 1,061 |
| 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 | $12,846,000 | 5,209 |
| U.S. Government securities | $5,664,000 | 5,371 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,664,000 | 5,263 |
| Securities issued by states & political subdivisions | $5,942,000 | 3,605 |
| Other domestic debt securities | $1,034,000 | 1,937 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,034,000 | 1,496 |
| Foreign debt securities | $206,000 | 276 |
| 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 | $7,569,000 | 3,698 |
| Mortgage-backed securities | $2,709,000 | 4,515 |
| Certificates of participation in pools of residential mortgages | $2,371,000 | 4,158 |
| Issued or guaranteed by U.S. | $2,371,000 | 4,152 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $338,000 | 3,309 |
| CMOs issued by government agencies or sponsored agencies | $338,000 | 3,182 |
| 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) | $12,846,000 | 4,830 |
| Total debt securities | $12,845,000 | 5,175 |
| Structured notes | ||
| Amortized cost | $2,700,000 | 1,033 |
| Fair value | $2,601,000 | 1,041 |
| 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 | $14,876,000 | 5,017 |
| U.S. Government securities | $7,265,000 | 5,147 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,265,000 | 5,037 |
| Securities issued by states & political subdivisions | $6,132,000 | 3,549 |
| Other domestic debt securities | $1,271,000 | 1,851 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,271,000 | 1,401 |
| Foreign debt securities | $208,000 | 282 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,743,000 | 3,919 |
| Mortgage-backed securities | $2,916,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $2,569,000 | 4,138 |
| Issued or guaranteed by U.S. | $2,569,000 | 4,134 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $347,000 | 3,340 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 3,198 |
| 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) | $14,876,000 | 4,653 |
| Total debt securities | $14,875,000 | 4,980 |
| Structured notes | ||
| Amortized cost | $3,700,000 | 872 |
| Fair value | $3,710,000 | 874 |
| 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 | $14,047,000 | 5,079 |
| U.S. Government securities | $6,855,000 | 5,206 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,855,000 | 5,101 |
| Securities issued by states & political subdivisions | $5,537,000 | 3,637 |
| Other domestic debt securities | $1,453,000 | 1,761 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,453,000 | 1,325 |
| Foreign debt securities | $202,000 | 278 |
| 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 | $8,154,000 | 3,636 |
| Mortgage-backed securities | $1,091,000 | 5,029 |
| Certificates of participation in pools of residential mortgages | $743,000 | 4,819 |
| Issued or guaranteed by U.S. | $743,000 | 4,818 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $348,000 | 3,385 |
| CMOs issued by government agencies or sponsored agencies | $348,000 | 3,243 |
| 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) | $14,047,000 | 4,706 |
| Total debt securities | $14,045,000 | 5,044 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 687 |
| Fair value | $5,514,000 | 684 |
| 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 | $12,304,000 | 5,370 |
| U.S. Government securities | $6,721,000 | 5,362 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,721,000 | 5,260 |
| Securities issued by states & political subdivisions | $3,531,000 | 4,094 |
| Other domestic debt securities | $1,854,000 | 1,686 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,854,000 | 1,268 |
| Foreign debt securities | $198,000 | 264 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,291,000 | 3,835 |
| Mortgage-backed securities | $351,000 | 5,429 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $351,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $351,000 | 3,319 |
| 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) | $12,304,000 | 4,963 |
| Total debt securities | $12,304,000 | 5,343 |
| Structured notes | ||
| Amortized cost | $6,200,000 | 656 |
| Fair value | $6,210,000 | 655 |
| 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 | $12,420,000 | 5,393 |
| U.S. Government securities | $7,825,000 | 5,242 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,825,000 | 5,141 |
| Securities issued by states & political subdivisions | $2,291,000 | 4,443 |
| Other domestic debt securities | $2,107,000 | 1,583 |
| 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 | $2,107,000 | 1,164 |
| Foreign debt securities | $197,000 | 255 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,465,000 | 5,536 |
| Mortgage-backed securities | $347,000 | 5,471 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $347,000 | 3,475 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 3,318 |
| 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) | $12,420,000 | 5,002 |
| Total debt securities | $12,421,000 | 5,365 |
| Structured notes | ||
| Amortized cost | $7,600,000 | 643 |
| Fair value | $7,597,000 | 643 |
| 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 | $12,170,000 | 5,476 |
| U.S. Government securities | $8,976,000 | 5,160 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,976,000 | 5,059 |
| Securities issued by states & political subdivisions | $969,000 | 4,955 |
| Other domestic debt securities | $1,903,000 | 1,654 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,903,000 | 1,232 |
| Foreign debt securities | $194,000 | 188 |
| Equity securities | $128,000 | 915 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,290,000 | 5,242 |
| Mortgage-backed securities | $343,000 | 5,496 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $343,000 | 3,509 |
| CMOs issued by government agencies or sponsored agencies | $343,000 | 3,342 |
| 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) | $12,170,000 | 5,074 |
| Total debt securities | $12,046,000 | 5,462 |
| Structured notes | ||
| Amortized cost | $6,599,000 | 846 |
| Fair value | $6,545,000 | 850 |
| 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 | $9,191,000 | 5,834 |
| U.S. Government securities | $7,214,000 | 5,440 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,214,000 | 5,343 |
| Securities issued by states & political subdivisions | $374,000 | 5,402 |
| Other domestic debt securities | $1,280,000 | 1,839 |
| 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 | $1,280,000 | 1,323 |
| Foreign debt securities | $195,000 | 140 |
| Equity securities | $128,000 | 914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,721,000 | 3,789 |
| Mortgage-backed securities | $342,000 | 5,496 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $342,000 | 3,479 |
| CMOs issued by government agencies or sponsored agencies | $342,000 | 3,219 |
| 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) | $9,191,000 | 5,413 |
| Total debt securities | $9,056,000 | 5,821 |
| Structured notes | ||
| Amortized cost | $3,549,000 | 1,254 |
| Fair value | $3,515,000 | 1,261 |
| 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 | $10,405,000 | 5,669 |
| U.S. Government securities | $8,783,000 | 5,126 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $8,783,000 | 5,026 |
| Securities issued by states & political subdivisions | $191,000 | 5,574 |
| Other domestic debt securities | $1,409,000 | 1,789 |
| 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 | $1,409,000 | 1,265 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $22,000 | 1,148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,534,000 | 3,266 |
| Mortgage-backed securities | $350,000 | 5,523 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $350,000 | 3,470 |
| CMOs issued by government agencies or sponsored agencies | $350,000 | 3,202 |
| 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) | $10,405,000 | 5,242 |
| Total debt securities | $10,384,000 | 5,635 |
| Structured notes | ||
| Amortized cost | $3,600,000 | 1,299 |
| Fair value | $3,346,000 | 1,376 |
| 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 | $11,459,000 | 5,623 |
| U.S. Government securities | $10,219,000 | 4,991 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,219,000 | 4,877 |
| Securities issued by states & political subdivisions | $191,000 | 5,571 |
| Other domestic debt securities | $1,030,000 | 1,904 |
| 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 | $1,030,000 | 1,313 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $19,000 | 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 | $4,450,000 | 4,377 |
| Mortgage-backed securities | $370,000 | 5,530 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $370,000 | 3,436 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 3,154 |
| 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) | $11,459,000 | 5,180 |
| Total debt securities | $11,440,000 | 5,588 |
| Structured notes | ||
| Amortized cost | $4,750,000 | 1,227 |
| Fair value | $4,691,000 | 1,236 |
| 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 | $11,218,000 | 5,611 |
| U.S. Government securities | $9,810,000 | 5,066 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,810,000 | 4,949 |
| Securities issued by states & political subdivisions | $190,000 | 5,591 |
| Other domestic debt securities | $1,015,000 | 1,980 |
| 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 | $1,015,000 | 1,373 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $203,000 | 917 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,100,000 | 4,476 |
| Mortgage-backed securities | $394,000 | 5,496 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $394,000 | 3,379 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 3,091 |
| 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) | $11,218,000 | 5,188 |
| Total debt securities | $11,016,000 | 5,611 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 1,489 |
| Fair value | $3,719,000 | 1,502 |
| 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 | $10,972,000 | 5,575 |
| U.S. Government securities | $9,458,000 | 4,943 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,458,000 | 4,826 |
| Securities issued by states & political subdivisions | $300,000 | 5,481 |
| Other domestic debt securities | $910,000 | 2,197 |
| 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 | $910,000 | 1,456 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $304,000 | 850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,154,000 | 4,449 |
| Mortgage-backed securities | $643,000 | 5,341 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $643,000 | 3,198 |
| CMOs issued by government agencies or sponsored agencies | $643,000 | 2,914 |
| 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) | $10,972,000 | 5,129 |
| Total debt securities | $10,670,000 | 5,580 |
| Structured notes | ||
| Amortized cost | $2,950,000 | 1,598 |
| Fair value | $2,844,000 | 1,600 |
| 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 | $9,090,000 | 5,824 |
| U.S. Government securities | $7,674,000 | 5,256 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,674,000 | 5,138 |
| Securities issued by states & political subdivisions | $321,000 | 5,446 |
| Other domestic debt securities | $930,000 | 2,255 |
| 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 | $930,000 | 1,462 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $165,000 | 979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,007,000 | 4,559 |
