Home > Capon Valley Bank > Securities
Capon Valley Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $37,668,000 | 2,945 |
| U.S. Government securities | $14,011,000 | 3,319 |
| U.S. Treasury securities | $2,853,000 | 2,143 |
| U.S. Government agency obligations | $11,158,000 | 3,153 |
| Securities issued by states & political subdivisions | $6,880,000 | 2,731 |
| Other domestic debt securities | $16,777,000 | 779 |
| 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 | $16,777,000 | 451 |
| 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 | $13,446,000 | 2,719 |
| Mortgage-backed securities | $6,973,000 | 2,828 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,197,000 | 2,544 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,776,000 | 1,956 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $37,668,000 | 2,715 |
| Total debt securities | $37,669,000 | 2,925 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $37,585,000 | 2,939 |
| U.S. Government securities | $14,395,000 | 3,314 |
| U.S. Treasury securities | $2,796,000 | 2,206 |
| U.S. Government agency obligations | $11,599,000 | 3,098 |
| Securities issued by states & political subdivisions | $6,736,000 | 2,758 |
| Other domestic debt securities | $16,454,000 | 778 |
| 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 | $16,454,000 | 454 |
| 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 | $13,326,000 | 2,684 |
| Mortgage-backed securities | $7,031,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,244,000 | 2,534 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,787,000 | 1,921 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $37,585,000 | 2,707 |
| Total debt securities | $37,586,000 | 2,920 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $39,413,000 | 2,938 |
| U.S. Government securities | $15,362,000 | 3,305 |
| U.S. Treasury securities | $2,805,000 | 2,242 |
| U.S. Government agency obligations | $12,557,000 | 3,088 |
| Securities issued by states & political subdivisions | $7,061,000 | 2,769 |
| Other domestic debt securities | $16,990,000 | 762 |
| 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 | $16,990,000 | 443 |
| 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 | $11,772,000 | 2,769 |
| Mortgage-backed securities | $7,459,000 | 2,810 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,573,000 | 2,528 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,886,000 | 1,905 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $39,413,000 | 2,701 |
| Total debt securities | $39,414,000 | 2,919 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $40,679,000 | 2,990 |
| U.S. Government securities | $15,759,000 | 3,365 |
| U.S. Treasury securities | $2,829,000 | 2,312 |
| U.S. Government agency obligations | $12,930,000 | 3,073 |
| Securities issued by states & political subdivisions | $7,598,000 | 2,774 |
| Other domestic debt securities | $17,322,000 | 792 |
| 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 | $17,322,000 | 454 |
| 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 | $10,935,000 | 2,739 |
| Mortgage-backed securities | $7,802,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,814,000 | 2,548 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,988,000 | 1,915 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $40,679,000 | 2,742 |
| Total debt securities | $40,678,000 | 2,969 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $41,795,000 | 2,984 |
| U.S. Government securities | $16,532,000 | 3,319 |
| U.S. Treasury securities | $2,799,000 | 2,343 |
| U.S. Government agency obligations | $13,733,000 | 3,018 |
| Securities issued by states & political subdivisions | $7,849,000 | 2,786 |
| Other domestic debt securities | $17,414,000 | 806 |
| 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 | $17,414,000 | 466 |
| 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 | $9,520,000 | 2,757 |
| Mortgage-backed securities | $8,162,000 | 2,844 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,119,000 | 2,536 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,043,000 | 1,920 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $41,795,000 | 2,724 |
| Total debt securities | $41,796,000 | 2,966 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $42,761,000 | 2,971 |
| U.S. Government securities | $16,776,000 | 3,323 |
| U.S. Treasury securities | $2,790,000 | 2,377 |
| U.S. Government agency obligations | $13,986,000 | 3,018 |
| Securities issued by states & political subdivisions | $8,502,000 | 2,739 |
| Other domestic debt securities | $17,483,000 | 776 |
| 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 | $17,483,000 | 469 |
| 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 | $6,666,000 | 2,965 |
| Mortgage-backed securities | $8,424,000 | 2,831 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,286,000 | 2,547 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,138,000 | 1,912 |
| 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) | $42,761,000 | 2,720 |
| Total debt securities | $42,761,000 | 2,949 |
| 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 | $44,642,000 | 2,947 |
| U.S. Government securities | $17,423,000 | 3,307 |
| U.S. Treasury securities | $2,837,000 | 2,339 |
| U.S. Government agency obligations | $14,586,000 | 3,014 |
| Securities issued by states & political subdivisions | $9,324,000 | 2,727 |
| Other domestic debt securities | $17,895,000 | 722 |
| 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 | $17,895,000 | 474 |
| 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 | $6,760,000 | 2,964 |
| Mortgage-backed securities | $8,931,000 | 2,829 |
| Certificates of participation in pools of residential mortgages | $6,667,000 | 2,610 |
| Issued or guaranteed by U.S. | $6,667,000 | 2,537 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,264,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $2,264,000 | 1,918 |
| 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) | $44,642,000 | 2,724 |
| Total debt securities | $44,642,000 | 2,931 |
| 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 | $43,452,000 | 2,955 |
| U.S. Government securities | $17,198,000 | 3,233 |
| U.S. Treasury securities | $2,401,000 | 2,165 |
| U.S. Government agency obligations | $14,797,000 | 2,996 |
| Securities issued by states & political subdivisions | $9,934,000 | 2,667 |
| Other domestic debt securities | $16,320,000 | 757 |
| 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 | $16,320,000 | 501 |
| 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 | $6,202,000 | 2,996 |
| Mortgage-backed securities | $9,993,000 | 2,761 |
| Certificates of participation in pools of residential mortgages | $7,441,000 | 2,534 |
| Issued or guaranteed by U.S. | $7,441,000 | 2,471 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,552,000 | 1,932 |
| CMOs issued by government agencies or sponsored agencies | $2,552,000 | 1,865 |
| 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) | $43,452,000 | 2,748 |
| Total debt securities | $43,453,000 | 2,940 |
| 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 | $44,123,000 | 2,856 |
| U.S. Government securities | $18,025,000 | 3,060 |
| U.S. Treasury securities | $2,515,000 | 1,683 |
| U.S. Government agency obligations | $15,510,000 | 2,920 |
| Securities issued by states & political subdivisions | $10,123,000 | 2,695 |
| Other domestic debt securities | $15,975,000 | 739 |
| 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 | $15,975,000 | 483 |
| 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 | $6,450,000 | 2,969 |
| Mortgage-backed securities | $10,502,000 | 2,714 |
| Certificates of participation in pools of residential mortgages | $7,656,000 | 2,499 |
| Issued or guaranteed by U.S. | $7,656,000 | 2,424 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,846,000 | 1,869 |
| CMOs issued by government agencies or sponsored agencies | $2,846,000 | 1,812 |
| 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) | $44,123,000 | 2,692 |
| Total debt securities | $44,122,000 | 2,841 |
| 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 | $35,850,000 | 3,053 |
| U.S. Government securities | $16,394,000 | 3,094 |
| U.S. Treasury securities | $2,017,000 | 1,551 |
| U.S. Government agency obligations | $14,377,000 | 2,991 |
| Securities issued by states & political subdivisions | $9,658,000 | 2,719 |
| Other domestic debt securities | $9,798,000 | 912 |
| 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 | $9,798,000 | 620 |
| 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 | $6,321,000 | 2,998 |
| Mortgage-backed securities | $9,825,000 | 2,797 |
| Certificates of participation in pools of residential mortgages | $7,220,000 | 2,557 |
| Issued or guaranteed by U.S. | $7,220,000 | 2,488 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,605,000 | 1,931 |
| CMOs issued by government agencies or sponsored agencies | $2,605,000 | 1,885 |
| 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) | $35,850,000 | 2,884 |
| Total debt securities | $35,849,000 | 3,031 |
| 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 | $31,637,000 | 3,145 |
| U.S. Government securities | $15,920,000 | 3,074 |
| U.S. Treasury securities | $2,016,000 | 1,446 |
| U.S. Government agency obligations | $13,904,000 | 2,993 |
| Securities issued by states & political subdivisions | $8,721,000 | 2,796 |
| Other domestic debt securities | $6,996,000 | 1,044 |
| 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 | $6,996,000 | 712 |
| 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 | $6,328,000 | 2,993 |
| Mortgage-backed securities | $9,344,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | $6,599,000 | 2,616 |
| Issued or guaranteed by U.S. | $6,599,000 | 2,540 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,745,000 | 1,872 |
| CMOs issued by government agencies or sponsored agencies | $2,745,000 | 1,830 |
| 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) | $31,637,000 | 2,967 |
| Total debt securities | $31,637,000 | 3,125 |
| 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 | $19,860,000 | 3,531 |
| U.S. Government securities | $10,019,000 | 3,416 |
| U.S. Treasury securities | $494,000 | 1,541 |
| U.S. Government agency obligations | $9,525,000 | 3,269 |
| Securities issued by states & political subdivisions | $6,345,000 | 3,031 |
| Other domestic debt securities | $3,496,000 | 1,295 |
| 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 | $3,496,000 | 933 |
| 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 | $2,959,000 | 3,460 |
| Mortgage-backed securities | $5,482,000 | 3,124 |
| Certificates of participation in pools of residential mortgages | $4,385,000 | 2,860 |
| Issued or guaranteed by U.S. | $4,385,000 | 2,770 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,097,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $1,097,000 | 2,187 |
| 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) | $19,860,000 | 3,319 |
| Total debt securities | $19,860,000 | 3,505 |
| 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 | $16,066,000 | 3,645 |
| U.S. Government securities | $7,903,000 | 3,479 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $7,903,000 | 3,328 |
| Securities issued by states & political subdivisions | $6,112,000 | 3,044 |
| Other domestic debt securities | $2,051,000 | 1,418 |
| 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 | $2,051,000 | 1,068 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,453,000 | 3,541 |
| Mortgage-backed securities | $4,335,000 | 3,236 |
| Certificates of participation in pools of residential mortgages | $4,116,000 | 2,840 |
| Issued or guaranteed by U.S. | $4,116,000 | 2,757 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $219,000 | 2,673 |
| CMOs issued by government agencies or sponsored agencies | $219,000 | 2,615 |
| 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) | $16,066,000 | 3,429 |
| Total debt securities | $16,065,000 | 3,624 |
| 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 | $11,548,000 | 3,892 |
| U.S. Government securities | $5,651,000 | 3,731 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,651,000 | 3,576 |
| Securities issued by states & political subdivisions | $3,586,000 | 3,323 |
| Other domestic debt securities | $2,311,000 | 1,370 |
| 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 | $2,311,000 | 1,015 |
| 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 | $2,434,000 | 3,581 |
| Mortgage-backed securities | $2,579,000 | 3,498 |
| Certificates of participation in pools of residential mortgages | $2,343,000 | 3,152 |
| Issued or guaranteed by U.S. | $2,343,000 | 3,060 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $236,000 | 2,672 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 2,618 |
| 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) | $11,548,000 | 3,656 |
| Total debt securities | $11,548,000 | 3,869 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $10,212,000 | 3,984 |
| U.S. Government securities | $5,944,000 | 3,711 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $5,944,000 | 3,550 |
| Securities issued by states & political subdivisions | $2,462,000 | 3,499 |
| Other domestic debt securities | $1,806,000 | 1,392 |
| 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 | $1,806,000 | 1,048 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,565,000 | 3,815 |
| Mortgage-backed securities | $2,872,000 | 3,457 |
| Certificates of participation in pools of residential mortgages | $2,617,000 | 3,096 |
| Issued or guaranteed by U.S. | $2,617,000 | 3,010 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $255,000 | 2,673 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 2,628 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $10,212,000 | 3,742 |
| Total debt securities | $10,212,000 | 3,961 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $7,356,000 | 4,244 |
| U.S. Government securities | $3,617,000 | 4,076 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,617,000 | 3,909 |
| Securities issued by states & political subdivisions | $2,487,000 | 3,453 |
| Other domestic debt securities | $1,252,000 | 1,468 |
| 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 | $1,252,000 | 1,092 |
| 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 | $1,926,000 | 3,750 |
| Mortgage-backed securities | $2,550,000 | 3,514 |
| Certificates of participation in pools of residential mortgages | $2,280,000 | 3,168 |
| Issued or guaranteed by U.S. | $2,280,000 | 3,072 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $270,000 | 2,673 |
| CMOs issued by government agencies or sponsored agencies | $270,000 | 2,622 |
| 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) | $7,356,000 | 4,004 |
| Total debt securities | $7,355,000 | 4,221 |
| 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 | $6,905,000 | 4,327 |
| U.S. Government securities | $3,738,000 | 4,143 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,738,000 | 3,975 |
| Securities issued by states & political subdivisions | $2,411,000 | 3,470 |
| Other domestic debt securities | $756,000 | 1,601 |
| 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 | $756,000 | 1,212 |
| 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 | $1,614,000 | 3,890 |
| Mortgage-backed securities | $1,701,000 | 3,675 |
| Certificates of participation in pools of residential mortgages | $1,418,000 | 3,389 |
| Issued or guaranteed by U.S. | $1,418,000 | 3,291 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $283,000 | 2,674 |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 2,627 |
| 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) | $6,905,000 | 4,087 |
| Total debt securities | $6,906,000 | 4,307 |
| 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 | $7,291,000 | 4,382 |
| U.S. Government securities | $3,805,000 | 4,211 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,805,000 | 4,045 |
| Securities issued by states & political subdivisions | $2,732,000 | 3,432 |
| Other domestic debt securities | $754,000 | 1,630 |
| 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 | $754,000 | 1,215 |
| 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 | $1,582,000 | 3,964 |
| Mortgage-backed securities | $788,000 | 3,895 |
| Certificates of participation in pools of residential mortgages | $488,000 | 3,759 |
| Issued or guaranteed by U.S. | $488,000 | 3,683 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $300,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 2,632 |
| 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) | $7,291,000 | 4,126 |
| Total debt securities | $7,291,000 | 4,357 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $7,380,000 | 4,424 |
| U.S. Government securities | $3,894,000 | 4,271 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,894,000 | 4,106 |
| Securities issued by states & political subdivisions | $2,733,000 | 3,474 |
| Other domestic debt securities | $753,000 | 1,622 |
| 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 | $753,000 | 1,245 |
| 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 | $1,582,000 | 4,009 |
| Mortgage-backed securities | $879,000 | 3,878 |
| Certificates of participation in pools of residential mortgages | $560,000 | 3,741 |
| Issued or guaranteed by U.S. | $560,000 | 3,671 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $319,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 2,625 |
| 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) | $7,380,000 | 4,163 |
| Total debt securities | $7,381,000 | 4,401 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $8,737,000 | 4,377 |
| U.S. Government securities | $4,276,000 | 4,270 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,276,000 | 4,107 |
| Securities issued by states & political subdivisions | $3,716,000 | 3,362 |
| Other domestic debt securities | $745,000 | 1,628 |
| 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 | $745,000 | 1,256 |
| 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 | $1,798,000 | 3,996 |
| Mortgage-backed securities | $1,270,000 | 3,807 |
| Certificates of participation in pools of residential mortgages | $871,000 | 3,643 |
| Issued or guaranteed by U.S. | $871,000 | 3,559 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $399,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $399,000 | 2,602 |
| 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) | $8,737,000 | 4,100 |
| Total debt securities | $8,737,000 | 4,355 |
| 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 | $8,844,000 | 4,420 |
| U.S. Government securities | $4,405,000 | 4,284 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,405,000 | 4,126 |
| Securities issued by states & political subdivisions | $3,704,000 | 3,419 |
| Other domestic debt securities | $735,000 | 1,621 |
| 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 | $735,000 | 1,262 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,108,000 | 3,768 |
| Mortgage-backed securities | $1,415,000 | 3,791 |
| Certificates of participation in pools of residential mortgages | $976,000 | 3,614 |
| Issued or guaranteed by U.S. | $976,000 | 3,542 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $439,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $439,000 | 2,593 |
| 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) | $8,844,000 | 4,137 |
| Total debt securities | $8,845,000 | 4,398 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $9,381,000 | 4,408 |
| U.S. Government securities | $3,559,000 | 4,467 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,559,000 | 4,310 |
| Securities issued by states & political subdivisions | $5,089,000 | 3,205 |
| Other domestic debt securities | $733,000 | 1,583 |
| 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 | $733,000 | 1,258 |
| 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 | $2,365,000 | 3,981 |
| Mortgage-backed securities | $1,575,000 | 3,794 |
| Certificates of participation in pools of residential mortgages | $1,090,000 | 3,613 |
| Issued or guaranteed by U.S. | $1,090,000 | 3,584 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $485,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $485,000 | 2,569 |
| 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) | $9,381,000 | 4,128 |
| Total debt securities | $9,379,000 | 4,383 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $9,592,000 | 4,443 |
| U.S. Government securities | $3,254,000 | 4,557 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,254,000 | 4,394 |
| Securities issued by states & political subdivisions | $5,106,000 | 3,256 |
| Other domestic debt securities | $1,232,000 | 1,552 |
| 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 | $1,232,000 | 1,098 |
| 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 | $2,366,000 | 4,023 |
| Mortgage-backed securities | $1,772,000 | 3,796 |
| Certificates of participation in pools of residential mortgages | $1,222,000 | 3,621 |
| Issued or guaranteed by U.S. | $1,222,000 | 3,452 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $550,000 | 2,618 |
| CMOs issued by government agencies or sponsored agencies | $550,000 | 2,565 |
| 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) | $9,592,000 | 4,155 |
| Total debt securities | $9,593,000 | 4,418 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $10,300,000 | 4,433 |
| U.S. Government securities | $3,457,000 | 4,594 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,457,000 | 4,451 |
| Securities issued by states & political subdivisions | $5,853,000 | 3,181 |
| Other domestic debt securities | $990,000 | 1,504 |
| 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 | $990,000 | 1,212 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,191,000 | 4,110 |
| Mortgage-backed securities | $1,975,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $1,358,000 | 3,623 |
| Issued or guaranteed by U.S. | $1,358,000 | 3,616 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $617,000 | 2,590 |
| CMOs issued by government agencies or sponsored agencies | $617,000 | 2,532 |
| 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) | $10,300,000 | 4,147 |
| Total debt securities | $10,302,000 | 4,407 |
| 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 | $10,934,000 | 4,432 |
| U.S. Government securities | $3,701,000 | 4,601 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,701,000 | 4,467 |
| Securities issued by states & political subdivisions | $6,742,000 | 3,104 |
| Other domestic debt securities | $491,000 | 1,736 |
| 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 | $491,000 | 1,439 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,200,000 | 4,169 |
| Mortgage-backed securities | $2,214,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $1,524,000 | 3,611 |
| Issued or guaranteed by U.S. | $1,524,000 | 3,604 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $690,000 | 2,550 |
| CMOs issued by government agencies or sponsored agencies | $690,000 | 2,490 |
| 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) | $10,934,000 | 4,145 |
| Total debt securities | $10,935,000 | 4,406 |
| 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 | $11,507,000 | 4,417 |
| U.S. Government securities | $4,225,000 | 4,589 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,225,000 | 4,468 |
| Securities issued by states & political subdivisions | $6,792,000 | 3,133 |
| Other domestic debt securities | $490,000 | 1,760 |
| 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 | $490,000 | 1,473 |
| 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 | $1,807,000 | 4,326 |
| Mortgage-backed securities | $2,471,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $1,695,000 | 3,613 |
| Issued or guaranteed by U.S. | $1,695,000 | 3,608 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $776,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $776,000 | 2,463 |
| 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) | $11,507,000 | 4,132 |
| Total debt securities | $11,504,000 | 4,392 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $12,677,000 | 4,369 |
| U.S. Government securities | $4,489,000 | 4,585 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,489,000 | 4,459 |
| Securities issued by states & political subdivisions | $7,701,000 | 3,044 |
| Other domestic debt securities | $487,000 | 1,794 |
| 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 | $487,000 | 1,501 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,209,000 | 4,251 |
| Mortgage-backed securities | $2,734,000 | 3,760 |
| Certificates of participation in pools of residential mortgages | $1,866,000 | 3,606 |
| Issued or guaranteed by U.S. | $1,866,000 | 3,602 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $868,000 | 2,501 |
| CMOs issued by government agencies or sponsored agencies | $868,000 | 2,436 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $12,677,000 | 4,075 |
| Total debt securities | $12,677,000 | 4,346 |
| 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 | $14,232,000 | 4,294 |
| U.S. Government securities | $4,723,000 | 4,602 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,723,000 | 4,470 |
| Securities issued by states & political subdivisions | $9,023,000 | 2,890 |
| Other domestic debt securities | $486,000 | 1,860 |
| 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 | $486,000 | 1,540 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,253,000 | 4,287 |
| Mortgage-backed securities | $2,969,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | $2,023,000 | 3,616 |
| Issued or guaranteed by U.S. | $2,023,000 | 3,614 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $946,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $946,000 | 2,436 |
| 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) | $14,232,000 | 3,981 |
| Total debt securities | $14,233,000 | 4,275 |
| 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 | $13,965,000 | 4,306 |
| U.S. Government securities | $4,968,000 | 4,573 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,968,000 | 4,444 |
| Securities issued by states & political subdivisions | $8,513,000 | 2,989 |
| Other domestic debt securities | $484,000 | 1,878 |
| 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 | $484,000 | 1,548 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,153,000 | 4,353 |
| Mortgage-backed securities | $3,217,000 | 3,736 |
| Certificates of participation in pools of residential mortgages | $2,178,000 | 3,585 |
| Issued or guaranteed by U.S. | $2,178,000 | 3,580 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,039,000 | 2,473 |
| CMOs issued by government agencies or sponsored agencies | $1,039,000 | 2,400 |
| 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) | $13,965,000 | 3,991 |
| Total debt securities | $13,966,000 | 4,289 |
| 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 | $15,395,000 | 4,224 |
| U.S. Government securities | $6,291,000 | 4,411 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,291,000 | 4,290 |
| Securities issued by states & political subdivisions | $8,606,000 | 2,976 |
| Other domestic debt securities | $498,000 | 1,884 |
| 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 | $498,000 | 1,549 |
| 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 | $2,594,000 | 4,300 |
| Mortgage-backed securities | $3,629,000 | 3,691 |
| Certificates of participation in pools of residential mortgages | $2,435,000 | 3,557 |
| Issued or guaranteed by U.S. | $2,435,000 | 3,553 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,194,000 | 2,431 |
| CMOs issued by government agencies or sponsored agencies | $1,194,000 | 2,362 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $15,395,000 | 3,899 |
| Total debt securities | $15,394,000 | 4,195 |
| 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 | $16,705,000 | 4,185 |
| U.S. Government securities | $7,889,000 | 4,244 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,889,000 | 4,118 |
| Securities issued by states & political subdivisions | $8,317,000 | 3,016 |
| Other domestic debt securities | $499,000 | 1,912 |
| 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 | $499,000 | 1,552 |
| 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 | $2,146,000 | 4,506 |
| Mortgage-backed securities | $3,984,000 | 3,650 |
| Certificates of participation in pools of residential mortgages | $2,642,000 | 3,549 |
| Issued or guaranteed by U.S. | $2,642,000 | 3,543 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,342,000 | 2,409 |
| CMOs issued by government agencies or sponsored agencies | $1,342,000 | 2,335 |
| 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) | $16,705,000 | 3,850 |
| Total debt securities | $16,705,000 | 4,162 |
| 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 | $16,160,000 | 4,284 |
| U.S. Government securities | $7,681,000 | 4,388 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,681,000 | 4,271 |
| Securities issued by states & political subdivisions | $7,983,000 | 3,067 |
| Other domestic debt securities | $496,000 | 1,931 |
| 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 | $496,000 | 1,564 |
| 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 | $2,138,000 | 4,543 |
| Mortgage-backed securities | $4,280,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $2,817,000 | 3,530 |
| Issued or guaranteed by U.S. | $2,817,000 | 3,527 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,463,000 | 2,387 |
| CMOs issued by government agencies or sponsored agencies | $1,463,000 | 2,318 |
| 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) | $16,160,000 | 3,944 |
| Total debt securities | $16,158,000 | 4,262 |
| 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 | $16,597,000 | 4,291 |
| U.S. Government securities | $7,965,000 | 4,389 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,965,000 | 4,266 |
| Securities issued by states & political subdivisions | $8,138,000 | 3,066 |
| Other domestic debt securities | $494,000 | 1,920 |
| 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 | $494,000 | 1,560 |
| 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 | $984,000 | 4,966 |
| Mortgage-backed securities | $4,583,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $3,007,000 | 3,492 |
| Issued or guaranteed by U.S. | $3,007,000 | 3,488 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,576,000 | 2,374 |
| CMOs issued by government agencies or sponsored agencies | $1,576,000 | 2,304 |
| 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) | $16,597,000 | 3,943 |
| Total debt securities | $16,598,000 | 4,265 |
| 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 | $17,790,000 | 4,278 |
| U.S. Government securities | $9,226,000 | 4,292 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,226,000 | 4,178 |
| Securities issued by states & political subdivisions | $8,066,000 | 3,103 |
| Other domestic debt securities | $498,000 | 1,925 |
| 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 | $498,000 | 1,554 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,387,000 | 4,590 |
| Mortgage-backed securities | $4,974,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $3,240,000 | 3,479 |
| Issued or guaranteed by U.S. | $3,240,000 | 3,474 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,734,000 | 2,341 |
| CMOs issued by government agencies or sponsored agencies | $1,734,000 | 2,271 |
| 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) | $17,790,000 | 3,921 |
| Total debt securities | $17,790,000 | 4,254 |
| 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 | $18,533,000 | 4,289 |
| U.S. Government securities | $10,380,000 | 4,253 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,380,000 | 4,138 |
| Securities issued by states & political subdivisions | $7,656,000 | 3,164 |
| Other domestic debt securities | $497,000 | 1,945 |
| 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 | $497,000 | 1,578 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,552,000 | 4,586 |
| Mortgage-backed securities | $5,378,000 | 3,568 |
| Certificates of participation in pools of residential mortgages | $3,482,000 | 3,514 |
| Issued or guaranteed by U.S. | $3,482,000 | 3,510 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,896,000 | 2,355 |
| CMOs issued by government agencies or sponsored agencies | $1,896,000 | 2,279 |
| 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) | $18,533,000 | 3,927 |
| Total debt securities | $18,533,000 | 4,263 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $15,926,000 | 4,575 |
| U.S. Government securities | $10,266,000 | 4,346 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $10,266,000 | 4,221 |
| Securities issued by states & political subdivisions | $5,162,000 | 3,586 |
| Other domestic debt securities | $498,000 | 1,999 |
| 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 | $498,000 | 1,606 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,290,000 | 4,722 |
| Mortgage-backed securities | $5,750,000 | 3,571 |
| Certificates of participation in pools of residential mortgages | $3,735,000 | 3,519 |
| Issued or guaranteed by U.S. | $3,735,000 | 3,516 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,015,000 | 2,358 |
| CMOs issued by government agencies or sponsored agencies | $2,015,000 | 2,280 |
| 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) | $15,926,000 | 4,215 |
| Total debt securities | $15,926,000 | 4,556 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $15,492,000 | 4,672 |
| U.S. Government securities | $10,635,000 | 4,359 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,635,000 | 4,242 |
| Securities issued by states & political subdivisions | $4,857,000 | 3,681 |
| 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 | $1,691,000 | 4,954 |
| Mortgage-backed securities | $6,119,000 | 3,576 |
| Certificates of participation in pools of residential mortgages | $3,968,000 | 3,528 |
| Issued or guaranteed by U.S. | $3,968,000 | 3,522 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,151,000 | 2,353 |
| CMOs issued by government agencies or sponsored agencies | $2,151,000 | 2,276 |
| 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) | $15,492,000 | 4,295 |
| Total debt securities | $15,493,000 | 4,648 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $15,562,000 | 4,747 |
| U.S. Government securities | $10,698,000 | 4,461 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,698,000 | 4,349 |
| Securities issued by states & political subdivisions | $4,864,000 | 3,725 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,194,000 | 4,868 |
| Mortgage-backed securities | $5,169,000 | 3,806 |
| Certificates of participation in pools of residential mortgages | $4,174,000 | 3,569 |
| Issued or guaranteed by U.S. | $4,174,000 | 3,567 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $995,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $995,000 | 2,716 |
| 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) | $15,562,000 | 4,365 |
| Total debt securities | $15,563,000 | 4,728 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $17,717,000 | 4,622 |
| U.S. Government securities | $13,099,000 | 4,214 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,099,000 | 4,106 |
| Securities issued by states & political subdivisions | $4,618,000 | 3,817 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,200,000 | 4,912 |
| Mortgage-backed securities | $5,557,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | $4,482,000 | 3,549 |
| Issued or guaranteed by U.S. | $4,482,000 | 3,548 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,075,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $1,075,000 | 2,718 |
| 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) | $17,717,000 | 4,229 |
| Total debt securities | $17,717,000 | 4,601 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $17,533,000 | 4,695 |
| U.S. Government securities | $13,866,000 | 4,157 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,866,000 | 4,060 |
| Securities issued by states & political subdivisions | $3,667,000 | 4,063 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,267,000 | 4,933 |
| Mortgage-backed securities | $5,817,000 | 3,789 |
| Certificates of participation in pools of residential mortgages | $4,672,000 | 3,542 |
| Issued or guaranteed by U.S. | $4,672,000 | 3,541 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,145,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $1,145,000 | 2,702 |
| 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) | $17,533,000 | 4,302 |
| Total debt securities | $17,533,000 | 4,672 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $18,670,000 | 4,582 |
| U.S. Government securities | $15,172,000 | 3,982 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,172,000 | 3,884 |
| Securities issued by states & political subdivisions | $3,498,000 | 4,122 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,272,000 | 4,959 |
| Mortgage-backed securities | $6,100,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $4,881,000 | 3,499 |
| Issued or guaranteed by U.S. | $4,881,000 | 3,496 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,219,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $1,219,000 | 2,657 |
| 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) | $18,670,000 | 4,201 |
| Total debt securities | $18,670,000 | 4,563 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $19,637,000 | 4,535 |
| U.S. Government securities | $16,137,000 | 3,925 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,137,000 | 3,823 |
| Securities issued by states & political subdivisions | $3,500,000 | 4,133 |
| 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 | $3,679,000 | 4,611 |
| Mortgage-backed securities | $6,442,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | $5,113,000 | 3,471 |
| Issued or guaranteed by U.S. | $5,113,000 | 3,467 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,329,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $1,329,000 | 2,639 |
| 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) | $19,637,000 | 4,166 |
| Total debt securities | $19,637,000 | 4,508 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $20,105,000 | 4,497 |
| U.S. Government securities | $17,086,000 | 3,802 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $17,086,000 | 3,711 |
| Securities issued by states & political subdivisions | $3,019,000 | 4,266 |
| 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 | $3,686,000 | 4,614 |
| Mortgage-backed securities | $6,855,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $5,402,000 | 3,391 |
| Issued or guaranteed by U.S. | $5,402,000 | 3,387 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,453,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $1,453,000 | 2,636 |
| 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) | $20,105,000 | 4,147 |
| Total debt securities | $20,105,000 | 4,464 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $18,414,000 | 4,671 |
| U.S. Government securities | $17,084,000 | 3,829 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $17,084,000 | 3,735 |
| Securities issued by states & political subdivisions | $1,330,000 | 4,803 |
| 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 | $3,795,000 | 4,628 |
| Mortgage-backed securities | $6,537,000 | 3,793 |
| Certificates of participation in pools of residential mortgages | $5,900,000 | 3,328 |
| Issued or guaranteed by U.S. | $5,900,000 | 3,325 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $637,000 | 3,172 |
| CMOs issued by government agencies or sponsored agencies | $637,000 | 3,032 |
| 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) | $18,414,000 | 4,309 |
| Total debt securities | $18,414,000 | 4,639 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $19,836,000 | 4,488 |
| U.S. Government securities | $18,505,000 | 3,650 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,505,000 | 3,555 |
| Securities issued by states & political subdivisions | $1,331,000 | 4,829 |
| 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 | $3,797,000 | 4,602 |
| Mortgage-backed securities | $7,033,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $6,283,000 | 3,246 |
| Issued or guaranteed by U.S. | $6,283,000 | 3,244 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $750,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $750,000 | 3,020 |
| 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) | $19,836,000 | 4,139 |
| Total debt securities | $19,836,000 | 4,458 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $18,314,000 | 4,692 |
| U.S. Government securities | $16,764,000 | 3,920 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $16,764,000 | 3,837 |
| Securities issued by states & political subdivisions | $1,550,000 | 4,741 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,360,000 | 3,439 |
| Mortgage-backed securities | $6,255,000 | 3,988 |
| Certificates of participation in pools of residential mortgages | $3,652,000 | 3,993 |
| Issued or guaranteed by U.S. | $3,652,000 | 3,990 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,603,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $2,603,000 | 2,479 |
| 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) | $18,314,000 | 4,336 |
| Total debt securities | $18,315,000 | 4,660 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $17,089,000 | 4,859 |
| U.S. Government securities | $16,269,000 | 4,031 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,269,000 | 3,948 |
| Securities issued by states & political subdivisions | $820,000 | 5,075 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,613,000 | 4,235 |
| Mortgage-backed securities | $4,739,000 | 4,314 |
| Certificates of participation in pools of residential mortgages | $1,848,000 | 4,536 |
| Issued or guaranteed by U.S. | $1,848,000 | 4,535 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,891,000 | 2,542 |
| CMOs issued by government agencies or sponsored agencies | $2,891,000 | 2,425 |
| 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) | $17,089,000 | 4,483 |
| Total debt securities | $17,090,000 | 4,828 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $15,209,000 | 5,100 |
| U.S. Government securities | $14,815,000 | 4,298 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $14,815,000 | 4,197 |
| Securities issued by states & political subdivisions | $394,000 | 5,390 |
| 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 | $6,194,000 | 4,084 |
| Mortgage-backed securities | $4,623,000 | 4,353 |
| Certificates of participation in pools of residential mortgages | $1,464,000 | 4,690 |
| Issued or guaranteed by U.S. | $1,464,000 | 4,687 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,159,000 | 2,497 |
| CMOs issued by government agencies or sponsored agencies | $3,159,000 | 2,383 |
| 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) | $15,209,000 | 4,696 |
| Total debt securities | $15,209,000 | 5,074 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $14,126,000 | 5,205 |
| U.S. Government securities | $13,732,000 | 4,376 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,732,000 | 4,288 |
| Securities issued by states & political subdivisions | $394,000 | 5,387 |
| 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 | $6,525,000 | 3,830 |
| Mortgage-backed securities | $5,001,000 | 4,221 |
| Certificates of participation in pools of residential mortgages | $1,589,000 | 4,589 |
| Issued or guaranteed by U.S. | $1,589,000 | 4,583 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,412,000 | 2,408 |
| CMOs issued by government agencies or sponsored agencies | $3,412,000 | 2,225 |
| 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) | $14,126,000 | 4,784 |
| Total debt securities | $14,126,000 | 5,179 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $12,945,000 | 5,323 |
| U.S. Government securities | $12,544,000 | 4,503 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,544,000 | 4,405 |
| Securities issued by states & political subdivisions | $401,000 | 5,378 |
| 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 | $5,755,000 | 3,989 |
| Mortgage-backed securities | $4,275,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $671,000 | 4,981 |
| Issued or guaranteed by U.S. | $671,000 | 4,970 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,604,000 | 2,332 |
| CMOs issued by government agencies or sponsored agencies | $3,604,000 | 2,144 |
| 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) | $12,945,000 | 4,899 |
| Total debt securities | $12,944,000 | 5,291 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $12,333,000 | 5,485 |
| U.S. Government securities | $11,937,000 | 4,737 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,937,000 | 4,621 |
| Securities issued by states & political subdivisions | $396,000 | 5,365 |
| 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 | $5,055,000 | 4,228 |
| Mortgage-backed securities | $4,667,000 | 4,223 |
| Certificates of participation in pools of residential mortgages | $759,000 | 4,945 |
| Issued or guaranteed by U.S. | $759,000 | 4,936 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,908,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $3,908,000 | 2,054 |
| 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) | $12,333,000 | 5,043 |
| Total debt securities | $12,333,000 | 5,453 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $9,651,000 | 5,853 |
| U.S. Government securities | $8,736,000 | 5,253 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,736,000 | 5,133 |
| Securities issued by states & political subdivisions | $886,000 | 5,006 |
| 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 | $29,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,577,000 | 4,348 |
| Mortgage-backed securities | $4,087,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $1,041,000 | 4,760 |
| Issued or guaranteed by U.S. | $1,041,000 | 4,754 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,046,000 | 2,367 |
| CMOs issued by government agencies or sponsored agencies | $3,046,000 | 2,148 |
| 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) | $9,651,000 | 5,403 |
| Total debt securities | $9,620,000 | 5,827 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $5,956,000 | 6,366 |
| U.S. Government securities | $5,040,000 | 5,906 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,040,000 | 5,773 |
| Securities issued by states & political subdivisions | $887,000 | 5,019 |
| 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 | $29,000 | 1,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,864,000 | 4,243 |
| Mortgage-backed securities | $2,936,000 | 4,505 |
| Certificates of participation in pools of residential mortgages | $1,172,000 | 4,617 |
| Issued or guaranteed by U.S. | $1,172,000 | 4,610 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,764,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $1,764,000 | 2,458 |
| 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) | $5,956,000 | 5,880 |
| Total debt securities | $5,927,000 | 6,343 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $7,727,000 | 6,056 |
| U.S. Government securities | $5,773,000 | 5,734 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,773,000 | 5,614 |
| Securities issued by states & political subdivisions | $1,925,000 | 4,376 |
| 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 | $29,000 | 1,195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,032,000 | 5,686 |
| Mortgage-backed securities | $3,649,000 | 4,356 |
| Certificates of participation in pools of residential mortgages | $1,711,000 | 4,349 |
| Issued or guaranteed by U.S. | $1,711,000 | 4,342 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,938,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $1,938,000 | 2,372 |
| 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) | $7,727,000 | 5,587 |
| Total debt securities | $7,697,000 | 6,023 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $8,493,000 | 6,006 |
| U.S. Government securities | $6,532,000 | 5,685 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,532,000 | 5,572 |
| Securities issued by states & political subdivisions | $1,933,000 | 4,338 |
| 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 | $28,000 | 1,246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,116,000 | 5,697 |
| Mortgage-backed securities | $3,307,000 | 4,440 |
| Certificates of participation in pools of residential mortgages | $2,265,000 | 4,189 |
| Issued or guaranteed by U.S. | $2,265,000 | 4,180 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,042,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $1,042,000 | 2,573 |
| 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) | $8,493,000 | 5,521 |
| Total debt securities | $8,465,000 | 5,969 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $9,018,000 | 5,981 |
| U.S. Government securities | $6,792,000 | 5,682 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,792,000 | 5,570 |
| Securities issued by states & political subdivisions | $2,198,000 | 4,212 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $28,000 | 1,324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,190,000 | 5,739 |
| Mortgage-backed securities | $2,562,000 | 4,730 |
| Certificates of participation in pools of residential mortgages | $2,562,000 | 4,196 |
| Issued or guaranteed by U.S. | $2,562,000 | 4,190 |
| 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) | $9,018,000 | 5,497 |
| Total debt securities | $8,990,000 | 5,938 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $8,986,000 | 5,981 |
| U.S. Government securities | $6,072,000 | 5,834 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,072,000 | 5,726 |
| Securities issued by states & political subdivisions | $2,889,000 | 3,946 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $25,000 | 1,390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,201,000 | 5,796 |
| Mortgage-backed securities | $2,822,000 | 4,737 |
| Certificates of participation in pools of residential mortgages | $2,822,000 | 4,203 |
| Issued or guaranteed by U.S. | $2,822,000 | 4,196 |
| 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) | $8,986,000 | 5,496 |
| Total debt securities | $8,962,000 | 5,939 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $9,377,000 | 5,937 |
| U.S. Government securities | $6,426,000 | 5,777 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,426,000 | 5,686 |
| Securities issued by states & political subdivisions | $2,927,000 | 3,954 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $24,000 | 1,478 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,204,000 | 5,814 |
| Mortgage-backed securities | $3,164,000 | 4,724 |
| Certificates of participation in pools of residential mortgages | $3,164,000 | 4,170 |
| Issued or guaranteed by U.S. | $3,164,000 | 4,162 |
| 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) | $9,377,000 | 5,428 |
| Total debt securities | $9,353,000 | 5,898 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $8,189,000 | 6,149 |
| U.S. Government securities | $5,749,000 | 5,973 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,749,000 | 5,883 |
| Securities issued by states & political subdivisions | $2,418,000 | 4,144 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $22,000 | 1,488 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,981,000 | 5,521 |
| Mortgage-backed securities | $3,492,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $3,492,000 | 4,115 |
| Issued or guaranteed by U.S. | $3,492,000 | 4,102 |
| 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) | $8,189,000 | 5,638 |
| Total debt securities | $8,167,000 | 6,111 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $8,572,000 | 6,165 |
| U.S. Government securities | $6,646,000 | 5,859 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,646,000 | 5,780 |
| Securities issued by states & political subdivisions | $1,910,000 | 4,313 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $16,000 | 1,533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $286,000 | 6,375 |
| Mortgage-backed securities | $3,872,000 | 4,635 |
| Certificates of participation in pools of residential mortgages | $3,872,000 | 4,090 |
| Issued or guaranteed by U.S. | $3,872,000 | 4,080 |
| 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) | $8,572,000 | 5,641 |
| Total debt securities | $8,556,000 | 6,112 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $8,841,000 | 6,144 |
| U.S. Government securities | $6,962,000 | 5,861 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,962,000 | 5,778 |
| Securities issued by states & political subdivisions | $1,864,000 | 4,290 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $15,000 | 1,533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,000 | 6,481 |
| Mortgage-backed securities | $4,174,000 | 4,521 |
| Certificates of participation in pools of residential mortgages | $4,174,000 | 3,967 |
| Issued or guaranteed by U.S. | $4,174,000 | 3,955 |
| 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) | $8,841,000 | 5,611 |
| Total debt securities | $8,825,000 | 6,105 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $8,980,000 | 6,083 |
| U.S. Government securities | $7,063,000 | 5,820 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,063,000 | 5,731 |
| Securities issued by states & political subdivisions | $1,895,000 | 4,275 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $22,000 | 1,653 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,000 | 6,505 |
| Mortgage-backed securities | $4,330,000 | 4,391 |
| Certificates of participation in pools of residential mortgages | $4,330,000 | 3,834 |
| Issued or guaranteed by U.S. | $4,330,000 | 3,824 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $8,980,000 | 5,536 |
| Total debt securities | $8,958,000 | 6,043 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $9,533,000 | 6,023 |
| U.S. Government securities | $7,249,000 | 5,795 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,249,000 | 5,712 |
| Securities issued by states & political subdivisions | $2,257,000 | 4,115 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $27,000 | 1,808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $4,549,000 | 4,328 |
| Certificates of participation in pools of residential mortgages | $4,549,000 | 3,779 |
| Issued or guaranteed by U.S. | $4,549,000 | 3,768 |
| 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) | $9,533,000 | 5,507 |
| Total debt securities | $9,506,000 | 5,964 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $5,411,000 | 6,920 |
| U.S. Government securities | $4,436,000 | 6,641 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,436,000 | 6,539 |
| Securities issued by states & political subdivisions | $949,000 | 4,918 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $26,000 | 1,791 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,000 | 6,359 |
| Mortgage-backed securities | $2,918,000 | 4,748 |
| Certificates of participation in pools of residential mortgages | $2,918,000 | 4,232 |
| Issued or guaranteed by U.S. | $2,918,000 | 4,216 |
| 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) | $5,411,000 | 6,335 |
| Total debt securities | $5,385,000 | 6,858 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $8,751,000 | 6,279 |
| U.S. Government securities | $7,786,000 | 5,799 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,786,000 | 5,691 |
| Securities issued by states & political subdivisions | $943,000 | 4,940 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $22,000 | 1,764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,743,000 | 5,346 |
| Mortgage-backed securities | $2,273,000 | 4,754 |
| Certificates of participation in pools of residential mortgages | $2,273,000 | 4,227 |
| Issued or guaranteed by U.S. | $2,273,000 | 4,211 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $8,751,000 | 5,689 |
| Total debt securities | $8,729,000 | 6,217 |
| 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 | $10,381,000 | 6,010 |
| U.S. Government securities | $9,219,000 | 5,526 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,219,000 | 5,421 |
| Securities issued by states & political subdivisions | $1,134,000 | 4,775 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $28,000 | 1,679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,859,000 | 5,320 |
| Mortgage-backed securities | $1,724,000 | 4,863 |
| Certificates of participation in pools of residential mortgages | $1,724,000 | 4,361 |
| Issued or guaranteed by U.S. | $1,724,000 | 4,348 |
| 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) | $170,000 | 3,338 |
| Available-for-sale securities (fair market value) | $10,211,000 | 5,432 |
| Total debt securities | $10,350,000 | 5,953 |
| 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 | $10,591,000 | 5,997 |
| U.S. Government securities | $9,433,000 | 5,536 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,433,000 | 5,428 |
| Securities issued by states & political subdivisions | $1,129,000 | 4,807 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $29,000 | 1,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,837,000 | 5,370 |
| Mortgage-backed securities | $1,008,000 | 5,253 |
| Certificates of participation in pools of residential mortgages | $1,008,000 | 4,790 |
| Issued or guaranteed by U.S. | $1,008,000 | 4,776 |
| 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) | $170,000 | 3,370 |
| Available-for-sale securities (fair market value) | $10,421,000 | 5,410 |
| Total debt securities | $10,563,000 | 5,949 |
| 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 | $9,206,000 | 6,298 |
| U.S. Government securities | $8,045,000 | 5,885 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,045,000 | 5,766 |
| Securities issued by states & political subdivisions | $1,132,000 | 4,848 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $29,000 | 1,735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,845,000 | 5,384 |
| Mortgage-backed securities | $1,091,000 | 5,211 |
| Certificates of participation in pools of residential mortgages | $1,091,000 | 4,732 |
| Issued or guaranteed by U.S. | $1,091,000 | 4,712 |
| 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) | $170,000 | 3,438 |
| Available-for-sale securities (fair market value) | $9,036,000 | 5,692 |
| Total debt securities | $9,178,000 | 6,236 |
| 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 | $9,199,000 | 6,335 |
| U.S. Government securities | $8,039,000 | 5,913 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,039,000 | 5,794 |
| Securities issued by states & political subdivisions | $1,130,000 | 4,870 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $30,000 | 1,781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,833,000 | 5,393 |
| Mortgage-backed securities | $1,191,000 | 5,151 |
| Certificates of participation in pools of residential mortgages | $1,189,000 | 4,660 |
| Issued or guaranteed by U.S. | $1,189,000 | 4,643 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,000 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,299 |
| 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) | $170,000 | 3,523 |
| Available-for-sale securities (fair market value) | $9,029,000 | 5,724 |
| Total debt securities | $9,167,000 | 6,282 |
| 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 | $9,024,000 | 6,418 |
| U.S. Government securities | $7,844,000 | 6,045 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,844,000 | 5,920 |
| Securities issued by states & political subdivisions | $1,150,000 | 4,880 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $30,000 | 1,814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,271,000 | 5,237 |
| Mortgage-backed securities | $531,000 | 5,656 |
| Certificates of participation in pools of residential mortgages | $471,000 | 5,308 |
| Issued or guaranteed by U.S. | $471,000 | 5,284 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $60,000 | 3,386 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,086 |
| 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) | $290,000 | 3,452 |
| Available-for-sale securities (fair market value) | $8,734,000 | 5,789 |
| Total debt securities | $8,994,000 | 6,368 |
| 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 | $10,292,000 | 6,171 |
| U.S. Government securities | $8,921,000 | 5,806 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,921,000 | 5,676 |
| Securities issued by states & political subdivisions | $1,342,000 | 4,743 |
| 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 | $29,000 | 1,847 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,174,000 | 5,285 |
| Mortgage-backed securities | $682,000 | 5,587 |
| Certificates of participation in pools of residential mortgages | $555,000 | 5,240 |
| Issued or guaranteed by U.S. | $555,000 | 5,217 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $127,000 | 3,257 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 2,946 |
| 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) | $490,000 | 3,298 |
| Available-for-sale securities (fair market value) | $9,802,000 | 5,584 |
| Total debt securities | $10,263,000 | 6,118 |
| 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 | $10,643,000 | 6,153 |
| U.S. Government securities | $9,268,000 | 5,778 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,268,000 | 5,635 |
| Securities issued by states & political subdivisions | $1,347,000 | 4,775 |
| 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 | $28,000 | 1,894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,620,000 | 5,518 |
| Mortgage-backed securities | $833,000 | 5,489 |
| Certificates of participation in pools of residential mortgages | $636,000 | 5,200 |
| Issued or guaranteed by U.S. | $636,000 | 5,181 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $197,000 | 3,163 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 2,858 |
| 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) | $490,000 | 3,352 |
| Available-for-sale securities (fair market value) | $10,153,000 | 5,540 |
| Total debt securities | $10,615,000 | 6,098 |
| 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 | $10,051,000 | 6,322 |
| U.S. Government securities | $8,466,000 | 5,948 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,466,000 | 5,793 |
| Securities issued by states & political subdivisions | $1,556,000 | 4,648 |
| 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 | $29,000 | 1,904 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,685,000 | 5,522 |
| Mortgage-backed securities | $997,000 | 5,414 |
| Certificates of participation in pools of residential mortgages | $730,000 | 5,166 |
| Issued or guaranteed by U.S. | $730,000 | 5,145 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $267,000 | 3,081 |
| CMOs issued by government agencies or sponsored agencies | $267,000 | 2,791 |
| 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) | $490,000 | 3,422 |
| Available-for-sale securities (fair market value) | $9,561,000 | 5,713 |
| Total debt securities | $10,023,000 | 6,266 |
| 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 | $9,343,000 | 6,479 |
| U.S. Government securities | $8,105,000 | 6,034 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,105,000 | 5,896 |
| Securities issued by states & political subdivisions | $1,209,000 | 4,917 |
| 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 | $29,000 | 1,910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,196,000 | 5,737 |
| Mortgage-backed securities | $1,166,000 | 5,335 |
| Certificates of participation in pools of residential mortgages | $786,000 | 5,156 |
| Issued or guaranteed by U.S. | $786,000 | 5,139 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $380,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $380,000 | 2,703 |
| 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) | $490,000 | 3,469 |
| Available-for-sale securities (fair market value) | $8,853,000 | 5,853 |
| Total debt securities | $9,311,000 | 6,426 |
| 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 | $9,542,000 | 6,462 |
| U.S. Government securities | $7,899,000 | 6,152 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,899,000 | 6,007 |
| Securities issued by states & political subdivisions | $1,613,000 | 4,595 |
| 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 | $30,000 | 1,930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,387,000 | 6,201 |
| Mortgage-backed securities | $1,449,000 | 5,238 |
| Certificates of participation in pools of residential mortgages | $908,000 | 5,110 |
| Issued or guaranteed by U.S. | $908,000 | 5,090 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $541,000 | 2,866 |
| CMOs issued by government agencies or sponsored agencies | $541,000 | 2,591 |
| 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) | $690,000 | 3,374 |
| Available-for-sale securities (fair market value) | $8,852,000 | 5,887 |
| Total debt securities | $9,512,000 | 6,408 |
| 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 | $9,541,000 | 6,534 |
| U.S. Government securities | $8,145,000 | 6,154 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,145,000 | 6,003 |
| Securities issued by states & political subdivisions | $1,367,000 | 4,782 |
| 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 | $29,000 | 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 | $695,000 | 6,682 |
| Mortgage-backed securities | $1,718,000 | 5,168 |
| Certificates of participation in pools of residential mortgages | $1,036,000 | 5,055 |
| Issued or guaranteed by U.S. | $1,036,000 | 5,041 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $682,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $682,000 | 2,567 |
| 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) | $690,000 | 3,415 |
| Available-for-sale securities (fair market value) | $8,851,000 | 5,940 |
| Total debt securities | $9,512,000 | 6,478 |
| 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 | $9,424,000 | 6,590 |
| U.S. Government securities | $8,023,000 | 6,158 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,023,000 | 6,016 |
| Securities issued by states & political subdivisions | $1,371,000 | 4,790 |
| 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 | $30,000 | 2,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $699,000 | 6,692 |
| Mortgage-backed securities | $2,053,000 | 5,018 |
| Certificates of participation in pools of residential mortgages | $1,244,000 | 4,933 |
| Issued or guaranteed by U.S. | $1,244,000 | 4,920 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $809,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $809,000 | 2,537 |
| 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) | $690,000 | 3,446 |
| Available-for-sale securities (fair market value) | $8,734,000 | 5,972 |
| Total debt securities | $9,394,000 | 6,535 |
| 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 | $9,020,000 | 6,721 |
| U.S. Government securities | $7,753,000 | 6,285 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,753,000 | 6,132 |
| Securities issued by states & political subdivisions | $1,238,000 | 4,938 |
| 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 | $29,000 | 2,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $704,000 | 6,710 |
| Mortgage-backed securities | $2,241,000 | 4,969 |
| Certificates of participation in pools of residential mortgages | $1,349,000 | 4,882 |
| Issued or guaranteed by U.S. | $1,349,000 | 4,871 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $892,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $892,000 | 2,502 |
| 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) | $691,000 | 3,509 |
| Available-for-sale securities (fair market value) | $8,329,000 | 6,081 |
| Total debt securities | $8,991,000 | 6,658 |
| 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 | $10,787,000 | 6,413 |
| U.S. Government securities | $9,464,000 | 5,898 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,464,000 | 5,739 |
| Securities issued by states & political subdivisions | $1,295,000 | 4,880 |
| 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 | $28,000 | 2,100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,712,000 | 6,097 |
| Mortgage-backed securities | $2,457,000 | 4,942 |
| Certificates of participation in pools of residential mortgages | $1,515,000 | 4,861 |
| Issued or guaranteed by U.S. | $1,515,000 | 4,849 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $942,000 | 2,762 |
| CMOs issued by government agencies or sponsored agencies | $942,000 | 2,516 |
| 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) | $891,000 | 3,399 |
| Available-for-sale securities (fair market value) | $9,896,000 | 5,842 |
| Total debt securities | $10,759,000 | 6,343 |
| 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 | $13,389,000 | 5,858 |
| U.S. Government securities | $11,797,000 | 5,299 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,797,000 | 5,151 |
| Securities issued by states & political subdivisions | $1,561,000 | 4,683 |
| 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 | $31,000 | 2,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,815,000 | 6,005 |
| Mortgage-backed securities | $2,685,000 | 4,896 |
| Certificates of participation in pools of residential mortgages | $1,696,000 | 4,776 |
| Issued or guaranteed by U.S. | $1,696,000 | 4,762 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $989,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $989,000 | 2,556 |
| 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) | $891,000 | 3,425 |
| Available-for-sale securities (fair market value) | $12,498,000 | 5,305 |
| Total debt securities | $13,357,000 | 5,783 |
| Structured notes | ||
| Amortized cost | $502,000 | 2,152 |
| Fair value | $503,000 | 2,221 |
| 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 | $15,216,000 | 5,584 |
| U.S. Government securities | $13,484,000 | 4,970 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,484,000 | 4,822 |
| Securities issued by states & political subdivisions | $1,703,000 | 4,596 |
| 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 | $29,000 | 2,161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,828,000 | 5,973 |
| Mortgage-backed securities | $2,853,000 | 4,782 |
| Certificates of participation in pools of residential mortgages | $1,842,000 | 4,688 |
| Issued or guaranteed by U.S. | $1,842,000 | 4,669 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,011,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $1,011,000 | 2,633 |
| 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) | $893,000 | 3,466 |
| Available-for-sale securities (fair market value) | $14,323,000 | 5,006 |
| Total debt securities | $15,186,000 | 5,499 |
| Structured notes | ||
| Amortized cost | $505,000 | 2,012 |
| Fair value | $507,000 | 2,038 |
| 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 | $15,170,000 | 5,514 |
| U.S. Government securities | $12,670,000 | 5,000 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,670,000 | 4,851 |
| Securities issued by states & political subdivisions | $1,969,000 | 4,425 |
| Other domestic debt securities | $503,000 | 3,184 |
| 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 | $503,000 | 2,849 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $28,000 | 2,217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,840,000 | 5,956 |
| Mortgage-backed securities | $3,083,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $2,070,000 | 4,538 |
| Issued or guaranteed by U.S. | $2,070,000 | 4,516 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,013,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $1,013,000 | 2,658 |
| 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) | $893,000 | 3,510 |
| Available-for-sale securities (fair market value) | $14,277,000 | 4,965 |
| Total debt securities | $15,140,000 | 5,431 |
| Structured notes | ||
| Amortized cost | $508,000 | 1,751 |
| Fair value | $512,000 | 1,771 |
| 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 | $13,267,000 | 5,825 |
| U.S. Government securities | $10,757,000 | 5,376 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,757,000 | 5,208 |
| Securities issued by states & political subdivisions | $1,976,000 | 4,394 |
| Other domestic debt securities | $508,000 | 3,247 |
| 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 | $508,000 | 2,895 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $26,000 | 2,230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,849,000 | 5,949 |
| Mortgage-backed securities | $3,380,000 | 4,667 |
| Certificates of participation in pools of residential mortgages | $2,365,000 | 4,470 |
| Issued or guaranteed by U.S. | $2,365,000 | 4,452 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,015,000 | 3,001 |
| CMOs issued by government agencies or sponsored agencies | $1,015,000 | 2,849 |
| 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) | $894,000 | 3,552 |
| Available-for-sale securities (fair market value) | $12,373,000 | 5,256 |
| Total debt securities | $13,241,000 | 5,730 |
| Structured notes | ||
| Amortized cost | $512,000 | 1,556 |
| Fair value | $513,000 | 1,586 |
| 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 | $12,498,000 | 5,974 |
| U.S. Government securities | $9,886,000 | 5,606 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,886,000 | 5,425 |
| Securities issued by states & political subdivisions | $1,572,000 | 4,606 |
| Other domestic debt securities | $1,010,000 | 2,789 |
| 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 | $1,010,000 | 2,455 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $30,000 | 2,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,291,000 | 6,351 |
| Mortgage-backed securities | $1,502,000 | 5,607 |
| Certificates of participation in pools of residential mortgages | $1,502,000 | 4,967 |
| Issued or guaranteed by U.S. | $1,502,000 | 4,952 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $894,000 | 3,597 |
| Available-for-sale securities (fair market value) | $11,604,000 | 5,409 |
| Total debt securities | $12,468,000 | 5,877 |
| Structured notes | ||
| Amortized cost | $515,000 | 1,290 |
| Fair value | $516,000 | 1,310 |
| 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 | $7,756,000 | 7,086 |
| U.S. Government securities | $3,821,000 | 7,611 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,821,000 | 7,406 |
| Securities issued by states & political subdivisions | $2,389,000 | 4,078 |
| Other domestic debt securities | $1,516,000 | 2,470 |
| 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 | $1,516,000 | 2,159 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $30,000 | 2,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,306,000 | 6,364 |
| Mortgage-backed securities | $1,786,000 | 5,437 |
| Certificates of participation in pools of residential mortgages | $1,786,000 | 4,782 |
| Issued or guaranteed by U.S. | $1,786,000 | 4,764 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $895,000 | 3,674 |
| Available-for-sale securities (fair market value) | $6,861,000 | 6,482 |
| Total debt securities | $7,726,000 | 7,003 |
| 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 | $10,738,000 | 6,332 |
| U.S. Government securities | $5,088,000 | 7,197 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,088,000 | 6,951 |
| Securities issued by states & political subdivisions | $3,023,000 | 3,729 |
| Other domestic debt securities | $2,588,000 | 2,018 |
| 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 | $2,588,000 | 1,701 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $39,000 | 2,143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,073,000 | 6,643 |
| Mortgage-backed securities | $2,495,000 | 4,991 |
| Certificates of participation in pools of residential mortgages | $2,495,000 | 4,175 |
| Issued or guaranteed by U.S. | $2,495,000 | 4,159 |
| 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) | $1,128,000 | 3,732 |
| Available-for-sale securities (fair market value) | $9,610,000 | 5,724 |
| Total debt securities | $10,699,000 | 6,248 |
| 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 | $9,450,000 | 6,969 |
| U.S. Government securities | $6,896,000 | 6,965 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,896,000 | 6,603 |
| Securities issued by states & political subdivisions | $1,654,000 | 4,679 |
| Other domestic debt securities | $500,000 | 2,946 |
| 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 | $500,000 | 2,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $400,000 | 4,313 |
| 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 | 5,382 |
| Mortgage-backed securities | $1,218,000 | 5,339 |
| Certificates of participation in pools of residential mortgages | $1,129,000 | 4,661 |
| Issued or guaranteed by U.S. | $1,129,000 | 4,647 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $89,000 | 3,969 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 3,780 |
| 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) | $1,752,000 | 3,982 |
| Available-for-sale securities (fair market value) | $7,698,000 | 6,346 |
| Total debt securities | $9,050,000 | 6,950 |
| 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 | $10,673,000 | 6,870 |
| U.S. Government securities | $7,925,000 | 6,822 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,925,000 | 6,280 |
| Securities issued by states & political subdivisions | $1,855,000 | 4,743 |
| Other domestic debt securities | $490,000 | 2,874 |
| 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 | $490,000 | 2,450 |
| Foreign debt securities | NA | NA |
| Equity securities | $403,000 | 4,181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,747,000 | 6,553 |
| Mortgage-backed securities | $1,719,000 | 5,271 |
| Certificates of participation in pools of residential mortgages | $1,391,000 | 4,661 |
| Issued or guaranteed by U.S. | $1,391,000 | 4,646 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $328,000 | 3,791 |
| CMOs issued by government agencies or sponsored agencies | $328,000 | 3,621 |
| 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) | $2,195,000 | 4,133 |
| Available-for-sale securities (fair market value) | $8,478,000 | 6,287 |
| Total debt securities | $10,270,000 | 6,873 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $11,446,000 | 6,680 |
| U.S. Government securities | $8,132,000 | 6,708 |
| U.S. Treasury securities | $505,000 | 5,870 |
| U.S. Government agency obligations | $7,627,000 | 6,044 |
| Securities issued by states & political subdivisions | $2,011,000 | 4,699 |
| Other domestic debt securities | $511,000 | 2,663 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $511,000 | 2,203 |
| Foreign debt securities | NA | NA |
| Equity securities | $792,000 | 2,726 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,761,000 | 6,342 |
| Mortgage-backed securities | $1,746,000 | 5,487 |
| Certificates of participation in pools of residential mortgages | $1,246,000 | 5,001 |
| Issued or guaranteed by U.S. | $1,246,000 | 4,985 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $500,000 | 3,764 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 3,610 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,528,000 | 4,435 |
| Available-for-sale securities (fair market value) | $8,918,000 | 6,067 |
| Total debt securities | $10,654,000 | 6,771 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $12,435,000 | 6,682 |
| U.S. Government securities | $9,309,000 | 6,737 |
| U.S. Treasury securities | $2,308,000 | 4,840 |
| U.S. Government agency obligations | $7,001,000 | 6,361 |
| Securities issued by states & political subdivisions | $2,319,000 | 4,336 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $807,000 | 2,692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,194,000 | 7,301 |
| Mortgage-backed securities | $2,494,000 | 5,069 |
| Certificates of participation in pools of residential mortgages | $1,994,000 | 4,390 |
| Issued or guaranteed by U.S. | $1,994,000 | 4,377 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $500,000 | 3,986 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 3,838 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,101,000 | 4,976 |
| Available-for-sale securities (fair market value) | $9,334,000 | 5,945 |
| Total debt securities | $11,628,000 | 6,782 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $16,410,000 | 6,059 |
| U.S. Government securities | $12,592,000 | 6,143 |
| U.S. Treasury securities | $3,809,000 | 4,504 |
| U.S. Government agency obligations | $8,783,000 | 5,929 |
| Securities issued by states & political subdivisions | $2,641,000 | 4,225 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,177,000 | 2,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $849,000 | 8,104 |
| Mortgage-backed securities | $2,838,000 | 5,297 |
| Certificates of participation in pools of residential mortgages | $2,338,000 | 4,494 |
| Issued or guaranteed by U.S. | $2,338,000 | 4,475 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $500,000 | 4,443 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 4,282 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,881,000 | 4,744 |
| Available-for-sale securities (fair market value) | $11,529,000 | 5,539 |
| Total debt securities | $15,233,000 | 6,227 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $11,730,000 | 7,681 |
| U.S. Government securities | $7,531,000 | 8,380 |
| U.S. Treasury securities | $1,069,000 | 8,300 |
| U.S. Government agency obligations | $6,462,000 | 6,954 |
| Securities issued by states & political subdivisions | $2,782,000 | 4,160 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,417,000 | 1,781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $598,000 | 8,692 |
| Mortgage-backed securities | $3,246,000 | 5,358 |
| Certificates of participation in pools of residential mortgages | $2,744,000 | 4,332 |
| Issued or guaranteed by U.S. | $2,744,000 | 4,306 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $502,000 | 4,889 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 4,693 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,418,000 | 5,777 |
| Available-for-sale securities (fair market value) | $8,312,000 | 6,685 |
| Total debt securities | $10,313,000 | 8,035 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $9,764,000 | 8,838 |
| U.S. Government securities | $5,572,000 | 9,860 |
| U.S. Treasury securities | $250,000 | 10,850 |
| U.S. Government agency obligations | $5,322,000 | 7,525 |
| Securities issued by states & political subdivisions | $2,663,000 | 4,489 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,529,000 | 1,569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 9,730 |
| Mortgage-backed securities | $1,830,000 | 6,818 |
| Certificates of participation in pools of residential mortgages | $1,830,000 | 5,374 |
| Issued or guaranteed by U.S. | $1,830,000 | 5,350 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,116,000 | 9,236 |
| Available-for-sale securities (fair market value) | $6,648,000 | 6,048 |
| Total debt securities | $8,235,000 | 9,346 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $9,795,000 | 9,166 |
| U.S. Government securities | $5,692,000 | 10,107 |
| U.S. Treasury securities | $954,000 | 10,179 |
| U.S. Government agency obligations | $4,738,000 | 8,096 |
| Securities issued by states & political subdivisions | $2,686,000 | 4,565 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,417,000 | 1,740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 10,200 |
| Mortgage-backed securities | $1,234,000 | 8,114 |
| Certificates of participation in pools of residential mortgages | $1,099,000 | 6,906 |
| Issued or guaranteed by U.S. | $1,099,000 | 6,856 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $135,000 | 6,531 |
| CMOs issued by government agencies or sponsored agencies | $135,000 | 6,202 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,378,000 | 9,570 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $11,056,000 | 8,728 |
| U.S. Government securities | $7,703,000 | 9,161 |
| U.S. Treasury securities | $1,459,000 | 9,649 |
| U.S. Government agency obligations | $6,244,000 | 7,208 |
| Securities issued by states & political subdivisions | $1,800,000 | 5,283 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,553,000 | 1,469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $401,000 | 10,018 |
| Mortgage-backed securities | $2,376,000 | 7,280 |
| Certificates of participation in pools of residential mortgages | $2,122,000 | 5,991 |
| Issued or guaranteed by U.S. | $2,122,000 | 5,922 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $254,000 | 6,470 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 5,995 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,350,000 | 9,286 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |