Home > Summit Bank > Securities
Summit Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $56,762,000 | 2,443 |
| U.S. Government securities | $45,342,000 | 1,991 |
| U.S. Treasury securities | $37,758,000 | 590 |
| U.S. Government agency obligations | $7,584,000 | 3,440 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $11,420,000 | 953 |
| Privately issued residential mortgage-backed securities | $11,420,000 | 260 |
| 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 | $56,754,000 | 1,376 |
| Mortgage-backed securities | $13,038,000 | 2,369 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $11,412,000 | 54 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 2,580 |
| Privately issued | $8,000 | 504 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $1,539,000 | 1,003 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $56,762,000 | 2,221 |
| Total debt securities | $56,763,000 | 2,424 |
| 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 | $59,847,000 | 2,347 |
| U.S. Government securities | $48,339,000 | 1,906 |
| U.S. Treasury securities | $40,805,000 | 566 |
| U.S. Government agency obligations | $7,534,000 | 3,444 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $11,508,000 | 939 |
| Privately issued residential mortgage-backed securities | $11,508,000 | 243 |
| 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 | $57,881,000 | 1,295 |
| Mortgage-backed securities | $13,114,000 | 2,344 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $11,499,000 | 55 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 2,581 |
| Privately issued | $9,000 | 501 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $1,527,000 | 995 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $59,847,000 | 2,117 |
| Total debt securities | $59,847,000 | 2,332 |
| 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 | $60,949,000 | 2,399 |
| U.S. Government securities | $48,524,000 | 1,944 |
| U.S. Treasury securities | $40,874,000 | 578 |
| U.S. Government agency obligations | $7,650,000 | 3,476 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $12,425,000 | 910 |
| Privately issued residential mortgage-backed securities | $12,425,000 | 238 |
| 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 | $58,734,000 | 1,259 |
| Mortgage-backed securities | $14,183,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $12,416,000 | 55 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $85,000 | 2,581 |
| Privately issued | $9,000 | 501 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $1,673,000 | 981 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $60,949,000 | 2,169 |
| Total debt securities | $60,948,000 | 2,382 |
| 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 | $63,217,000 | 2,426 |
| U.S. Government securities | $49,563,000 | 2,006 |
| U.S. Treasury securities | $41,433,000 | 612 |
| U.S. Government agency obligations | $8,130,000 | 3,451 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $13,654,000 | 912 |
| Privately issued residential mortgage-backed securities | $13,158,000 | 246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $496,000 | 1,776 |
| 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 | $3,178,000 | 3,464 |
| Mortgage-backed securities | $15,387,000 | 2,311 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $13,149,000 | 63 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 2,617 |
| Privately issued | $9,000 | 515 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $2,138,000 | 943 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $63,217,000 | 2,186 |
| Total debt securities | $63,217,000 | 2,405 |
| 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 | $62,960,000 | 2,474 |
| U.S. Government securities | $48,861,000 | 2,042 |
| U.S. Treasury securities | $40,648,000 | 662 |
| U.S. Government agency obligations | $8,213,000 | 3,456 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $14,099,000 | 913 |
| Privately issued residential mortgage-backed securities | $13,608,000 | 244 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $491,000 | 1,799 |
| 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 | $1,489,000 | 3,639 |
| Mortgage-backed securities | $15,944,000 | 2,300 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $13,598,000 | 66 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 2,633 |
| Privately issued | $10,000 | 515 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $2,240,000 | 932 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $62,960,000 | 2,227 |
| Total debt securities | $62,959,000 | 2,456 |
| 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 | $63,509,000 | 2,461 |
| U.S. Government securities | $49,049,000 | 2,054 |
| U.S. Treasury securities | $40,478,000 | 665 |
| U.S. Government agency obligations | $8,571,000 | 3,436 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $14,460,000 | 861 |
| Privately issued residential mortgage-backed securities | $13,970,000 | 220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $490,000 | 1,808 |
| 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 | $2,749,000 | 3,453 |
| Mortgage-backed securities | $16,641,000 | 2,288 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $13,960,000 | 48 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 2,633 |
| Privately issued | $10,000 | 521 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $2,561,000 | 927 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $63,509,000 | 2,221 |
| Total debt securities | $63,510,000 | 2,444 |
| 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 | $66,279,000 | 2,419 |
| U.S. Government securities | $50,616,000 | 2,028 |
| U.S. Treasury securities | $41,460,000 | 634 |
| U.S. Government agency obligations | $9,156,000 | 3,418 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $15,663,000 | 782 |
| Privately issued residential mortgage-backed securities | $15,171,000 | 224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $492,000 | 1,803 |
| 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 | $1,702,000 | 3,623 |
| Mortgage-backed securities | $18,347,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $15,160,000 | 1,897 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $15,160,000 | 55 |
| Collaterized mortgage obligations | $144,000 | 2,701 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 2,644 |
| Privately issued | $11,000 | 525 |
| Commercial mortgage-backed securities | $3,043,000 | 1,370 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $3,043,000 | 939 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $66,279,000 | 2,221 |
| Total debt securities | $66,279,000 | 2,408 |
| 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 | $63,733,000 | 2,443 |
| U.S. Government securities | $47,026,000 | 2,075 |
| U.S. Treasury securities | $42,391,000 | 544 |
| U.S. Government agency obligations | $4,635,000 | 3,811 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $16,707,000 | 747 |
| Privately issued residential mortgage-backed securities | $16,707,000 | 193 |
| 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 | $1,587,000 | 3,660 |
| Mortgage-backed securities | $20,346,000 | 2,181 |
| Certificates of participation in pools of residential mortgages | $16,696,000 | 1,834 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $16,696,000 | 47 |
| Collaterized mortgage obligations | $167,000 | 2,684 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 2,626 |
| Privately issued | $11,000 | 508 |
| Commercial mortgage-backed securities | $3,483,000 | 1,307 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $3,483,000 | 896 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $63,733,000 | 2,268 |
| Total debt securities | $63,733,000 | 2,429 |
| 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 | $68,125,000 | 2,277 |
| U.S. Government securities | $49,534,000 | 1,872 |
| U.S. Treasury securities | $44,283,000 | 390 |
| U.S. Government agency obligations | $5,251,000 | 3,725 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $18,591,000 | 682 |
| Privately issued residential mortgage-backed securities | $18,591,000 | 171 |
| 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 | $1,603,000 | 3,669 |
| Mortgage-backed securities | $22,800,000 | 2,084 |
| Certificates of participation in pools of residential mortgages | $18,580,000 | 1,752 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $18,580,000 | 47 |
| Collaterized mortgage obligations | $199,000 | 2,652 |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 2,606 |
| Privately issued | $11,000 | 467 |
| Commercial mortgage-backed securities | $4,021,000 | 1,234 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $4,021,000 | 837 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $68,125,000 | 2,131 |
| Total debt securities | $68,126,000 | 2,265 |
| 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 | $27,080,000 | 3,354 |
| U.S. Government securities | $7,228,000 | 3,757 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $7,228,000 | 3,534 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $19,852,000 | 620 |
| Privately issued residential mortgage-backed securities | $19,852,000 | 148 |
| 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 | $2,291,000 | 3,563 |
| Mortgage-backed securities | $26,039,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $19,841,000 | 1,690 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $19,841,000 | 47 |
| Collaterized mortgage obligations | $271,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $260,000 | 2,602 |
| Privately issued | $11,000 | 458 |
| Commercial mortgage-backed securities | $5,927,000 | 1,096 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $5,927,000 | 734 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $27,080,000 | 3,158 |
| Total debt securities | $27,080,000 | 3,331 |
| 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 | $28,410,000 | 3,254 |
| U.S. Government securities | $7,600,000 | 3,711 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $7,600,000 | 3,485 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $20,810,000 | 581 |