| Mortgage-backed securities | $906,000 | 5,251 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $906,000 | 3,033 |
| CMOs issued by government agencies or sponsored agencies | $906,000 | 2,749 |
| 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) | $9,090,000 | 5,358 |
| Total debt securities | $8,926,000 | 5,813 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,860 |
| Fair value | $2,009,000 | 1,931 |
| 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 | $10,707,000 | 5,612 |
| U.S. Government securities | $8,926,000 | 5,145 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,926,000 | 5,033 |
| Securities issued by states & political subdivisions | $321,000 | 5,412 |
| Other domestic debt securities | $819,000 | 2,305 |
| 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 | $819,000 | 1,461 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $641,000 | 757 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000,000 | 4,312 |
| Mortgage-backed securities | $1,036,000 | 5,196 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,036,000 | 2,888 |
| CMOs issued by government agencies or sponsored agencies | $1,036,000 | 2,581 |
| 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) | $10,707,000 | 5,146 |
| Total debt securities | $10,066,000 | 5,685 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 2,193 |
| Fair value | $1,718,000 | 2,197 |
| 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 | $11,420,000 | 5,547 |
| U.S. Government securities | $9,887,000 | 5,036 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,887,000 | 4,938 |
| Securities issued by states & political subdivisions | $80,000 | 5,741 |
| Other domestic debt securities | $909,000 | 2,315 |
| 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 | $909,000 | 1,449 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $544,000 | 825 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,320,000 | 4,556 |
| Mortgage-backed securities | $1,165,000 | 5,243 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,165,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $1,165,000 | 2,478 |
| 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) | $11,420,000 | 5,091 |
| Total debt securities | $10,876,000 | 5,593 |
| Structured notes | ||
| Amortized cost | $2,550,000 | 1,570 |
| Fair value | $2,534,000 | 1,572 |
| 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 | $11,294,000 | 5,561 |
| U.S. Government securities | $9,435,000 | 5,083 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,435,000 | 4,986 |
| Securities issued by states & political subdivisions | $80,000 | 5,777 |
| Other domestic debt securities | $1,121,000 | 2,190 |
| 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 | $1,121,000 | 1,319 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $658,000 | 769 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,567,000 | 4,529 |
| Mortgage-backed securities | $1,370,000 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,370,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $1,370,000 | 2,375 |
| 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) | $11,294,000 | 5,091 |
| Total debt securities | $10,636,000 | 5,634 |
| Structured notes | ||
| Amortized cost | $2,545,000 | 1,331 |
| Fair value | $2,507,000 | 1,335 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $11,492,000 | 5,568 |
| U.S. Government securities | $9,546,000 | 5,097 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $9,546,000 | 4,998 |
| Securities issued by states & political subdivisions | $100,000 | 5,781 |
| Other domestic debt securities | $1,118,000 | 2,316 |
| 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 | $1,118,000 | 1,402 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $728,000 | 805 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,378,000 | 4,293 |
| Mortgage-backed securities | $1,472,000 | 5,276 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,472,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $1,472,000 | 2,320 |
| 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) | $11,492,000 | 5,102 |
| Total debt securities | $10,764,000 | 5,655 |
| Structured notes | ||
| Amortized cost | $1,949,000 | 1,224 |
| Fair value | $1,975,000 | 1,203 |
| 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 | $10,955,000 | 5,653 |
| U.S. Government securities | $9,145,000 | 5,155 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,145,000 | 5,059 |
| Securities issued by states & political subdivisions | $100,000 | 5,834 |
| Other domestic debt securities | $1,093,000 | 2,370 |
| 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 | $1,093,000 | 1,455 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $617,000 | 889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,388,000 | 4,582 |
| Mortgage-backed securities | $1,637,000 | 5,275 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,637,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $1,637,000 | 2,254 |
| 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) | $10,955,000 | 5,167 |
| Total debt securities | $10,338,000 | 5,716 |
| Structured notes | ||
| Amortized cost | $900,000 | 1,338 |
| Fair value | $907,000 | 1,329 |
| 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 | $10,605,000 | 5,781 |
| U.S. Government securities | $9,147,000 | 5,264 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,147,000 | 5,185 |
| Securities issued by states & political subdivisions | $100,000 | 5,772 |
| Other domestic debt securities | $950,000 | 2,393 |
| 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 | $950,000 | 1,604 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $408,000 | 1,013 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,030,000 | 4,801 |
| Mortgage-backed securities | $2,058,000 | 5,194 |
| Certificates of participation in pools of residential mortgages | $2,058,000 | 4,721 |
| Issued or guaranteed by U.S. | $2,058,000 | 4,708 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $10,605,000 | 5,274 |
| Total debt securities | $10,197,000 | 5,792 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,174 |
| Fair value | $705,000 | 1,168 |
| 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 | $10,261,000 | 5,855 |
| U.S. Government securities | $8,830,000 | 5,400 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,830,000 | 5,319 |
| Securities issued by states & political subdivisions | $165,000 | 5,660 |
| Other domestic debt securities | $865,000 | 2,404 |
| 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 | $865,000 | 1,626 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $401,000 | 1,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,202,000 | 5,509 |
| Mortgage-backed securities | $1,745,000 | 5,307 |
| Certificates of participation in pools of residential mortgages | $1,745,000 | 4,857 |
| Issued or guaranteed by U.S. | $1,745,000 | 4,843 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $10,261,000 | 5,320 |
| Total debt securities | $9,861,000 | 5,897 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,486 |
| Fair value | $419,000 | 1,479 |
| 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 | $8,790,000 | 6,122 |
| U.S. Government securities | $7,506,000 | 5,693 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,506,000 | 5,611 |
| Securities issued by states & political subdivisions | $165,000 | 5,682 |
| Other domestic debt securities | $883,000 | 2,348 |
| 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 | $883,000 | 1,589 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $236,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,088,000 | 5,584 |
| Mortgage-backed securities | $1,114,000 | 5,512 |
| Certificates of participation in pools of residential mortgages | $1,114,000 | 5,088 |
| Issued or guaranteed by U.S. | $1,114,000 | 5,073 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $8,790,000 | 5,573 |
| Total debt securities | $8,554,000 | 6,124 |
| Structured notes | ||
| Amortized cost | $900,000 | 1,108 |
| Fair value | $904,000 | 1,095 |
| 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 | $10,935,000 | 5,767 |
| U.S. Government securities | $8,443,000 | 5,466 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,443,000 | 5,388 |
| Securities issued by states & political subdivisions | $166,000 | 5,727 |
| Other domestic debt securities | $1,378,000 | 2,072 |
| 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 | $1,378,000 | 1,396 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $948,000 | 1,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,900,000 | 5,274 |
| Mortgage-backed securities | $1,212,000 | 5,475 |
| Certificates of participation in pools of residential mortgages | $1,212,000 | 5,053 |
| Issued or guaranteed by U.S. | $1,212,000 | 5,033 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $10,935,000 | 5,244 |
| Total debt securities | $9,987,000 | 5,878 |
| Structured notes | ||
| Amortized cost | $1,099,000 | 943 |
| Fair value | $1,113,000 | 937 |
| 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 | $10,164,000 | 5,912 |
| U.S. Government securities | $8,214,000 | 5,525 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,214,000 | 5,438 |
| Securities issued by states & political subdivisions | $166,000 | 5,724 |
| Other domestic debt securities | $1,112,000 | 2,099 |
| 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 | $1,112,000 | 1,429 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $672,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,928,000 | 4,858 |
| Mortgage-backed securities | $956,000 | 5,590 |
| Certificates of participation in pools of residential mortgages | $956,000 | 5,159 |
| Issued or guaranteed by U.S. | $956,000 | 5,132 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $10,164,000 | 5,375 |
| Total debt securities | $9,484,000 | 5,970 |
| Structured notes | ||
| Amortized cost | $1,099,000 | 1,011 |
| Fair value | $1,097,000 | 1,018 |
| 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 | $8,922,000 | 6,239 |
| U.S. Government securities | $6,720,000 | 6,079 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,720,000 | 5,965 |
| Securities issued by states & political subdivisions | $165,000 | 5,759 |
| Other domestic debt securities | $1,007,000 | 1,975 |
| 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 | $1,007,000 | 1,367 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,030,000 | 978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,549,000 | 4,643 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $8,922,000 | 5,655 |
| Total debt securities | $7,892,000 | 6,392 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 992 |
| Fair value | $2,169,000 | 993 |
| 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 | $8,735,000 | 6,328 |
| U.S. Government securities | $6,998,000 | 6,096 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,998,000 | 5,987 |
| Securities issued by states & political subdivisions | $285,000 | 5,609 |
| Other domestic debt securities | $1,010,000 | 1,929 |
| 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 | $1,010,000 | 1,333 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $442,000 | 1,260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,903,000 | 4,903 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $8,735,000 | 5,725 |
| Total debt securities | $8,293,000 | 6,357 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,366 |
| Fair value | $1,710,000 | 1,383 |
| 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 | $8,160,000 | 6,472 |
| U.S. Government securities | $6,412,000 | 6,308 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,412,000 | 6,189 |
| Securities issued by states & political subdivisions | $284,000 | 5,646 |
| Other domestic debt securities | $1,009,000 | 1,876 |
| 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 | $1,009,000 | 1,296 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $455,000 | 1,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,748,000 | 4,990 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $8,160,000 | 5,836 |
| Total debt securities | $7,704,000 | 6,514 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,446 |
| Fair value | $1,710,000 | 1,461 |
| 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 | $8,048,000 | 6,529 |
| U.S. Government securities | $6,425,000 | 6,346 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,425,000 | 6,216 |
| Securities issued by states & political subdivisions | $282,000 | 5,700 |
| Other domestic debt securities | $1,218,000 | 1,802 |
| 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 | $1,218,000 | 1,256 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $123,000 | 1,564 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,805,000 | 4,987 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $8,048,000 | 5,869 |
| Total debt securities | $7,925,000 | 6,502 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 1,304 |
| Fair value | $2,119,000 | 1,308 |
| 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 | $5,950,000 | 7,044 |
| U.S. Government securities | $3,953,000 | 7,119 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,953,000 | 6,995 |
| Securities issued by states & political subdivisions | $255,000 | 5,789 |
| Other domestic debt securities | $1,214,000 | 1,813 |
| 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 | $1,214,000 | 1,280 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $528,000 | 1,237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,975,000 | 4,934 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $5,950,000 | 6,353 |
| Total debt securities | $5,422,000 | 7,120 |
| 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 | $6,133,000 | 7,077 |
| U.S. Government securities | $3,955,000 | 7,182 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,955,000 | 7,047 |
| Securities issued by states & political subdivisions | $256,000 | 5,846 |
| Other domestic debt securities | $1,607,000 | 1,649 |
| 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 | $1,607,000 | 1,165 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $315,000 | 1,459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,303,000 | 5,219 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $6,133,000 | 6,355 |
| Total debt securities | $5,818,000 | 7,093 |
| 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 | $5,632,000 | 7,219 |
| U.S. Government securities | $3,590,000 | 7,329 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,590,000 | 7,189 |
| Securities issued by states & political subdivisions | $256,000 | 5,875 |
| Other domestic debt securities | $1,780,000 | 1,625 |
| 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 | $1,780,000 | 1,145 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $6,000 | 1,938 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,909,000 | 4,998 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $5,632,000 | 6,474 |
| Total debt securities | $5,627,000 | 7,164 |
| 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 | $6,565,000 | 7,060 |
| U.S. Government securities | $3,817,000 | 7,307 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,817,000 | 7,163 |
| Securities issued by states & political subdivisions | $257,000 | 5,900 |
| Other domestic debt securities | $2,481,000 | 1,447 |
| 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 | $2,481,000 | 1,010 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $10,000 | 1,948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,401,000 | 5,198 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $6,565,000 | 6,321 |
| Total debt securities | $6,555,000 | 7,007 |
| 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 | $6,703,000 | 7,062 |
| U.S. Government securities | $3,654,000 | 7,368 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,654,000 | 7,221 |
| Securities issued by states & political subdivisions | $298,000 | 5,865 |
| Other domestic debt securities | $2,679,000 | 1,435 |
| 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 | $2,679,000 | 1,006 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $72,000 | 1,811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,209,000 | 5,283 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $6,703,000 | 6,324 |
| Total debt securities | $6,631,000 | 7,018 |
| 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 | $6,920,000 | 7,028 |
| U.S. Government securities | $3,676,000 | 7,390 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,676,000 | 7,246 |
| Securities issued by states & political subdivisions | $299,000 | 5,901 |
| Other domestic debt securities | $2,869,000 | 1,409 |
| 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 | $2,869,000 | 1,016 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $76,000 | 1,815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,212,000 | 5,276 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $6,920,000 | 6,263 |
| Total debt securities | $6,844,000 | 6,994 |
| 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 | $7,438,000 | 6,966 |
| U.S. Government securities | $3,706,000 | 7,433 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,706,000 | 7,286 |
| Securities issued by states & political subdivisions | $300,000 | 5,904 |
| Other domestic debt securities | $3,093,000 | 1,374 |
| 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 | $3,093,000 | 996 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $339,000 | 1,523 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,212,000 | 5,249 |
| Mortgage-backed securities | $1,000 | 6,997 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,739 |
| Issued or guaranteed by U.S. | $1,000 | 6,719 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $7,438,000 | 6,189 |
| Total debt securities | $7,099,000 | 6,984 |
| 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 | $7,288,000 | 7,034 |
| U.S. Government securities | $3,861,000 | 7,461 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,861,000 | 7,289 |
| Securities issued by states & political subdivisions | $300,000 | 5,930 |
| Other domestic debt securities | $3,087,000 | 1,423 |
| 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 | $3,087,000 | 1,056 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $40,000 | 1,945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,417,000 | 5,227 |
| Mortgage-backed securities | $1,000 | 7,076 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,815 |
| Issued or guaranteed by U.S. | $1,000 | 6,797 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $7,288,000 | 6,263 |
| Total debt securities | $7,248,000 | 6,991 |
| 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 | $7,560,000 | 6,990 |
| U.S. Government securities | $3,509,000 | 7,569 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,509,000 | 7,407 |
| Securities issued by states & political subdivisions | $303,000 | 5,969 |
| Other domestic debt securities | $3,165,000 | 1,439 |
| 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 | $3,165,000 | 1,079 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $583,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,747,000 | 5,055 |
| Mortgage-backed securities | $1,000 | 7,135 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,865 |
| Issued or guaranteed by U.S. | $1,000 | 6,852 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $7,560,000 | 6,215 |
| Total debt securities | $6,978,000 | 7,065 |
| 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 | $7,896,000 | 6,962 |
| U.S. Government securities | $4,344,000 | 7,343 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,344,000 | 7,185 |
| Securities issued by states & political subdivisions | $304,000 | 6,015 |
| Other domestic debt securities | $3,182,000 | 1,454 |
| 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 | $3,182,000 | 1,121 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $66,000 | 1,958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,923,000 | 5,006 |
| Mortgage-backed securities | $1,000 | 7,189 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,915 |
| Issued or guaranteed by U.S. | $1,000 | 6,901 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $7,896,000 | 6,180 |
| Total debt securities | $7,832,000 | 6,915 |
| 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 | $8,790,000 | 6,839 |
| U.S. Government securities | $5,059,000 | 7,189 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,059,000 | 7,030 |
| Securities issued by states & political subdivisions | $296,000 | 6,073 |
| Other domestic debt securities | $3,263,000 | 1,493 |
| 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 | $3,263,000 | 1,164 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $172,000 | 1,831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,067,000 | 5,377 |
| Mortgage-backed securities | $1,000 | 7,269 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,990 |
| Issued or guaranteed by U.S. | $1,000 | 6,976 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $8,790,000 | 6,084 |
| Total debt securities | $8,618,000 | 6,805 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $9,377,000 | 6,698 |
| U.S. Government securities | $5,209,000 | 7,105 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,209,000 | 6,934 |
| Securities issued by states & political subdivisions | $299,000 | 6,073 |
| Other domestic debt securities | $3,603,000 | 1,512 |
| 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 | $3,603,000 | 1,177 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $266,000 | 1,758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,419,000 | 5,142 |
| Mortgage-backed securities | $1,000 | 7,286 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,001 |
| Issued or guaranteed by U.S. | $1,000 | 6,983 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $9,377,000 | 5,953 |
| Total debt securities | $9,111,000 | 6,667 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,211,000 | 6,560 |
| U.S. Government securities | $6,212,000 | 6,844 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,212,000 | 6,662 |
| Securities issued by states & political subdivisions | $325,000 | 6,068 |
| Other domestic debt securities | $3,600,000 | 1,535 |
| 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 | $3,600,000 | 1,269 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $74,000 | 2,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,670,000 | 4,597 |
| Mortgage-backed securities | $1,000 | 7,327 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,067 |
| Issued or guaranteed by U.S. | $1,000 | 7,041 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $10,211,000 | 5,810 |
| Total debt securities | $10,137,000 | 6,494 |
| 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 | $11,011,000 | 6,327 |
| U.S. Government securities | $6,396,000 | 6,667 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,396,000 | 6,485 |
| Securities issued by states & political subdivisions | $238,000 | 6,273 |
| Other domestic debt securities | $4,320,000 | 1,457 |
| 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 | $4,320,000 | 1,198 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $57,000 | 2,144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,722,000 | 4,947 |
| Mortgage-backed securities | $1,000 | 7,369 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,110 |
| Issued or guaranteed by U.S. | $1,000 | 7,083 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $11,011,000 | 5,598 |
| Total debt securities | $10,954,000 | 6,249 |
| 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 | $9,904,000 | 6,516 |
| U.S. Government securities | $4,182,000 | 7,370 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,182,000 | 7,181 |
| Securities issued by states & political subdivisions | $239,000 | 6,292 |
| Other domestic debt securities | $4,533,000 | 1,468 |
| 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 | $4,533,000 | 1,204 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $950,000 | 1,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,724,000 | 5,427 |
| Mortgage-backed securities | $1,000 | 7,420 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,133 |
| Issued or guaranteed by U.S. | $1,000 | 7,110 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $9,904,000 | 5,750 |
| Total debt securities | $8,954,000 | 6,638 |
| 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 | $10,588,000 | 6,383 |
| U.S. Government securities | $5,494,000 | 6,979 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,494,000 | 6,771 |
| Securities issued by states & political subdivisions | $240,000 | 6,286 |
| Other domestic debt securities | $4,797,000 | 1,437 |
| 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 | $4,797,000 | 1,172 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $57,000 | 2,143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,859,000 | 4,890 |
| Mortgage-backed securities | $1,000 | 7,457 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,158 |
| Issued or guaranteed by U.S. | $1,000 | 7,134 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $10,588,000 | 5,607 |
| Total debt securities | $10,531,000 | 6,291 |
| 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 | $9,822,000 | 6,549 |
| U.S. Government securities | $5,723,000 | 6,902 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,723,000 | 6,697 |
| Securities issued by states & political subdivisions | $251,000 | 6,267 |
| Other domestic debt securities | $3,775,000 | 1,627 |
| 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 | $3,775,000 | 1,386 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $73,000 | 2,127 |
| 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 | $2,000 | 7,439 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,124 |
| Issued or guaranteed by U.S. | $2,000 | 7,100 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $9,822,000 | 5,757 |
| Total debt securities | $9,749,000 | 6,465 |
| 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 | $9,355,000 | 6,662 |
| U.S. Government securities | $4,617,000 | 7,382 |
| U.S. Treasury securities | $506,000 | 2,535 |
| U.S. Government agency obligations | $4,111,000 | 7,342 |
| Securities issued by states & political subdivisions | $245,000 | 6,424 |
| Other domestic debt securities | $3,854,000 | 1,651 |
| 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 | $3,854,000 | 1,348 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $639,000 | 1,498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,044,000 | 5,326 |
| Mortgage-backed securities | $3,000 | 7,492 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,131 |
| Issued or guaranteed by U.S. | $3,000 | 7,107 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $9,355,000 | 5,780 |
| Total debt securities | $8,716,000 | 6,725 |
| 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 | $7,450,000 | 7,529 |
| U.S. Government securities | $3,906,000 | 8,232 |
| U.S. Treasury securities | $498,000 | 3,558 |
| U.S. Government agency obligations | $3,408,000 | 8,106 |
| Securities issued by states & political subdivisions | $148,000 | 6,854 |
| Other domestic debt securities | $2,602,000 | 1,702 |
| 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 | $2,602,000 | 1,445 |
| Foreign debt securities | NA | NA |
| Equity securities | $794,000 | 2,920 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,114,000 | 5,030 |
| Mortgage-backed securities | $7,000 | 7,437 |
| Certificates of participation in pools of residential mortgages | $7,000 | 7,038 |
| Issued or guaranteed by U.S. | $7,000 | 7,015 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $7,450,000 | 6,427 |
| Total debt securities | $6,656,000 | 7,674 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,968,000 | 7,994 |
| U.S. Government securities | $3,438,000 | 8,762 |
| U.S. Treasury securities | $745,000 | 4,098 |
| U.S. Government agency obligations | $2,693,000 | 8,585 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $3,085,000 | 1,511 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,085,000 | 1,234 |
| Foreign debt securities | NA | NA |
| Equity securities | $445,000 | 3,977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,450,000 | 6,057 |
| Mortgage-backed securities | $13,000 | 7,735 |
| Certificates of participation in pools of residential mortgages | $13,000 | 7,302 |
| Issued or guaranteed by U.S. | $13,000 | 7,282 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,968,000 | 6,769 |
| Total debt securities | $6,523,000 | 8,025 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $7,134,000 | 7,983 |
| U.S. Government securities | $3,142,000 | 8,919 |
| U.S. Treasury securities | $758,000 | 5,485 |
| U.S. Government agency obligations | $2,384,000 | 8,539 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $3,412,000 | 1,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,412,000 | 1,099 |
| Foreign debt securities | NA | NA |
| Equity securities | $580,000 | 3,273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,654,000 | 6,421 |
| Mortgage-backed securities | $17,000 | 7,941 |
| Certificates of participation in pools of residential mortgages | $17,000 | 7,499 |
| Issued or guaranteed by U.S. | $17,000 | 7,476 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $7,134,000 | 6,629 |
| Total debt securities | $6,554,000 | 8,057 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $6,721,000 | 8,543 |
| U.S. Government securities | $3,591,000 | 9,268 |
| U.S. Treasury securities | $1,110,000 | 6,142 |
| U.S. Government agency obligations | $2,481,000 | 8,752 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $2,898,000 | 1,133 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,898,000 | 889 |
| Foreign debt securities | NA | NA |
| Equity securities | $232,000 | 5,136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,550,000 | 6,883 |
| Mortgage-backed securities | $26,000 | 8,271 |
| Certificates of participation in pools of residential mortgages | $26,000 | 7,744 |
| Issued or guaranteed by U.S. | $26,000 | 7,717 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $6,721,000 | 6,799 |
| Total debt securities | $6,489,000 | 8,503 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,708,000 | 9,102 |
| U.S. Government securities | $3,626,000 | 9,831 |
| U.S. Treasury securities | $1,508,000 | 6,506 |
| U.S. Government agency obligations | $2,118,000 | 9,390 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $2,442,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,442,000 | 998 |
| Foreign debt securities | NA | NA |
| Equity securities | $640,000 | 3,049 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,850,000 | 6,880 |
| Mortgage-backed securities | $36,000 | 8,791 |
| Certificates of participation in pools of residential mortgages | $36,000 | 8,226 |
| Issued or guaranteed by U.S. | $36,000 | 8,201 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $6,708,000 | 7,094 |
| Total debt securities | $6,068,000 | 9,238 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $6,146,000 | 9,715 |
| U.S. Government securities | $3,543,000 | 10,299 |
| U.S. Treasury securities | $1,727,000 | 7,480 |
| U.S. Government agency obligations | $1,816,000 | 9,903 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $2,553,000 | 1,577 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,553,000 | 1,205 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 6,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,012,000 | 8,068 |
| Mortgage-backed securities | $55,000 | 9,218 |
| Certificates of participation in pools of residential mortgages | $55,000 | 8,531 |
| Issued or guaranteed by U.S. | $55,000 | 8,497 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $6,146,000 | 7,498 |
| Total debt securities | $6,096,000 | 9,631 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $5,796,000 | 10,479 |
| U.S. Government securities | $3,624,000 | 10,899 |
| U.S. Treasury securities | $1,889,000 | 8,503 |
| U.S. Government agency obligations | $1,735,000 | 10,183 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $2,125,000 | 1,965 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,125,000 | 1,527 |
| Foreign debt securities | NA | NA |
| Equity securities | $47,000 | 7,046 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $913,000 | 8,606 |
| Mortgage-backed securities | $78,000 | 9,694 |
| Certificates of participation in pools of residential mortgages | $78,000 | 8,928 |
| Issued or guaranteed by U.S. | $78,000 | 8,900 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $5,796,000 | 6,465 |
| Total debt securities | $5,749,000 | 10,389 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $4,911,000 | 11,334 |
| U.S. Government securities | $2,995,000 | 11,659 |
| U.S. Treasury securities | $804,000 | 10,343 |
| U.S. Government agency obligations | $2,191,000 | 10,069 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $1,736,000 | 2,558 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,736,000 | 1,940 |
| Foreign debt securities | NA | NA |
| Equity securities | $180,000 | 4,706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $676,000 | 9,186 |
| Mortgage-backed securities | $124,000 | 10,196 |
| Certificates of participation in pools of residential mortgages | $124,000 | 9,317 |
| Issued or guaranteed by U.S. | $124,000 | 9,266 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,731,000 | 11,280 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $5,256,000 | 11,450 |
| U.S. Government securities | $3,198,000 | 11,963 |
| U.S. Treasury securities | $1,310,000 | 9,791 |
| U.S. Government agency obligations | $1,888,000 | 10,660 |
| Securities issued by states & political subdivisions | $100,000 | 9,256 |
| Other domestic debt securities | $1,663,000 | 3,236 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,663,000 | 2,279 |
| Foreign debt securities | NA | NA |
| Equity securities | $295,000 | 3,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $720,000 | 9,262 |
| Mortgage-backed securities | $181,000 | 10,540 |
| Certificates of participation in pools of residential mortgages | $181,000 | 9,533 |
| Issued or guaranteed by U.S. | $181,000 | 9,459 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,961,000 | 11,472 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |