Home > The Settlers Bank > Securities
The Settlers Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $26,285,000 | 3,327 |
| U.S. Government securities | $23,796,000 | 2,749 |
| U.S. Treasury securities | $9,532,000 | 1,422 |
| U.S. Government agency obligations | $14,264,000 | 2,942 |
| Securities issued by states & political subdivisions | $2,489,000 | 3,259 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,000 | 3,900 |
| Mortgage-backed securities | $6,468,000 | 2,871 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,397,000 | 2,782 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,768,000 | 1,039 |
| Other commercial mortgage-backed securities | $1,303,000 | 1,044 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $26,285,000 | 3,076 |
| Total debt securities | $26,285,000 | 3,302 |
| Structured notes | ||
| Amortized cost | $500,000 | 939 |
| Fair value | $498,000 | 943 |
| 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 | $23,881,000 | 3,438 |
| U.S. Government securities | $21,461,000 | 2,872 |
| U.S. Treasury securities | $9,347,000 | 1,478 |
| U.S. Government agency obligations | $12,114,000 | 3,070 |
| Securities issued by states & political subdivisions | $2,420,000 | 3,280 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,000 | 3,911 |
| Mortgage-backed securities | $4,434,000 | 3,056 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,374,000 | 2,964 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $796,000 | 1,272 |
| Other commercial mortgage-backed securities | $1,264,000 | 1,035 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $23,881,000 | 3,180 |
| Total debt securities | $23,881,000 | 3,417 |
| Structured notes | ||
| Amortized cost | $500,000 | 962 |
| Fair value | $495,000 | 964 |
| 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 | $24,152,000 | 3,473 |
| U.S. Government securities | $21,684,000 | 2,926 |
| U.S. Treasury securities | $9,317,000 | 1,506 |
| U.S. Government agency obligations | $12,367,000 | 3,101 |
| Securities issued by states & political subdivisions | $2,468,000 | 3,319 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,000 | 3,908 |
| Mortgage-backed securities | $4,657,000 | 3,056 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,537,000 | 2,964 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $819,000 | 1,266 |
| Other commercial mortgage-backed securities | $1,301,000 | 1,041 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $24,152,000 | 3,214 |
| Total debt securities | $24,152,000 | 3,449 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,012 |
| Fair value | $495,000 | 1,017 |
| 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 | $24,548,000 | 3,535 |
| U.S. Government securities | $22,046,000 | 2,987 |
| U.S. Treasury securities | $9,409,000 | 1,569 |
| U.S. Government agency obligations | $12,637,000 | 3,097 |
| Securities issued by states & political subdivisions | $2,502,000 | 3,370 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $226,000 | 3,922 |
| Mortgage-backed securities | $4,839,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,671,000 | 2,985 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $840,000 | 1,281 |
| Other commercial mortgage-backed securities | $1,328,000 | 1,056 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $24,548,000 | 3,275 |
| Total debt securities | $24,548,000 | 3,512 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,040 |
| Fair value | $498,000 | 1,044 |
| 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 | $23,037,000 | 3,616 |
| U.S. Government securities | $19,998,000 | 3,125 |
| U.S. Treasury securities | $9,230,000 | 1,630 |
| U.S. Government agency obligations | $10,768,000 | 3,248 |
| Securities issued by states & political subdivisions | $3,039,000 | 3,325 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,000 | 3,887 |
| Mortgage-backed securities | $3,536,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,195,000 | 3,068 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $1,341,000 | 1,053 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $23,037,000 | 3,342 |
| Total debt securities | $23,037,000 | 3,594 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,066 |
| Fair value | $497,000 | 1,072 |
| 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 | $17,667,000 | 3,860 |
| U.S. Government securities | $14,625,000 | 3,456 |
| U.S. Treasury securities | $6,432,000 | 1,894 |
| U.S. Government agency obligations | $8,193,000 | 3,465 |
| Securities issued by states & political subdivisions | $3,042,000 | 3,349 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,000 | 3,903 |
| Mortgage-backed securities | $2,268,000 | 3,432 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,268,000 | 3,071 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $17,667,000 | 3,578 |
| Total debt securities | $17,667,000 | 3,836 |
| 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 | $13,395,000 | 4,069 |
| U.S. Government securities | $10,285,000 | 3,751 |
| U.S. Treasury securities | $6,546,000 | 1,857 |
| U.S. Government agency obligations | $3,739,000 | 3,905 |
| Securities issued by states & political subdivisions | $3,110,000 | 3,386 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $263,000 | 3,932 |
| Mortgage-backed securities | $1,739,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | $1,734,000 | 3,304 |
| Issued or guaranteed by U.S. | $1,734,000 | 3,213 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $5,000 | 2,872 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,800 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $13,395,000 | 3,787 |
| Total debt securities | $13,395,000 | 4,053 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $6,565,000 | 4,330 |
| U.S. Government securities | $3,341,000 | 4,229 |
| U.S. Treasury securities | $2,854,000 | 2,100 |
| U.S. Government agency obligations | $487,000 | 4,302 |
| Securities issued by states & political subdivisions | $3,224,000 | 3,371 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $486,000 | 3,904 |
| Mortgage-backed securities | $487,000 | 3,804 |
| Certificates of participation in pools of residential mortgages | $290,000 | 3,700 |
| Issued or guaranteed by U.S. | $290,000 | 3,630 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $197,000 | 2,663 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 2,594 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $6,565,000 | 4,081 |
| Total debt securities | $6,565,000 | 4,310 |
| 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 | $4,120,000 | 4,437 |
| U.S. Government securities | $714,000 | 4,432 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $714,000 | 4,272 |
| Securities issued by states & political subdivisions | $3,406,000 | 3,385 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $714,000 | 3,883 |
| Mortgage-backed securities | $714,000 | 3,770 |
| Certificates of participation in pools of residential mortgages | $338,000 | 3,699 |
| Issued or guaranteed by U.S. | $338,000 | 3,616 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $376,000 | 2,556 |
| CMOs issued by government agencies or sponsored agencies | $376,000 | 2,496 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $4,120,000 | 4,212 |
| Total debt securities | $4,120,000 | 4,414 |
| 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 | $4,243,000 | 4,474 |
| U.S. Government securities | $794,000 | 4,459 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $794,000 | 4,313 |
| Securities issued by states & political subdivisions | $3,449,000 | 3,411 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $794,000 | 3,893 |
| Mortgage-backed securities | $794,000 | 3,804 |
| Certificates of participation in pools of residential mortgages | $378,000 | 3,732 |
| Issued or guaranteed by U.S. | $378,000 | 3,652 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $416,000 | 2,576 |
| CMOs issued by government agencies or sponsored agencies | $416,000 | 2,513 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $4,243,000 | 4,241 |
| Total debt securities | $4,243,000 | 4,449 |
| 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 | $4,342,000 | 4,474 |
| U.S. Government securities | $882,000 | 4,473 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $882,000 | 4,334 |
| Securities issued by states & political subdivisions | $3,460,000 | 3,422 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $883,000 | 3,902 |
| Mortgage-backed securities | $882,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | $436,000 | 3,726 |
| Issued or guaranteed by U.S. | $436,000 | 3,640 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $446,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $446,000 | 2,490 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $4,342,000 | 4,235 |
| Total debt securities | $4,342,000 | 4,451 |
| 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 | $4,418,000 | 4,436 |
| U.S. Government securities | $987,000 | 4,439 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $987,000 | 4,305 |
| Securities issued by states & political subdivisions | $3,431,000 | 3,416 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $987,000 | 3,899 |
| Mortgage-backed securities | $987,000 | 3,784 |
| Certificates of participation in pools of residential mortgages | $512,000 | 3,695 |
| Issued or guaranteed by U.S. | $512,000 | 3,605 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $475,000 | 2,501 |
| CMOs issued by government agencies or sponsored agencies | $475,000 | 2,449 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $4,418,000 | 4,202 |
| Total debt securities | $4,418,000 | 4,413 |
| 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 | $4,751,000 | 4,404 |
| U.S. Government securities | $1,243,000 | 4,344 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,243,000 | 4,218 |
| Securities issued by states & political subdivisions | $3,508,000 | 3,398 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,243,000 | 3,830 |
| Mortgage-backed securities | $1,243,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $589,000 | 3,653 |
| Issued or guaranteed by U.S. | $589,000 | 3,568 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $654,000 | 2,431 |
| CMOs issued by government agencies or sponsored agencies | $654,000 | 2,382 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $4,751,000 | 4,178 |
| Total debt securities | $4,751,000 | 4,380 |
| 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 | $4,777,000 | 4,400 |
| U.S. Government securities | $2,170,000 | 4,222 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,170,000 | 4,078 |
| Securities issued by states & political subdivisions | $2,607,000 | 3,497 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,170,000 | 3,636 |
| Mortgage-backed securities | $1,418,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $659,000 | 3,630 |
| Issued or guaranteed by U.S. | $659,000 | 3,540 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $759,000 | 2,409 |
| CMOs issued by government agencies or sponsored agencies | $759,000 | 2,359 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $4,777,000 | 4,163 |
| Total debt securities | $4,777,000 | 4,373 |
| 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 | $5,371,000 | 4,367 |
| U.S. Government securities | $2,801,000 | 4,149 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,801,000 | 3,992 |
| Securities issued by states & political subdivisions | $2,570,000 | 3,481 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,802,000 | 3,551 |
| Mortgage-backed securities | $1,546,000 | 3,686 |
| Certificates of participation in pools of residential mortgages | $755,000 | 3,597 |
| Issued or guaranteed by U.S. | $755,000 | 3,506 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $791,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $791,000 | 2,374 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $5,371,000 | 4,126 |
| Total debt securities | $5,371,000 | 4,344 |
| 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 | $5,062,000 | 4,430 |
| U.S. Government securities | $2,951,000 | 4,180 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,951,000 | 4,027 |
| Securities issued by states & political subdivisions | $2,111,000 | 3,544 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,951,000 | 3,528 |
| Mortgage-backed securities | $1,693,000 | 3,681 |
| Certificates of participation in pools of residential mortgages | $850,000 | 3,581 |
| Issued or guaranteed by U.S. | $850,000 | 3,478 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $843,000 | 2,409 |
| CMOs issued by government agencies or sponsored agencies | $843,000 | 2,362 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $5,062,000 | 4,184 |
| Total debt securities | $5,062,000 | 4,406 |
| 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 | $5,920,000 | 4,408 |
| U.S. Government securities | $3,495,000 | 4,185 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,495,000 | 4,014 |
| Securities issued by states & political subdivisions | $2,425,000 | 3,466 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,494,000 | 3,491 |
| Mortgage-backed securities | $1,746,000 | 3,664 |
| Certificates of participation in pools of residential mortgages | $901,000 | 3,559 |
| Issued or guaranteed by U.S. | $901,000 | 3,470 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $845,000 | 2,413 |
| CMOs issued by government agencies or sponsored agencies | $845,000 | 2,371 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $5,920,000 | 4,168 |
| Total debt securities | $5,920,000 | 4,387 |
| 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 | $5,936,000 | 4,481 |
| U.S. Government securities | $3,609,000 | 4,233 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,609,000 | 4,072 |
| Securities issued by states & political subdivisions | $2,327,000 | 3,516 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,608,000 | 3,529 |
| Mortgage-backed securities | $1,614,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $998,000 | 3,550 |
| Issued or guaranteed by U.S. | $998,000 | 3,460 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $616,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $616,000 | 2,497 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $5,936,000 | 4,234 |
| Total debt securities | $5,936,000 | 4,458 |
| 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 | $6,022,000 | 4,536 |
| U.S. Government securities | $3,701,000 | 4,293 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,701,000 | 4,126 |
| Securities issued by states & political subdivisions | $2,321,000 | 3,573 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,401,000 | 3,622 |
| Mortgage-backed securities | $1,706,000 | 3,684 |
| Certificates of participation in pools of residential mortgages | $1,067,000 | 3,532 |
| Issued or guaranteed by U.S. | $1,067,000 | 3,449 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $639,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $639,000 | 2,478 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $6,022,000 | 4,284 |
| Total debt securities | $6,021,000 | 4,512 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $5,456,000 | 4,645 |
| U.S. Government securities | $3,172,000 | 4,440 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,172,000 | 4,275 |
| Securities issued by states & political subdivisions | $2,284,000 | 3,643 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,152,000 | 3,362 |
| Mortgage-backed securities | $1,190,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $536,000 | 3,786 |
| Issued or guaranteed by U.S. | $536,000 | 3,704 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $654,000 | 2,528 |
| CMOs issued by government agencies or sponsored agencies | $654,000 | 2,484 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $5,456,000 | 4,378 |
| Total debt securities | $5,456,000 | 4,626 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $5,182,000 | 4,710 |
| U.S. Government securities | $2,935,000 | 4,517 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,935,000 | 4,347 |
| Securities issued by states & political subdivisions | $2,247,000 | 3,711 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,438,000 | 3,503 |
| Mortgage-backed securities | $966,000 | 3,903 |
| Certificates of participation in pools of residential mortgages | $289,000 | 3,938 |
| Issued or guaranteed by U.S. | $289,000 | 3,874 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $677,000 | 2,533 |
| CMOs issued by government agencies or sponsored agencies | $677,000 | 2,481 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $5,182,000 | 4,440 |
| Total debt securities | $5,182,000 | 4,689 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $5,421,000 | 4,739 |
| U.S. Government securities | $2,955,000 | 4,582 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,955,000 | 4,417 |
| Securities issued by states & political subdivisions | $2,466,000 | 3,703 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,631,000 | 3,509 |
| Mortgage-backed securities | $997,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $296,000 | 3,986 |
| Issued or guaranteed by U.S. | $296,000 | 3,961 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $701,000 | 2,529 |
| CMOs issued by government agencies or sponsored agencies | $701,000 | 2,475 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $5,421,000 | 4,467 |
| Total debt securities | $5,421,000 | 4,720 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $5,013,000 | 4,848 |
| U.S. Government securities | $2,525,000 | 4,675 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,525,000 | 4,507 |
| Securities issued by states & political subdivisions | $2,488,000 | 3,761 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,218,000 | 3,613 |
| Mortgage-backed securities | $1,063,000 | 3,965 |
| Certificates of participation in pools of residential mortgages | $325,000 | 4,021 |
| Issued or guaranteed by U.S. | $325,000 | 3,882 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $738,000 | 2,541 |
| CMOs issued by government agencies or sponsored agencies | $738,000 | 2,483 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $5,013,000 | 4,570 |
| Total debt securities | $5,012,000 | 4,828 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $5,072,000 | 4,895 |
| U.S. Government securities | $2,590,000 | 4,746 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,590,000 | 4,599 |
| Securities issued by states & political subdivisions | $2,482,000 | 3,802 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,278,000 | 3,650 |
| Mortgage-backed securities | $1,124,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $351,000 | 4,049 |
| Issued or guaranteed by U.S. | $351,000 | 4,042 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $773,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $773,000 | 2,459 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $5,072,000 | 4,622 |
| Total debt securities | $5,072,000 | 4,876 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $5,188,000 | 4,961 |
| U.S. Government securities | $2,667,000 | 4,774 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,667,000 | 4,638 |
| Securities issued by states & political subdivisions | $2,521,000 | 3,866 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,383,000 | 3,694 |
| Mortgage-backed securities | $1,192,000 | 4,012 |
| Certificates of participation in pools of residential mortgages | $374,000 | 4,092 |
| Issued or guaranteed by U.S. | $374,000 | 4,087 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $818,000 | 2,489 |
| CMOs issued by government agencies or sponsored agencies | $818,000 | 2,429 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $5,188,000 | 4,677 |
| Total debt securities | $5,188,000 | 4,941 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $5,577,000 | 4,975 |
| U.S. Government securities | $3,004,000 | 4,761 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,004,000 | 4,631 |
| Securities issued by states & political subdivisions | $2,573,000 | 3,898 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,308,000 | 3,751 |
| Mortgage-backed securities | $1,268,000 | 4,039 |
| Certificates of participation in pools of residential mortgages | $401,000 | 4,135 |
| Issued or guaranteed by U.S. | $401,000 | 4,131 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $867,000 | 2,478 |
| CMOs issued by government agencies or sponsored agencies | $867,000 | 2,421 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $5,577,000 | 4,688 |
| Total debt securities | $5,577,000 | 4,948 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $5,644,000 | 5,009 |
| U.S. Government securities | $3,071,000 | 4,793 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,071,000 | 4,669 |
| Securities issued by states & political subdivisions | $2,573,000 | 3,932 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,370,000 | 3,774 |
| Mortgage-backed securities | $1,335,000 | 4,073 |
| Certificates of participation in pools of residential mortgages | $428,000 | 4,154 |
| Issued or guaranteed by U.S. | $428,000 | 4,149 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $907,000 | 2,489 |
| CMOs issued by government agencies or sponsored agencies | $907,000 | 2,423 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $5,644,000 | 4,713 |
| Total debt securities | $5,644,000 | 4,987 |
| 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 | $5,395,000 | 5,089 |
| U.S. Government securities | $2,860,000 | 4,897 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,860,000 | 4,779 |
| Securities issued by states & political subdivisions | $2,535,000 | 3,983 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,377,000 | 3,809 |
| Mortgage-backed securities | $1,379,000 | 4,124 |
| Certificates of participation in pools of residential mortgages | $439,000 | 4,217 |
| Issued or guaranteed by U.S. | $439,000 | 4,213 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $940,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $940,000 | 2,440 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $5,395,000 | 4,788 |
| Total debt securities | $5,395,000 | 5,065 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $5,179,000 | 5,144 |
| U.S. Government securities | $2,657,000 | 4,941 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,657,000 | 4,827 |
| Securities issued by states & political subdivisions | $2,522,000 | 4,020 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,414,000 | 3,829 |
| Mortgage-backed securities | $1,432,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $457,000 | 4,234 |
| Issued or guaranteed by U.S. | $457,000 | 4,228 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $975,000 | 2,509 |
| CMOs issued by government agencies or sponsored agencies | $975,000 | 2,435 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $5,179,000 | 4,827 |
| Total debt securities | $5,179,000 | 5,115 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $5,422,000 | 5,174 |
| U.S. Government securities | $2,794,000 | 4,972 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,794,000 | 4,858 |
| Securities issued by states & political subdivisions | $2,628,000 | 4,018 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,623,000 | 3,833 |
| Mortgage-backed securities | $1,546,000 | 4,154 |
| Certificates of participation in pools of residential mortgages | $499,000 | 4,254 |
| Issued or guaranteed by U.S. | $499,000 | 4,250 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,047,000 | 2,494 |
| CMOs issued by government agencies or sponsored agencies | $1,047,000 | 2,427 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $5,422,000 | 4,844 |
| Total debt securities | $5,422,000 | 5,148 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $5,960,000 | 5,184 |
| U.S. Government securities | $3,353,000 | 4,975 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,353,000 | 4,864 |
| Securities issued by states & political subdivisions | $2,607,000 | 4,042 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,206,000 | 3,986 |
| Mortgage-backed securities | $1,605,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $519,000 | 4,300 |
| Issued or guaranteed by U.S. | $519,000 | 4,294 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,086,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $1,086,000 | 2,435 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $5,960,000 | 4,845 |
| Total debt securities | $5,960,000 | 5,164 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $6,498,000 | 5,196 |
| U.S. Government securities | $3,919,000 | 4,968 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,919,000 | 4,857 |
| Securities issued by states & political subdivisions | $2,579,000 | 4,068 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,720,000 | 3,928 |
| Mortgage-backed securities | $1,672,000 | 4,192 |
| Certificates of participation in pools of residential mortgages | $546,000 | 4,324 |
| Issued or guaranteed by U.S. | $546,000 | 4,319 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,126,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $1,126,000 | 2,434 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $6,498,000 | 4,853 |
| Total debt securities | $6,498,000 | 5,178 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $6,396,000 | 5,252 |
| U.S. Government securities | $4,190,000 | 4,986 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,190,000 | 4,869 |
| Securities issued by states & political subdivisions | $2,206,000 | 4,199 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,121,000 | 3,885 |
| Mortgage-backed securities | $1,705,000 | 4,197 |
| Certificates of participation in pools of residential mortgages | $555,000 | 4,347 |
| Issued or guaranteed by U.S. | $555,000 | 4,343 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,150,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $1,150,000 | 2,459 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $6,396,000 | 4,902 |
| Total debt securities | $6,396,000 | 5,233 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $5,986,000 | 5,392 |
| U.S. Government securities | $3,779,000 | 5,155 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,779,000 | 5,045 |
| Securities issued by states & political subdivisions | $2,207,000 | 4,248 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,681,000 | 4,014 |
| Mortgage-backed securities | $1,282,000 | 4,379 |
| Certificates of participation in pools of residential mortgages | $70,000 | 4,730 |
| Issued or guaranteed by U.S. | $70,000 | 4,725 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,212,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $1,212,000 | 2,463 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $5,986,000 | 5,030 |
| Total debt securities | $5,986,000 | 5,373 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $5,408,000 | 5,548 |
| U.S. Government securities | $4,315,000 | 5,167 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,315,000 | 5,059 |
| Securities issued by states & political subdivisions | $1,093,000 | 4,632 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,104,000 | 4,197 |
| Mortgage-backed securities | $1,327,000 | 4,447 |
| Certificates of participation in pools of residential mortgages | $76,000 | 4,798 |
| Issued or guaranteed by U.S. | $76,000 | 4,795 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,251,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $1,251,000 | 2,516 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $5,408,000 | 5,179 |
| Total debt securities | $5,408,000 | 5,527 |
| Structured notes | ||
| Amortized cost | $502,000 | 1,559 |
| Fair value | $500,000 | 1,576 |
| 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 | $5,534,000 | 5,595 |
| U.S. Government securities | $4,411,000 | 5,233 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,411,000 | 5,125 |
| Securities issued by states & political subdivisions | $1,123,000 | 4,619 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,547,000 | 4,397 |
| Mortgage-backed securities | $1,409,000 | 4,492 |
| Certificates of participation in pools of residential mortgages | $87,000 | 4,843 |
| Issued or guaranteed by U.S. | $87,000 | 4,838 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,322,000 | 2,589 |
| CMOs issued by government agencies or sponsored agencies | $1,322,000 | 2,516 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $5,534,000 | 5,223 |
| Total debt securities | $5,534,000 | 5,574 |
| Structured notes | ||
| Amortized cost | $2,003,000 | 984 |
| Fair value | $2,000,000 | 1,036 |
| 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 | $4,474,000 | 5,819 |
| U.S. Government securities | $3,439,000 | 5,478 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,439,000 | 5,383 |
| Securities issued by states & political subdivisions | $1,035,000 | 4,725 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,642,000 | 4,433 |
| Mortgage-backed securities | $1,448,000 | 4,569 |
| Certificates of participation in pools of residential mortgages | $93,000 | 4,911 |
| Issued or guaranteed by U.S. | $93,000 | 4,906 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,355,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $1,355,000 | 2,548 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $4,474,000 | 5,441 |
| Total debt securities | $4,474,000 | 5,796 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $999,000 | 1,452 |
| 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 | $4,326,000 | 5,911 |
| U.S. Government securities | $3,185,000 | 5,607 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,185,000 | 5,508 |
| Securities issued by states & political subdivisions | $1,141,000 | 4,749 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,385,000 | 4,555 |
| Mortgage-backed securities | $952,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $101,000 | 4,985 |
| Issued or guaranteed by U.S. | $101,000 | 4,982 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $851,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $851,000 | 2,791 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $4,326,000 | 5,529 |
| Total debt securities | $4,326,000 | 5,887 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,141 |
| Fair value | $1,986,000 | 1,184 |
| 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 | $4,633,000 | 5,953 |
| U.S. Government securities | $3,240,000 | 5,659 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,240,000 | 5,553 |
| Securities issued by states & political subdivisions | $1,393,000 | 4,709 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,693,000 | 4,514 |
| Mortgage-backed securities | $1,015,000 | 4,839 |
| Certificates of participation in pools of residential mortgages | $109,000 | 5,029 |
| Issued or guaranteed by U.S. | $109,000 | 5,025 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $906,000 | 2,906 |
| CMOs issued by government agencies or sponsored agencies | $906,000 | 2,806 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $4,633,000 | 5,556 |
| Total debt securities | $4,633,000 | 5,928 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,149 |
| Fair value | $2,225,000 | 1,151 |
| 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 | $4,640,000 | 5,994 |
| U.S. Government securities | $2,758,000 | 5,803 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,758,000 | 5,705 |
| Securities issued by states & political subdivisions | $1,882,000 | 4,556 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,709,000 | 4,527 |
| Mortgage-backed securities | $557,000 | 5,036 |
| Certificates of participation in pools of residential mortgages | $117,000 | 5,078 |
| Issued or guaranteed by U.S. | $117,000 | 5,073 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $440,000 | 3,182 |
| CMOs issued by government agencies or sponsored agencies | $440,000 | 3,073 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $4,640,000 | 5,603 |
| Total debt securities | $4,640,000 | 5,968 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,178 |
| Fair value | $2,201,000 | 1,179 |
| 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 | $4,667,000 | 6,046 |
| U.S. Government securities | $2,771,000 | 5,845 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,771,000 | 5,749 |
| Securities issued by states & political subdivisions | $1,896,000 | 4,589 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,728,000 | 4,535 |
| Mortgage-backed securities | $620,000 | 5,053 |
| Certificates of participation in pools of residential mortgages | $125,000 | 5,109 |
| Issued or guaranteed by U.S. | $125,000 | 5,103 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $495,000 | 3,141 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 3,026 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $4,667,000 | 5,657 |
| Total debt securities | $4,667,000 | 6,020 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,158 |
| Fair value | $2,151,000 | 1,159 |
| 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 | $4,772,000 | 6,101 |
| U.S. Government securities | $2,831,000 | 5,899 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,831,000 | 5,801 |
| Securities issued by states & political subdivisions | $1,941,000 | 4,584 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,789,000 | 4,578 |
| Mortgage-backed securities | $667,000 | 5,081 |
| Certificates of participation in pools of residential mortgages | $133,000 | 5,148 |
| Issued or guaranteed by U.S. | $133,000 | 5,142 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $534,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $534,000 | 3,038 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $4,772,000 | 5,706 |
| Total debt securities | $4,772,000 | 6,070 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,144 |
| Fair value | $2,163,000 | 1,146 |
| 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 | $4,985,000 | 6,085 |
| U.S. Government securities | $2,896,000 | 5,901 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,896,000 | 5,796 |
| Securities issued by states & political subdivisions | $2,089,000 | 4,540 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,851,000 | 4,569 |
| Mortgage-backed securities | $684,000 | 5,080 |
| Certificates of participation in pools of residential mortgages | $148,000 | 5,138 |
| Issued or guaranteed by U.S. | $148,000 | 5,131 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $536,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $536,000 | 3,053 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $4,985,000 | 5,701 |
| Total debt securities | $4,985,000 | 6,059 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,125 |
| Fair value | $2,212,000 | 1,123 |
| 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 | $5,339,000 | 6,081 |
| U.S. Government securities | $3,202,000 | 5,872 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,202,000 | 5,767 |
| Securities issued by states & political subdivisions | $2,137,000 | 4,489 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,674,000 | 4,660 |
| Mortgage-backed securities | $705,000 | 5,124 |
| Certificates of participation in pools of residential mortgages | $164,000 | 5,164 |
| Issued or guaranteed by U.S. | $164,000 | 5,159 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $541,000 | 3,214 |
| CMOs issued by government agencies or sponsored agencies | $541,000 | 3,073 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $5,339,000 | 5,708 |
| Total debt securities | $5,339,000 | 6,059 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,074 |
| Fair value | $2,497,000 | 1,106 |
| 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 | $5,408,000 | 6,125 |
| U.S. Government securities | $3,254,000 | 5,894 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,254,000 | 5,791 |
| Securities issued by states & political subdivisions | $2,154,000 | 4,487 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,733,000 | 4,621 |
| Mortgage-backed securities | $755,000 | 5,142 |
| Certificates of participation in pools of residential mortgages | $179,000 | 5,187 |
| Issued or guaranteed by U.S. | $179,000 | 5,183 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $576,000 | 3,238 |
| CMOs issued by government agencies or sponsored agencies | $576,000 | 3,100 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $5,408,000 | 5,734 |
| Total debt securities | $5,408,000 | 6,100 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,120 |
| Fair value | $2,499,000 | 1,143 |
| 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 | $5,572,000 | 6,193 |
| U.S. Government securities | $2,879,000 | 6,101 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,879,000 | 6,001 |
| Securities issued by states & political subdivisions | $2,413,000 | 4,423 |
| Other domestic debt securities | $280,000 | 2,580 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $280,000 | 2,002 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,481,000 | 4,753 |
| Mortgage-backed securities | $874,000 | 5,206 |
| Certificates of participation in pools of residential mortgages | $192,000 | 5,283 |
| Issued or guaranteed by U.S. | $192,000 | 5,275 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $682,000 | 3,281 |
| CMOs issued by government agencies or sponsored agencies | $682,000 | 3,126 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $5,572,000 | 5,796 |
| Total debt securities | $5,572,000 | 6,167 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,005,000 | 1,355 |
| 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 | $6,185,000 | 6,172 |
| U.S. Government securities | $3,496,000 | 6,064 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,496,000 | 5,964 |
| Securities issued by states & political subdivisions | $2,408,000 | 4,411 |
| Other domestic debt securities | $281,000 | 2,571 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $281,000 | 1,996 |
| 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 | $3,600,000 | 4,765 |
| Mortgage-backed securities | $990,000 | 5,204 |
| Certificates of participation in pools of residential mortgages | $206,000 | 5,299 |
| Issued or guaranteed by U.S. | $206,000 | 5,291 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $784,000 | 3,247 |
| CMOs issued by government agencies or sponsored agencies | $784,000 | 3,087 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $6,185,000 | 5,757 |
| Total debt securities | $6,185,000 | 6,141 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,344 |
| Fair value | $2,506,000 | 1,359 |
| 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 | $6,075,000 | 6,233 |
| U.S. Government securities | $3,601,000 | 6,129 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,601,000 | 6,026 |
| Securities issued by states & political subdivisions | $2,474,000 | 4,320 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,710,000 | 4,762 |
| Mortgage-backed securities | $1,099,000 | 5,183 |
| Certificates of participation in pools of residential mortgages | $225,000 | 5,307 |
| Issued or guaranteed by U.S. | $225,000 | 5,300 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $874,000 | 3,240 |
| CMOs issued by government agencies or sponsored agencies | $874,000 | 3,080 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $6,075,000 | 5,809 |
| Total debt securities | $6,075,000 | 6,207 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,526 |
| Fair value | $2,502,000 | 1,536 |
| 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 | $5,549,000 | 6,328 |
| U.S. Government securities | $3,463,000 | 6,173 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,463,000 | 6,069 |
| Securities issued by states & political subdivisions | $2,086,000 | 4,453 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,069,000 | 4,438 |
| Mortgage-backed securities | $1,209,000 | 5,134 |
| Certificates of participation in pools of residential mortgages | $237,000 | 5,275 |
| Issued or guaranteed by U.S. | $237,000 | 5,261 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $972,000 | 3,137 |
| CMOs issued by government agencies or sponsored agencies | $972,000 | 2,893 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $5,549,000 | 5,885 |
| Total debt securities | $5,549,000 | 6,294 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,887 |
| Fair value | $1,502,000 | 1,929 |
| 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 | $4,847,000 | 6,493 |
| U.S. Government securities | $2,821,000 | 6,371 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,821,000 | 6,261 |
| Securities issued by states & political subdivisions | $2,026,000 | 4,441 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,920,000 | 4,495 |
| Mortgage-backed securities | $813,000 | 5,275 |
| Certificates of participation in pools of residential mortgages | $327,000 | 5,206 |
| Issued or guaranteed by U.S. | $327,000 | 5,191 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $486,000 | 3,372 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 3,107 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $4,847,000 | 6,029 |
| Total debt securities | $4,847,000 | 6,458 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $1,001,000 | 2,346 |
| 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 | $4,419,000 | 6,646 |
| U.S. Government securities | $2,442,000 | 6,565 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,442,000 | 6,451 |
| Securities issued by states & political subdivisions | $1,977,000 | 4,456 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,513,000 | 4,669 |
| Mortgage-backed securities | $430,000 | 5,490 |
| Certificates of participation in pools of residential mortgages | $430,000 | 5,150 |
| Issued or guaranteed by U.S. | $430,000 | 5,136 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $4,419,000 | 6,169 |
| Total debt securities | $4,419,000 | 6,609 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,002,000 | 2,498 |
| 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 | $4,386,000 | 6,667 |
| U.S. Government securities | $2,962,000 | 6,486 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,962,000 | 6,365 |
| Securities issued by states & political subdivisions | $1,424,000 | 4,673 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,535,000 | 4,658 |
| Mortgage-backed securities | $463,000 | 5,457 |
| Certificates of participation in pools of residential mortgages | $463,000 | 5,104 |
| Issued or guaranteed by U.S. | $463,000 | 5,092 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $4,386,000 | 6,181 |
| Total debt securities | $4,386,000 | 6,626 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,243 |
| Fair value | $1,491,000 | 2,275 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $3,666,000 | 6,771 |
| U.S. Government securities | $2,251,000 | 6,607 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,251,000 | 6,489 |
| Securities issued by states & political subdivisions | $1,415,000 | 4,684 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,810,000 | 4,930 |
| Mortgage-backed securities | $509,000 | 5,428 |
| Certificates of participation in pools of residential mortgages | $509,000 | 5,013 |
| Issued or guaranteed by U.S. | $509,000 | 5,000 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $3,666,000 | 6,270 |
| Total debt securities | $3,666,000 | 6,739 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,096 |
| Fair value | $1,487,000 | 2,132 |
| 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 | $4,481,000 | 6,654 |
| U.S. Government securities | $2,847,000 | 6,474 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,847,000 | 6,348 |
| Securities issued by states & political subdivisions | $1,634,000 | 4,505 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,217,000 | 4,831 |
| Mortgage-backed securities | $572,000 | 5,434 |
| Certificates of participation in pools of residential mortgages | $572,000 | 4,979 |
| Issued or guaranteed by U.S. | $572,000 | 4,967 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $4,481,000 | 6,145 |
| Total debt securities | $4,481,000 | 6,615 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,982 |
| Fair value | $2,018,000 | 1,889 |
| 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 | $4,524,000 | 6,726 |
| U.S. Government securities | $3,536,000 | 6,427 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,536,000 | 6,310 |
| Securities issued by states & political subdivisions | $988,000 | 4,862 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,283,000 | 4,862 |
| Mortgage-backed securities | $712,000 | 5,377 |
| Certificates of participation in pools of residential mortgages | $712,000 | 4,936 |
| Issued or guaranteed by U.S. | $712,000 | 4,928 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $4,524,000 | 6,218 |
| Total debt securities | $4,524,000 | 6,682 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,636 |
| Fair value | $1,004,000 | 2,542 |
| 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 | $5,530,000 | 6,624 |
| U.S. Government securities | $3,559,000 | 6,516 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,559,000 | 6,406 |
| Securities issued by states & political subdivisions | $1,222,000 | 4,706 |
| Other domestic debt securities | $749,000 | 2,407 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $749,000 | 1,517 |
| 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 | $3,311,000 | 4,915 |
| Mortgage-backed securities | $787,000 | 5,438 |
| Certificates of participation in pools of residential mortgages | $787,000 | 5,021 |
| Issued or guaranteed by U.S. | $787,000 | 5,011 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $5,530,000 | 6,102 |
| Total debt securities | $5,530,000 | 6,583 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,432 |
| Fair value | $1,000,000 | 2,329 |
| 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 | $5,544,000 | 6,630 |
| U.S. Government securities | $3,580,000 | 6,506 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,580,000 | 6,411 |
| Securities issued by states & political subdivisions | $1,229,000 | 4,737 |
| Other domestic debt securities | $735,000 | 2,481 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $735,000 | 1,560 |
| 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 | $3,580,000 | 4,851 |
| Mortgage-backed securities | $860,000 | 5,461 |
| Certificates of participation in pools of residential mortgages | $860,000 | 5,051 |
| Issued or guaranteed by U.S. | $860,000 | 5,042 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $5,544,000 | 6,105 |
| Total debt securities | $5,544,000 | 6,595 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,167 |
| Fair value | $987,000 | 2,146 |
| 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 | $5,674,000 | 6,658 |
| U.S. Government securities | $3,703,000 | 6,528 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,703,000 | 6,433 |
| Securities issued by states & political subdivisions | $1,264,000 | 4,756 |
| Other domestic debt securities | $707,000 | 2,601 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $707,000 | 1,665 |
| 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 | $3,703,000 | 4,817 |
| Mortgage-backed securities | $947,000 | 5,500 |
| Certificates of participation in pools of residential mortgages | $947,000 | 5,091 |
| Issued or guaranteed by U.S. | $947,000 | 5,079 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $5,674,000 | 6,127 |
| Total debt securities | $5,674,000 | 6,618 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,308 |
| Fair value | $251,000 | 2,316 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $5,661,000 | 6,672 |
| U.S. Government securities | $3,768,000 | 6,536 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,768,000 | 6,447 |
| Securities issued by states & political subdivisions | $1,233,000 | 4,766 |
| Other domestic debt securities | $660,000 | 2,675 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $660,000 | 1,733 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,768,000 | 4,829 |
| Mortgage-backed securities | $1,039,000 | 5,509 |
| Certificates of participation in pools of residential mortgages | $1,039,000 | 5,086 |
| Issued or guaranteed by U.S. | $1,039,000 | 5,070 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $5,661,000 | 6,136 |
| Total debt securities | $5,661,000 | 6,630 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,832 |
| Fair value | $251,000 | 1,833 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $5,547,000 | 6,758 |
| U.S. Government securities | $3,928,000 | 6,595 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,928,000 | 6,508 |
| Securities issued by states & political subdivisions | $1,010,000 | 4,842 |
| Other domestic debt securities | $609,000 | 2,621 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $609,000 | 1,817 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,928,000 | 4,845 |
| Mortgage-backed securities | $1,141,000 | 5,539 |
| Certificates of participation in pools of residential mortgages | $1,141,000 | 5,119 |
| Issued or guaranteed by U.S. | $1,141,000 | 5,103 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $5,547,000 | 6,198 |
| Total debt securities | $5,547,000 | 6,719 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,570 |
| Fair value | $252,000 | 1,568 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $5,429,000 | 6,835 |
| U.S. Government securities | $4,062,000 | 6,676 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,062,000 | 6,577 |
| Securities issued by states & political subdivisions | $962,000 | 4,850 |
| Other domestic debt securities | $405,000 | 2,803 |
| 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 | $405,000 | 2,017 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,812,000 | 4,921 |
| Mortgage-backed securities | $1,217,000 | 5,506 |
| Certificates of participation in pools of residential mortgages | $1,217,000 | 5,075 |
| Issued or guaranteed by U.S. | $1,217,000 | 5,062 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $5,429,000 | 6,266 |
| Total debt securities | $5,429,000 | 6,798 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,598 |
| Fair value | $251,000 | 1,608 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $5,622,000 | 6,772 |
| U.S. Government securities | $3,944,000 | 6,718 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,944,000 | 6,623 |
| Securities issued by states & political subdivisions | $1,154,000 | 4,688 |
| Other domestic debt securities | $524,000 | 2,599 |
| 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 | $524,000 | 1,819 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,704,000 | 4,958 |
| Mortgage-backed securities | $1,263,000 | 5,444 |
| Certificates of participation in pools of residential mortgages | $1,263,000 | 5,030 |
| Issued or guaranteed by U.S. | $1,263,000 | 5,016 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $5,622,000 | 6,194 |
| Total debt securities | $5,622,000 | 6,732 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,599 |
| Fair value | $240,000 | 1,642 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $5,711,000 | 6,829 |
| U.S. Government securities | $4,036,000 | 6,709 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,036,000 | 6,615 |
| Securities issued by states & political subdivisions | $1,011,000 | 4,841 |
| Other domestic debt securities | $664,000 | 2,492 |
| 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 | $664,000 | 1,772 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,791,000 | 4,933 |
| Mortgage-backed securities | $1,325,000 | 5,426 |
| Certificates of participation in pools of residential mortgages | $1,325,000 | 5,001 |
| Issued or guaranteed by U.S. | $1,325,000 | 4,982 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $5,711,000 | 6,242 |
| Total debt securities | $5,711,000 | 6,767 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,641 |
| Fair value | $245,000 | 1,670 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $5,883,000 | 6,794 |
| U.S. Government securities | $4,186,000 | 6,716 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,186,000 | 6,609 |
| Securities issued by states & political subdivisions | $1,034,000 | 4,845 |
| Other domestic debt securities | $663,000 | 2,431 |
| 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 | $663,000 | 1,728 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,936,000 | 4,853 |
| Mortgage-backed securities | $1,424,000 | 5,341 |
| Certificates of participation in pools of residential mortgages | $1,424,000 | 4,893 |
| Issued or guaranteed by U.S. | $1,424,000 | 4,871 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,883,000 | 6,231 |
| Total debt securities | $5,883,000 | 6,725 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 967 |
| Fair value | $1,238,000 | 977 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,679,000 | 6,927 |
| U.S. Government securities | $3,979,000 | 6,906 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,979,000 | 6,794 |
| Securities issued by states & political subdivisions | $1,032,000 | 4,864 |
| Other domestic debt securities | $668,000 | 2,265 |
| 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 | $668,000 | 1,609 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,979,000 | 4,851 |
| Mortgage-backed securities | $1,490,000 | 5,102 |
| Certificates of participation in pools of residential mortgages | $1,490,000 | 4,641 |
| Issued or guaranteed by U.S. | $1,490,000 | 4,622 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,679,000 | 6,311 |
| Total debt securities | $5,679,000 | 6,872 |
| 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 | $5,918,000 | 6,940 |
| U.S. Government securities | $3,981,000 | 6,975 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,981,000 | 6,867 |
| Securities issued by states & political subdivisions | $1,288,000 | 4,668 |
| Other domestic debt securities | $649,000 | 2,214 |
| 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 | $649,000 | 1,580 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,981,000 | 4,879 |
| Mortgage-backed securities | $1,541,000 | 4,965 |
| Certificates of participation in pools of residential mortgages | $1,541,000 | 4,474 |
| Issued or guaranteed by U.S. | $1,541,000 | 4,460 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $5,918,000 | 6,317 |
| Total debt securities | $5,917,000 | 6,893 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,920,000 | 6,975 |
| U.S. Government securities | $3,964,000 | 7,015 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,964,000 | 6,898 |
| Securities issued by states & political subdivisions | $1,285,000 | 4,683 |
| Other domestic debt securities | $671,000 | 2,141 |
| 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 | $671,000 | 1,531 |
| 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 | $3,964,000 | 4,913 |
| Mortgage-backed securities | $1,576,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $1,576,000 | 4,427 |
| Issued or guaranteed by U.S. | $1,576,000 | 4,413 |
| 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) | $5,920,000 | 6,324 |
| Total debt securities | $5,920,000 | 6,925 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $6,132,000 | 6,971 |
| U.S. Government securities | $4,124,000 | 6,995 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,124,000 | 6,860 |
| Securities issued by states & political subdivisions | $1,303,000 | 4,703 |
| Other domestic debt securities | $705,000 | 2,123 |
| 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 | $705,000 | 1,542 |
| 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 | $4,124,000 | 4,860 |
| Mortgage-backed securities | $1,697,000 | 4,887 |
| Certificates of participation in pools of residential mortgages | $1,697,000 | 4,355 |
| Issued or guaranteed by U.S. | $1,697,000 | 4,338 |
| 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) | $6,132,000 | 6,295 |
| Total debt securities | $6,132,000 | 6,926 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $6,179,000 | 6,987 |
| U.S. Government securities | $4,174,000 | 7,028 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,174,000 | 6,899 |
| Securities issued by states & political subdivisions | $1,310,000 | 4,729 |
| Other domestic debt securities | $695,000 | 2,155 |
| 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 | $695,000 | 1,592 |
| 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 | $4,174,000 | 4,855 |
| Mortgage-backed securities | $1,767,000 | 4,851 |
| Certificates of participation in pools of residential mortgages | $1,767,000 | 4,318 |
| Issued or guaranteed by U.S. | $1,767,000 | 4,303 |
| 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) | $6,179,000 | 6,305 |
| Total debt securities | $6,179,000 | 6,943 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $6,329,000 | 7,038 |
| U.S. Government securities | $4,260,000 | 7,086 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,260,000 | 6,949 |
| Securities issued by states & political subdivisions | $1,331,000 | 4,733 |
| Other domestic debt securities | $738,000 | 2,142 |
| 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 | $738,000 | 1,581 |
| 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 | $4,260,000 | 4,848 |
| Mortgage-backed securities | $1,858,000 | 4,801 |
| Certificates of participation in pools of residential mortgages | $1,858,000 | 4,265 |
| Issued or guaranteed by U.S. | $1,858,000 | 4,244 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $6,329,000 | 6,313 |
| Total debt securities | $6,329,000 | 6,982 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $6,301,000 | 7,066 |
| U.S. Government securities | $4,995,000 | 6,894 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,995,000 | 6,756 |
| Securities issued by states & political subdivisions | $1,306,000 | 4,775 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,761,000 | 5,057 |
| Mortgage-backed securities | $1,916,000 | 4,765 |
| Certificates of participation in pools of residential mortgages | $1,916,000 | 4,231 |
| Issued or guaranteed by U.S. | $1,916,000 | 4,216 |
| 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) | $6,301,000 | 6,325 |
| Total debt securities | $6,301,000 | 7,011 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $6,478,000 | 7,084 |
| U.S. Government securities | $5,144,000 | 6,881 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,144,000 | 6,738 |
| Securities issued by states & political subdivisions | $1,334,000 | 4,782 |
| 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 | $3,910,000 | 5,000 |
| Mortgage-backed securities | $2,032,000 | 4,736 |
| Certificates of participation in pools of residential mortgages | $2,032,000 | 4,199 |
| Issued or guaranteed by U.S. | $2,032,000 | 4,185 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $6,478,000 | 6,344 |
| Total debt securities | $6,478,000 | 7,028 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,573,000 | 7,086 |
| U.S. Government securities | $5,250,000 | 6,881 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,250,000 | 6,732 |
| Securities issued by states & political subdivisions | $1,323,000 | 4,819 |
| 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 | $4,018,000 | 4,936 |
| Mortgage-backed securities | $2,141,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $2,141,000 | 4,157 |
| Issued or guaranteed by U.S. | $2,141,000 | 4,142 |
| 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) | $6,573,000 | 6,355 |
| Total debt securities | $6,573,000 | 7,028 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,777,000 | 7,059 |
| U.S. Government securities | $5,435,000 | 6,827 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,435,000 | 6,681 |
| Securities issued by states & political subdivisions | $1,342,000 | 4,810 |
| 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 | $4,201,000 | 4,876 |
| Mortgage-backed securities | $2,289,000 | 4,698 |
| Certificates of participation in pools of residential mortgages | $2,289,000 | 4,133 |
| Issued or guaranteed by U.S. | $2,289,000 | 4,120 |
| 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) | $6,777,000 | 6,297 |
| Total debt securities | $6,777,000 | 7,003 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,467,000 | 7,178 |
| U.S. Government securities | $5,186,000 | 6,931 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,186,000 | 6,784 |
| Securities issued by states & political subdivisions | $1,281,000 | 4,844 |
| 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 | $4,059,000 | 4,905 |
| Mortgage-backed securities | $2,507,000 | 4,697 |
| Certificates of participation in pools of residential mortgages | $2,507,000 | 4,110 |
| Issued or guaranteed by U.S. | $2,507,000 | 4,094 |
| 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) | $6,467,000 | 6,402 |
| Total debt securities | $6,467,000 | 7,113 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,517,000 | 7,228 |
| U.S. Government securities | $5,252,000 | 6,996 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,252,000 | 6,841 |
| Securities issued by states & political subdivisions | $1,265,000 | 4,868 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,518,000 | 4,777 |
| Mortgage-backed securities | $2,629,000 | 4,706 |
| Certificates of participation in pools of residential mortgages | $2,629,000 | 4,127 |
| Issued or guaranteed by U.S. | $2,629,000 | 4,115 |
| 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) | $6,517,000 | 6,436 |
| Total debt securities | $6,517,000 | 7,169 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,736,000 | 7,193 |
| U.S. Government securities | $5,431,000 | 6,962 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,431,000 | 6,811 |
| Securities issued by states & political subdivisions | $1,305,000 | 4,847 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,614,000 | 5,112 |
| Mortgage-backed securities | $2,770,000 | 4,701 |
| Certificates of participation in pools of residential mortgages | $2,770,000 | 4,106 |
| Issued or guaranteed by U.S. | $2,770,000 | 4,094 |
| 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) | $6,736,000 | 6,396 |
| Total debt securities | $6,736,000 | 7,125 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $7,260,000 | 7,115 |
| U.S. Government securities | $5,947,000 | 6,840 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,947,000 | 6,679 |
| Securities issued by states & political subdivisions | $1,313,000 | 4,860 |
| 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 | $4,294,000 | 4,850 |
| Mortgage-backed securities | $1,787,000 | 5,190 |
| Certificates of participation in pools of residential mortgages | $1,787,000 | 4,639 |
| Issued or guaranteed by U.S. | $1,787,000 | 4,625 |
| 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) | $1,000,000 | 3,289 |
| Available-for-sale securities (fair market value) | $6,260,000 | 6,561 |
| Total debt securities | $7,260,000 | 7,050 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $7,181,000 | 7,219 |
| U.S. Government securities | $5,891,000 | 6,924 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,891,000 | 6,764 |
| Securities issued by states & political subdivisions | $1,290,000 | 4,884 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,211,000 | 4,884 |
| Mortgage-backed securities | $1,828,000 | 5,230 |
| Certificates of participation in pools of residential mortgages | $1,828,000 | 4,675 |
| Issued or guaranteed by U.S. | $1,828,000 | 4,660 |
| 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) | $999,000 | 3,321 |
| Available-for-sale securities (fair market value) | $6,182,000 | 6,649 |
| Total debt securities | $7,181,000 | 7,152 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $4,945,000 | 7,761 |
| U.S. Government securities | $4,945,000 | 7,185 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,945,000 | 7,028 |
| 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 | $3,473,000 | 5,131 |
| Mortgage-backed securities | $1,472,000 | 5,476 |
| Certificates of participation in pools of residential mortgages | $1,472,000 | 4,931 |
| Issued or guaranteed by U.S. | $1,472,000 | 4,916 |
| 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) | $999,000 | 3,343 |
| Available-for-sale securities (fair market value) | $3,946,000 | 7,217 |
| Total debt securities | $4,945,000 | 7,679 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $6,010,000 | 7,565 |
| U.S. Government securities | $6,010,000 | 6,913 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,010,000 | 6,735 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,503,000 | 5,067 |
| Mortgage-backed securities | $1,512,000 | 5,465 |
| Certificates of participation in pools of residential mortgages | $1,512,000 | 4,907 |
| Issued or guaranteed by U.S. | $1,512,000 | 4,888 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $998,000 | 3,393 |
| Available-for-sale securities (fair market value) | $5,012,000 | 6,977 |
| Total debt securities | $6,010,000 | 7,486 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $4,003,000 | 8,029 |
| U.S. Government securities | $4,003,000 | 7,471 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,003,000 | 7,285 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 5,041 |
| Mortgage-backed securities | $500,000 | 6,260 |
| Certificates of participation in pools of residential mortgages | $500,000 | 5,798 |
| Issued or guaranteed by U.S. | $500,000 | 5,775 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $998,000 | 3,420 |
| Available-for-sale securities (fair market value) | $3,005,000 | 7,467 |
| Total debt securities | $4,003,000 | 7,947 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,771,000 | 8,086 |
| U.S. Government securities | $3,771,000 | 7,520 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,771,000 | 7,336 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 5,022 |
| Mortgage-backed securities | $106,000 | 6,868 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $106,000 | 3,961 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 3,771 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $997,000 | 3,467 |
| Available-for-sale securities (fair market value) | $2,774,000 | 7,540 |
| Total debt securities | $3,772,000 | 8,003 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,037,000 | 8,074 |
| U.S. Government securities | $4,037,000 | 7,509 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,037,000 | 7,311 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 4,826 |
| Mortgage-backed securities | $386,000 | 6,463 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $386,000 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $386,000 | 3,520 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $997,000 | 3,527 |
| Available-for-sale securities (fair market value) | $3,040,000 | 7,492 |
| Total debt securities | $4,037,000 | 7,988 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,162,000 | 8,073 |
| U.S. Government securities | $4,162,000 | 7,467 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,162,000 | 7,264 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 4,838 |
| Mortgage-backed securities | $500,000 | 6,352 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $500,000 | 3,615 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 3,464 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $996,000 | 3,601 |
| Available-for-sale securities (fair market value) | $3,166,000 | 7,480 |
| Total debt securities | $4,162,000 | 7,989 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $4,095,000 | 8,210 |
| U.S. Government securities | $4,095,000 | 7,610 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,095,000 | 7,354 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,050,000 | 4,807 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $995,000 | 3,848 |
| Available-for-sale securities (fair market value) | $3,100,000 | 7,578 |
| Total debt securities | $4,095,000 | 8,108 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $7,284,000 | 7,585 |
| U.S. Government securities | $7,004,000 | 6,908 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,004,000 | 6,540 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $280,000 | 5,120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,205,000 | 4,186 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,986,000 | 3,427 |
| Available-for-sale securities (fair market value) | $4,298,000 | 7,462 |
| Total debt securities | $7,004,000 | 7,549 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $3,166,000 | 9,279 |
| U.S. Government securities | $2,971,000 | 8,938 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,971,000 | 8,480 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 5,741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,247,000 | 6,184 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,971,000 | 3,785 |
| Available-for-sale securities (fair market value) | $195,000 | 9,236 |
| Total debt securities | $2,971,000 | 9,237 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |