Home > Security First Bank of North Dakota > Securities
Security First Bank of North Dakota, Securities
| 2023-12-31 | Rank | |
| Total securities | $34,840,000 | 3,034 |
| U.S. Government securities | $31,627,000 | 2,409 |
| U.S. Treasury securities | $6,691,000 | 1,655 |
| U.S. Government agency obligations | $24,936,000 | 2,352 |
| Securities issued by states & political subdivisions | $3,069,000 | 3,156 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,762,000 | 2,070 |
| Mortgage-backed securities | $19,036,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,659,000 | 2,151 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,080,000 | 1,415 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $5,297,000 | 694 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $34,696,000 | 2,808 |
| Total debt securities | $34,697,000 | 3,016 |
| 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 | $35,311,000 | 3,016 |
| U.S. Government securities | $32,279,000 | 2,377 |
| U.S. Treasury securities | $6,548,000 | 1,713 |
| U.S. Government agency obligations | $25,731,000 | 2,294 |
| Securities issued by states & political subdivisions | $2,912,000 | 3,191 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,801,000 | 2,009 |
| Mortgage-backed securities | $19,884,000 | 2,000 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,054,000 | 2,109 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,628,000 | 1,348 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $5,202,000 | 684 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $35,191,000 | 2,776 |
| Total debt securities | $35,191,000 | 2,999 |
| 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 | $38,650,000 | 2,963 |
| U.S. Government securities | $35,511,000 | 2,312 |
| U.S. Treasury securities | $8,583,000 | 1,567 |
| U.S. Government agency obligations | $26,928,000 | 2,300 |
| Securities issued by states & political subdivisions | $3,029,000 | 3,220 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,391,000 | 2,079 |
| Mortgage-backed securities | $21,077,000 | 1,995 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,619,000 | 2,092 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,200,000 | 1,314 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $5,258,000 | 684 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $38,540,000 | 2,734 |
| Total debt securities | $38,541,000 | 2,951 |
| 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 | $40,287,000 | 3,002 |
| U.S. Government securities | $37,114,000 | 2,328 |
| U.S. Treasury securities | $8,648,000 | 1,635 |
| U.S. Government agency obligations | $28,466,000 | 2,240 |
| Securities issued by states & political subdivisions | $3,073,000 | 3,270 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,028,000 | 2,213 |
| Mortgage-backed securities | $22,551,000 | 1,986 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,500,000 | 2,077 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,730,000 | 1,310 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $5,321,000 | 697 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $40,187,000 | 2,758 |
| Total debt securities | $40,187,000 | 2,985 |
| 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 | $38,412,000 | 3,094 |
| U.S. Government securities | $35,830,000 | 2,391 |
| U.S. Treasury securities | $8,514,000 | 1,694 |
| U.S. Government agency obligations | $27,316,000 | 2,298 |
| Securities issued by states & political subdivisions | $2,495,000 | 3,411 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,384,000 | 2,173 |
| Mortgage-backed securities | $23,382,000 | 1,974 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,825,000 | 2,075 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,288,000 | 1,269 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $5,269,000 | 698 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $38,325,000 | 2,846 |
| Total debt securities | $38,325,000 | 3,074 |
| 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 | $39,200,000 | 3,083 |
| U.S. Government securities | $36,688,000 | 2,399 |
| U.S. Treasury securities | $8,451,000 | 1,711 |
| U.S. Government agency obligations | $28,237,000 | 2,282 |
| Securities issued by states & political subdivisions | $2,435,000 | 3,461 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,757,000 | 2,100 |
| Mortgage-backed securities | $24,306,000 | 1,961 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,156,000 | 2,058 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,924,000 | 1,236 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $5,226,000 | 727 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $39,123,000 | 2,830 |
| Total debt securities | $39,123,000 | 3,061 |
| 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 | $17,006,000 | 3,906 |
| U.S. Government securities | $14,421,000 | 3,503 |
| U.S. Treasury securities | $1,859,000 | 2,529 |
| U.S. Government agency obligations | $12,562,000 | 3,163 |
| Securities issued by states & political subdivisions | $2,509,000 | 3,490 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,929,000 | 2,221 |
| Mortgage-backed securities | $11,678,000 | 2,621 |
| Certificates of participation in pools of residential mortgages | $3,534,000 | 3,013 |
| Issued or guaranteed by U.S. | $3,534,000 | 2,920 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,732,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $2,732,000 | 1,823 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $5,412,000 | 1,140 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $5,412,000 | 788 |
| Held to maturity securities (book value) | $1,000 | 1,806 |
| Available-for-sale securities (fair market value) | $16,929,000 | 3,648 |
| Total debt securities | $16,928,000 | 3,892 |
| 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 | $18,046,000 | 3,819 |
| U.S. Government securities | $15,358,000 | 3,364 |
| U.S. Treasury securities | $1,938,000 | 2,276 |
| U.S. Government agency obligations | $13,420,000 | 3,091 |
| Securities issued by states & political subdivisions | $2,598,000 | 3,480 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,909,000 | 2,117 |
| Mortgage-backed securities | $12,489,000 | 2,591 |
| Certificates of participation in pools of residential mortgages | $3,779,000 | 2,984 |
| Issued or guaranteed by U.S. | $3,779,000 | 2,901 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,146,000 | 1,844 |
| CMOs issued by government agencies or sponsored agencies | $3,146,000 | 1,774 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $5,564,000 | 1,116 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $5,564,000 | 756 |
| Held to maturity securities (book value) | $1,000 | 1,735 |
| Available-for-sale securities (fair market value) | $17,955,000 | 3,585 |
| Total debt securities | $17,955,000 | 3,807 |
| 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 | $14,542,000 | 3,917 |
| U.S. Government securities | $11,579,000 | 3,470 |
| U.S. Treasury securities | $2,057,000 | 1,734 |
| U.S. Government agency obligations | $9,522,000 | 3,351 |
| Securities issued by states & political subdivisions | $2,866,000 | 3,482 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,719,000 | 2,591 |
| Mortgage-backed securities | $8,518,000 | 2,876 |
| Certificates of participation in pools of residential mortgages | $4,115,000 | 2,930 |
| Issued or guaranteed by U.S. | $4,115,000 | 2,842 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,356,000 | 1,787 |
| CMOs issued by government agencies or sponsored agencies | $3,356,000 | 1,733 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,047,000 | 1,664 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,047,000 | 1,162 |
| Held to maturity securities (book value) | $1,000 | 1,662 |
| Available-for-sale securities (fair market value) | $14,444,000 | 3,709 |
| Total debt securities | $14,446,000 | 3,905 |
| 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 | $11,164,000 | 4,076 |
| U.S. Government securities | $7,807,000 | 3,711 |
| U.S. Treasury securities | $2,003,000 | 1,568 |
| U.S. Government agency obligations | $5,804,000 | 3,685 |
| Securities issued by states & political subdivisions | $3,269,000 | 3,436 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,761,000 | 2,672 |
| Mortgage-backed securities | $4,786,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $167,000 | 3,817 |
| Issued or guaranteed by U.S. | $167,000 | 3,745 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,619,000 | 1,628 |
| CMOs issued by government agencies or sponsored agencies | $4,619,000 | 1,581 |
| 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) | $1,000 | 1,683 |
| Available-for-sale securities (fair market value) | $11,075,000 | 3,862 |
| Total debt securities | $11,074,000 | 4,059 |
| 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 | $11,097,000 | 4,068 |
| U.S. Government securities | $7,990,000 | 3,665 |
| U.S. Treasury securities | $2,004,000 | 1,460 |
| U.S. Government agency obligations | $5,986,000 | 3,661 |
| Securities issued by states & political subdivisions | $3,029,000 | 3,494 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,929,000 | 2,832 |
| Mortgage-backed securities | $4,983,000 | 3,218 |
| Certificates of participation in pools of residential mortgages | $3,462,000 | 3,023 |
| Issued or guaranteed by U.S. | $3,462,000 | 2,928 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,521,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $1,521,000 | 2,105 |
| 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) | $1,000 | 1,671 |
| Available-for-sale securities (fair market value) | $11,018,000 | 3,849 |
| Total debt securities | $11,019,000 | 4,053 |
| 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 | $7,888,000 | 4,226 |
| U.S. Government securities | $5,167,000 | 3,874 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,167,000 | 3,687 |
| Securities issued by states & political subdivisions | $2,644,000 | 3,541 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,058,000 | 3,125 |
| Mortgage-backed securities | $5,167,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $3,545,000 | 2,957 |
| Issued or guaranteed by U.S. | $3,545,000 | 2,866 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,622,000 | 2,099 |
| CMOs issued by government agencies or sponsored agencies | $1,622,000 | 2,049 |
| 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) | $2,000 | 1,667 |
| Available-for-sale securities (fair market value) | $7,809,000 | 3,997 |
| Total debt securities | $7,809,000 | 4,208 |
| 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 | $6,698,000 | 4,270 |
| U.S. Government securities | $3,747,000 | 3,964 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,747,000 | 3,813 |
| Securities issued by states & political subdivisions | $2,893,000 | 3,497 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,436,000 | 3,079 |
| Mortgage-backed securities | $3,747,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $2,049,000 | 3,237 |
| Issued or guaranteed by U.S. | $2,049,000 | 3,152 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,698,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $1,698,000 | 2,061 |
| 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) | $2,000 | 1,659 |
| Available-for-sale securities (fair market value) | $6,638,000 | 4,042 |
| Total debt securities | $6,640,000 | 4,248 |
| 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 | $6,861,000 | 4,240 |
| U.S. Government securities | $3,928,000 | 3,950 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,928,000 | 3,796 |
| Securities issued by states & political subdivisions | $2,883,000 | 3,439 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,552,000 | 3,085 |
| Mortgage-backed securities | $3,928,000 | 3,287 |
| Certificates of participation in pools of residential mortgages | $2,138,000 | 3,194 |
| Issued or guaranteed by U.S. | $2,138,000 | 3,104 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,790,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $1,790,000 | 2,061 |
| 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) | $2,000 | 1,664 |
| Available-for-sale securities (fair market value) | $6,809,000 | 3,999 |
| Total debt securities | $6,811,000 | 4,221 |
| 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 | $7,848,000 | 4,171 |
| U.S. Government securities | $4,067,000 | 3,957 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,067,000 | 3,794 |
| Securities issued by states & political subdivisions | $3,734,000 | 3,260 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,524,000 | 2,987 |
| Mortgage-backed securities | $4,067,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $2,220,000 | 3,176 |
| Issued or guaranteed by U.S. | $2,220,000 | 3,090 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,847,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $1,847,000 | 2,072 |
| 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) | $2,000 | 1,680 |
| Available-for-sale securities (fair market value) | $7,799,000 | 3,933 |
| Total debt securities | $7,799,000 | 4,153 |
| 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 | $7,698,000 | 4,217 |
| U.S. Government securities | $4,089,000 | 4,007 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,089,000 | 3,844 |
| Securities issued by states & political subdivisions | $3,566,000 | 3,242 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $43,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,287,000 | 2,973 |
| Mortgage-backed securities | $4,089,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $2,221,000 | 3,180 |
| Issued or guaranteed by U.S. | $2,221,000 | 3,085 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,868,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $1,868,000 | 2,071 |
| 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) | $3,000 | 1,692 |
| Available-for-sale securities (fair market value) | $7,695,000 | 3,975 |
| Total debt securities | $7,652,000 | 4,197 |
| 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 | $8,119,000 | 4,237 |
| U.S. Government securities | $4,259,000 | 4,066 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,259,000 | 3,899 |
| Securities issued by states & political subdivisions | $3,795,000 | 3,214 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $65,000 | 205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,665,000 | 2,972 |
| Mortgage-backed securities | $4,259,000 | 3,239 |
| Certificates of participation in pools of residential mortgages | $3,522,000 | 2,874 |
| Issued or guaranteed by U.S. | $3,522,000 | 2,786 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $737,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $737,000 | 2,419 |
| 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) | $3,000 | 1,740 |
| Available-for-sale securities (fair market value) | $8,116,000 | 3,986 |
| Total debt securities | $8,054,000 | 4,220 |
| 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 | $8,488,000 | 4,272 |
| U.S. Government securities | $4,450,000 | 4,118 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,450,000 | 3,959 |
| Securities issued by states & political subdivisions | $3,973,000 | 3,205 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $65,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,127,000 | 2,965 |
| Mortgage-backed securities | $4,450,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | $2,456,000 | 3,108 |
| Issued or guaranteed by U.S. | $2,456,000 | 3,008 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,994,000 | 2,116 |
| CMOs issued by government agencies or sponsored agencies | $1,994,000 | 2,072 |
| 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) | $3,000 | 1,816 |
| Available-for-sale securities (fair market value) | $8,485,000 | 4,013 |
| Total debt securities | $8,423,000 | 4,253 |
| 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 | $7,866,000 | 4,394 |
| U.S. Government securities | $3,354,000 | 4,350 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,354,000 | 4,189 |
| Securities issued by states & political subdivisions | $4,459,000 | 3,162 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $53,000 | 305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,740,000 | 2,963 |
| Mortgage-backed securities | $3,354,000 | 3,386 |
| Certificates of participation in pools of residential mortgages | $2,557,000 | 3,089 |
| Issued or guaranteed by U.S. | $2,557,000 | 3,001 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $797,000 | 2,453 |
| CMOs issued by government agencies or sponsored agencies | $797,000 | 2,407 |
| 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) | $4,000 | 1,855 |
| Available-for-sale securities (fair market value) | $7,862,000 | 4,133 |
| Total debt securities | $7,813,000 | 4,377 |
| 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 | $8,736,000 | 4,378 |
| U.S. Government securities | $3,436,000 | 4,395 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,436,000 | 4,229 |
| Securities issued by states & political subdivisions | $5,243,000 | 3,097 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $57,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,849,000 | 2,999 |
| Mortgage-backed securities | $3,436,000 | 3,391 |
| Certificates of participation in pools of residential mortgages | $2,619,000 | 3,104 |
| Issued or guaranteed by U.S. | $2,619,000 | 3,009 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $817,000 | 2,450 |
| CMOs issued by government agencies or sponsored agencies | $817,000 | 2,406 |
| 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) | $4,000 | 1,883 |
| Available-for-sale securities (fair market value) | $8,732,000 | 4,101 |
| Total debt securities | $8,679,000 | 4,360 |
| 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 | $9,330,000 | 4,363 |
| U.S. Government securities | $3,546,000 | 4,411 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,546,000 | 4,251 |
| Securities issued by states & political subdivisions | $5,737,000 | 3,063 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $47,000 | 455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,445,000 | 2,931 |
| Mortgage-backed securities | $3,546,000 | 3,394 |
| Certificates of participation in pools of residential mortgages | $2,700,000 | 3,100 |
| Issued or guaranteed by U.S. | $2,700,000 | 3,034 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $846,000 | 2,447 |
| CMOs issued by government agencies or sponsored agencies | $846,000 | 2,398 |
| 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) | $4,000 | 1,931 |
| Available-for-sale securities (fair market value) | $9,326,000 | 4,079 |
| Total debt securities | $9,284,000 | 4,347 |
| 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 | $9,569,000 | 4,385 |
| U.S. Government securities | $3,649,000 | 4,458 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,649,000 | 4,302 |
| Securities issued by states & political subdivisions | $5,860,000 | 3,076 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $60,000 | 476 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,663,000 | 2,912 |
| Mortgage-backed securities | $3,649,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $2,792,000 | 3,124 |
| Issued or guaranteed by U.S. | $2,792,000 | 3,095 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $857,000 | 2,453 |
| CMOs issued by government agencies or sponsored agencies | $857,000 | 2,400 |
| 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) | $5,000 | 1,965 |
| Available-for-sale securities (fair market value) | $9,564,000 | 4,105 |
| Total debt securities | $9,508,000 | 4,366 |
| 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 | $9,836,000 | 4,426 |
| U.S. Government securities | $3,844,000 | 4,463 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,844,000 | 4,301 |
| Securities issued by states & political subdivisions | $5,921,000 | 3,126 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $71,000 | 496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,424,000 | 2,849 |
| Mortgage-backed securities | $3,844,000 | 3,415 |
| Certificates of participation in pools of residential mortgages | $2,933,000 | 3,128 |
| Issued or guaranteed by U.S. | $2,933,000 | 2,967 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $911,000 | 2,445 |
| CMOs issued by government agencies or sponsored agencies | $911,000 | 2,388 |
| 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) | $5,000 | 1,998 |
| Available-for-sale securities (fair market value) | $9,831,000 | 4,139 |
| Total debt securities | $9,765,000 | 4,407 |
| 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 | $10,030,000 | 4,455 |
| U.S. Government securities | $4,024,000 | 4,512 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,024,000 | 4,370 |
| Securities issued by states & political subdivisions | $5,938,000 | 3,166 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $68,000 | 541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,441,000 | 3,018 |
| Mortgage-backed securities | $4,012,000 | 3,423 |
| Certificates of participation in pools of residential mortgages | $3,079,000 | 3,141 |
| Issued or guaranteed by U.S. | $3,079,000 | 3,135 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $933,000 | 2,440 |
| CMOs issued by government agencies or sponsored agencies | $933,000 | 2,376 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $6,000 | 2,028 |
| Available-for-sale securities (fair market value) | $10,024,000 | 4,173 |
| Total debt securities | $9,962,000 | 4,435 |
| 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 | $8,776,000 | 4,625 |
| U.S. Government securities | $3,300,000 | 4,645 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,300,000 | 4,513 |
| Securities issued by states & political subdivisions | $5,414,000 | 3,314 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $62,000 | 808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,109,000 | 3,243 |
| Mortgage-backed securities | $3,287,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $3,287,000 | 3,136 |
| Issued or guaranteed by U.S. | $3,287,000 | 3,131 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $6,000 | 2,058 |
| Available-for-sale securities (fair market value) | $8,770,000 | 4,351 |
| Total debt securities | $8,714,000 | 4,609 |
| 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 | $5,836,000 | 4,947 |
| U.S. Government securities | $177,000 | 5,338 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $177,000 | 5,247 |
| Securities issued by states & political subdivisions | $5,603,000 | 3,325 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $56,000 | 843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,629,000 | 3,525 |
| Mortgage-backed securities | $164,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $164,000 | 4,274 |
| Issued or guaranteed by U.S. | $164,000 | 4,269 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $7,000 | 2,109 |
| Available-for-sale securities (fair market value) | $5,829,000 | 4,665 |
| Total debt securities | $5,781,000 | 4,929 |
| 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 | $5,861,000 | 4,984 |
| U.S. Government securities | $181,000 | 5,391 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $181,000 | 5,299 |
| Securities issued by states & political subdivisions | $5,628,000 | 3,349 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $52,000 | 843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,656,000 | 3,557 |
| Mortgage-backed securities | $167,000 | 4,492 |
| Certificates of participation in pools of residential mortgages | $167,000 | 4,310 |
| Issued or guaranteed by U.S. | $167,000 | 4,304 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $7,000 | 2,138 |
| Available-for-sale securities (fair market value) | $5,854,000 | 4,697 |
| Total debt securities | $5,809,000 | 4,968 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $6,075,000 | 5,025 |
| U.S. Government securities | $186,000 | 5,457 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $186,000 | 5,362 |
| Securities issued by states & political subdivisions | $5,842,000 | 3,342 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $47,000 | 867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,923,000 | 3,547 |
| Mortgage-backed securities | $172,000 | 4,551 |
| Certificates of participation in pools of residential mortgages | $172,000 | 4,366 |
| Issued or guaranteed by U.S. | $172,000 | 4,361 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $8,000 | 2,176 |
| Available-for-sale securities (fair market value) | $6,067,000 | 4,720 |
| Total debt securities | $6,028,000 | 5,004 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $6,145,000 | 5,045 |
| U.S. Government securities | $191,000 | 5,505 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $191,000 | 5,415 |
| Securities issued by states & political subdivisions | $5,907,000 | 3,354 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $47,000 | 873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,989,000 | 3,552 |
| Mortgage-backed securities | $176,000 | 4,584 |
| Certificates of participation in pools of residential mortgages | $176,000 | 4,403 |
| Issued or guaranteed by U.S. | $176,000 | 4,397 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $8,000 | 2,196 |
| Available-for-sale securities (fair market value) | $6,137,000 | 4,732 |
| Total debt securities | $6,097,000 | 5,025 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $6,300,000 | 5,075 |
| U.S. Government securities | $196,000 | 5,572 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $196,000 | 5,483 |
| Securities issued by states & political subdivisions | $6,070,000 | 3,347 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $34,000 | 886 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,153,000 | 3,558 |
| Mortgage-backed securities | $180,000 | 4,626 |
| Certificates of participation in pools of residential mortgages | $180,000 | 4,438 |
| Issued or guaranteed by U.S. | $180,000 | 4,434 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $9,000 | 2,222 |
| Available-for-sale securities (fair market value) | $6,291,000 | 4,749 |
| Total debt securities | $6,266,000 | 5,058 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $6,650,000 | 5,111 |
| U.S. Government securities | $200,000 | 5,656 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $200,000 | 5,570 |
| Securities issued by states & political subdivisions | $6,422,000 | 3,313 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $28,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,508,000 | 3,548 |
| Mortgage-backed securities | $184,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $184,000 | 4,495 |
| Issued or guaranteed by U.S. | $184,000 | 4,489 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $9,000 | 2,277 |
| Available-for-sale securities (fair market value) | $6,641,000 | 4,768 |
| Total debt securities | $6,622,000 | 5,091 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $6,624,000 | 5,187 |
| U.S. Government securities | $205,000 | 5,724 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $205,000 | 5,634 |
| Securities issued by states & political subdivisions | $6,389,000 | 3,304 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $30,000 | 914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,476,000 | 3,608 |
| Mortgage-backed securities | $188,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $188,000 | 4,532 |
| Issued or guaranteed by U.S. | $188,000 | 4,527 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $9,000 | 2,320 |
| Available-for-sale securities (fair market value) | $6,615,000 | 4,844 |
| Total debt securities | $6,595,000 | 5,171 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $7,040,000 | 5,184 |
| U.S. Government securities | $209,000 | 5,783 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $209,000 | 5,695 |
| Securities issued by states & political subdivisions | $6,806,000 | 3,253 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $25,000 | 932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,625,000 | 3,609 |
| Mortgage-backed securities | $192,000 | 4,753 |
| Certificates of participation in pools of residential mortgages | $192,000 | 4,560 |
| Issued or guaranteed by U.S. | $192,000 | 4,556 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $10,000 | 2,361 |
| Available-for-sale securities (fair market value) | $7,030,000 | 4,844 |
| Total debt securities | $7,015,000 | 5,164 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $7,020,000 | 5,285 |
| U.S. Government securities | $214,000 | 5,873 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $214,000 | 5,791 |
| Securities issued by states & political subdivisions | $6,784,000 | 3,272 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $22,000 | 968 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,612,000 | 3,658 |
| Mortgage-backed securities | $196,000 | 4,816 |
| Certificates of participation in pools of residential mortgages | $196,000 | 4,617 |
| Issued or guaranteed by U.S. | $196,000 | 4,612 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $10,000 | 2,377 |
| Available-for-sale securities (fair market value) | $7,010,000 | 4,928 |
| Total debt securities | $6,998,000 | 5,270 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $10,819,000 | 4,980 |
| U.S. Government securities | $219,000 | 5,957 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $219,000 | 5,869 |
| Securities issued by states & political subdivisions | $10,576,000 | 2,766 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $24,000 | 970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,606,000 | 3,699 |
| Mortgage-backed securities | $200,000 | 4,894 |
| Certificates of participation in pools of residential mortgages | $200,000 | 4,693 |
| Issued or guaranteed by U.S. | $200,000 | 4,690 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $4,074,000 | 1,453 |
| Available-for-sale securities (fair market value) | $6,745,000 | 5,036 |
| Total debt securities | $10,795,000 | 4,963 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $10,594,000 | 5,081 |
| U.S. Government securities | $223,000 | 6,027 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $223,000 | 5,943 |
| Securities issued by states & political subdivisions | $10,349,000 | 2,777 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $22,000 | 999 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,688,000 | 3,724 |
| Mortgage-backed securities | $204,000 | 4,942 |
| Certificates of participation in pools of residential mortgages | $204,000 | 4,746 |
| Issued or guaranteed by U.S. | $204,000 | 4,739 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $3,766,000 | 1,501 |
| Available-for-sale securities (fair market value) | $6,828,000 | 5,083 |
| Total debt securities | $10,572,000 | 5,061 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $9,399,000 | 5,278 |
| U.S. Government securities | $227,000 | 6,122 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $227,000 | 6,034 |
| Securities issued by states & political subdivisions | $9,149,000 | 2,957 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $23,000 | 999 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,877,000 | 3,938 |
| Mortgage-backed securities | $207,000 | 5,023 |
| Certificates of participation in pools of residential mortgages | $207,000 | 4,815 |
| Issued or guaranteed by U.S. | $207,000 | 4,809 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $3,161,000 | 1,586 |
| Available-for-sale securities (fair market value) | $6,238,000 | 5,237 |
| Total debt securities | $9,376,000 | 5,260 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $9,296,000 | 5,381 |
| U.S. Government securities | $229,000 | 6,207 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $229,000 | 6,120 |
| Securities issued by states & political subdivisions | $9,043,000 | 3,005 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $24,000 | 1,028 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,876,000 | 3,990 |
| Mortgage-backed securities | $209,000 | 5,107 |
| Certificates of participation in pools of residential mortgages | $209,000 | 4,897 |
| Issued or guaranteed by U.S. | $209,000 | 4,894 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $3,057,000 | 1,624 |
| Available-for-sale securities (fair market value) | $6,239,000 | 5,315 |
| Total debt securities | $9,272,000 | 5,363 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $9,091,000 | 5,465 |
| U.S. Government securities | $488,000 | 6,223 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $488,000 | 6,129 |
| Securities issued by states & political subdivisions | $8,580,000 | 3,123 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $23,000 | 1,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,870,000 | 4,020 |
| Mortgage-backed securities | $467,000 | 5,029 |
| Certificates of participation in pools of residential mortgages | $213,000 | 4,941 |
| Issued or guaranteed by U.S. | $213,000 | 4,938 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $254,000 | 3,274 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 3,163 |
| 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) | $3,077,000 | 1,637 |
| Available-for-sale securities (fair market value) | $6,014,000 | 5,384 |
| Total debt securities | $9,068,000 | 5,448 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $9,349,000 | 5,476 |
| U.S. Government securities | $803,000 | 6,202 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $803,000 | 6,101 |
| Securities issued by states & political subdivisions | $8,521,000 | 3,134 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $25,000 | 1,059 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,099,000 | 3,988 |
| Mortgage-backed securities | $781,000 | 4,957 |
| Certificates of participation in pools of residential mortgages | $228,000 | 4,983 |
| Issued or guaranteed by U.S. | $228,000 | 4,979 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $553,000 | 3,115 |
| CMOs issued by government agencies or sponsored agencies | $553,000 | 3,011 |
| 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) | $3,095,000 | 1,636 |
| Available-for-sale securities (fair market value) | $6,254,000 | 5,417 |
| Total debt securities | $9,323,000 | 5,456 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $9,750,000 | 5,463 |
| U.S. Government securities | $1,015,000 | 6,201 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,015,000 | 6,107 |
| Securities issued by states & political subdivisions | $8,709,000 | 3,096 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $26,000 | 1,076 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,154,000 | 3,974 |
| Mortgage-backed securities | $993,000 | 4,909 |
| Certificates of participation in pools of residential mortgages | $231,000 | 5,020 |
| Issued or guaranteed by U.S. | $231,000 | 5,015 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $762,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $762,000 | 2,894 |
| 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) | $3,155,000 | 1,607 |
| Available-for-sale securities (fair market value) | $6,595,000 | 5,411 |
| Total debt securities | $9,715,000 | 5,442 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $9,723,000 | 5,525 |
| U.S. Government securities | $1,173,000 | 6,243 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,173,000 | 6,151 |
| Securities issued by states & political subdivisions | $8,523,000 | 3,135 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $27,000 | 1,075 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,141,000 | 3,602 |
| Mortgage-backed securities | $1,150,000 | 4,904 |
| Certificates of participation in pools of residential mortgages | $233,000 | 5,059 |
| Issued or guaranteed by U.S. | $233,000 | 5,053 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $917,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $917,000 | 2,829 |
| 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) | $3,172,000 | 1,578 |
| Available-for-sale securities (fair market value) | $6,551,000 | 5,480 |
| Total debt securities | $9,696,000 | 5,498 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $10,004,000 | 5,498 |
| U.S. Government securities | $1,450,000 | 6,197 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,450,000 | 6,096 |
| Securities issued by states & political subdivisions | $8,533,000 | 3,137 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $21,000 | 1,095 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,180,000 | 3,985 |
| Mortgage-backed securities | $1,427,000 | 4,833 |
| Certificates of participation in pools of residential mortgages | $282,000 | 5,021 |
| Issued or guaranteed by U.S. | $282,000 | 5,014 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,145,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $1,145,000 | 2,761 |
| 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) | $3,194,000 | 1,516 |
| Available-for-sale securities (fair market value) | $6,810,000 | 5,485 |
| Total debt securities | $9,983,000 | 5,469 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $10,992,000 | 5,447 |
| U.S. Government securities | $1,905,000 | 6,145 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,905,000 | 6,043 |
| Securities issued by states & political subdivisions | $9,063,000 | 3,013 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $24,000 | 1,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,542,000 | 3,769 |
| Mortgage-backed securities | $1,881,000 | 4,745 |
| Certificates of participation in pools of residential mortgages | $280,000 | 5,058 |
| Issued or guaranteed by U.S. | $280,000 | 5,054 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,601,000 | 2,756 |
| CMOs issued by government agencies or sponsored agencies | $1,601,000 | 2,641 |
| 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) | $3,210,000 | 1,490 |
| Available-for-sale securities (fair market value) | $7,782,000 | 5,426 |
| Total debt securities | $10,968,000 | 5,416 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $11,716,000 | 5,339 |
| U.S. Government securities | $2,413,000 | 6,080 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,413,000 | 5,979 |
| Securities issued by states & political subdivisions | $9,279,000 | 2,958 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $24,000 | 1,087 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,171,000 | 3,624 |
| Mortgage-backed securities | $2,389,000 | 4,639 |
| Certificates of participation in pools of residential mortgages | $255,000 | 5,111 |
| Issued or guaranteed by U.S. | $255,000 | 5,107 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,134,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $2,134,000 | 2,527 |
| 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) | $3,233,000 | 1,494 |
| Available-for-sale securities (fair market value) | $8,483,000 | 5,357 |
| Total debt securities | $11,692,000 | 5,313 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $12,431,000 | 5,353 |
| U.S. Government securities | $2,913,000 | 6,093 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,913,000 | 5,993 |
| Securities issued by states & political subdivisions | $9,498,000 | 2,881 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $20,000 | 1,108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,608,000 | 3,571 |
| Mortgage-backed securities | $2,888,000 | 4,655 |
| Certificates of participation in pools of residential mortgages | $289,000 | 5,196 |
| Issued or guaranteed by U.S. | $289,000 | 5,189 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,599,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $2,599,000 | 2,481 |
| 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) | $3,244,000 | 1,513 |
| Available-for-sale securities (fair market value) | $9,187,000 | 5,345 |
| Total debt securities | $12,417,000 | 5,327 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $12,883,000 | 5,331 |
| U.S. Government securities | $3,369,000 | 6,085 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,369,000 | 5,985 |
| Securities issued by states & political subdivisions | $9,514,000 | 2,827 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,831,000 | 3,955 |
| Mortgage-backed securities | $3,340,000 | 4,604 |
| Certificates of participation in pools of residential mortgages | $298,000 | 5,217 |
| Issued or guaranteed by U.S. | $298,000 | 5,209 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,042,000 | 2,505 |
| CMOs issued by government agencies or sponsored agencies | $3,042,000 | 2,390 |
| 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) | $3,269,000 | 1,504 |
| Available-for-sale securities (fair market value) | $9,614,000 | 5,354 |
| Total debt securities | $12,879,000 | 5,303 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $13,393,000 | 5,312 |
| U.S. Government securities | $3,975,000 | 6,057 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,975,000 | 5,960 |
| Securities issued by states & political subdivisions | $9,418,000 | 2,758 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,384,000 | 4,292 |
| Mortgage-backed securities | $3,949,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $303,000 | 5,239 |
| Issued or guaranteed by U.S. | $303,000 | 5,233 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,646,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $3,646,000 | 2,269 |
| 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) | $3,288,000 | 1,522 |
| Available-for-sale securities (fair market value) | $10,105,000 | 5,328 |
| Total debt securities | $13,393,000 | 5,285 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $14,006,000 | 5,219 |
| U.S. Government securities | $4,480,000 | 5,958 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,480,000 | 5,864 |
| Securities issued by states & political subdivisions | $9,526,000 | 2,711 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,374,000 | 4,359 |
| Mortgage-backed securities | $4,454,000 | 4,325 |
| Certificates of participation in pools of residential mortgages | $304,000 | 5,214 |
| Issued or guaranteed by U.S. | $304,000 | 5,202 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,150,000 | 2,259 |
| CMOs issued by government agencies or sponsored agencies | $4,150,000 | 2,077 |
| 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) | $3,345,000 | 1,563 |
| Available-for-sale securities (fair market value) | $10,661,000 | 5,231 |
| Total debt securities | $14,006,000 | 5,193 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $12,664,000 | 5,357 |
| U.S. Government securities | $4,814,000 | 5,937 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,814,000 | 5,820 |
| Securities issued by states & political subdivisions | $7,850,000 | 2,918 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,501,000 | 4,638 |
| Mortgage-backed securities | $4,783,000 | 4,242 |
| Certificates of participation in pools of residential mortgages | $309,000 | 5,224 |
| Issued or guaranteed by U.S. | $309,000 | 5,209 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,474,000 | 2,180 |
| CMOs issued by government agencies or sponsored agencies | $4,474,000 | 1,994 |
| 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) | $3,366,000 | 1,573 |
| Available-for-sale securities (fair market value) | $9,298,000 | 5,391 |
| Total debt securities | $12,664,000 | 5,322 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $12,558,000 | 5,443 |
| U.S. Government securities | $5,036,000 | 6,012 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,036,000 | 5,889 |
| Securities issued by states & political subdivisions | $7,522,000 | 2,922 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,467,000 | 4,687 |
| Mortgage-backed securities | $5,004,000 | 4,155 |
| Certificates of participation in pools of residential mortgages | $313,000 | 5,231 |
| Issued or guaranteed by U.S. | $313,000 | 5,216 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,691,000 | 2,099 |
| CMOs issued by government agencies or sponsored agencies | $4,691,000 | 1,914 |
| 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) | $3,383,000 | 1,599 |
| Available-for-sale securities (fair market value) | $9,175,000 | 5,486 |
| Total debt securities | $12,558,000 | 5,410 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $10,939,000 | 5,657 |
| U.S. Government securities | $3,693,000 | 6,316 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,693,000 | 6,195 |
| Securities issued by states & political subdivisions | $7,246,000 | 2,925 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,813,000 | 5,275 |
| Mortgage-backed securities | $3,661,000 | 4,379 |
| Certificates of participation in pools of residential mortgages | $318,000 | 5,198 |
| Issued or guaranteed by U.S. | $318,000 | 5,187 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,343,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $3,343,000 | 2,084 |
| 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) | $3,402,000 | 1,607 |
| Available-for-sale securities (fair market value) | $7,537,000 | 5,693 |
| Total debt securities | $10,939,000 | 5,624 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $6,079,000 | 6,346 |
| U.S. Government securities | $356,000 | 7,128 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $356,000 | 7,020 |
| Securities issued by states & political subdivisions | $5,723,000 | 3,255 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,124,000 | 5,562 |
| Mortgage-backed securities | $322,000 | 5,548 |
| Certificates of participation in pools of residential mortgages | $322,000 | 5,170 |
| Issued or guaranteed by U.S. | $322,000 | 5,158 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $3,455,000 | 1,618 |
| Available-for-sale securities (fair market value) | $2,624,000 | 6,460 |
| Total debt securities | $6,079,000 | 6,315 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $6,130,000 | 6,353 |
| U.S. Government securities | $362,000 | 7,193 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $362,000 | 7,097 |
| Securities issued by states & political subdivisions | $5,768,000 | 3,169 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,139,000 | 5,642 |
| Mortgage-backed securities | $328,000 | 5,599 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,185 |
| Issued or guaranteed by U.S. | $328,000 | 5,173 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $3,475,000 | 1,653 |
| Available-for-sale securities (fair market value) | $2,655,000 | 6,473 |
| Total debt securities | $6,130,000 | 6,311 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $6,256,000 | 6,418 |
| U.S. Government securities | $493,000 | 7,253 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $493,000 | 7,159 |
| Securities issued by states & political subdivisions | $5,763,000 | 3,070 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,164,000 | 5,682 |
| Mortgage-backed securities | $458,000 | 5,542 |
| Certificates of participation in pools of residential mortgages | $458,000 | 5,124 |
| Issued or guaranteed by U.S. | $458,000 | 5,112 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $3,492,000 | 1,716 |
| Available-for-sale securities (fair market value) | $2,764,000 | 6,536 |
| Total debt securities | $6,256,000 | 6,381 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,576,000 | 6,433 |
| U.S. Government securities | $523,000 | 7,331 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $523,000 | 7,229 |
| Securities issued by states & political subdivisions | $6,053,000 | 2,970 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,164,000 | 5,748 |
| Mortgage-backed securities | $488,000 | 5,620 |
| Certificates of participation in pools of residential mortgages | $488,000 | 5,223 |
| Issued or guaranteed by U.S. | $488,000 | 5,211 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $3,695,000 | 1,714 |
| Available-for-sale securities (fair market value) | $2,881,000 | 6,593 |
| Total debt securities | $6,576,000 | 6,392 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,813,000 | 6,378 |
| U.S. Government securities | $558,000 | 7,341 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $558,000 | 7,242 |
| Securities issued by states & political subdivisions | $6,255,000 | 2,931 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,174,000 | 5,812 |
| Mortgage-backed securities | $522,000 | 5,673 |
| Certificates of participation in pools of residential mortgages | $522,000 | 5,271 |
| Issued or guaranteed by U.S. | $522,000 | 5,256 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $3,746,000 | 1,716 |
| Available-for-sale securities (fair market value) | $3,067,000 | 6,565 |
| Total debt securities | $6,813,000 | 6,342 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $6,633,000 | 6,457 |
| U.S. Government securities | $592,000 | 7,415 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $592,000 | 7,327 |
| Securities issued by states & political subdivisions | $6,041,000 | 2,987 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,237,000 | 5,801 |
| Mortgage-backed securities | $555,000 | 5,725 |
| Certificates of participation in pools of residential mortgages | $555,000 | 5,331 |
| Issued or guaranteed by U.S. | $555,000 | 5,315 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $3,447,000 | 1,827 |
| Available-for-sale securities (fair market value) | $3,186,000 | 6,603 |
| Total debt securities | $6,633,000 | 6,416 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $5,217,000 | 6,760 |
| U.S. Government securities | $642,000 | 7,443 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $642,000 | 7,364 |
| Securities issued by states & political subdivisions | $4,575,000 | 3,353 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,245,000 | 5,828 |
| Mortgage-backed securities | $604,000 | 5,756 |
| Certificates of participation in pools of residential mortgages | $604,000 | 5,359 |
| Issued or guaranteed by U.S. | $604,000 | 5,339 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,028,000 | 2,133 |
| Available-for-sale securities (fair market value) | $3,189,000 | 6,633 |
| Total debt securities | $5,217,000 | 6,720 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $4,543,000 | 6,937 |
| U.S. Government securities | $676,000 | 7,529 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $676,000 | 7,452 |
| Securities issued by states & political subdivisions | $2,611,000 | 3,974 |
| Other domestic debt securities | $1,256,000 | 2,195 |
| 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 | $1,256,000 | 1,418 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,936,000 | 5,594 |
| Mortgage-backed securities | $638,000 | 5,802 |
| Certificates of participation in pools of residential mortgages | $638,000 | 5,407 |
| Issued or guaranteed by U.S. | $638,000 | 5,389 |
| 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) | $1,288,000 | 2,406 |
| Available-for-sale securities (fair market value) | $3,255,000 | 6,660 |
| Total debt securities | $4,543,000 | 6,899 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $4,582,000 | 6,993 |
| U.S. Government securities | $754,000 | 7,605 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $754,000 | 7,529 |
| Securities issued by states & political subdivisions | $2,708,000 | 3,894 |
| Other domestic debt securities | $1,120,000 | 2,199 |
| 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 | $1,120,000 | 1,440 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,945,000 | 5,636 |
| Mortgage-backed securities | $716,000 | 5,767 |
| Certificates of participation in pools of residential mortgages | $716,000 | 5,362 |
| Issued or guaranteed by U.S. | $716,000 | 5,346 |
| 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) | $1,153,000 | 2,467 |
| Available-for-sale securities (fair market value) | $3,429,000 | 6,683 |
| Total debt securities | $4,582,000 | 6,954 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,674,000 | 6,984 |
| U.S. Government securities | $778,000 | 7,647 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $778,000 | 7,568 |
| Securities issued by states & political subdivisions | $2,776,000 | 3,850 |
| Other domestic debt securities | $1,120,000 | 2,151 |
| 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 | $1,120,000 | 1,411 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,945,000 | 5,677 |
| Mortgage-backed securities | $739,000 | 5,733 |
| Certificates of participation in pools of residential mortgages | $739,000 | 5,336 |
| Issued or guaranteed by U.S. | $739,000 | 5,319 |
| 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) | $1,156,000 | 2,467 |
| Available-for-sale securities (fair market value) | $3,518,000 | 6,669 |
| Total debt securities | $4,674,000 | 6,940 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $4,846,000 | 7,030 |
| U.S. Government securities | $804,000 | 7,693 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $804,000 | 7,617 |
| Securities issued by states & political subdivisions | $2,922,000 | 3,811 |
| Other domestic debt securities | $1,120,000 | 2,169 |
| 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 | $1,120,000 | 1,474 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,987,000 | 5,657 |
| Mortgage-backed securities | $764,000 | 5,740 |
| Certificates of participation in pools of residential mortgages | $764,000 | 5,340 |
| Issued or guaranteed by U.S. | $764,000 | 5,317 |
| 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) | $1,159,000 | 2,485 |
| Available-for-sale securities (fair market value) | $3,687,000 | 6,689 |
| Total debt securities | $4,846,000 | 6,972 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $5,280,000 | 6,944 |
| U.S. Government securities | $882,000 | 7,734 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $882,000 | 7,655 |
| Securities issued by states & political subdivisions | $3,278,000 | 3,673 |
| Other domestic debt securities | $1,120,000 | 2,095 |
| 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 | $1,120,000 | 1,427 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,376,000 | 5,437 |
| Mortgage-backed securities | $825,000 | 5,659 |
| Certificates of participation in pools of residential mortgages | $800,000 | 5,259 |
| Issued or guaranteed by U.S. | $800,000 | 5,232 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $25,000 | 3,596 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,243 |
| 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) | $1,164,000 | 2,514 |
| Available-for-sale securities (fair market value) | $4,116,000 | 6,615 |
| Total debt securities | $5,280,000 | 6,876 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,349,000 | 6,995 |
| U.S. Government securities | $936,000 | 7,835 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $936,000 | 7,729 |
| Securities issued by states & political subdivisions | $3,258,000 | 3,686 |
| Other domestic debt securities | $1,155,000 | 1,912 |
| 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 | $1,155,000 | 1,322 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,726,000 | 5,353 |
| Mortgage-backed securities | $878,000 | 5,450 |
| Certificates of participation in pools of residential mortgages | $823,000 | 5,051 |
| Issued or guaranteed by U.S. | $823,000 | 5,027 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $55,000 | 3,463 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 3,143 |
| 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) | $1,204,000 | 2,575 |
| Available-for-sale securities (fair market value) | $4,145,000 | 6,648 |
| Total debt securities | $5,349,000 | 6,942 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $5,377,000 | 7,063 |
| U.S. Government securities | $986,000 | 7,880 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $986,000 | 7,772 |
| Securities issued by states & political subdivisions | $3,236,000 | 3,687 |
| Other domestic debt securities | $1,155,000 | 1,874 |
| 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 | $1,155,000 | 1,293 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 5,361 |
| Mortgage-backed securities | $928,000 | 5,318 |
| Certificates of participation in pools of residential mortgages | $847,000 | 4,920 |
| Issued or guaranteed by U.S. | $847,000 | 4,904 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $81,000 | 3,378 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,050 |
| 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) | $1,208,000 | 2,630 |
| Available-for-sale securities (fair market value) | $4,169,000 | 6,665 |
| Total debt securities | $5,377,000 | 7,011 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,394,000 | 7,082 |
| U.S. Government securities | $1,048,000 | 7,875 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,048,000 | 7,766 |
| Securities issued by states & political subdivisions | $3,191,000 | 3,705 |
| Other domestic debt securities | $1,155,000 | 1,815 |
| 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 | $1,155,000 | 1,251 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,191,000 | 5,647 |
| Mortgage-backed securities | $989,000 | 5,269 |
| Certificates of participation in pools of residential mortgages | $871,000 | 4,915 |
| Issued or guaranteed by U.S. | $871,000 | 4,900 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $118,000 | 3,293 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 2,976 |
| 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) | $1,217,000 | 2,656 |
| Available-for-sale securities (fair market value) | $4,177,000 | 6,694 |
| Total debt securities | $5,394,000 | 7,044 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $5,605,000 | 7,084 |
| U.S. Government securities | $1,124,000 | 7,905 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,124,000 | 7,796 |
| Securities issued by states & political subdivisions | $3,326,000 | 3,673 |
| Other domestic debt securities | $1,155,000 | 1,826 |
| 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 | $1,155,000 | 1,274 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,290,000 | 5,607 |
| Mortgage-backed securities | $1,064,000 | 5,233 |
| Certificates of participation in pools of residential mortgages | $905,000 | 4,904 |
| Issued or guaranteed by U.S. | $905,000 | 4,886 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $159,000 | 3,212 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 2,921 |
| 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) | $1,223,000 | 2,690 |
| Available-for-sale securities (fair market value) | $4,382,000 | 6,679 |
| Total debt securities | $5,605,000 | 7,040 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,420,000 | 7,168 |
| U.S. Government securities | $1,186,000 | 7,947 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,186,000 | 7,839 |
| Securities issued by states & political subdivisions | $3,044,000 | 3,800 |
| Other domestic debt securities | $1,190,000 | 1,824 |
| 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 | $1,190,000 | 1,288 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,582,000 | 5,495 |
| Mortgage-backed securities | $1,126,000 | 5,190 |
| Certificates of participation in pools of residential mortgages | $929,000 | 4,871 |
| Issued or guaranteed by U.S. | $929,000 | 4,854 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $197,000 | 3,179 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 2,891 |
| 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) | $1,263,000 | 2,734 |
| Available-for-sale securities (fair market value) | $4,157,000 | 6,752 |
| Total debt securities | $5,420,000 | 7,121 |
| 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 | $3,793,000 | 7,621 |
| U.S. Government securities | $1,250,000 | 8,010 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,250,000 | 7,894 |
| Securities issued by states & political subdivisions | $1,928,000 | 4,351 |
| Other domestic debt securities | $615,000 | 2,226 |
| 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 | $615,000 | 1,653 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,777,000 | 5,461 |
| Mortgage-backed securities | $1,189,000 | 5,157 |
| Certificates of participation in pools of residential mortgages | $948,000 | 4,865 |
| Issued or guaranteed by U.S. | $948,000 | 4,840 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $241,000 | 3,107 |
| CMOs issued by government agencies or sponsored agencies | $241,000 | 2,823 |
| 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) | $694,000 | 3,097 |
| Available-for-sale securities (fair market value) | $3,099,000 | 7,033 |
| Total debt securities | $3,793,000 | 7,572 |
| 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 | $3,603,000 | 7,696 |
| U.S. Government securities | $1,339,000 | 8,028 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,339,000 | 7,904 |
| Securities issued by states & political subdivisions | $1,649,000 | 4,518 |
| Other domestic debt securities | $615,000 | 2,249 |
| 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 | $615,000 | 1,698 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,903,000 | 5,420 |
| Mortgage-backed securities | $1,270,000 | 5,135 |
| Certificates of participation in pools of residential mortgages | $977,000 | 4,873 |
| Issued or guaranteed by U.S. | $977,000 | 4,850 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $293,000 | 3,051 |
| CMOs issued by government agencies or sponsored agencies | $293,000 | 2,747 |
| 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) | $700,000 | 3,127 |
| Available-for-sale securities (fair market value) | $2,903,000 | 7,129 |
| Total debt securities | $3,603,000 | 7,650 |
| 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 | $3,807,000 | 7,701 |
| U.S. Government securities | $1,450,000 | 8,053 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,450,000 | 7,928 |
| Securities issued by states & political subdivisions | $1,742,000 | 4,495 |
| Other domestic debt securities | $615,000 | 2,304 |
| 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 | $615,000 | 1,769 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,132,000 | 5,292 |
| Mortgage-backed securities | $1,378,000 | 5,108 |
| Certificates of participation in pools of residential mortgages | $1,020,000 | 4,872 |
| Issued or guaranteed by U.S. | $1,020,000 | 4,852 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $358,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $358,000 | 2,685 |
| 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) | $709,000 | 3,178 |
| Available-for-sale securities (fair market value) | $3,098,000 | 7,121 |
| Total debt securities | $3,807,000 | 7,652 |
| 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 | $3,967,000 | 7,697 |
| U.S. Government securities | $1,571,000 | 8,044 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,571,000 | 7,916 |
| Securities issued by states & political subdivisions | $1,746,000 | 4,525 |
| Other domestic debt securities | $650,000 | 2,361 |
| 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 | $650,000 | 1,855 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,285,000 | 5,254 |
| Mortgage-backed securities | $1,493,000 | 5,087 |
| Certificates of participation in pools of residential mortgages | $1,080,000 | 4,862 |
| Issued or guaranteed by U.S. | $1,080,000 | 4,843 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $413,000 | 2,925 |
| CMOs issued by government agencies or sponsored agencies | $413,000 | 2,638 |
| 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) | $751,000 | 3,231 |
| Available-for-sale securities (fair market value) | $3,216,000 | 7,112 |
| Total debt securities | $3,967,000 | 7,645 |
| 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 | $4,128,000 | 7,694 |
| U.S. Government securities | $1,719,000 | 8,023 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,719,000 | 7,898 |
| Securities issued by states & political subdivisions | $1,759,000 | 4,520 |
| Other domestic debt securities | $650,000 | 2,399 |
| 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 | $650,000 | 1,927 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,497,000 | 5,152 |
| Mortgage-backed securities | $1,627,000 | 5,060 |
| Certificates of participation in pools of residential mortgages | $1,131,000 | 4,860 |
| Issued or guaranteed by U.S. | $1,131,000 | 4,843 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $496,000 | 2,867 |
| CMOs issued by government agencies or sponsored agencies | $496,000 | 2,573 |
| 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) | $762,000 | 3,261 |
| Available-for-sale securities (fair market value) | $3,366,000 | 7,106 |
| Total debt securities | $4,128,000 | 7,640 |
| 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 | $4,408,000 | 7,669 |
| U.S. Government securities | $1,990,000 | 7,977 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,990,000 | 7,842 |
| Securities issued by states & political subdivisions | $1,768,000 | 4,511 |
| Other domestic debt securities | $650,000 | 2,473 |
| 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 | $650,000 | 2,009 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,798,000 | 5,008 |
| Mortgage-backed securities | $1,890,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $1,281,000 | 4,817 |
| Issued or guaranteed by U.S. | $1,281,000 | 4,797 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $609,000 | 2,825 |
| CMOs issued by government agencies or sponsored agencies | $609,000 | 2,554 |
| 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) | $786,000 | 3,301 |
| Available-for-sale securities (fair market value) | $3,622,000 | 7,080 |
| Total debt securities | $4,408,000 | 7,610 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $4,800,000 | 7,641 |
| U.S. Government securities | $2,275,000 | 7,945 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,275,000 | 7,790 |
| Securities issued by states & political subdivisions | $1,875,000 | 4,430 |
| Other domestic debt securities | $650,000 | 2,545 |
| 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 | $650,000 | 2,103 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,597,000 | 5,139 |
| Mortgage-backed securities | $2,174,000 | 4,918 |
| Certificates of participation in pools of residential mortgages | $1,472,000 | 4,766 |
| Issued or guaranteed by U.S. | $1,472,000 | 4,752 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $702,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $702,000 | 2,554 |
| 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) | $800,000 | 3,340 |
| Available-for-sale securities (fair market value) | $4,000,000 | 7,047 |
| Total debt securities | $4,800,000 | 7,584 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $4,377,000 | 7,806 |
| U.S. Government securities | $2,448,000 | 7,923 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,448,000 | 7,775 |
| Securities issued by states & political subdivisions | $1,244,000 | 4,909 |
| Other domestic debt securities | $685,000 | 2,568 |
| 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 | $685,000 | 2,148 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,791,000 | 5,031 |
| Mortgage-backed securities | $2,345,000 | 4,880 |
| Certificates of participation in pools of residential mortgages | $1,539,000 | 4,747 |
| Issued or guaranteed by U.S. | $1,539,000 | 4,731 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $806,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $806,000 | 2,542 |
| 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) | $848,000 | 3,343 |
| Available-for-sale securities (fair market value) | $3,529,000 | 7,206 |
| Total debt securities | $4,377,000 | 7,744 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $4,665,000 | 7,759 |
| U.S. Government securities | $2,664,000 | 7,889 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,664,000 | 7,735 |
| Securities issued by states & political subdivisions | $1,316,000 | 4,855 |
| Other domestic debt securities | $685,000 | 2,591 |
| 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 | $685,000 | 2,202 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,811,000 | 5,051 |
| Mortgage-backed securities | $2,560,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $1,696,000 | 4,687 |
| Issued or guaranteed by U.S. | $1,696,000 | 4,674 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $864,000 | 2,776 |
| CMOs issued by government agencies or sponsored agencies | $864,000 | 2,528 |
| 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) | $865,000 | 3,393 |
| Available-for-sale securities (fair market value) | $3,800,000 | 7,171 |
| Total debt securities | $4,665,000 | 7,697 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $4,478,000 | 7,871 |
| U.S. Government securities | $2,815,000 | 7,935 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,815,000 | 7,763 |
| Securities issued by states & political subdivisions | $978,000 | 5,193 |
| Other domestic debt securities | $685,000 | 2,696 |
| 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 | $685,000 | 2,309 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,533,000 | 5,634 |
| Mortgage-backed securities | $2,710,000 | 4,820 |
| Certificates of participation in pools of residential mortgages | $1,820,000 | 4,678 |
| Issued or guaranteed by U.S. | $1,820,000 | 4,663 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $890,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $890,000 | 2,563 |
| 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) | $883,000 | 3,405 |
| Available-for-sale securities (fair market value) | $3,595,000 | 7,292 |
| Total debt securities | $4,478,000 | 7,811 |
| 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 | $4,850,000 | 7,785 |
| U.S. Government securities | $3,103,000 | 7,783 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,103,000 | 7,621 |
| Securities issued by states & political subdivisions | $1,062,000 | 5,105 |
| Other domestic debt securities | $685,000 | 2,790 |
| 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 | $685,000 | 2,385 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,593,000 | 5,566 |
| Mortgage-backed securities | $2,997,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $2,066,000 | 4,569 |
| Issued or guaranteed by U.S. | $2,066,000 | 4,550 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $931,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $931,000 | 2,601 |
| 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) | $904,000 | 3,408 |
| Available-for-sale securities (fair market value) | $3,946,000 | 7,217 |
| Total debt securities | $4,850,000 | 7,702 |
| 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 | $5,336,000 | 7,722 |
| U.S. Government securities | $3,485,000 | 7,719 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,485,000 | 7,541 |
| Securities issued by states & political subdivisions | $1,131,000 | 5,079 |
| Other domestic debt securities | $720,000 | 2,815 |
| 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 | $720,000 | 2,495 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $372,000 | 7,020 |
| Mortgage-backed securities | $3,378,000 | 4,595 |
| Certificates of participation in pools of residential mortgages | $2,420,000 | 4,376 |
| Issued or guaranteed by U.S. | $2,420,000 | 4,356 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $958,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $958,000 | 2,705 |
| 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) | $1,069,000 | 3,315 |
| Available-for-sale securities (fair market value) | $4,267,000 | 7,173 |
| Total debt securities | $5,331,000 | 7,644 |
| 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 | $5,358,000 | 7,696 |
| U.S. Government securities | $3,662,000 | 7,583 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,662,000 | 7,393 |
| Securities issued by states & political subdivisions | $976,000 | 5,258 |
| Other domestic debt securities | $720,000 | 2,935 |
| 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 | $720,000 | 2,617 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,732,000 | 4,940 |
| Mortgage-backed securities | $3,553,000 | 4,518 |
| Certificates of participation in pools of residential mortgages | $2,534,000 | 4,316 |
| Issued or guaranteed by U.S. | $2,534,000 | 4,297 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,019,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $1,019,000 | 2,647 |
| 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) | $1,097,000 | 3,350 |
| Available-for-sale securities (fair market value) | $4,261,000 | 7,130 |
| Total debt securities | $5,358,000 | 7,601 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $4,030,000 | 8,024 |
| U.S. Government securities | $2,320,000 | 8,079 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,320,000 | 7,898 |
| Securities issued by states & political subdivisions | $990,000 | 5,227 |
| Other domestic debt securities | $720,000 | 3,024 |
| 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 | $720,000 | 2,686 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,962,000 | 4,834 |
| Mortgage-backed securities | $2,210,000 | 5,199 |
| Certificates of participation in pools of residential mortgages | $1,103,000 | 5,251 |
| Issued or guaranteed by U.S. | $1,103,000 | 5,231 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,107,000 | 2,928 |
| CMOs issued by government agencies or sponsored agencies | $1,107,000 | 2,776 |
| 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) | $1,135,000 | 3,347 |
| Available-for-sale securities (fair market value) | $2,895,000 | 7,514 |
| Total debt securities | $4,030,000 | 7,934 |
| 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 | $4,221,000 | 8,028 |
| U.S. Government securities | $2,493,000 | 8,098 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,493,000 | 7,915 |
| Securities issued by states & political subdivisions | $1,008,000 | 5,143 |
| Other domestic debt securities | $720,000 | 3,053 |
| 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 | $720,000 | 2,709 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,078,000 | 5,808 |
| Mortgage-backed securities | $2,380,000 | 5,153 |
| Certificates of participation in pools of residential mortgages | $1,219,000 | 5,175 |
| Issued or guaranteed by U.S. | $1,219,000 | 5,157 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,161,000 | 3,002 |
| CMOs issued by government agencies or sponsored agencies | $1,161,000 | 2,860 |
| 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) | $1,206,000 | 3,373 |
| Available-for-sale securities (fair market value) | $3,015,000 | 7,504 |
| Total debt securities | $4,221,000 | 7,942 |
| 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 | $2,853,000 | 8,473 |
| U.S. Government securities | $1,743,000 | 8,436 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,743,000 | 8,253 |
| Securities issued by states & political subdivisions | $1,110,000 | 5,047 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,697,000 | 6,085 |
| Mortgage-backed securities | $1,629,000 | 5,526 |
| Certificates of participation in pools of residential mortgages | $1,424,000 | 5,022 |
| Issued or guaranteed by U.S. | $1,424,000 | 5,004 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $205,000 | 3,940 |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 3,769 |
| 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) | $664,000 | 3,864 |
| Available-for-sale securities (fair market value) | $2,189,000 | 7,747 |
| Total debt securities | $2,853,000 | 8,380 |
| 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 | $4,386,000 | 8,122 |
| U.S. Government securities | $3,084,000 | 8,027 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,084,000 | 7,797 |
| Securities issued by states & political subdivisions | $1,152,000 | 5,068 |
| Other domestic debt securities | $150,000 | 3,860 |
| 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 | $150,000 | 3,345 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,292,000 | 5,758 |
| Mortgage-backed securities | $2,943,000 | 4,742 |
| Certificates of participation in pools of residential mortgages | $2,002,000 | 4,484 |
| Issued or guaranteed by U.S. | $2,002,000 | 4,464 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $941,000 | 3,374 |
| CMOs issued by government agencies or sponsored agencies | $941,000 | 3,203 |
| 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) | $1,457,000 | 3,507 |
| Available-for-sale securities (fair market value) | $2,929,000 | 7,643 |
| Total debt securities | $4,386,000 | 8,018 |
| 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 | $10,223,000 | 6,735 |
| U.S. Government securities | $8,355,000 | 6,390 |
| U.S. Treasury securities | $500,000 | 3,417 |
| U.S. Government agency obligations | $7,855,000 | 6,222 |
| Securities issued by states & political subdivisions | $1,088,000 | 5,227 |
| Other domestic debt securities | $150,000 | 3,518 |
| 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 | $150,000 | 3,076 |
| Foreign debt securities | NA | NA |
| Equity securities | $630,000 | 3,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,865,000 | 4,704 |
| Mortgage-backed securities | $5,865,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $3,153,000 | 3,311 |
| Issued or guaranteed by U.S. | $3,153,000 | 3,295 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,712,000 | 2,027 |
| CMOs issued by government agencies or sponsored agencies | $2,712,000 | 1,881 |
| 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) | $2,950,000 | 3,446 |
| Available-for-sale securities (fair market value) | $7,273,000 | 6,504 |
| Total debt securities | $9,593,000 | 6,783 |
| 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 | $6,722,000 | 8,082 |
| U.S. Government securities | $5,210,000 | 7,940 |
| U.S. Treasury securities | $997,000 | 3,751 |
| U.S. Government agency obligations | $4,213,000 | 7,885 |
| Securities issued by states & political subdivisions | $1,020,000 | 5,592 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $492,000 | 3,747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,111,000 | 5,620 |
| Mortgage-backed securities | $3,094,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $1,645,000 | 4,455 |
| Issued or guaranteed by U.S. | $1,645,000 | 4,440 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,449,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $1,449,000 | 2,569 |
| 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) | $2,120,000 | 4,174 |
| Available-for-sale securities (fair market value) | $4,602,000 | 7,551 |
| Total debt securities | $6,230,000 | 8,142 |
| 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 | $8,143,000 | 7,656 |
| U.S. Government securities | $7,023,000 | 7,134 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $7,023,000 | 6,290 |
| Securities issued by states & political subdivisions | $632,000 | 6,330 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $488,000 | 3,631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,581,000 | 6,482 |
| Mortgage-backed securities | $5,619,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $3,536,000 | 3,552 |
| Issued or guaranteed by U.S. | $3,536,000 | 3,536 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,083,000 | 2,592 |
| CMOs issued by government agencies or sponsored agencies | $2,083,000 | 2,460 |
| 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) | $2,464,000 | 4,476 |
| Available-for-sale securities (fair market value) | $5,679,000 | 7,114 |
| Total debt securities | $7,655,000 | 7,681 |
| 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 | $6,920,000 | 8,481 |
| U.S. Government securities | $5,758,000 | 8,195 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $5,758,000 | 6,938 |
| Securities issued by states & political subdivisions | $474,000 | 6,791 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $688,000 | 2,984 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,512 |
| Mortgage-backed securities | $5,758,000 | 3,583 |
| Certificates of participation in pools of residential mortgages | $3,482,000 | 3,495 |
| Issued or guaranteed by U.S. | $3,482,000 | 3,482 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,276,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $2,276,000 | 2,448 |
| 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) | $2,789,000 | 5,150 |
| Available-for-sale securities (fair market value) | $4,131,000 | 7,841 |
| Total debt securities | $6,232,000 | 8,609 |
| 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 | $7,011,000 | 8,981 |
| U.S. Government securities | $5,188,000 | 9,056 |
| U.S. Treasury securities | $200,000 | 8,577 |
| U.S. Government agency obligations | $4,988,000 | 7,657 |
| Securities issued by states & political subdivisions | $532,000 | 6,986 |
| Other domestic debt securities | $604,000 | 2,485 |
| 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 | $604,000 | 1,893 |
| Foreign debt securities | NA | NA |
| Equity securities | $687,000 | 2,935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $810,000 | 8,134 |
| Mortgage-backed securities | $4,419,000 | 4,505 |
| Certificates of participation in pools of residential mortgages | $2,524,000 | 4,384 |
| Issued or guaranteed by U.S. | $2,524,000 | 4,361 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,895,000 | 3,158 |
| CMOs issued by government agencies or sponsored agencies | $1,895,000 | 3,024 |
| 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) | $2,606,000 | 5,882 |
| Available-for-sale securities (fair market value) | $4,405,000 | 8,044 |
| Total debt securities | $6,324,000 | 9,153 |
| Structured notes | ||
| Amortized cost | $570,000 | 2,393 |
| Fair value | $569,000 | 2,390 |
| 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 | $7,867,000 | 9,049 |
| U.S. Government securities | $5,702,000 | 9,201 |
| U.S. Treasury securities | $200,000 | 9,974 |
| U.S. Government agency obligations | $5,502,000 | 7,426 |
| Securities issued by states & political subdivisions | $558,000 | 7,184 |
| Other domestic debt securities | $922,000 | 2,591 |
| Privately issued residential mortgage-backed securities | $8,000 | 2,481 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $914,000 | 2,032 |
| Foreign debt securities | NA | NA |
| Equity securities | $685,000 | 2,732 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,444,000 | 5,620 |
| Mortgage-backed securities | $5,263,000 | 4,398 |
| Certificates of participation in pools of residential mortgages | $3,277,000 | 4,008 |
| Issued or guaranteed by U.S. | $3,277,000 | 3,981 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,986,000 | 3,451 |
| CMOs issued by government agencies or sponsored agencies | $1,978,000 | 3,317 |
| Privately issued | $8,000 | 2,139 |
| 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) | $2,779,000 | 6,142 |
| Available-for-sale securities (fair market value) | $5,088,000 | 7,981 |
| Total debt securities | $7,182,000 | 9,198 |
| 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 | $9,766,000 | 8,836 |
| U.S. Government securities | $6,893,000 | 9,188 |
| U.S. Treasury securities | $203,000 | 10,923 |
| U.S. Government agency obligations | $6,690,000 | 6,804 |
| Securities issued by states & political subdivisions | $691,000 | 7,243 |
| Other domestic debt securities | $1,551,000 | 2,277 |
| Privately issued residential mortgage-backed securities | $34,000 | 2,553 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,517,000 | 1,811 |
| Foreign debt securities | NA | NA |
| Equity securities | $631,000 | 2,691 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,250,000 | 5,865 |
| Mortgage-backed securities | $5,981,000 | 4,317 |
| Certificates of participation in pools of residential mortgages | $3,917,000 | 3,835 |
| Issued or guaranteed by U.S. | $3,917,000 | 3,807 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,064,000 | 3,576 |
| CMOs issued by government agencies or sponsored agencies | $2,030,000 | 3,423 |
| Privately issued | $34,000 | 2,221 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,683,000 | 7,065 |
| Available-for-sale securities (fair market value) | $3,083,000 | 8,052 |
| Total debt securities | $9,137,000 | 8,972 |
| 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 | $9,277,000 | 9,357 |
| U.S. Government securities | $6,387,000 | 9,743 |
| U.S. Treasury securities | $455,000 | 11,017 |
| U.S. Government agency obligations | $5,932,000 | 7,371 |
| Securities issued by states & political subdivisions | $693,000 | 7,412 |
| Other domestic debt securities | $1,733,000 | 2,563 |
| Privately issued residential mortgage-backed securities | $100,000 | 2,710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,633,000 | 2,002 |
| Foreign debt securities | NA | NA |
| Equity securities | $464,000 | 3,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $597,000 | 9,337 |
| Mortgage-backed securities | $5,268,000 | 5,135 |
| Certificates of participation in pools of residential mortgages | $4,513,000 | 3,998 |
| Issued or guaranteed by U.S. | $4,513,000 | 3,960 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $755,000 | 5,310 |
| CMOs issued by government agencies or sponsored agencies | $655,000 | 5,206 |
| Privately issued | $100,000 | 2,293 |
| 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 | $8,813,000 | 9,394 |
| 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 | $11,618,000 | 8,533 |
| U.S. Government securities | $7,646,000 | 9,184 |
| U.S. Treasury securities | $450,000 | 11,506 |
| U.S. Government agency obligations | $7,196,000 | 6,719 |
| Securities issued by states & political subdivisions | $588,000 | 7,471 |
| Other domestic debt securities | $1,957,000 | 2,977 |
| Privately issued residential mortgage-backed securities | $346,000 | 2,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,611,000 | 2,309 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,427,000 | 1,541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $790,000 | 9,154 |
| Mortgage-backed securities | $6,792,000 | 4,664 |
| Certificates of participation in pools of residential mortgages | $5,701,000 | 3,681 |
| Issued or guaranteed by U.S. | $5,701,000 | 3,635 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,091,000 | 4,888 |
| CMOs issued by government agencies or sponsored agencies | $745,000 | 5,054 |
| Privately issued | $346,000 | 2,265 |
| 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 | $10,191,000 | 8,944 |
| 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 |