| Privately issued residential mortgage-backed securities | $20,810,000 | 137 |
| 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 | $2,133,000 | 3,592 |
| Mortgage-backed securities | $27,381,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $20,797,000 | 1,599 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $20,797,000 | 47 |
| Collaterized mortgage obligations | $332,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 2,569 |
| Privately issued | $13,000 | 446 |
| Commercial mortgage-backed securities | $6,252,000 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $6,252,000 | 700 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $28,410,000 | 3,066 |
| Total debt securities | $28,410,000 | 3,233 |
| 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 | $10,023,000 | 4,102 |
| U.S. Government securities | $8,045,000 | 3,572 |
| U.S. Treasury securities | $150,000 | 1,611 |
| U.S. Government agency obligations | $7,895,000 | 3,407 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $1,978,000 | 1,508 |
| Privately issued residential mortgage-backed securities | $1,978,000 | 368 |
| 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 | $1,971,000 | 3,637 |
| Mortgage-backed securities | $8,841,000 | 2,821 |
| Certificates of participation in pools of residential mortgages | $1,965,000 | 3,279 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $1,965,000 | 158 |
| Collaterized mortgage obligations | $448,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $435,000 | 2,471 |
| Privately issued | $13,000 | 443 |
| Commercial mortgage-backed securities | $6,428,000 | 1,009 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $6,428,000 | 669 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $10,023,000 | 3,870 |
| Total debt securities | $10,023,000 | 4,076 |
| 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 | $9,440,000 | 4,076 |
| U.S. Government securities | $8,376,000 | 3,429 |
| U.S. Treasury securities | $151,000 | 1,172 |
| U.S. Government agency obligations | $8,225,000 | 3,292 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $1,064,000 | 1,660 |
| Privately issued residential mortgage-backed securities | $1,064,000 | 397 |
| 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 | $2,277,000 | 3,577 |
| Mortgage-backed securities | $8,263,000 | 2,809 |
| Certificates of participation in pools of residential mortgages | $1,051,000 | 3,501 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $1,051,000 | 154 |
| Collaterized mortgage obligations | $601,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $588,000 | 2,410 |
| Privately issued | $13,000 | 438 |
| Commercial mortgage-backed securities | $6,611,000 | 951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $6,611,000 | 634 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $9,440,000 | 3,837 |
| Total debt securities | $9,440,000 | 4,049 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $8,939,000 | 4,081 |
| U.S. Government securities | $8,924,000 | 3,369 |
| U.S. Treasury securities | $152,000 | 1,189 |
| U.S. Government agency obligations | $8,772,000 | 3,228 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $15,000 | 2,096 |
| Privately issued residential mortgage-backed securities | $15,000 | 631 |
| 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 | $2,649,000 | 3,543 |
| Mortgage-backed securities | $8,787,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $1,160,000 | 3,453 |
| Issued or guaranteed by U.S. | $1,160,000 | 3,360 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $786,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $771,000 | 2,355 |
| Privately issued | $15,000 | 429 |
| Commercial mortgage-backed securities | $6,841,000 | 919 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $6,841,000 | 608 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $8,939,000 | 3,843 |
| Total debt securities | $8,939,000 | 4,058 |
| 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 | $3,570,000 | 4,514 |
| U.S. Government securities | $3,053,000 | 4,102 |
| U.S. Treasury securities | $153,000 | 1,231 |
| U.S. Government agency obligations | $2,900,000 | 3,975 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $517,000 | 1,766 |
| Privately issued residential mortgage-backed securities | $16,000 | 616 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $501,000 | 1,406 |
| 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 | $1,131,000 | 3,908 |
| Mortgage-backed securities | $2,916,000 | 3,450 |
| Certificates of participation in pools of residential mortgages | $714,000 | 3,613 |
| Issued or guaranteed by U.S. | $714,000 | 3,524 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,267,000 | 2,262 |
| CMOs issued by government agencies or sponsored agencies | $1,251,000 | 2,221 |
| Privately issued | $16,000 | 416 |
| Commercial mortgage-backed securities | $935,000 | 1,644 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $935,000 | 1,089 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $3,570,000 | 4,280 |
| Total debt securities | $3,570,000 | 4,493 |
| 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 | $3,905,000 | 4,524 |
| U.S. Government securities | $3,384,000 | 4,113 |
| U.S. Treasury securities | $153,000 | 1,274 |
| U.S. Government agency obligations | $3,231,000 | 3,976 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $521,000 | 1,693 |
| Privately issued residential mortgage-backed securities | $19,000 | 631 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $502,000 | 1,309 |
| 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 | $3,013,000 | 3,517 |
| Mortgage-backed securities | $3,250,000 | 3,390 |
| Certificates of participation in pools of residential mortgages | $239,000 | 3,829 |
| Issued or guaranteed by U.S. | $239,000 | 3,746 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,019,000 | 2,083 |
| CMOs issued by government agencies or sponsored agencies | $2,000,000 | 2,038 |
| Privately issued | $19,000 | 417 |
| Commercial mortgage-backed securities | $992,000 | 1,597 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $992,000 | 1,048 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $3,905,000 | 4,283 |
| Total debt securities | $3,905,000 | 4,504 |
| 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 | $4,565,000 | 4,537 |
| U.S. Government securities | $4,042,000 | 4,091 |
| U.S. Treasury securities | $199,000 | 1,335 |
| U.S. Government agency obligations | $3,843,000 | 3,958 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $523,000 | 1,659 |
| Privately issued residential mortgage-backed securities | $21,000 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $502,000 | 1,278 |
| 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 | $3,587,000 | 3,465 |
| Mortgage-backed securities | $3,864,000 | 3,298 |
| Certificates of participation in pools of residential mortgages | $276,000 | 3,822 |
| Issued or guaranteed by U.S. | $276,000 | 3,751 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,411,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $2,390,000 | 1,979 |
| Privately issued | $21,000 | 412 |
| Commercial mortgage-backed securities | $1,177,000 | 1,507 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $1,177,000 | 949 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $4,565,000 | 4,291 |
| Total debt securities | $4,566,000 | 4,514 |
| 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 | $4,090,000 | 4,665 |
| U.S. Government securities | $3,563,000 | 4,242 |
| U.S. Treasury securities | $198,000 | 1,397 |
| U.S. Government agency obligations | $3,365,000 | 4,122 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $527,000 | 1,695 |
| Privately issued residential mortgage-backed securities | $24,000 | 638 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $503,000 | 1,280 |
| 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 | $3,657,000 | 3,520 |
| Mortgage-backed securities | $3,389,000 | 3,373 |
| Certificates of participation in pools of residential mortgages | $307,000 | 3,848 |
| Issued or guaranteed by U.S. | $307,000 | 3,771 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,705,000 | 2,180 |
| CMOs issued by government agencies or sponsored agencies | $1,681,000 | 2,146 |
| Privately issued | $24,000 | 410 |
| Commercial mortgage-backed securities | $1,377,000 | 1,448 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $1,377,000 | 900 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $4,090,000 | 4,421 |
| Total debt securities | $4,090,000 | 4,646 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $3,875,000 | 4,741 |
| U.S. Government securities | $3,096,000 | 4,390 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,096,000 | 4,231 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $529,000 | 1,687 |
| Privately issued residential mortgage-backed securities | $26,000 | 611 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $503,000 | 1,309 |
| Foreign debt securities | $250,000 | 279 |
| 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 | $3,237,000 | 3,654 |
| Mortgage-backed securities | $3,122,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $340,000 | 3,854 |
| Issued or guaranteed by U.S. | $340,000 | 3,785 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,305,000 | 2,264 |
| CMOs issued by government agencies or sponsored agencies | $1,279,000 | 2,228 |
| Privately issued | $26,000 | 420 |
| Commercial mortgage-backed securities | $1,477,000 | 1,418 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $1,477,000 | 868 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $3,875,000 | 4,484 |
| Total debt securities | $3,874,000 | 4,721 |
| Structured notes | ||
| Amortized cost | $250,000 | 858 |
| Fair value | $250,000 | 860 |
| 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 | $3,091,000 | 4,871 |
| U.S. Government securities | $2,313,000 | 4,576 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,313,000 | 4,412 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $531,000 | 1,694 |
