Home > Sicily Island State Bank > Securities
Sicily Island State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $3,568,000 | 4,282 |
| U.S. Government securities | $815,000 | 4,271 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $815,000 | 4,089 |
| Securities issued by states & political subdivisions | $2,753,000 | 3,214 |
| 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 | $3,387,000 | 3,507 |
| Mortgage-backed securities | $55,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $55,000 | 3,559 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $3,568,000 | 4,034 |
| Total debt securities | $3,568,000 | 4,257 |
| 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 | $3,610,000 | 4,319 |
| U.S. Government securities | $1,055,000 | 4,271 |
| U.S. Treasury securities | $994,000 | 2,556 |
| U.S. Government agency obligations | $61,000 | 4,235 |
| Securities issued by states & political subdivisions | $2,555,000 | 3,253 |
| 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 | $2,377,000 | 3,604 |
| Mortgage-backed securities | $61,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $61,000 | 3,577 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $3,610,000 | 4,052 |
| Total debt securities | $3,610,000 | 4,293 |
| 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 | $4,767,000 | 4,296 |
| U.S. Government securities | $2,042,000 | 4,248 |
| U.S. Treasury securities | $1,974,000 | 2,361 |
| U.S. Government agency obligations | $68,000 | 4,268 |
| Securities issued by states & political subdivisions | $2,725,000 | 3,267 |
| 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 | $3,157,000 | 3,506 |
| Mortgage-backed securities | $68,000 | 3,766 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $68,000 | 3,589 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $4,767,000 | 4,019 |
| Total debt securities | $4,767,000 | 4,270 |
| 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 | $5,806,000 | 4,322 |
| U.S. Government securities | $3,032,000 | 4,247 |
| U.S. Treasury securities | $2,956,000 | 2,267 |
| U.S. Government agency obligations | $76,000 | 4,289 |
| Securities issued by states & political subdivisions | $2,774,000 | 3,321 |
| 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 | $3,293,000 | 3,453 |
| Mortgage-backed securities | $76,000 | 3,819 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $76,000 | 3,629 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $5,806,000 | 4,038 |
| Total debt securities | $5,807,000 | 4,296 |
| 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 | $6,716,000 | 4,320 |
| U.S. Government securities | $4,014,000 | 4,212 |
| U.S. Treasury securities | $3,930,000 | 2,184 |
| U.S. Government agency obligations | $84,000 | 4,307 |
| Securities issued by states & political subdivisions | $2,702,000 | 3,378 |
| 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 | $2,172,000 | 3,543 |
| Mortgage-backed securities | $84,000 | 3,849 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $82,000 | 3,662 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,761 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $2,000 | 1,863 |
| Available-for-sale securities (fair market value) | $6,714,000 | 4,024 |
| Total debt securities | $6,716,000 | 4,294 |
| 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 | $7,583,000 | 4,319 |
| U.S. Government securities | $5,010,000 | 4,157 |
| U.S. Treasury securities | $4,914,000 | 2,065 |
| U.S. Government agency obligations | $96,000 | 4,344 |
| Securities issued by states & political subdivisions | $2,573,000 | 3,438 |
| 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 | $2,092,000 | 3,543 |
| Mortgage-backed securities | $96,000 | 3,866 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $90,000 | 3,683 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,765 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $6,000 | 1,850 |
| Available-for-sale securities (fair market value) | $7,577,000 | 4,024 |
| Total debt securities | $7,584,000 | 4,295 |
| 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 | $7,803,000 | 4,323 |
| U.S. Government securities | $5,058,000 | 4,167 |
| U.S. Treasury securities | $4,948,000 | 2,034 |
| U.S. Government agency obligations | $110,000 | 4,374 |
| Securities issued by states & political subdivisions | $2,745,000 | 3,449 |
| 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 | $2,164,000 | 3,548 |
| Mortgage-backed securities | $110,000 | 3,910 |
| Certificates of participation in pools of residential mortgages | $100,000 | 3,773 |
| Issued or guaranteed by U.S. | $100,000 | 3,701 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $10,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,788 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $10,000 | 1,783 |
| Available-for-sale securities (fair market value) | $7,793,000 | 4,046 |
| Total debt securities | $7,803,000 | 4,306 |
| 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 | $2,354,000 | 4,533 |
| U.S. Government securities | $127,000 | 4,530 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $127,000 | 4,377 |
| Securities issued by states & political subdivisions | $2,227,000 | 3,547 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,403,000 | 3,701 |
| Mortgage-backed securities | $127,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | $112,000 | 3,783 |
| Issued or guaranteed by U.S. | $112,000 | 3,718 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $15,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 2,775 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $15,000 | 1,705 |
| Available-for-sale securities (fair market value) | $2,339,000 | 4,284 |
| Total debt securities | $2,355,000 | 4,516 |
| 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 | $2,763,000 | 4,516 |
| U.S. Government securities | $150,000 | 4,525 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $150,000 | 4,388 |
| Securities issued by states & political subdivisions | $2,613,000 | 3,526 |
| 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 | $2,165,000 | 3,570 |
| Mortgage-backed securities | $150,000 | 3,924 |
| Certificates of participation in pools of residential mortgages | $129,000 | 3,796 |
| Issued or guaranteed by U.S. | $129,000 | 3,717 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $21,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 2,771 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $21,000 | 1,617 |
| Available-for-sale securities (fair market value) | $2,742,000 | 4,287 |
| Total debt securities | $2,762,000 | 4,497 |
| 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 | $2,798,000 | 4,555 |
| U.S. Government securities | $172,000 | 4,568 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $172,000 | 4,448 |
| Securities issued by states & political subdivisions | $2,626,000 | 3,546 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,671,000 | 3,680 |
| Mortgage-backed securities | $172,000 | 3,967 |
| Certificates of participation in pools of residential mortgages | $143,000 | 3,835 |
| Issued or guaranteed by U.S. | $143,000 | 3,764 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $29,000 | 2,852 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 2,793 |
| 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) | $29,000 | 1,634 |
| Available-for-sale securities (fair market value) | $2,769,000 | 4,321 |
| Total debt securities | $2,799,000 | 4,533 |
| 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 | $2,827,000 | 4,573 |
| U.S. Government securities | $197,000 | 4,593 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $197,000 | 4,480 |
| Securities issued by states & political subdivisions | $2,630,000 | 3,552 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,545,000 | 3,732 |
| Mortgage-backed securities | $197,000 | 3,983 |
| Certificates of participation in pools of residential mortgages | $160,000 | 3,842 |
| Issued or guaranteed by U.S. | $160,000 | 3,765 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $37,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 2,779 |
| 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) | $37,000 | 1,615 |
| Available-for-sale securities (fair market value) | $2,790,000 | 4,333 |
| Total debt securities | $2,827,000 | 4,552 |
| 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 | $2,844,000 | 4,555 |
| U.S. Government securities | $225,000 | 4,587 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $225,000 | 4,481 |
| Securities issued by states & political subdivisions | $2,619,000 | 3,546 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,072,000 | 3,859 |
| Mortgage-backed securities | $225,000 | 3,962 |
| Certificates of participation in pools of residential mortgages | $179,000 | 3,828 |
| Issued or guaranteed by U.S. | $179,000 | 3,746 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $46,000 | 2,800 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 2,747 |
| 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) | $46,000 | 1,608 |
| Available-for-sale securities (fair market value) | $2,798,000 | 4,319 |
| Total debt securities | $2,844,000 | 4,535 |
| 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 | $2,898,000 | 4,541 |
| U.S. Government securities | $249,000 | 4,568 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $249,000 | 4,463 |
| Securities issued by states & political subdivisions | $2,649,000 | 3,535 |
| 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 | $2,898,000 | 3,482 |
| Mortgage-backed securities | $249,000 | 3,956 |
| Certificates of participation in pools of residential mortgages | $195,000 | 3,814 |
| Issued or guaranteed by U.S. | $195,000 | 3,741 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $54,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 2,742 |
| 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) | $54,000 | 1,591 |
| Available-for-sale securities (fair market value) | $2,844,000 | 4,307 |
| Total debt securities | $2,899,000 | 4,521 |
| 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 | $3,064,000 | 4,541 |
| U.S. Government securities | $280,000 | 4,573 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $280,000 | 4,467 |
| Securities issued by states & political subdivisions | $2,784,000 | 3,461 |
| 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 | $3,064,000 | 3,471 |
| Mortgage-backed securities | $280,000 | 3,949 |
| Certificates of participation in pools of residential mortgages | $216,000 | 3,809 |
| Issued or guaranteed by U.S. | $216,000 | 3,735 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $64,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 2,745 |
| 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) | $211,000 | 1,514 |
| Available-for-sale securities (fair market value) | $2,853,000 | 4,320 |
| Total debt securities | $3,065,000 | 4,522 |
| 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 | $3,083,000 | 4,568 |
| U.S. Government securities | $308,000 | 4,603 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $308,000 | 4,495 |
| Securities issued by states & political subdivisions | $2,775,000 | 3,448 |
| 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 | $3,083,000 | 3,490 |
| Mortgage-backed securities | $308,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $234,000 | 3,805 |
| Issued or guaranteed by U.S. | $234,000 | 3,734 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $74,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 2,743 |
| 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) | $221,000 | 1,518 |
| Available-for-sale securities (fair market value) | $2,862,000 | 4,353 |
| Total debt securities | $3,084,000 | 4,548 |
| 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 | $3,433,000 | 4,569 |
| U.S. Government securities | $834,000 | 4,567 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $834,000 | 4,444 |
| Securities issued by states & political subdivisions | $2,599,000 | 3,432 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,295,000 | 3,459 |
| Mortgage-backed securities | $332,000 | 3,981 |
| Certificates of participation in pools of residential mortgages | $248,000 | 3,824 |
| Issued or guaranteed by U.S. | $248,000 | 3,739 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $84,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 2,733 |
| 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) | $231,000 | 1,531 |
| Available-for-sale securities (fair market value) | $3,202,000 | 4,353 |
| Total debt securities | $3,432,000 | 4,549 |
| 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 | $4,085,000 | 4,583 |
| U.S. Government securities | $854,000 | 4,649 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $854,000 | 4,506 |
| Securities issued by states & political subdivisions | $3,231,000 | 3,310 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,084,000 | 3,365 |
| Mortgage-backed securities | $353,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $258,000 | 3,835 |
| Issued or guaranteed by U.S. | $258,000 | 3,765 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $95,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 2,744 |
| 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) | $486,000 | 1,488 |
| Available-for-sale securities (fair market value) | $3,599,000 | 4,384 |
| Total debt securities | $4,086,000 | 4,562 |
| 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 | $3,801,000 | 4,689 |
| U.S. Government securities | $1,382,000 | 4,631 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,382,000 | 4,489 |
| Securities issued by states & political subdivisions | $2,419,000 | 3,492 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,531,000 | 3,545 |
| Mortgage-backed securities | $382,000 | 4,024 |
| Certificates of participation in pools of residential mortgages | $276,000 | 3,861 |
| Issued or guaranteed by U.S. | $276,000 | 3,785 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $106,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 2,751 |
| 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) | $497,000 | 1,547 |
| Available-for-sale securities (fair market value) | $3,304,000 | 4,491 |
| Total debt securities | $3,801,000 | 4,670 |
| Structured notes | ||
| Amortized cost | $500,000 | 667 |
| Fair value | $500,000 | 678 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $3,874,000 | 4,742 |
| U.S. Government securities | $2,158,000 | 4,541 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,158,000 | 4,384 |
| Securities issued by states & political subdivisions | $1,716,000 | 3,739 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,816,000 | 3,536 |
| Mortgage-backed securities | $412,000 | 4,030 |
| Certificates of participation in pools of residential mortgages | $293,000 | 3,873 |
| Issued or guaranteed by U.S. | $293,000 | 3,805 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $119,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 2,739 |
| 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) | $510,000 | 1,582 |
| Available-for-sale securities (fair market value) | $3,364,000 | 4,525 |
| Total debt securities | $3,874,000 | 4,721 |
| Structured notes | ||
| Amortized cost | $750,000 | 689 |
| Fair value | $748,000 | 696 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $3,876,000 | 4,796 |
| U.S. Government securities | $2,175,000 | 4,597 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,175,000 | 4,441 |
| Securities issued by states & political subdivisions | $1,701,000 | 3,811 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,501,000 | 3,659 |
| Mortgage-backed securities | $438,000 | 4,053 |
| Certificates of participation in pools of residential mortgages | $307,000 | 3,895 |
| Issued or guaranteed by U.S. | $307,000 | 3,820 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $131,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 2,747 |
| 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) | $522,000 | 1,608 |
| Available-for-sale securities (fair market value) | $3,354,000 | 4,573 |
| Total debt securities | $3,873,000 | 4,776 |
| Structured notes | ||
| Amortized cost | $750,000 | 702 |
| Fair value | $740,000 | 711 |
| 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 | $3,752,000 | 4,849 |
| U.S. Government securities | $2,188,000 | 4,632 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,188,000 | 4,469 |
| Securities issued by states & political subdivisions | $1,564,000 | 3,897 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,531,000 | 3,674 |
| Mortgage-backed securities | $466,000 | 4,075 |
| Certificates of participation in pools of residential mortgages | $320,000 | 3,921 |
| Issued or guaranteed by U.S. | $320,000 | 3,858 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $146,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 2,752 |
| 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) | $536,000 | 1,639 |
| Available-for-sale securities (fair market value) | $3,216,000 | 4,630 |
| Total debt securities | $3,753,000 | 4,830 |
| Structured notes | ||
| Amortized cost | $750,000 | 723 |
| Fair value | $728,000 | 731 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $3,776,000 | 4,914 |
| U.S. Government securities | $2,201,000 | 4,702 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,201,000 | 4,548 |
| Securities issued by states & political subdivisions | $1,575,000 | 3,933 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,535,000 | 3,708 |
| Mortgage-backed securities | $495,000 | 4,120 |
| Certificates of participation in pools of residential mortgages | $336,000 | 3,963 |
| Issued or guaranteed by U.S. | $336,000 | 3,939 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $159,000 | 2,812 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 2,752 |
| 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) | $549,000 | 1,662 |
| Available-for-sale securities (fair market value) | $3,227,000 | 4,695 |
| Total debt securities | $3,777,000 | 4,894 |
| Structured notes | ||
| Amortized cost | $750,000 | 705 |
| Fair value | $714,000 | 714 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $3,346,000 | 5,007 |
| U.S. Government securities | $1,755,000 | 4,812 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,755,000 | 4,668 |
| Securities issued by states & political subdivisions | $1,591,000 | 3,980 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,167,000 | 3,819 |
| Mortgage-backed securities | $536,000 | 4,158 |
| Certificates of participation in pools of residential mortgages | $358,000 | 4,003 |
| Issued or guaranteed by U.S. | $358,000 | 3,857 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $178,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $178,000 | 2,756 |
| 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) | $568,000 | 1,681 |
| Available-for-sale securities (fair market value) | $2,778,000 | 4,784 |
| Total debt securities | $3,346,000 | 4,985 |
| Structured notes | ||
| Amortized cost | $750,000 | 710 |
| Fair value | $720,000 | 718 |
| 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 | $2,882,000 | 5,110 |
| U.S. Government securities | $1,291,000 | 4,979 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,291,000 | 4,848 |
| Securities issued by states & political subdivisions | $1,591,000 | 4,019 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,772,000 | 3,967 |
| Mortgage-backed securities | $572,000 | 4,182 |
| Certificates of participation in pools of residential mortgages | $379,000 | 4,038 |
| Issued or guaranteed by U.S. | $379,000 | 4,030 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $193,000 | 2,814 |
| CMOs issued by government agencies or sponsored agencies | $193,000 | 2,744 |
| 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) | $583,000 | 1,703 |
| Available-for-sale securities (fair market value) | $2,299,000 | 4,901 |
| Total debt securities | $2,882,000 | 5,089 |
| Structured notes | ||
| Amortized cost | $750,000 | 683 |
| Fair value | $719,000 | 691 |
| 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 | $2,960,000 | 5,165 |
| U.S. Government securities | $1,352,000 | 5,014 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,352,000 | 4,893 |
| Securities issued by states & political subdivisions | $1,608,000 | 4,087 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,767,000 | 4,034 |
| Mortgage-backed securities | $616,000 | 4,201 |
| Certificates of participation in pools of residential mortgages | $407,000 | 4,070 |
| Issued or guaranteed by U.S. | $407,000 | 4,064 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $209,000 | 2,804 |
| CMOs issued by government agencies or sponsored agencies | $209,000 | 2,729 |
| 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) | $598,000 | 1,724 |
| Available-for-sale securities (fair market value) | $2,362,000 | 4,950 |
| Total debt securities | $2,959,000 | 5,145 |
| Structured notes | ||
| Amortized cost | $750,000 | 684 |
| Fair value | $736,000 | 691 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $3,041,000 | 5,223 |
| U.S. Government securities | $1,411,000 | 5,061 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,411,000 | 4,940 |
| Securities issued by states & political subdivisions | $1,630,000 | 4,134 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,844,000 | 4,075 |
| Mortgage-backed securities | $669,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $437,000 | 4,116 |
| Issued or guaranteed by U.S. | $437,000 | 4,112 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $232,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $232,000 | 2,738 |
| 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) | $621,000 | 1,771 |
| Available-for-sale securities (fair market value) | $2,420,000 | 4,988 |
| Total debt securities | $3,041,000 | 5,200 |
| Structured notes | ||
| Amortized cost | $750,000 | 709 |
| Fair value | $742,000 | 721 |
| 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 | $2,684,000 | 5,306 |
| U.S. Government securities | $1,458,000 | 5,112 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,458,000 | 4,989 |
| Securities issued by states & political subdivisions | $1,226,000 | 4,297 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,520,000 | 4,172 |
| Mortgage-backed securities | $715,000 | 4,252 |
| Certificates of participation in pools of residential mortgages | $463,000 | 4,136 |
| Issued or guaranteed by U.S. | $463,000 | 4,131 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $252,000 | 2,825 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 2,747 |
| 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) | $641,000 | 1,797 |
| Available-for-sale securities (fair market value) | $2,043,000 | 5,083 |
| Total debt securities | $2,685,000 | 5,282 |
| Structured notes | ||
| Amortized cost | $750,000 | 759 |
| Fair value | $743,000 | 767 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $2,717,000 | 5,365 |
| U.S. Government securities | $1,492,000 | 5,176 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,492,000 | 5,052 |
| Securities issued by states & political subdivisions | $1,225,000 | 4,346 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,552,000 | 4,210 |
| Mortgage-backed securities | $756,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $485,000 | 4,188 |
| Issued or guaranteed by U.S. | $485,000 | 4,184 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $271,000 | 2,851 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 2,772 |
| 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) | $660,000 | 1,822 |
| Available-for-sale securities (fair market value) | $2,057,000 | 5,133 |
| Total debt securities | $2,717,000 | 5,339 |
| Structured notes | ||
| Amortized cost | $750,000 | 790 |
| Fair value | $736,000 | 802 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $2,753,000 | 5,405 |
| U.S. Government securities | $1,534,000 | 5,195 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,534,000 | 5,070 |
| Securities issued by states & political subdivisions | $1,219,000 | 4,395 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,458,000 | 4,272 |
| Mortgage-backed securities | $803,000 | 4,314 |
| Certificates of participation in pools of residential mortgages | $509,000 | 4,207 |
| Issued or guaranteed by U.S. | $509,000 | 4,200 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $294,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $294,000 | 2,747 |
| 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) | $683,000 | 1,841 |
| Available-for-sale securities (fair market value) | $2,070,000 | 5,157 |
| Total debt securities | $2,754,000 | 5,378 |
| Structured notes | ||
| Amortized cost | $750,000 | 786 |
| Fair value | $731,000 | 793 |
| 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 | $2,877,000 | 5,450 |
| U.S. Government securities | $1,622,000 | 5,230 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,622,000 | 5,114 |
| Securities issued by states & political subdivisions | $1,255,000 | 4,394 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,767,000 | 4,522 |
| Mortgage-backed securities | $873,000 | 4,340 |
| Certificates of participation in pools of residential mortgages | $556,000 | 4,223 |
| Issued or guaranteed by U.S. | $556,000 | 4,219 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $317,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $317,000 | 2,767 |
| 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) | $705,000 | 1,841 |
| Available-for-sale securities (fair market value) | $2,172,000 | 5,204 |
| Total debt securities | $2,878,000 | 5,423 |
| Structured notes | ||
| Amortized cost | $750,000 | 773 |
| Fair value | $749,000 | 780 |
| 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 | $2,942,000 | 5,537 |
| U.S. Government securities | $1,677,000 | 5,317 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,677,000 | 5,209 |
| Securities issued by states & political subdivisions | $1,265,000 | 4,431 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,811,000 | 4,605 |
| Mortgage-backed securities | $927,000 | 4,386 |
| Certificates of participation in pools of residential mortgages | $586,000 | 4,262 |
| Issued or guaranteed by U.S. | $586,000 | 4,257 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $341,000 | 2,885 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 2,785 |
| 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) | $729,000 | 1,880 |
| Available-for-sale securities (fair market value) | $2,213,000 | 5,265 |
| Total debt securities | $2,942,000 | 5,513 |
| Structured notes | ||
| Amortized cost | $750,000 | 897 |
| Fair value | $750,000 | 902 |
| 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 | $2,635,000 | 5,633 |
| U.S. Government securities | $1,381,000 | 5,463 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,381,000 | 5,356 |
| Securities issued by states & political subdivisions | $1,254,000 | 4,460 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,988,000 | 4,603 |
| Mortgage-backed securities | $985,000 | 4,397 |
| Certificates of participation in pools of residential mortgages | $615,000 | 4,285 |
| Issued or guaranteed by U.S. | $615,000 | 4,281 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $370,000 | 2,885 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 2,794 |
| 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) | $758,000 | 1,906 |
| Available-for-sale securities (fair market value) | $1,877,000 | 5,384 |
| Total debt securities | $2,636,000 | 5,608 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,326 |
| Fair value | $248,000 | 1,352 |
| 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 | $2,678,000 | 5,683 |
| U.S. Government securities | $876,000 | 5,632 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $876,000 | 5,537 |
| Securities issued by states & political subdivisions | $1,802,000 | 4,301 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,558,000 | 4,467 |
| Mortgage-backed securities | $396,000 | 4,641 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $396,000 | 2,904 |
| CMOs issued by government agencies or sponsored agencies | $396,000 | 2,812 |
| 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) | $900,000 | 1,908 |
| Available-for-sale securities (fair market value) | $1,778,000 | 5,436 |
| Total debt securities | $2,677,000 | 5,657 |
| 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 | $2,736,000 | 5,761 |
| U.S. Government securities | $918,000 | 5,718 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $918,000 | 5,627 |
| Securities issued by states & political subdivisions | $1,818,000 | 4,364 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,395,000 | 4,588 |
| Mortgage-backed securities | $431,000 | 4,698 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $431,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $431,000 | 2,835 |
| 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) | $935,000 | 1,912 |
| Available-for-sale securities (fair market value) | $1,801,000 | 5,514 |
| Total debt securities | $2,736,000 | 5,735 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,650 |
| Fair value | $251,000 | 1,653 |
| 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 | $3,004,000 | 5,812 |
| U.S. Government securities | $1,187,000 | 5,732 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,187,000 | 5,644 |
| Securities issued by states & political subdivisions | $1,817,000 | 4,383 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,670,000 | 4,554 |
| Mortgage-backed securities | $461,000 | 4,759 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $461,000 | 2,962 |
| CMOs issued by government agencies or sponsored agencies | $461,000 | 2,867 |
| 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) | $965,000 | 1,932 |
| Available-for-sale securities (fair market value) | $2,039,000 | 5,544 |
| Total debt securities | $3,003,000 | 5,787 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,794 |
| Fair value | $251,000 | 1,802 |
| 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 | $3,323,000 | 5,832 |
| U.S. Government securities | $1,486,000 | 5,754 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,486,000 | 5,657 |
| Securities issued by states & political subdivisions | $1,837,000 | 4,403 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,729,000 | 4,618 |
| Mortgage-backed securities | $494,000 | 4,803 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $494,000 | 2,982 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 2,882 |
| 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) | $998,000 | 1,922 |
| Available-for-sale securities (fair market value) | $2,325,000 | 5,564 |
| Total debt securities | $3,323,000 | 5,808 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $502,000 | 1,672 |
| 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 | $3,355,000 | 5,925 |
| U.S. Government securities | $1,517,000 | 5,836 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,517,000 | 5,741 |
| Securities issued by states & political subdivisions | $1,838,000 | 4,465 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,064,000 | 4,849 |
| Mortgage-backed securities | $537,000 | 4,865 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $537,000 | 3,008 |
| CMOs issued by government agencies or sponsored agencies | $537,000 | 2,914 |
| 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) | $1,040,000 | 1,930 |
| Available-for-sale securities (fair market value) | $2,315,000 | 5,663 |
| Total debt securities | $3,356,000 | 5,901 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $501,000 | 1,755 |
| 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 | $3,376,000 | 6,008 |
| U.S. Government securities | $1,535,000 | 5,930 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,535,000 | 5,833 |
| Securities issued by states & political subdivisions | $1,841,000 | 4,506 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,101,000 | 4,893 |
| Mortgage-backed securities | $572,000 | 4,942 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $572,000 | 3,048 |
| CMOs issued by government agencies or sponsored agencies | $572,000 | 2,940 |
| 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) | $1,075,000 | 1,951 |
| Available-for-sale securities (fair market value) | $2,301,000 | 5,749 |
| Total debt securities | $3,377,000 | 5,985 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,862 |
| Fair value | $495,000 | 1,930 |
| 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 | $3,397,000 | 6,075 |
| U.S. Government securities | $1,562,000 | 6,000 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,562,000 | 5,904 |
| Securities issued by states & political subdivisions | $1,835,000 | 4,550 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,138,000 | 4,925 |
| Mortgage-backed securities | $614,000 | 4,972 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $614,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $614,000 | 2,958 |
| 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) | $1,117,000 | 1,952 |
| Available-for-sale securities (fair market value) | $2,280,000 | 5,812 |
| Total debt securities | $3,396,000 | 6,051 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,912 |
| Fair value | $484,000 | 2,014 |
| 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 | $3,376,000 | 6,133 |
| U.S. Government securities | $1,578,000 | 6,043 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,578,000 | 5,949 |
| Securities issued by states & political subdivisions | $1,798,000 | 4,582 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,029,000 | 4,999 |
| Mortgage-backed securities | $659,000 | 5,001 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $659,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $659,000 | 2,961 |
| 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) | $1,162,000 | 1,944 |
| Available-for-sale securities (fair market value) | $2,214,000 | 5,869 |
| Total debt securities | $3,376,000 | 6,105 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $471,000 | 2,078 |
| 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 | $3,547,000 | 6,173 |
| U.S. Government securities | $1,597,000 | 6,100 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,597,000 | 6,000 |
| Securities issued by states & political subdivisions | $1,950,000 | 4,569 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,038,000 | 5,029 |
| Mortgage-backed securities | $712,000 | 5,017 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $712,000 | 3,030 |
| CMOs issued by government agencies or sponsored agencies | $712,000 | 2,919 |
| 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) | $1,215,000 | 1,924 |
| Available-for-sale securities (fair market value) | $2,332,000 | 5,920 |
| Total debt securities | $3,547,000 | 6,143 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $453,000 | 2,092 |
| 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 | $3,231,000 | 6,290 |
| U.S. Government securities | $1,277,000 | 6,225 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,277,000 | 6,132 |
| Securities issued by states & political subdivisions | $1,954,000 | 4,577 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,123,000 | 5,046 |
| Mortgage-backed securities | $794,000 | 5,032 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $794,000 | 3,009 |
| CMOs issued by government agencies or sponsored agencies | $794,000 | 2,894 |
| 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) | $1,297,000 | 1,893 |
| Available-for-sale securities (fair market value) | $1,934,000 | 6,048 |
| Total debt securities | $3,232,000 | 6,262 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $483,000 | 2,029 |
| 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 | $3,131,000 | 6,320 |
| U.S. Government securities | $1,379,000 | 6,211 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,379,000 | 6,110 |
| Securities issued by states & political subdivisions | $1,752,000 | 4,642 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,220,000 | 5,043 |
| Mortgage-backed securities | $895,000 | 5,009 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $895,000 | 2,996 |
| CMOs issued by government agencies or sponsored agencies | $895,000 | 2,876 |
| 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) | $1,398,000 | 1,803 |
| Available-for-sale securities (fair market value) | $1,733,000 | 6,094 |
| Total debt securities | $3,129,000 | 6,290 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $484,000 | 2,025 |
| 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 | $3,259,000 | 6,343 |
| U.S. Government securities | $1,392,000 | 6,259 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,392,000 | 6,150 |
| Securities issued by states & political subdivisions | $1,867,000 | 4,596 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,352,000 | 5,061 |
| Mortgage-backed securities | $991,000 | 5,024 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $991,000 | 2,994 |
| CMOs issued by government agencies or sponsored agencies | $991,000 | 2,867 |
| 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) | $1,564,000 | 1,743 |
| Available-for-sale securities (fair market value) | $1,695,000 | 6,162 |
| Total debt securities | $3,259,000 | 6,311 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,154 |
| Fair value | $401,000 | 2,155 |
| 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 | $3,587,000 | 6,354 |
| U.S. Government securities | $1,642,000 | 6,257 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,642,000 | 6,149 |
| Securities issued by states & political subdivisions | $1,945,000 | 4,583 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,429,000 | 5,055 |
| Mortgage-backed securities | $991,000 | 5,065 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $991,000 | 3,042 |
| CMOs issued by government agencies or sponsored agencies | $991,000 | 2,910 |
| 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) | $1,629,000 | 1,738 |
| Available-for-sale securities (fair market value) | $1,958,000 | 6,174 |
| Total debt securities | $3,588,000 | 6,326 |
| Structured notes | ||
| Amortized cost | $650,000 | 1,924 |
| Fair value | $651,000 | 1,941 |
| 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 | $3,591,000 | 6,441 |
| U.S. Government securities | $1,641,000 | 6,371 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,641,000 | 6,272 |
| Securities issued by states & political subdivisions | $1,950,000 | 4,594 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,433,000 | 5,109 |
| Mortgage-backed securities | $990,000 | 5,167 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $990,000 | 3,119 |
| CMOs issued by government agencies or sponsored agencies | $990,000 | 2,974 |
| 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) | $1,628,000 | 1,771 |
| Available-for-sale securities (fair market value) | $1,963,000 | 6,260 |
| Total debt securities | $3,591,000 | 6,412 |
| Structured notes | ||
| Amortized cost | $650,000 | 2,098 |
| Fair value | $651,000 | 2,099 |
| 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 | $3,590,000 | 6,499 |
| U.S. Government securities | $1,641,000 | 6,456 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,641,000 | 6,355 |
| Securities issued by states & political subdivisions | $1,949,000 | 4,577 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,432,000 | 5,165 |
| Mortgage-backed securities | $989,000 | 5,206 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $989,000 | 3,141 |
| CMOs issued by government agencies or sponsored agencies | $989,000 | 2,990 |
| 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) | $1,627,000 | 1,773 |
| Available-for-sale securities (fair market value) | $1,963,000 | 6,328 |
| Total debt securities | $3,589,000 | 6,471 |
| Structured notes | ||
| Amortized cost | $650,000 | 2,363 |
| Fair value | $652,000 | 2,366 |
| 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 | $3,781,000 | 6,549 |
| U.S. Government securities | $1,732,000 | 6,521 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,732,000 | 6,424 |
| Securities issued by states & political subdivisions | $2,049,000 | 4,494 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,486,000 | 5,188 |
| Mortgage-backed securities | $989,000 | 5,218 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $989,000 | 3,173 |
| CMOs issued by government agencies or sponsored agencies | $989,000 | 3,009 |
| 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) | $1,737,000 | 1,790 |
| Available-for-sale securities (fair market value) | $2,044,000 | 6,359 |
| Total debt securities | $3,782,000 | 6,519 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,535 |
| Fair value | $743,000 | 2,568 |
| 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 | $3,602,000 | 6,595 |
| U.S. Government securities | $1,444,000 | 6,600 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,444,000 | 6,508 |
| Securities issued by states & political subdivisions | $2,158,000 | 4,430 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,486,000 | 4,949 |
| Mortgage-backed securities | $988,000 | 5,200 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $988,000 | 3,124 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 2,879 |
| 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) | $1,842,000 | 1,826 |
| Available-for-sale securities (fair market value) | $1,760,000 | 6,423 |
| Total debt securities | $3,604,000 | 6,564 |
| Structured notes | ||
| Amortized cost | $455,000 | 2,746 |
| Fair value | $456,000 | 2,747 |
| 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 | $3,597,000 | 6,656 |
| U.S. Government securities | $1,443,000 | 6,669 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,443,000 | 6,569 |
| Securities issued by states & political subdivisions | $2,154,000 | 4,394 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,584,000 | 4,915 |
| Mortgage-backed securities | $987,000 | 5,214 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $987,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 2,887 |
| 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) | $1,841,000 | 1,846 |
| Available-for-sale securities (fair market value) | $1,756,000 | 6,489 |
| Total debt securities | $3,599,000 | 6,625 |
| Structured notes | ||
| Amortized cost | $455,000 | 2,817 |
| Fair value | $456,000 | 2,816 |
| 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 | $3,748,000 | 6,729 |
| U.S. Government securities | $1,632,000 | 6,740 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,632,000 | 6,632 |
| Securities issued by states & political subdivisions | $2,116,000 | 4,399 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,552,000 | 4,968 |
| Mortgage-backed securities | $987,000 | 5,213 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $987,000 | 3,086 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 2,835 |
| 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) | $1,842,000 | 1,888 |
| Available-for-sale securities (fair market value) | $1,906,000 | 6,538 |
| Total debt securities | $3,740,000 | 6,695 |
| Structured notes | ||
| Amortized cost | $649,000 | 2,759 |
| Fair value | $645,000 | 2,758 |
| 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 | $3,796,000 | 6,755 |
| U.S. Government securities | $1,608,000 | 6,773 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,608,000 | 6,677 |
| Securities issued by states & political subdivisions | $2,188,000 | 4,348 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,388,000 | 5,049 |
| Mortgage-backed securities | $986,000 | 5,182 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $986,000 | 3,019 |
| CMOs issued by government agencies or sponsored agencies | $986,000 | 2,764 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,941,000 | 1,891 |
| Available-for-sale securities (fair market value) | $1,855,000 | 6,580 |
| Total debt securities | $3,795,000 | 6,717 |
| Structured notes | ||
| Amortized cost | $649,000 | 2,809 |
| Fair value | $622,000 | 2,814 |
| 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 | $3,766,000 | 6,752 |
| U.S. Government securities | $1,607,000 | 6,773 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,607,000 | 6,662 |
| Securities issued by states & political subdivisions | $2,159,000 | 4,349 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,366,000 | 5,080 |
| Mortgage-backed securities | $985,000 | 5,170 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $985,000 | 3,011 |
| CMOs issued by government agencies or sponsored agencies | $985,000 | 2,732 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,941,000 | 1,916 |
| Available-for-sale securities (fair market value) | $1,825,000 | 6,604 |
| Total debt securities | $3,766,000 | 6,721 |
| Structured notes | ||
| Amortized cost | $649,000 | 2,681 |
| Fair value | $622,000 | 2,688 |
| 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 | $2,823,000 | 6,972 |
| U.S. Government securities | $985,000 | 7,014 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $985,000 | 6,903 |
| Securities issued by states & political subdivisions | $1,838,000 | 4,416 |
| 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 | $2,378,000 | 5,134 |
| Mortgage-backed securities | $985,000 | 5,210 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $985,000 | 2,998 |
| CMOs issued by government agencies or sponsored agencies | $985,000 | 2,710 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,557,000 | 2,042 |
| Available-for-sale securities (fair market value) | $1,266,000 | 6,741 |
| Total debt securities | $2,831,000 | 6,934 |
| 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 | $3,797,000 | 6,874 |
| U.S. Government securities | $1,987,000 | 6,857 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,987,000 | 6,745 |
| Securities issued by states & political subdivisions | $1,810,000 | 4,398 |
| 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 | $2,514,000 | 5,128 |
| Mortgage-backed securities | $985,000 | 5,232 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $985,000 | 2,921 |
| CMOs issued by government agencies or sponsored agencies | $985,000 | 2,615 |
| 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) | $2,163,000 | 1,962 |
| Available-for-sale securities (fair market value) | $1,634,000 | 6,744 |
| Total debt securities | $3,801,000 | 6,834 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $502,000 | 2,928 |
| 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 | $3,530,000 | 7,006 |
| U.S. Government securities | $1,984,000 | 6,960 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,984,000 | 6,849 |
| Securities issued by states & political subdivisions | $1,546,000 | 4,509 |
| 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 | $2,514,000 | 5,212 |
| Mortgage-backed securities | $984,000 | 5,327 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $984,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $984,000 | 2,580 |
| 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) | $2,163,000 | 1,985 |
| Available-for-sale securities (fair market value) | $1,367,000 | 6,874 |
| Total debt securities | $3,522,000 | 6,964 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $500,000 | 2,717 |
| 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 | $4,038,000 | 6,916 |
| U.S. Government securities | $2,484,000 | 6,824 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,484,000 | 6,724 |
| Securities issued by states & political subdivisions | $1,554,000 | 4,536 |
| 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 | $2,684,000 | 5,186 |
| Mortgage-backed securities | $984,000 | 5,391 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $984,000 | 2,888 |
| CMOs issued by government agencies or sponsored agencies | $984,000 | 2,546 |
| 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) | $3,164,000 | 1,800 |
| Available-for-sale securities (fair market value) | $874,000 | 6,991 |
| Total debt securities | $4,038,000 | 6,875 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $978,000 | 2,179 |
| 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 | $4,302,000 | 6,918 |
| U.S. Government securities | $3,088,000 | 6,683 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,088,000 | 6,585 |
| Securities issued by states & political subdivisions | $1,214,000 | 4,779 |
| 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 | $2,985,000 | 5,117 |
| Mortgage-backed securities | $983,000 | 5,483 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $983,000 | 2,892 |
| CMOs issued by government agencies or sponsored agencies | $983,000 | 2,538 |
| 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) | $3,164,000 | 1,881 |
| Available-for-sale securities (fair market value) | $1,138,000 | 6,999 |
| Total debt securities | $4,302,000 | 6,882 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $988,000 | 1,746 |
| 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 | $4,303,000 | 6,937 |
| U.S. Government securities | $3,031,000 | 6,740 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,031,000 | 6,651 |
| Securities issued by states & political subdivisions | $1,272,000 | 4,746 |
| 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 | $3,411,000 | 4,958 |
| Mortgage-backed securities | $982,000 | 5,540 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $982,000 | 2,895 |
| CMOs issued by government agencies or sponsored agencies | $982,000 | 2,525 |
| 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) | $3,498,000 | 1,828 |
| Available-for-sale securities (fair market value) | $805,000 | 7,128 |
| Total debt securities | $4,306,000 | 6,895 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $977,000 | 1,279 |
| 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 | $5,081,000 | 6,838 |
| U.S. Government securities | $3,811,000 | 6,617 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,811,000 | 6,531 |
| Securities issued by states & political subdivisions | $1,270,000 | 4,666 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,858,000 | 4,865 |
| Mortgage-backed securities | $982,000 | 5,617 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $982,000 | 2,948 |
| CMOs issued by government agencies or sponsored agencies | $982,000 | 2,569 |
| 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) | $4,274,000 | 1,730 |
| Available-for-sale securities (fair market value) | $807,000 | 7,177 |
| Total debt securities | $5,081,000 | 6,799 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,003,000 | 931 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $5,075,000 | 6,910 |
| U.S. Government securities | $3,802,000 | 6,745 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,802,000 | 6,646 |
| Securities issued by states & political subdivisions | $1,273,000 | 4,627 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,879,000 | 4,900 |
| Mortgage-backed securities | $982,000 | 5,624 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $982,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $982,000 | 2,545 |
| 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) | $4,570,000 | 1,688 |
| Available-for-sale securities (fair market value) | $505,000 | 7,294 |
| Total debt securities | $5,075,000 | 6,874 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,005,000 | 978 |
| 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 | $5,069,000 | 6,897 |
| U.S. Government securities | $3,776,000 | 6,766 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,776,000 | 6,669 |
| Securities issued by states & political subdivisions | $1,293,000 | 4,600 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,348,000 | 5,101 |
| Mortgage-backed securities | $981,000 | 5,596 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $981,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $981,000 | 2,448 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,565,000 | 1,703 |
| Available-for-sale securities (fair market value) | $504,000 | 7,346 |
| Total debt securities | $5,068,000 | 6,853 |
| 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 | $5,289,000 | 6,917 |
| U.S. Government securities | $3,776,000 | 6,804 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,776,000 | 6,705 |
| Securities issued by states & political subdivisions | $1,513,000 | 4,510 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,790,000 | 5,314 |
| Mortgage-backed securities | $981,000 | 5,598 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $981,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $981,000 | 2,449 |
| 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) | $4,786,000 | 1,673 |
| Available-for-sale securities (fair market value) | $503,000 | 7,406 |
| Total debt securities | $5,289,000 | 6,860 |
| 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 | $5,557,000 | 6,885 |
| U.S. Government securities | $4,027,000 | 6,771 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,027,000 | 6,665 |
| Securities issued by states & political subdivisions | $1,530,000 | 4,523 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,649,000 | 5,332 |
| Mortgage-backed securities | $981,000 | 5,577 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $981,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $981,000 | 2,464 |
| 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) | $4,787,000 | 1,690 |
| Available-for-sale securities (fair market value) | $770,000 | 7,386 |
| Total debt securities | $5,559,000 | 6,818 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $6,020,000 | 6,843 |
| U.S. Government securities | $4,074,000 | 6,858 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,074,000 | 6,741 |
| Securities issued by states & political subdivisions | $1,946,000 | 4,300 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,703,000 | 4,957 |
| Mortgage-backed securities | $980,000 | 5,386 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $980,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $980,000 | 2,364 |
| 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) | $5,263,000 | 1,668 |
| Available-for-sale securities (fair market value) | $757,000 | 7,410 |
| Total debt securities | $6,020,000 | 6,790 |
| 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 | $6,013,000 | 6,911 |
| U.S. Government securities | $4,071,000 | 6,934 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,071,000 | 6,830 |
| Securities issued by states & political subdivisions | $1,942,000 | 4,304 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,700,000 | 4,971 |
| Mortgage-backed securities | $980,000 | 5,284 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $980,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $980,000 | 2,311 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,265,000 | 1,711 |
| Available-for-sale securities (fair market value) | $748,000 | 7,446 |
| Total debt securities | $6,013,000 | 6,862 |
| 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 | $5,022,000 | 7,177 |
| U.S. Government securities | $3,087,000 | 7,283 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,087,000 | 7,153 |
| Securities issued by states & political subdivisions | $1,935,000 | 4,296 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,543,000 | 5,054 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,288,000 | 1,876 |
| Available-for-sale securities (fair market value) | $734,000 | 7,484 |
| Total debt securities | $5,021,000 | 7,132 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,980,000 | 7,238 |
| U.S. Government securities | $3,088,000 | 7,313 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,088,000 | 7,182 |
| Securities issued by states & political subdivisions | $1,892,000 | 4,345 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,299,000 | 5,170 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,229,000 | 1,923 |
| Available-for-sale securities (fair market value) | $751,000 | 7,503 |
| Total debt securities | $4,980,000 | 7,191 |
| 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 | $5,080,000 | 7,240 |
| U.S. Government securities | $3,087,000 | 7,358 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,087,000 | 7,228 |
| Securities issued by states & political subdivisions | $1,993,000 | 4,301 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,299,000 | 5,197 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,332,000 | 1,929 |
| Available-for-sale securities (fair market value) | $748,000 | 7,552 |
| Total debt securities | $5,080,000 | 7,192 |
| 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 | $5,064,000 | 7,324 |
| U.S. Government securities | $3,086,000 | 7,442 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,086,000 | 7,308 |
| Securities issued by states & political subdivisions | $1,978,000 | 4,314 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,240,000 | 5,248 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,315,000 | 1,985 |
| Available-for-sale securities (fair market value) | $749,000 | 7,605 |
| Total debt securities | $5,064,000 | 7,271 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,145,000 | 7,332 |
| U.S. Government securities | $3,182,000 | 7,462 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,182,000 | 7,321 |
| Securities issued by states & political subdivisions | $1,963,000 | 4,325 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,337,000 | 5,212 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,419,000 | 1,987 |
| Available-for-sale securities (fair market value) | $726,000 | 7,658 |
| Total debt securities | $5,144,000 | 7,283 |
| 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 | $5,161,000 | 7,381 |
| U.S. Government securities | $3,184,000 | 7,517 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,184,000 | 7,372 |
| Securities issued by states & political subdivisions | $1,977,000 | 4,351 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,728,000 | 5,475 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,422,000 | 2,009 |
| Available-for-sale securities (fair market value) | $739,000 | 7,689 |
| Total debt securities | $5,160,000 | 7,326 |
| 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 | $4,957,000 | 7,467 |
| U.S. Government securities | $3,190,000 | 7,534 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,190,000 | 7,390 |
| Securities issued by states & political subdivisions | $1,767,000 | 4,511 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,552,000 | 5,133 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,957,000 | 1,979 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $4,952,000 | 7,414 |
| 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 | $4,961,000 | 7,489 |
| U.S. Government securities | $3,190,000 | 7,563 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,190,000 | 7,422 |
| Securities issued by states & political subdivisions | $1,771,000 | 4,507 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,556,000 | 5,121 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,961,000 | 1,973 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $4,958,000 | 7,427 |
| 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 | $4,965,000 | 7,541 |
| U.S. Government securities | $3,191,000 | 7,600 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,191,000 | 7,453 |
| Securities issued by states & political subdivisions | $1,774,000 | 4,501 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,559,000 | 5,112 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,965,000 | 1,995 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $4,964,000 | 7,477 |
| 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 | $4,968,000 | 7,604 |
| U.S. Government securities | $3,190,000 | 7,667 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,190,000 | 7,505 |
| Securities issued by states & political subdivisions | $1,778,000 | 4,494 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,006,000 | 4,975 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,968,000 | 2,016 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $4,964,000 | 7,548 |
| 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 | $5,184,000 | 7,595 |
| U.S. Government securities | $3,279,000 | 7,647 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,279,000 | 7,484 |
| Securities issued by states & political subdivisions | $1,905,000 | 4,421 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,750,000 | 5,053 |
| Mortgage-backed securities | $87,000 | 6,627 |
| Certificates of participation in pools of residential mortgages | $70,000 | 6,332 |
| Issued or guaranteed by U.S. | $70,000 | 6,316 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $17,000 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,368 |
| 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) | $4,932,000 | 2,040 |
| Available-for-sale securities (fair market value) | $252,000 | 8,022 |
| Total debt securities | $5,184,000 | 7,529 |
| 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 | $4,645,000 | 7,762 |
| U.S. Government securities | $3,278,000 | 7,674 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,278,000 | 7,523 |
| Securities issued by states & political subdivisions | $1,367,000 | 4,814 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,875,000 | 5,025 |
| Mortgage-backed securities | $91,000 | 6,656 |
| Certificates of participation in pools of residential mortgages | $72,000 | 6,364 |
| Issued or guaranteed by U.S. | $72,000 | 6,350 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,000 | 3,720 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,385 |
| 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) | $4,645,000 | 2,110 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $4,644,000 | 7,701 |
| 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 | $4,503,000 | 7,867 |
| U.S. Government securities | $3,134,000 | 7,803 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,134,000 | 7,643 |
| Securities issued by states & political subdivisions | $1,369,000 | 4,815 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,090,000 | 4,923 |
| Mortgage-backed securities | $96,000 | 6,716 |
| Certificates of participation in pools of residential mortgages | $75,000 | 6,423 |
| Issued or guaranteed by U.S. | $75,000 | 6,406 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $21,000 | 3,784 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,453 |
| 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) | $4,503,000 | 2,137 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $4,503,000 | 7,806 |
| 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 | $4,510,000 | 7,863 |
| U.S. Government securities | $3,140,000 | 7,765 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,140,000 | 7,604 |
| Securities issued by states & political subdivisions | $1,370,000 | 4,822 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,249,000 | 5,736 |
| Mortgage-backed securities | $102,000 | 6,731 |
| Certificates of participation in pools of residential mortgages | $73,000 | 6,448 |
| Issued or guaranteed by U.S. | $73,000 | 6,428 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $29,000 | 3,817 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,481 |
| 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) | $4,510,000 | 2,122 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $4,510,000 | 7,788 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,564,000 | 7,925 |
| U.S. Government securities | $3,177,000 | 7,831 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,177,000 | 7,649 |
| Securities issued by states & political subdivisions | $1,387,000 | 4,844 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,228,000 | 4,768 |
| Mortgage-backed securities | $140,000 | 6,688 |
| Certificates of participation in pools of residential mortgages | $99,000 | 6,421 |
| Issued or guaranteed by U.S. | $99,000 | 6,397 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $41,000 | 3,830 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,649 |
| 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) | $4,564,000 | 2,147 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $4,564,000 | 7,851 |
| 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 | $4,778,000 | 7,836 |
| U.S. Government securities | $3,390,000 | 7,683 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,390,000 | 7,487 |
| Securities issued by states & political subdivisions | $1,388,000 | 4,861 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,339,000 | 6,287 |
| Mortgage-backed securities | $153,000 | 6,710 |
| Certificates of participation in pools of residential mortgages | $107,000 | 6,447 |
| Issued or guaranteed by U.S. | $107,000 | 6,421 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $46,000 | 3,926 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 3,727 |
| 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) | $4,778,000 | 2,120 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $4,778,000 | 7,755 |
| 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 | $4,539,000 | 7,887 |
| U.S. Government securities | $3,215,000 | 7,749 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,215,000 | 7,559 |
| Securities issued by states & political subdivisions | $1,324,000 | 4,901 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $295,000 | 7,137 |
| Mortgage-backed securities | $171,000 | 6,725 |
| Certificates of participation in pools of residential mortgages | $116,000 | 6,455 |
| Issued or guaranteed by U.S. | $116,000 | 6,436 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $55,000 | 4,076 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 3,879 |
| 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) | $4,539,000 | 2,170 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $4,538,000 | 7,804 |
| 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 | $4,624,000 | 7,923 |
| U.S. Government securities | $3,229,000 | 7,795 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,229,000 | 7,607 |
| Securities issued by states & political subdivisions | $1,395,000 | 4,762 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,124,000 | 4,767 |
| Mortgage-backed securities | $184,000 | 6,734 |
| Certificates of participation in pools of residential mortgages | $124,000 | 6,447 |
| Issued or guaranteed by U.S. | $124,000 | 6,427 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $60,000 | 4,146 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,957 |
| 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) | $4,624,000 | 2,194 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $4,624,000 | 7,846 |
| 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 | $4,696,000 | 7,918 |
| U.S. Government securities | $3,244,000 | 7,829 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,244,000 | 7,619 |
| Securities issued by states & political subdivisions | $1,452,000 | 4,726 |
| 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 | $4,304,000 | 4,690 |
| Mortgage-backed securities | $199,000 | 6,733 |
| Certificates of participation in pools of residential mortgages | $133,000 | 6,394 |
| Issued or guaranteed by U.S. | $133,000 | 6,374 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $66,000 | 4,190 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 4,005 |
| 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) | $4,696,000 | 2,238 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $4,695,000 | 7,837 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,760,000 | 7,705 |
| U.S. Government securities | $3,658,000 | 7,792 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,658,000 | 7,543 |
| Securities issued by states & political subdivisions | $2,102,000 | 4,259 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,464,000 | 4,622 |
| Mortgage-backed securities | $286,000 | 6,633 |
| Certificates of participation in pools of residential mortgages | $181,000 | 6,290 |
| Issued or guaranteed by U.S. | $181,000 | 6,265 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $105,000 | 4,255 |
| CMOs issued by government agencies or sponsored agencies | $105,000 | 4,067 |
| 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) | $5,760,000 | 2,115 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $5,760,000 | 7,596 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,110,000 | 7,973 |
| U.S. Government securities | $3,476,000 | 8,421 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,476,000 | 8,079 |
| Securities issued by states & political subdivisions | $2,567,000 | 3,974 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $67,000 | 7,163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,537,000 | 4,434 |
| Mortgage-backed securities | $277,000 | 6,467 |
| Certificates of participation in pools of residential mortgages | $131,000 | 6,267 |
| Issued or guaranteed by U.S. | $131,000 | 6,247 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $146,000 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 3,687 |
| 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) | $6,043,000 | 2,512 |
| Available-for-sale securities (fair market value) | $67,000 | 9,161 |
| Total debt securities | $6,043,000 | 7,870 |
| 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 | $7,047,000 | 7,972 |
| U.S. Government securities | $4,157,000 | 8,426 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,157,000 | 7,912 |
| Securities issued by states & political subdivisions | $2,828,000 | 4,031 |
| 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 | $62,000 | 7,168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,800,000 | 4,716 |
| Mortgage-backed securities | $359,000 | 6,678 |
| Certificates of participation in pools of residential mortgages | $173,000 | 6,455 |
| Issued or guaranteed by U.S. | $173,000 | 6,438 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $186,000 | 4,031 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 3,848 |
| 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) | $6,985,000 | 2,595 |
| Available-for-sale securities (fair market value) | $62,000 | 9,427 |
| Total debt securities | $6,985,000 | 7,886 |
| Structured notes | ||
| Amortized cost | $251,000 | 1,089 |
| Fair value | $248,000 | 1,125 |
| 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 | $6,078,000 | 8,372 |
| U.S. Government securities | $3,206,000 | 8,893 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,206,000 | 8,103 |
| Securities issued by states & political subdivisions | $2,813,000 | 4,115 |
| 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 | $59,000 | 7,010 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,147,000 | 4,211 |
| Mortgage-backed securities | $507,000 | 6,660 |
| Certificates of participation in pools of residential mortgages | $244,000 | 6,505 |
| Issued or guaranteed by U.S. | $244,000 | 6,483 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $263,000 | 4,136 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 3,966 |
| 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) | $6,019,000 | 3,110 |
| Available-for-sale securities (fair market value) | $59,000 | 9,596 |
| Total debt securities | $6,019,000 | 8,269 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,336 |
| Fair value | $248,000 | 1,397 |
| 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 | $7,603,000 | 8,222 |
| U.S. Government securities | $5,026,000 | 8,542 |
| U.S. Treasury securities | $350,000 | 7,464 |
| U.S. Government agency obligations | $4,676,000 | 7,474 |
| Securities issued by states & political subdivisions | $2,521,000 | 4,170 |
| 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 | $56,000 | 6,947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,688,000 | 4,187 |
| Mortgage-backed securities | $682,000 | 6,713 |
| Certificates of participation in pools of residential mortgages | $294,000 | 6,640 |
| Issued or guaranteed by U.S. | $294,000 | 6,618 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $388,000 | 4,198 |
| CMOs issued by government agencies or sponsored agencies | $388,000 | 4,055 |
| 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) | $7,547,000 | 3,347 |
| Available-for-sale securities (fair market value) | $56,000 | 9,961 |
| Total debt securities | $7,547,000 | 8,117 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $494,000 | 2,063 |
| 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 | $8,020,000 | 8,614 |
| U.S. Government securities | $5,205,000 | 9,044 |
| U.S. Treasury securities | $598,000 | 7,880 |
| U.S. Government agency obligations | $4,607,000 | 7,877 |
| Securities issued by states & political subdivisions | $2,762,000 | 4,124 |
| Other domestic debt securities | $0 | 4,468 |
| 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 | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $53,000 | 7,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,673,000 | 4,290 |
| Mortgage-backed securities | $1,018,000 | 6,808 |
| Certificates of participation in pools of residential mortgages | $768,000 | 6,175 |
| Issued or guaranteed by U.S. | $768,000 | 6,160 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $250,000 | 4,890 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 4,701 |
| 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) | $7,967,000 | 3,690 |
| Available-for-sale securities (fair market value) | $53,000 | 10,336 |
| Total debt securities | $7,967,000 | 8,529 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,100 |
| Fair value | $841,000 | 2,103 |
| 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 | $7,928,000 | 9,023 |
| U.S. Government securities | $4,869,000 | 9,631 |
| U.S. Treasury securities | $298,000 | 9,816 |
| U.S. Government agency obligations | $4,571,000 | 7,955 |
| Securities issued by states & political subdivisions | $3,009,000 | 3,990 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 6,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,637,000 | 4,374 |
| Mortgage-backed securities | $1,122,000 | 7,145 |
| Certificates of participation in pools of residential mortgages | $872,000 | 6,279 |
| Issued or guaranteed by U.S. | $872,000 | 6,247 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $250,000 | 5,348 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 5,129 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,878,000 | 3,951 |
| Available-for-sale securities (fair market value) | $50,000 | 10,809 |
| Total debt securities | $7,878,000 | 8,933 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 2,358 |
| Fair value | $1,190,000 | 2,363 |
| 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 | $8,470,000 | 9,352 |
| U.S. Government securities | $5,259,000 | 10,014 |
| U.S. Treasury securities | $350,000 | 10,732 |
| U.S. Government agency obligations | $4,909,000 | 7,761 |
| Securities issued by states & political subdivisions | $3,164,000 | 4,055 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $47,000 | 7,046 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,230,000 | 4,152 |
| Mortgage-backed securities | $1,245,000 | 7,445 |
| Certificates of participation in pools of residential mortgages | $995,000 | 6,436 |
| Issued or guaranteed by U.S. | $995,000 | 6,412 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $250,000 | 5,761 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 5,508 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,423,000 | 6,296 |
| Available-for-sale securities (fair market value) | $47,000 | 10,925 |
| Total debt securities | $8,423,000 | 9,276 |
| 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 | $8,214,000 | 9,784 |
| U.S. Government securities | $5,197,000 | 10,397 |
| U.S. Treasury securities | $150,000 | 11,453 |
| U.S. Government agency obligations | $5,047,000 | 7,873 |
| Securities issued by states & political subdivisions | $2,972,000 | 4,302 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 6,906 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,836,000 | 5,369 |
| Mortgage-backed securities | $1,857,000 | 7,428 |
| Certificates of participation in pools of residential mortgages | $1,592,000 | 6,185 |
| Issued or guaranteed by U.S. | $1,592,000 | 6,138 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $265,000 | 6,188 |
| CMOs issued by government agencies or sponsored agencies | $265,000 | 5,914 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,169,000 | 9,653 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,365,000 | 10,877 |
| U.S. Government securities | $3,968,000 | 11,500 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $3,968,000 | 8,758 |
| Securities issued by states & political subdivisions | $2,397,000 | 4,604 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,737,000 | 6,245 |
| Mortgage-backed securities | $2,894,000 | 6,850 |
| Certificates of participation in pools of residential mortgages | $2,493,000 | 5,615 |
| Issued or guaranteed by U.S. | $2,493,000 | 5,552 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $401,000 | 6,110 |
| CMOs issued by government agencies or sponsored agencies | $401,000 | 5,701 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,365,000 | 10,746 |
| 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 |