| Privately issued residential mortgage-backed securities | $28,000 | 622 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $503,000 | 1,314 |
| Foreign debt securities | $247,000 | 297 |
| 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 | $2,510,000 | 3,851 |
| Mortgage-backed securities | $2,341,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | $376,000 | 3,862 |
| Issued or guaranteed by U.S. | $376,000 | 3,782 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,483,000 | 2,214 |
| CMOs issued by government agencies or sponsored agencies | $1,455,000 | 2,173 |
| Privately issued | $28,000 | 433 |
| Commercial mortgage-backed securities | $482,000 | 1,630 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $482,000 | 1,005 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $3,091,000 | 4,599 |
| Total debt securities | $3,090,000 | 4,852 |
| Structured notes | ||
| Amortized cost | $250,000 | 876 |
| Fair value | $247,000 | 893 |
| 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 | $3,312,000 | 4,891 |
| U.S. Government securities | $2,532,000 | 4,568 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,532,000 | 4,396 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $534,000 | 1,684 |
| Privately issued residential mortgage-backed securities | $30,000 | 588 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $504,000 | 1,312 |
| Foreign debt securities | $246,000 | 299 |
| 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 | $2,389,000 | 3,922 |
| Mortgage-backed securities | $2,562,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $409,000 | 3,878 |
| Issued or guaranteed by U.S. | $409,000 | 3,811 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,669,000 | 2,180 |
| CMOs issued by government agencies or sponsored agencies | $1,639,000 | 2,131 |
| Privately issued | $30,000 | 432 |
| Commercial mortgage-backed securities | $484,000 | 1,589 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $484,000 | 964 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $3,312,000 | 4,622 |
| Total debt securities | $3,313,000 | 4,871 |
| Structured notes | ||
| Amortized cost | $250,000 | 894 |
| Fair value | $246,000 | 904 |
| 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 | $3,619,000 | 4,927 |
| U.S. Government securities | $2,838,000 | 4,597 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,838,000 | 4,432 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $537,000 | 1,641 |
| Privately issued residential mortgage-backed securities | $32,000 | 537 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $505,000 | 1,317 |
| Foreign debt securities | $244,000 | 299 |
| 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 | $2,440,000 | 3,961 |
| Mortgage-backed securities | $2,870,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $443,000 | 3,912 |
| Issued or guaranteed by U.S. | $443,000 | 3,884 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,939,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $1,907,000 | 2,055 |
| Privately issued | $32,000 | 436 |
| Commercial mortgage-backed securities | $488,000 | 1,575 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $488,000 | 956 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $3,619,000 | 4,659 |
| Total debt securities | $3,619,000 | 4,907 |
| Structured notes | ||
| Amortized cost | $250,000 | 869 |
| Fair value | $244,000 | 885 |
| 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 | $4,334,000 | 4,919 |
| U.S. Government securities | $3,540,000 | 4,512 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,540,000 | 4,353 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $549,000 | 1,826 |
| Privately issued residential mortgage-backed securities | $43,000 | 804 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $506,000 | 1,324 |
| Foreign debt securities | $245,000 | 300 |
| 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 | $2,496,000 | 3,989 |
| Mortgage-backed securities | $2,785,000 | 3,594 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,342 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $5,000 | 434 |
| Collaterized mortgage obligations | $2,286,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $2,248,000 | 1,978 |
| Privately issued | $38,000 | 448 |
| Commercial mortgage-backed securities | $494,000 | 1,542 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $494,000 | 947 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $4,334,000 | 4,645 |
| Total debt securities | $4,333,000 | 4,899 |
| Structured notes | ||
| Amortized cost | $250,000 | 872 |
| Fair value | $245,000 | 890 |
| 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 | $4,669,000 | 4,945 |
| U.S. Government securities | $3,878,000 | 4,540 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,878,000 | 4,394 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $546,000 | 1,655 |
| Privately issued residential mortgage-backed securities | $41,000 | 502 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $505,000 | 1,358 |
| Foreign debt securities | $245,000 | 292 |
| 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 | $2,953,000 | 3,927 |
| Mortgage-backed securities | $3,122,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $9,000 | 4,357 |
| Issued or guaranteed by U.S. | $9,000 | 4,349 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,618,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $2,577,000 | 1,903 |
| Privately issued | $41,000 | 465 |
| Commercial mortgage-backed securities | $495,000 | 1,369 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $495,000 | 930 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $4,669,000 | 4,669 |
| Total debt securities | $4,669,000 | 4,925 |
| Structured notes | ||
| Amortized cost | $250,000 | 838 |
| Fair value | $245,000 | 856 |
| 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 | $5,388,000 | 4,934 |
| U.S. Government securities | $4,594,000 | 4,461 |
| U.S. Treasury securities | $350,000 | 1,258 |
| U.S. Government agency obligations | $4,244,000 | 4,386 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $547,000 | 1,664 |
| Privately issued residential mortgage-backed securities | $43,000 | 507 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $504,000 | 1,384 |
| Foreign debt securities | $247,000 | 287 |
| 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 | $1,260,000 | 4,396 |
| Mortgage-backed securities | $3,490,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $13,000 | 4,392 |
| Issued or guaranteed by U.S. | $13,000 | 4,387 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,979,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $2,936,000 | 1,818 |
| Privately issued | $43,000 | 477 |
| Commercial mortgage-backed securities | $498,000 | 1,361 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $498,000 | 900 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $5,388,000 | 4,651 |
| Total debt securities | $5,388,000 | 4,911 |
| Structured notes | ||
| Amortized cost | $250,000 | 851 |
| Fair value | $247,000 | 866 |
| 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 | $6,119,000 | 4,917 |
| U.S. Government securities | $5,322,000 | 4,418 |
| U.S. Treasury securities | $600,000 | 1,147 |
| U.S. Government agency obligations | $4,722,000 | 4,386 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $547,000 | 1,684 |
| Privately issued residential mortgage-backed securities | $46,000 | 517 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $501,000 | 1,432 |
| Foreign debt securities | $250,000 | 298 |
| 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 | $2,524,000 | 4,143 |
| Mortgage-backed securities | $3,970,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $17,000 | 4,435 |
| Issued or guaranteed by U.S. | $17,000 | 4,431 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,455,000 | 1,813 |
| CMOs issued by government agencies or sponsored agencies | $3,409,000 | 1,766 |
| Privately issued | $46,000 | 484 |
| Commercial mortgage-backed securities | $498,000 | 1,353 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $498,000 | 887 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $6,119,000 | 4,627 |
| Total debt securities | $6,119,000 | 4,894 |
| Structured notes | ||
| Amortized cost | $250,000 | 880 |
| Fair value | $250,000 | 883 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $5,770,000 | 4,997 |
| U.S. Government securities | $5,218,000 | 4,474 |
| U.S. Treasury securities | $600,000 | 1,172 |
| U.S. Government agency obligations | $4,618,000 | 4,438 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $552,000 | 1,706 |
| Privately issued residential mortgage-backed securities | $50,000 | 534 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $502,000 | 1,457 |
| 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 | $2,832,000 | 4,120 |
| Mortgage-backed securities | $3,870,000 | 3,546 |
| Certificates of participation in pools of residential mortgages | $21,000 | 4,459 |
| Issued or guaranteed by U.S. | $21,000 | 4,454 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,350,000 | 1,857 |
| CMOs issued by government agencies or sponsored agencies | $3,300,000 | 1,805 |
| Privately issued | $50,000 | 500 |
| Commercial mortgage-backed securities | $499,000 | 1,307 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $499,000 | 849 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $5,770,000 | 4,705 |
| Total debt securities | $5,769,000 | 4,974 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $6,095,000 | 5,022 |
| U.S. Government securities | $5,516,000 | 4,487 |
| U.S. Treasury securities | $826,000 | 1,178 |
| U.S. Government agency obligations | $4,690,000 | 4,474 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $579,000 | 1,755 |
| Privately issued residential mortgage-backed securities | $80,000 | 543 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $499,000 | 1,534 |
| 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 | $3,318,000 | 4,029 |
| Mortgage-backed securities | $3,971,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | $25,000 | 4,514 |
| Issued or guaranteed by U.S. | $25,000 | 4,510 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,448,000 | 1,855 |
| CMOs issued by government agencies or sponsored agencies | $3,368,000 | 1,805 |
| Privately issued | $80,000 | 512 |
| Commercial mortgage-backed securities | $498,000 | 1,285 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $498,000 | 846 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $6,095,000 | 4,716 |
| Total debt securities | $6,095,000 | 4,999 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,009 |
| Fair value | $249,000 | 1,021 |
| 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 | $5,833,000 | 5,071 |
| U.S. Government securities | $5,249,000 | 4,534 |
| U.S. Treasury securities | $827,000 | 1,159 |
| U.S. Government agency obligations | $4,422,000 | 4,532 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $584,000 | 1,767 |
| Privately issued residential mortgage-backed securities | $86,000 | 554 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $498,000 | 1,543 |
| 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 | $3,081,000 | 4,106 |
| Mortgage-backed securities | $3,709,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $29,000 | 4,548 |
| Issued or guaranteed by U.S. | $29,000 | 4,543 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,187,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $3,101,000 | 1,817 |
| Privately issued | $86,000 | 522 |
| Commercial mortgage-backed securities | $493,000 | 1,244 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $493,000 | 812 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $5,833,000 | 4,760 |
| Total debt securities | $5,833,000 | 5,046 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,000 |
| Fair value | $248,000 | 1,012 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $6,159,000 | 5,094 |
| U.S. Government securities | $5,570,000 | 4,528 |
| U.S. Treasury securities | $829,000 | 1,022 |
| U.S. Government agency obligations | $4,741,000 | 4,514 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $589,000 | 1,765 |
| Privately issued residential mortgage-backed securities | $93,000 | 557 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $496,000 | 1,553 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,270,000 | 3,899 |
| Mortgage-backed securities | $4,030,000 | 3,626 |
| Certificates of participation in pools of residential mortgages | $33,000 | 4,582 |
| Issued or guaranteed by U.S. | $33,000 | 4,579 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,502,000 | 1,826 |
| CMOs issued by government agencies or sponsored agencies | $3,409,000 | 1,774 |
| Privately issued | $93,000 | 527 |
| Commercial mortgage-backed securities | $495,000 | 1,204 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $495,000 | 783 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $6,159,000 | 4,763 |
| Total debt securities | $6,159,000 | 5,071 |
| Structured notes | ||
| Amortized cost | $250,000 | 987 |
| Fair value | $248,000 | 1,021 |
| 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 | $5,377,000 | 5,245 |
| U.S. Government securities | $4,779,000 | 4,727 |
| U.S. Treasury securities | $831,000 | 1,055 |
| U.S. Government agency obligations | $3,948,000 | 4,741 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $598,000 | 1,794 |
| Privately issued residential mortgage-backed securities | $103,000 | 575 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $495,000 | 1,564 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,778,000 | 3,876 |
| Mortgage-backed securities | $4,051,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $37,000 | 4,641 |
| Issued or guaranteed by U.S. | $37,000 | 4,636 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,014,000 | 1,762 |
| CMOs issued by government agencies or sponsored agencies | $3,911,000 | 1,715 |
| Privately issued | $103,000 | 541 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $5,377,000 | 4,911 |
| Total debt securities | $5,376,000 | 5,225 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,134 |
| Fair value | $248,000 | 1,172 |
| 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 | $5,867,000 | 5,255 |
| U.S. Government securities | $5,261,000 | 4,741 |
| U.S. Treasury securities | $829,000 | 1,081 |
| U.S. Government agency obligations | $4,432,000 | 4,778 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $606,000 | 1,809 |
| Privately issued residential mortgage-backed securities | $109,000 | 576 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $497,000 | 1,560 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,279,000 | 3,816 |
| Mortgage-backed securities | $4,541,000 | 3,580 |
| Certificates of participation in pools of residential mortgages | $110,000 | 4,597 |
| Issued or guaranteed by U.S. | $110,000 | 4,593 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,431,000 | 1,709 |
| CMOs issued by government agencies or sponsored agencies | $4,322,000 | 1,657 |
| Privately issued | $109,000 | 546 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $5,867,000 | 4,917 |
| Total debt securities | $5,868,000 | 5,238 |
| 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 | $5,640,000 | 5,338 |
| U.S. Government securities | $5,017,000 | 4,851 |
| U.S. Treasury securities | $478,000 | 1,262 |
| U.S. Government agency obligations | $4,539,000 | 4,817 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $623,000 | 1,793 |
| Privately issued residential mortgage-backed securities | $125,000 | 573 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $498,000 | 1,546 |
| 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 | $4,649,000 | 3,982 |
| Mortgage-backed securities | $4,664,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $122,000 | 4,624 |
| Issued or guaranteed by U.S. | $122,000 | 4,620 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,542,000 | 1,702 |
| CMOs issued by government agencies or sponsored agencies | $4,417,000 | 1,661 |
| Privately issued | $125,000 | 545 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $5,640,000 | 4,987 |
| Total debt securities | $5,640,000 | 5,318 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,470 |
| Fair value | $249,000 | 1,494 |
| 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 | $6,347,000 | 5,354 |
| U.S. Government securities | $5,716,000 | 4,834 |
| U.S. Treasury securities | $481,000 | 1,189 |
| U.S. Government agency obligations | $5,235,000 | 4,801 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $631,000 | 1,809 |
| Privately issued residential mortgage-backed securities | $132,000 | 583 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $499,000 | 1,548 |
| 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 | $3,719,000 | 4,239 |
| Mortgage-backed securities | $5,367,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $135,000 | 4,666 |
| Issued or guaranteed by U.S. | $135,000 | 4,661 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,232,000 | 1,616 |
| CMOs issued by government agencies or sponsored agencies | $5,100,000 | 1,576 |
| Privately issued | $132,000 | 554 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $6,347,000 | 4,992 |
| Total debt securities | $6,347,000 | 5,335 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,650 |
| Fair value | $249,000 | 1,679 |
| 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 | $5,712,000 | 5,520 |
| U.S. Government securities | $5,071,000 | 5,047 |
| U.S. Treasury securities | $225,000 | 1,291 |
| U.S. Government agency obligations | $4,846,000 | 4,977 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $641,000 | 1,811 |
| Privately issued residential mortgage-backed securities | $143,000 | 597 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $498,000 | 1,572 |
| 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 | $3,813,000 | 4,273 |
| Mortgage-backed securities | $4,989,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $148,000 | 4,730 |
| Issued or guaranteed by U.S. | $148,000 | 4,727 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,841,000 | 1,747 |
| CMOs issued by government agencies or sponsored agencies | $4,698,000 | 1,697 |
| Privately issued | $143,000 | 567 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $5,712,000 | 5,152 |
| Total debt securities | $5,712,000 | 5,501 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,794 |
| Fair value | $247,000 | 1,826 |
| 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 | $5,808,000 | 5,564 |
| U.S. Government securities | $5,160,000 | 5,116 |
| U.S. Treasury securities | $380,000 | 1,229 |
| U.S. Government agency obligations | $4,780,000 | 5,068 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $648,000 | 1,869 |
| Privately issued residential mortgage-backed securities | $151,000 | 632 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $497,000 | 1,612 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,451,000 | 3,980 |
| Mortgage-backed securities | $4,931,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $162,000 | 4,777 |
| Issued or guaranteed by U.S. | $162,000 | 4,771 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,769,000 | 1,801 |
| CMOs issued by government agencies or sponsored agencies | $4,618,000 | 1,755 |
| Privately issued | $151,000 | 599 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $5,808,000 | 5,190 |
| Total debt securities | $5,808,000 | 5,542 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,907 |
| Fair value | $247,000 | 1,945 |
| 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 | $5,767,000 | 5,668 |
| U.S. Government securities | $5,106,000 | 5,206 |
| U.S. Treasury securities | $380,000 | 1,260 |
| U.S. Government agency obligations | $4,726,000 | 5,161 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $661,000 | 1,878 |
| Privately issued residential mortgage-backed securities | $160,000 | 632 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $501,000 | 1,587 |
| 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 | $3,832,000 | 4,398 |
| Mortgage-backed securities | $4,886,000 | 3,787 |
| Certificates of participation in pools of residential mortgages | $176,000 | 4,838 |
| Issued or guaranteed by U.S. | $176,000 | 4,832 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,710,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $4,550,000 | 1,799 |
| Privately issued | $160,000 | 598 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $5,767,000 | 5,294 |
| Total debt securities | $5,767,000 | 5,650 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,001 |
| Fair value | $249,000 | 2,019 |
| 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 | $5,721,000 | 5,748 |
| U.S. Government securities | $4,684,000 | 5,366 |
| U.S. Treasury securities | $380,000 | 1,280 |
| U.S. Government agency obligations | $4,304,000 | 5,308 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,037,000 | 1,703 |
| Privately issued residential mortgage-backed securities | $167,000 | 665 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $870,000 | 1,460 |
| 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 | $4,351,000 | 4,312 |
| Mortgage-backed securities | $4,471,000 | 3,936 |
| Certificates of participation in pools of residential mortgages | $202,000 | 4,905 |
| Issued or guaranteed by U.S. | $202,000 | 4,902 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,269,000 | 1,937 |
| CMOs issued by government agencies or sponsored agencies | $4,102,000 | 1,896 |
| Privately issued | $167,000 | 634 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $5,721,000 | 5,380 |
| Total debt securities | $5,721,000 | 5,728 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,105 |
| Fair value | $249,000 | 2,118 |
| 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 | $5,794,000 | 5,808 |
| U.S. Government securities | $4,745,000 | 5,430 |
| U.S. Treasury securities | $380,000 | 1,243 |
| U.S. Government agency obligations | $4,365,000 | 5,382 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,049,000 | 1,746 |
| Privately issued residential mortgage-backed securities | $177,000 | 671 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $872,000 | 1,495 |
| 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 | $4,631,000 | 4,292 |
| Mortgage-backed securities | $4,542,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $219,000 | 4,937 |
| Issued or guaranteed by U.S. | $219,000 | 4,934 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,323,000 | 1,969 |
| CMOs issued by government agencies or sponsored agencies | $4,146,000 | 1,910 |
| Privately issued | $177,000 | 643 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $5,794,000 | 5,413 |
| Total debt securities | $5,793,000 | 5,789 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,180 |
| Fair value | $249,000 | 2,199 |
| 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 | $6,355,000 | 5,794 |
| U.S. Government securities | $5,300,000 | 5,378 |
| U.S. Treasury securities | $380,000 | 1,097 |
| U.S. Government agency obligations | $4,920,000 | 5,338 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,055,000 | 1,783 |
| Privately issued residential mortgage-backed securities | $195,000 | 686 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $860,000 | 1,535 |
| 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 | $4,677,000 | 4,305 |
| Mortgage-backed securities | $5,115,000 | 3,916 |
| Certificates of participation in pools of residential mortgages | $234,000 | 4,977 |
| Issued or guaranteed by U.S. | $234,000 | 4,973 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,881,000 | 1,870 |
| CMOs issued by government agencies or sponsored agencies | $4,686,000 | 1,824 |
| Privately issued | $195,000 | 658 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $6,355,000 | 5,404 |
| Total debt securities | $6,354,000 | 5,765 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,224 |
| Fair value | $245,000 | 2,258 |
| 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 | $6,979,000 | 5,759 |
| U.S. Government securities | $5,917,000 | 5,270 |
| U.S. Treasury securities | $380,000 | 1,030 |
| U.S. Government agency obligations | $5,537,000 | 5,241 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,062,000 | 1,822 |
| Privately issued residential mortgage-backed securities | $208,000 | 712 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $854,000 | 1,572 |
| 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 | $5,554,000 | 4,114 |
| Mortgage-backed securities | $5,745,000 | 3,806 |
| Certificates of participation in pools of residential mortgages | $258,000 | 4,999 |
| Issued or guaranteed by U.S. | $258,000 | 4,994 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,487,000 | 1,792 |
| CMOs issued by government agencies or sponsored agencies | $5,279,000 | 1,733 |
| Privately issued | $208,000 | 680 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $6,979,000 | 5,369 |
| Total debt securities | $6,979,000 | 5,735 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,222 |
| Fair value | $247,000 | 2,244 |
| 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 | $7,122,000 | 5,810 |
| U.S. Government securities | $6,041,000 | 5,298 |
| U.S. Treasury securities | $380,000 | 1,020 |
| U.S. Government agency obligations | $5,661,000 | 5,261 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,081,000 | 1,870 |
| Privately issued residential mortgage-backed securities | $230,000 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $851,000 | 1,611 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,169,000 | 4,228 |
| Mortgage-backed securities | $5,891,000 | 3,822 |
| Certificates of participation in pools of residential mortgages | $280,000 | 5,023 |
| Issued or guaranteed by U.S. | $280,000 | 5,017 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,611,000 | 1,793 |
| CMOs issued by government agencies or sponsored agencies | $5,381,000 | 1,752 |
| Privately issued | $230,000 | 701 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $7,122,000 | 5,423 |
| Total debt securities | $7,121,000 | 5,786 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,220 |
| Fair value | $247,000 | 2,243 |
| 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 | $8,679,000 | 5,651 |
| U.S. Government securities | $7,576,000 | 5,032 |
| U.S. Treasury securities | $379,000 | 1,040 |
| U.S. Government agency obligations | $7,197,000 | 4,993 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,103,000 | 1,897 |
| Privately issued residential mortgage-backed securities | $250,000 | 740 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $853,000 | 1,648 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,521,000 | 4,143 |
| Mortgage-backed securities | $7,043,000 | 3,640 |
| Certificates of participation in pools of residential mortgages | $307,000 | 5,005 |
| Issued or guaranteed by U.S. | $307,000 | 4,998 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,736,000 | 1,695 |
| CMOs issued by government agencies or sponsored agencies | $6,486,000 | 1,641 |
| Privately issued | $250,000 | 709 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $8,679,000 | 5,262 |
| Total debt securities | $8,681,000 | 5,612 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,211 |
| Fair value | $250,000 | 2,219 |
| 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 | $11,145,000 | 5,427 |
| U.S. Government securities | $9,352,000 | 4,816 |
| U.S. Treasury securities | $380,000 | 1,053 |
| U.S. Government agency obligations | $8,972,000 | 4,780 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,793,000 | 1,677 |
| Privately issued residential mortgage-backed securities | $422,000 | 690 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,371,000 | 1,383 |
| 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 | $6,149,000 | 4,040 |
| Mortgage-backed securities | $8,985,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $347,000 | 5,014 |
| Issued or guaranteed by U.S. | $347,000 | 5,010 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,638,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $8,216,000 | 1,510 |
| Privately issued | $422,000 | 664 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $11,145,000 | 5,059 |
| Total debt securities | $11,145,000 | 5,395 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,262 |
| Fair value | $250,000 | 2,278 |
| 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 | $10,803,000 | 5,453 |
| U.S. Government securities | $8,973,000 | 4,857 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,973,000 | 4,763 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,830,000 | 1,644 |
| Privately issued residential mortgage-backed securities | $476,000 | 704 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,354,000 | 1,351 |
| 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 | $6,305,000 | 4,002 |
| Mortgage-backed securities | $9,037,000 | 3,432 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,012 |
| Issued or guaranteed by U.S. | $394,000 | 5,008 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $8,643,000 | 1,618 |
| CMOs issued by government agencies or sponsored agencies | $8,167,000 | 1,554 |
| Privately issued | $476,000 | 677 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $10,803,000 | 5,077 |
| Total debt securities | $10,803,000 | 5,423 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,307 |
| Fair value | $239,000 | 2,355 |
| 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 | $10,051,000 | 5,628 |
| U.S. Government securities | $8,171,000 | 5,082 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,171,000 | 4,989 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,880,000 | 1,679 |
| Privately issued residential mortgage-backed securities | $523,000 | 738 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,357,000 | 1,398 |
| 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 | $8,062,000 | 3,676 |
| Mortgage-backed securities | $8,277,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $518,000 | 5,054 |
| Issued or guaranteed by U.S. | $518,000 | 5,048 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,759,000 | 1,755 |
| CMOs issued by government agencies or sponsored agencies | $7,236,000 | 1,716 |
| Privately issued | $523,000 | 707 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $10,051,000 | 5,248 |
| Total debt securities | $10,051,000 | 5,600 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,501 |
| Fair value | $233,000 | 2,539 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $12,001,000 | 5,458 |
| U.S. Government securities | $10,116,000 | 4,870 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,116,000 | 4,772 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,885,000 | 1,687 |
| Privately issued residential mortgage-backed securities | $551,000 | 783 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,334,000 | 1,412 |
| 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 | $8,585,000 | 3,618 |
| Mortgage-backed securities | $10,247,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $587,000 | 5,041 |
| Issued or guaranteed by U.S. | $587,000 | 5,036 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,660,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $9,109,000 | 1,573 |
| Privately issued | $551,000 | 755 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $12,001,000 | 5,066 |
| Total debt securities | $12,002,000 | 5,427 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,743 |
| Fair value | $236,000 | 2,791 |
| 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 | $14,326,000 | 5,200 |
| U.S. Government securities | $11,883,000 | 4,696 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,883,000 | 4,602 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $2,443,000 | 1,473 |
| Privately issued residential mortgage-backed securities | $612,000 | 801 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,831,000 | 1,253 |
| 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 | $8,432,000 | 3,661 |
| Mortgage-backed securities | $12,072,000 | 3,251 |
| Certificates of participation in pools of residential mortgages | $632,000 | 5,028 |
| Issued or guaranteed by U.S. | $632,000 | 5,024 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,440,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $10,828,000 | 1,461 |
| Privately issued | $612,000 | 774 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $14,326,000 | 4,797 |
| Total debt securities | $14,326,000 | 5,174 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,972 |
| Fair value | $239,000 | 3,017 |
| 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 | $18,058,000 | 4,751 |
| U.S. Government securities | $15,117,000 | 4,186 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,117,000 | 4,099 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $2,941,000 | 1,352 |
| Privately issued residential mortgage-backed securities | $647,000 | 871 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $2,294,000 | 1,044 |
| 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 | $5,935,000 | 3,964 |
| Mortgage-backed securities | $14,334,000 | 2,941 |
| Certificates of participation in pools of residential mortgages | $785,000 | 4,924 |
| Issued or guaranteed by U.S. | $785,000 | 4,917 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $13,549,000 | 1,364 |
| CMOs issued by government agencies or sponsored agencies | $12,902,000 | 1,248 |
| Privately issued | $647,000 | 829 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $18,058,000 | 4,360 |
| Total debt securities | $18,057,000 | 4,725 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,019 |
| Fair value | $1,223,000 | 2,046 |
| 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 | $21,589,000 | 4,349 |
| U.S. Government securities | $18,309,000 | 3,765 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $18,309,000 | 3,679 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $3,280,000 | 1,295 |
| Privately issued residential mortgage-backed securities | $721,000 | 875 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $243,000 | 202 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,316,000 | 1,013 |
| 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 | $8,114,000 | 3,517 |
| Mortgage-backed securities | $17,090,000 | 2,654 |
| Certificates of participation in pools of residential mortgages | $966,000 | 4,840 |
| Issued or guaranteed by U.S. | $966,000 | 4,831 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $16,124,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $15,403,000 | 1,108 |
| Privately issued | $721,000 | 830 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $21,589,000 | 3,997 |
| Total debt securities | $21,589,000 | 4,309 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,924 |
| Fair value | $1,727,000 | 1,940 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $11,643,000 | 5,589 |
| U.S. Government securities | $9,049,000 | 5,214 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,049,000 | 5,097 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,594,000 | 1,382 |
| Privately issued residential mortgage-backed securities | $829,000 | 862 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $256,000 | 196 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,509,000 | 1,144 |
| 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 | $6,296,000 | 3,917 |
| Mortgage-backed securities | $7,525,000 | 3,690 |
| Certificates of participation in pools of residential mortgages | $1,076,000 | 4,772 |
| Issued or guaranteed by U.S. | $1,076,000 | 4,764 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,449,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $5,620,000 | 1,809 |
| Privately issued | $829,000 | 818 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $11,643,000 | 5,152 |
| Total debt securities | $11,644,000 | 5,555 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,828 |
| Fair value | $2,530,000 | 1,786 |
| 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 | $14,010,000 | 5,245 |
| U.S. Government securities | $11,291,000 | 4,802 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,291,000 | 4,676 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $2,719,000 | 1,377 |
| Privately issued residential mortgage-backed securities | $935,000 | 871 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $276,000 | 192 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,508,000 | 1,171 |
| 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 | $3,488,000 | 4,681 |
| Mortgage-backed securities | $8,535,000 | 3,465 |
| Certificates of participation in pools of residential mortgages | $1,136,000 | 4,706 |
| Issued or guaranteed by U.S. | $1,136,000 | 4,699 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,399,000 | 1,737 |
| CMOs issued by government agencies or sponsored agencies | $6,464,000 | 1,637 |
| Privately issued | $935,000 | 833 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $14,010,000 | 4,818 |
| Total debt securities | $14,009,000 | 5,210 |
| Structured notes | ||
| Amortized cost | $4,251,000 | 1,380 |
| Fair value | $4,258,000 | 1,378 |
| 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 | $11,700,000 | 5,465 |
| U.S. Government securities | $8,392,000 | 5,161 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,392,000 | 5,057 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $3,308,000 | 1,345 |
| Privately issued residential mortgage-backed securities | $1,016,000 | 891 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $285,000 | 178 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,007,000 | 1,040 |
| 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 | $5,085,000 | 4,175 |
| Mortgage-backed securities | $7,208,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $777,000 | 4,836 |
| Issued or guaranteed by U.S. | $777,000 | 4,828 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,431,000 | 1,812 |
| CMOs issued by government agencies or sponsored agencies | $5,415,000 | 1,720 |
| Privately issued | $1,016,000 | 850 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $11,700,000 | 5,021 |
| Total debt securities | $11,701,000 | 5,430 |
| Structured notes | ||
| Amortized cost | $2,004,000 | 1,844 |
| Fair value | $2,014,000 | 1,857 |
| 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 | $10,801,000 | 5,557 |
| U.S. Government securities | $8,115,000 | 5,188 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $8,115,000 | 5,072 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $2,686,000 | 1,519 |
| Privately issued residential mortgage-backed securities | $1,173,000 | 924 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,513,000 | 1,165 |
| 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 | $7,759,000 | 3,608 |
| Mortgage-backed securities | $7,074,000 | 3,609 |
| Certificates of participation in pools of residential mortgages | $872,000 | 4,794 |
| Issued or guaranteed by U.S. | $872,000 | 4,786 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,202,000 | 1,809 |
| CMOs issued by government agencies or sponsored agencies | $5,029,000 | 1,739 |
| Privately issued | $1,173,000 | 880 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $10,801,000 | 5,105 |
| Total debt securities | $10,800,000 | 5,521 |
| Structured notes | ||
| Amortized cost | $2,006,000 | 1,847 |
| Fair value | $2,023,000 | 1,880 |
| 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 | $8,438,000 | 6,020 |
| U.S. Government securities | $6,134,000 | 5,760 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,134,000 | 5,653 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $2,304,000 | 1,617 |
| Privately issued residential mortgage-backed securities | $1,295,000 | 933 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,009,000 | 1,342 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,682,000 | 3,876 |
| Mortgage-backed securities | $4,725,000 | 4,069 |
| Certificates of participation in pools of residential mortgages | $612,000 | 5,012 |
| Issued or guaranteed by U.S. | $612,000 | 5,002 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,113,000 | 2,048 |
| CMOs issued by government agencies or sponsored agencies | $2,818,000 | 2,046 |
| Privately issued | $1,295,000 | 899 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $8,438,000 | 5,535 |
| Total debt securities | $8,438,000 | 5,976 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 2,172 |
| Fair value | $1,768,000 | 2,178 |
| 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 | $7,703,000 | 6,207 |
| U.S. Government securities | $5,801,000 | 5,911 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,801,000 | 5,791 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,902,000 | 1,813 |
| Privately issued residential mortgage-backed securities | $1,394,000 | 965 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $508,000 | 1,652 |
| 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 | $4,163,000 | 4,619 |
| Mortgage-backed securities | $4,998,000 | 4,104 |
| Certificates of participation in pools of residential mortgages | $681,000 | 5,096 |
| Issued or guaranteed by U.S. | $681,000 | 5,086 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,317,000 | 1,958 |
| CMOs issued by government agencies or sponsored agencies | $2,923,000 | 1,966 |
| Privately issued | $1,394,000 | 929 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $7,703,000 | 5,714 |
| Total debt securities | $7,703,000 | 6,160 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,957 |
| Fair value | $1,767,000 | 1,955 |
| 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 | $7,366,000 | 6,270 |
| U.S. Government securities | $6,011,000 | 5,852 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,011,000 | 5,745 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,355,000 | 2,073 |
| Privately issued residential mortgage-backed securities | $850,000 | 1,143 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $505,000 | 1,705 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,036,000 | 4,122 |
| Mortgage-backed securities | $4,669,000 | 4,242 |
| Certificates of participation in pools of residential mortgages | $766,000 | 5,108 |
| Issued or guaranteed by U.S. | $766,000 | 5,099 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,903,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $3,053,000 | 1,902 |
| Privately issued | $850,000 | 1,100 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $7,366,000 | 5,770 |
| Total debt securities | $7,376,000 | 6,228 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,694 |
| Fair value | $1,763,000 | 1,692 |
| 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 | $7,171,000 | 6,348 |
| U.S. Government securities | $6,667,000 | 5,719 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,667,000 | 5,628 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $504,000 | 2,763 |
| Privately issued residential mortgage-backed securities | $504,000 | 1,327 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,168,000 | 3,884 |
| Mortgage-backed securities | $4,474,000 | 4,379 |
| Certificates of participation in pools of residential mortgages | $833,000 | 5,155 |
| Issued or guaranteed by U.S. | $833,000 | 5,141 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,641,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $3,137,000 | 1,868 |
| Privately issued | $504,000 | 1,271 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $7,171,000 | 5,835 |
| Total debt securities | $7,170,000 | 6,307 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,028 |
| Fair value | $2,267,000 | 1,027 |
| 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 | $7,940,000 | 6,206 |
| U.S. Government securities | $4,565,000 | 6,287 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,565,000 | 6,195 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,775,000 | 2,039 |
| Privately issued residential mortgage-backed securities | $90,000 | 1,539 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,685,000 | 1,233 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,600,000 | 657 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,340,000 | 4,041 |
| Mortgage-backed securities | $4,232,000 | 4,472 |
| Certificates of participation in pools of residential mortgages | $888,000 | 5,167 |
| Issued or guaranteed by U.S. | $888,000 | 5,152 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,344,000 | 2,115 |
| CMOs issued by government agencies or sponsored agencies | $3,254,000 | 1,803 |
| Privately issued | $90,000 | 1,464 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,940,000 | 5,701 |
| Total debt securities | $6,338,000 | 6,490 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $8,754,000 | 6,127 |
| U.S. Government securities | $5,747,000 | 6,092 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,747,000 | 6,012 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,906,000 | 1,918 |
| Privately issued residential mortgage-backed securities | $234,000 | 1,484 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,672,000 | 1,250 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,101,000 | 736 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,012,000 | 4,466 |
| Mortgage-backed securities | $3,286,000 | 4,794 |
| Certificates of participation in pools of residential mortgages | $987,000 | 5,200 |
| Issued or guaranteed by U.S. | $987,000 | 5,182 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,299,000 | 2,420 |
| CMOs issued by government agencies or sponsored agencies | $2,065,000 | 2,126 |
| Privately issued | $234,000 | 1,421 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,754,000 | 5,601 |
| Total debt securities | $7,655,000 | 6,270 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $9,534,000 | 6,013 |
| U.S. Government securities | $6,002,000 | 6,117 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,002,000 | 6,032 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,682,000 | 1,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,682,000 | 1,226 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,850,000 | 594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,693,000 | 4,074 |
| Mortgage-backed securities | $3,294,000 | 4,770 |
| Certificates of participation in pools of residential mortgages | $1,221,000 | 5,073 |
| Issued or guaranteed by U.S. | $1,221,000 | 5,060 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,073,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $2,073,000 | 2,083 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $9,534,000 | 5,475 |
| Total debt securities | $7,684,000 | 6,328 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $8,803,000 | 6,118 |
| U.S. Government securities | $5,554,000 | 6,221 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,554,000 | 6,128 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $249,000 | 2,902 |
| 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 | $249,000 | 2,130 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $3,000,000 | 469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,241,000 | 4,768 |
| Mortgage-backed securities | $3,395,000 | 4,673 |
| Certificates of participation in pools of residential mortgages | $1,314,000 | 4,997 |
| Issued or guaranteed by U.S. | $1,314,000 | 4,981 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,081,000 | 2,320 |
| CMOs issued by government agencies or sponsored agencies | $2,081,000 | 1,983 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $8,803,000 | 5,569 |
| Total debt securities | $5,802,000 | 6,693 |
| 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 | $6,153,000 | 6,717 |
| U.S. Government securities | $4,706,000 | 6,545 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,706,000 | 6,451 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $247,000 | 2,884 |
| 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 | $247,000 | 2,154 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,200,000 | 944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,952,000 | 4,543 |
| Mortgage-backed securities | $2,541,000 | 4,968 |
| Certificates of participation in pools of residential mortgages | $942,000 | 5,228 |
| Issued or guaranteed by U.S. | $942,000 | 5,206 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,599,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $1,599,000 | 2,167 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $6,153,000 | 6,135 |
| Total debt securities | $4,952,000 | 6,941 |
| 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 | $7,295,000 | 6,501 |
| U.S. Government securities | $3,945,000 | 6,802 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,945,000 | 6,696 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $215,000 | 2,881 |
| 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 | $215,000 | 2,148 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $3,135,000 | 659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,950,000 | 4,503 |
| Mortgage-backed securities | $2,745,000 | 4,806 |
| Certificates of participation in pools of residential mortgages | $1,040,000 | 5,095 |
| Issued or guaranteed by U.S. | $1,040,000 | 5,071 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,705,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $1,705,000 | 2,127 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $7,295,000 | 5,934 |
| Total debt securities | $4,159,000 | 7,150 |
| 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 | $8,714,000 | 6,284 |
| U.S. Government securities | $4,714,000 | 6,681 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,714,000 | 6,572 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $4,000,000 | 549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,239,000 | 4,749 |
| Mortgage-backed securities | $2,765,000 | 4,572 |
| Certificates of participation in pools of residential mortgages | $1,069,000 | 4,885 |
| Issued or guaranteed by U.S. | $1,069,000 | 4,865 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,696,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $1,696,000 | 2,034 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $8,714,000 | 5,697 |
| Total debt securities | $4,714,000 | 7,102 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $5,535,000 | 7,022 |
| U.S. Government securities | $5,035,000 | 6,673 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,035,000 | 6,558 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $500,000 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,969,000 | 4,888 |
| Mortgage-backed securities | $2,090,000 | 4,686 |
| Certificates of participation in pools of residential mortgages | $1,103,000 | 4,721 |
| Issued or guaranteed by U.S. | $1,103,000 | 4,707 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $987,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 2,294 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $5,535,000 | 6,385 |
| Total debt securities | $5,034,000 | 7,077 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,988 |
| Fair value | $800,000 | 1,990 |
| 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 | $3,771,000 | 7,467 |
| U.S. Government securities | $3,771,000 | 7,079 |
| U.S. Treasury securities | $100,000 | 1,305 |
| U.S. Government agency obligations | $3,671,000 | 6,988 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,364,000 | 5,137 |
| Mortgage-backed securities | $1,146,000 | 5,172 |
| Certificates of participation in pools of residential mortgages | $1,146,000 | 4,684 |
| Issued or guaranteed by U.S. | $1,146,000 | 4,671 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,771,000 | 6,784 |
| Total debt securities | $3,769,000 | 7,432 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,078 |
| Fair value | $799,000 | 2,075 |
| 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 | $3,846,000 | 7,494 |
| U.S. Government securities | $3,846,000 | 7,092 |
| U.S. Treasury securities | $100,000 | 1,395 |
| U.S. Government agency obligations | $3,746,000 | 6,999 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,788,000 | 5,408 |
| Mortgage-backed securities | $1,216,000 | 5,141 |
| Certificates of participation in pools of residential mortgages | $1,216,000 | 4,647 |
| Issued or guaranteed by U.S. | $1,216,000 | 4,630 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $3,846,000 | 6,796 |
| Total debt securities | $3,846,000 | 7,450 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,146 |
| Fair value | $798,000 | 2,145 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $6,393,000 | 6,942 |
| U.S. Government securities | $6,393,000 | 6,411 |
| U.S. Treasury securities | $1,095,000 | 917 |
| U.S. Government agency obligations | $5,298,000 | 6,599 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,233,000 | 4,830 |
| Mortgage-backed securities | $1,269,000 | 5,114 |
| Certificates of participation in pools of residential mortgages | $1,269,000 | 4,615 |
| Issued or guaranteed by U.S. | $1,269,000 | 4,600 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $6,393,000 | 6,264 |
| Total debt securities | $6,393,000 | 6,893 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,249 |
| Fair value | $797,000 | 2,249 |
| 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 | $8,436,000 | 6,551 |
| U.S. Government securities | $8,436,000 | 5,897 |
| U.S. Treasury securities | $1,088,000 | 970 |
| U.S. Government agency obligations | $7,348,000 | 6,042 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,299,000 | 4,507 |
| Mortgage-backed securities | $1,336,000 | 5,071 |
| Certificates of participation in pools of residential mortgages | $1,336,000 | 4,574 |
| Issued or guaranteed by U.S. | $1,336,000 | 4,549 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $8,436,000 | 5,860 |
| Total debt securities | $8,436,000 | 6,491 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,369 |
| Fair value | $794,000 | 2,372 |
| 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 | $9,128,000 | 6,426 |
| U.S. Government securities | $9,128,000 | 5,738 |
| U.S. Treasury securities | $980,000 | 1,144 |
| U.S. Government agency obligations | $8,148,000 | 5,843 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $482,000 | 6,697 |
| Mortgage-backed securities | $1,417,000 | 5,043 |
| Certificates of participation in pools of residential mortgages | $1,417,000 | 4,540 |
| Issued or guaranteed by U.S. | $1,417,000 | 4,519 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $9,128,000 | 5,731 |
| Total debt securities | $9,129,000 | 6,359 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,826 |
| Fair value | $1,536,000 | 1,825 |
| 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 | $11,217,000 | 6,035 |
| U.S. Government securities | $11,217,000 | 5,307 |
| U.S. Treasury securities | $1,476,000 | 1,004 |
| U.S. Government agency obligations | $9,741,000 | 5,502 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $3,949,000 | 4,980 |
| Mortgage-backed securities | $1,513,000 | 5,029 |
| Certificates of participation in pools of residential mortgages | $1,513,000 | 4,502 |
| Issued or guaranteed by U.S. | $1,513,000 | 4,485 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $11,217,000 | 5,354 |
| Total debt securities | $11,216,000 | 5,975 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,828 |
| Fair value | $1,540,000 | 1,826 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,815,000 | 7,040 |
| U.S. Government securities | $6,815,000 | 6,404 |
| U.S. Treasury securities | $1,471,000 | 1,027 |
| U.S. Government agency obligations | $5,344,000 | 6,705 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $1,588,000 | 6,062 |
| Mortgage-backed securities | $1,594,000 | 5,025 |
| Certificates of participation in pools of residential mortgages | $1,594,000 | 4,487 |
| Issued or guaranteed by U.S. | $1,594,000 | 4,468 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $6,815,000 | 6,295 |
| Total debt securities | $6,814,000 | 6,981 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,816 |
| Fair value | $1,539,000 | 1,815 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,952,000 | 7,020 |
| U.S. Government securities | $6,952,000 | 6,369 |
| U.S. Treasury securities | $1,471,000 | 1,032 |
| U.S. Government agency obligations | $5,481,000 | 6,672 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $891,000 | 6,542 |
| Mortgage-backed securities | $1,726,000 | 5,004 |
| Certificates of participation in pools of residential mortgages | $1,726,000 | 4,455 |
| Issued or guaranteed by U.S. | $1,726,000 | 4,439 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $6,952,000 | 6,254 |
| Total debt securities | $6,953,000 | 6,960 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,781 |
| Fair value | $1,543,000 | 1,781 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $7,109,000 | 7,036 |
| U.S. Government securities | $7,109,000 | 6,371 |
| U.S. Treasury securities | $1,473,000 | 1,068 |
| U.S. Government agency obligations | $5,636,000 | 6,659 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $769,000 | 6,595 |
| Mortgage-backed securities | $1,875,000 | 5,008 |
| Certificates of participation in pools of residential mortgages | $1,875,000 | 4,443 |
| Issued or guaranteed by U.S. | $1,875,000 | 4,425 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $7,109,000 | 6,259 |
| Total debt securities | $7,109,000 | 6,978 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,771 |
| Fair value | $1,544,000 | 1,772 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $7,166,000 | 7,067 |
| U.S. Government securities | $7,166,000 | 6,417 |
| U.S. Treasury securities | $1,463,000 | 1,154 |
| U.S. Government agency obligations | $5,703,000 | 6,719 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,000 | 7,078 |
| Mortgage-backed securities | $1,973,000 | 5,033 |
| Certificates of participation in pools of residential mortgages | $1,973,000 | 4,463 |
| Issued or guaranteed by U.S. | $1,973,000 | 4,449 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $7,166,000 | 6,287 |
| Total debt securities | $7,167,000 | 7,011 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,742 |
| Fair value | $1,534,000 | 1,742 |
| 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 | $6,612,000 | 7,221 |
| U.S. Government securities | $6,612,000 | 6,575 |
| U.S. Treasury securities | $1,477,000 | 1,169 |
| U.S. Government agency obligations | $5,135,000 | 6,899 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $2,127,000 | 4,984 |
| Certificates of participation in pools of residential mortgages | $2,127,000 | 4,407 |
| Issued or guaranteed by U.S. | $2,127,000 | 4,392 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,612,000 | 6,431 |
| Total debt securities | $6,612,000 | 7,153 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,295 |
| Fair value | $791,000 | 2,312 |
| 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 | $6,770,000 | 7,242 |
| U.S. Government securities | $6,770,000 | 6,557 |
| U.S. Treasury securities | $1,490,000 | 1,162 |
| U.S. Government agency obligations | $5,280,000 | 6,886 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $2,257,000 | 4,960 |
| Certificates of participation in pools of residential mortgages | $2,257,000 | 4,375 |
| Issued or guaranteed by U.S. | $2,257,000 | 4,362 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $6,770,000 | 6,437 |
| Total debt securities | $6,770,000 | 7,169 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,288 |
| Fair value | $791,000 | 2,307 |
| 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 | $6,764,000 | 7,331 |
| U.S. Government securities | $6,764,000 | 6,658 |
| U.S. Treasury securities | $1,471,000 | 1,235 |
| U.S. Government agency obligations | $5,293,000 | 6,954 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $2,322,000 | 4,993 |
| Certificates of participation in pools of residential mortgages | $2,322,000 | 4,390 |
| Issued or guaranteed by U.S. | $2,322,000 | 4,376 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $6,764,000 | 6,518 |
| Total debt securities | $6,765,000 | 7,254 |
| 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 | $1,486,000 | 8,594 |
| U.S. Government securities | $1,486,000 | 8,337 |
| U.S. Treasury securities | $505,000 | 1,666 |
| U.S. Government agency obligations | $981,000 | 8,390 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $480,000 | 6,218 |
| Certificates of participation in pools of residential mortgages | $480,000 | 5,757 |
| Issued or guaranteed by U.S. | $480,000 | 5,740 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,486,000 | 7,820 |
| Total debt securities | $1,486,000 | 8,536 |
| 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 |