Home > COMMUNITY BANK OF OKLAHOMA > Securities
COMMUNITY BANK OF OKLAHOMA, Securities
| 2023-12-31 | Rank | |
| Total securities | $29,705,000 | 3,201 |
| U.S. Government securities | $25,424,000 | 2,669 |
| U.S. Treasury securities | $18,778,000 | 962 |
| U.S. Government agency obligations | $6,646,000 | 3,514 |
| Securities issued by states & political subdivisions | $3,922,000 | 3,043 |
| Other domestic debt securities | $359,000 | 2,202 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $359,000 | 667 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,895,000 | 2,158 |
| Mortgage-backed securities | $5,973,000 | 2,917 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,615,000 | 2,605 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,358,000 | 2,056 |
| 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) | $213,000 | 1,659 |
| Available-for-sale securities (fair market value) | $29,492,000 | 2,957 |
| Total debt securities | $29,705,000 | 3,179 |
| 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 | $31,443,000 | 3,146 |
| U.S. Government securities | $27,327,000 | 2,581 |
| U.S. Treasury securities | $20,699,000 | 921 |
| U.S. Government agency obligations | $6,628,000 | 3,526 |
| Securities issued by states & political subdivisions | $3,739,000 | 3,078 |
| Other domestic debt securities | $377,000 | 2,199 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $377,000 | 659 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,693,000 | 2,011 |
| Mortgage-backed securities | $5,979,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,620,000 | 2,603 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,359,000 | 2,022 |
| 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) | $211,000 | 1,678 |
| Available-for-sale securities (fair market value) | $31,232,000 | 2,906 |
| Total debt securities | $31,442,000 | 3,125 |
| 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 | $28,394,000 | 3,320 |
| U.S. Government securities | $24,696,000 | 2,765 |
| U.S. Treasury securities | $17,665,000 | 1,042 |
| U.S. Government agency obligations | $7,031,000 | 3,524 |
| Securities issued by states & political subdivisions | $3,297,000 | 3,174 |
| Other domestic debt securities | $401,000 | 2,212 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $401,000 | 644 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,035,000 | 2,046 |
| Mortgage-backed securities | $6,379,000 | 2,905 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,927,000 | 2,606 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,452,000 | 2,006 |
| 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) | $210,000 | 1,695 |
| Available-for-sale securities (fair market value) | $28,184,000 | 3,068 |
| Total debt securities | $28,396,000 | 3,294 |
| 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 | $28,747,000 | 3,380 |
| U.S. Government securities | $25,024,000 | 2,826 |
| U.S. Treasury securities | $17,685,000 | 1,125 |
| U.S. Government agency obligations | $7,339,000 | 3,505 |
| Securities issued by states & political subdivisions | $3,294,000 | 3,235 |
| Other domestic debt securities | $429,000 | 2,260 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $429,000 | 638 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,337,000 | 1,977 |
| Mortgage-backed securities | $6,686,000 | 2,925 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,144,000 | 2,620 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,542,000 | 2,024 |
| 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) | $208,000 | 1,749 |
| Available-for-sale securities (fair market value) | $28,539,000 | 3,121 |
| Total debt securities | $28,747,000 | 3,354 |
| 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 | $32,960,000 | 3,266 |
| U.S. Government securities | $29,215,000 | 2,637 |
| U.S. Treasury securities | $21,679,000 | 1,013 |
| U.S. Government agency obligations | $7,536,000 | 3,505 |
| Securities issued by states & political subdivisions | $3,294,000 | 3,280 |
| Other domestic debt securities | $451,000 | 2,280 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $451,000 | 647 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,129,000 | 1,848 |
| Mortgage-backed securities | $6,883,000 | 2,955 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,307,000 | 2,624 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,576,000 | 2,032 |
| 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) | $206,000 | 1,769 |
| Available-for-sale securities (fair market value) | $32,754,000 | 3,012 |
| Total debt securities | $32,961,000 | 3,241 |
| 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 | $37,228,000 | 3,145 |
| U.S. Government securities | $33,577,000 | 2,493 |
| U.S. Treasury securities | $25,818,000 | 926 |
| U.S. Government agency obligations | $7,759,000 | 3,501 |
| Securities issued by states & political subdivisions | $3,175,000 | 3,323 |
| Other domestic debt securities | $476,000 | 2,225 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $476,000 | 471 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,474,000 | 1,532 |
| Mortgage-backed securities | $7,107,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,446,000 | 2,626 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,661,000 | 2,015 |
| 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) | $205,000 | 1,757 |
| Available-for-sale securities (fair market value) | $37,023,000 | 2,894 |
| Total debt securities | $37,225,000 | 3,122 |
| 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 | $36,173,000 | 3,210 |
| U.S. Government securities | $32,702,000 | 2,565 |
| U.S. Treasury securities | $23,980,000 | 954 |
| U.S. Government agency obligations | $8,722,000 | 3,451 |
| Securities issued by states & political subdivisions | $3,471,000 | 3,316 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,631,000 | 1,725 |
| Mortgage-backed securities | $8,049,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $5,770,000 | 2,704 |
| Issued or guaranteed by U.S. | $5,770,000 | 2,625 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,786,000 | 2,091 |
| CMOs issued by government agencies or sponsored agencies | $1,786,000 | 2,017 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $493,000 | 1,878 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $493,000 | 1,348 |
| Held to maturity securities (book value) | $203,000 | 1,693 |
| Available-for-sale securities (fair market value) | $35,970,000 | 2,982 |
| Total debt securities | $36,174,000 | 3,192 |
| 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 | $39,562,000 | 3,074 |
| U.S. Government securities | $35,723,000 | 2,398 |
| U.S. Treasury securities | $26,065,000 | 802 |
| U.S. Government agency obligations | $9,658,000 | 3,355 |
| Securities issued by states & political subdivisions | $3,839,000 | 3,282 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,744,000 | 1,562 |
| Mortgage-backed securities | $8,946,000 | 2,842 |
| Certificates of participation in pools of residential mortgages | $6,409,000 | 2,647 |
| Issued or guaranteed by U.S. | $6,409,000 | 2,575 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,035,000 | 2,037 |
| CMOs issued by government agencies or sponsored agencies | $2,035,000 | 1,972 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $502,000 | 1,857 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $502,000 | 1,319 |
| Held to maturity securities (book value) | $202,000 | 1,617 |
| Available-for-sale securities (fair market value) | $39,360,000 | 2,882 |
| Total debt securities | $39,563,000 | 3,060 |
| 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 | $44,763,000 | 2,843 |
| U.S. Government securities | $40,712,000 | 2,094 |
| U.S. Treasury securities | $30,062,000 | 516 |
| U.S. Government agency obligations | $10,650,000 | 3,253 |
| Securities issued by states & political subdivisions | $4,051,000 | 3,306 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,265,000 | 1,953 |
| Mortgage-backed securities | $9,900,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $7,059,000 | 2,566 |
| Issued or guaranteed by U.S. | $7,059,000 | 2,488 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,315,000 | 1,968 |
| CMOs issued by government agencies or sponsored agencies | $2,315,000 | 1,912 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $526,000 | 1,824 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $526,000 | 1,298 |
| Held to maturity securities (book value) | $200,000 | 1,536 |
| Available-for-sale securities (fair market value) | $44,563,000 | 2,678 |
| Total debt securities | $44,764,000 | 2,827 |
| 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 | $57,393,000 | 2,453 |
| U.S. Government securities | $53,319,000 | 1,726 |
| U.S. Treasury securities | $42,043,000 | 313 |
| U.S. Government agency obligations | $11,276,000 | 3,203 |
| Securities issued by states & political subdivisions | $4,074,000 | 3,326 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,592,000 | 1,782 |
| Mortgage-backed securities | $10,510,000 | 2,752 |
| Certificates of participation in pools of residential mortgages | $7,454,000 | 2,526 |
| Issued or guaranteed by U.S. | $7,454,000 | 2,459 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,520,000 | 1,945 |
| CMOs issued by government agencies or sponsored agencies | $2,520,000 | 1,900 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $536,000 | 1,838 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $536,000 | 1,302 |
| Held to maturity securities (book value) | $199,000 | 1,557 |
| Available-for-sale securities (fair market value) | $57,194,000 | 2,306 |
| Total debt securities | $57,393,000 | 2,439 |
| 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 | $61,477,000 | 2,279 |
| U.S. Government securities | $57,391,000 | 1,584 |
| U.S. Treasury securities | $52,078,000 | 219 |
| U.S. Government agency obligations | $5,313,000 | 3,733 |
| Securities issued by states & political subdivisions | $4,086,000 | 3,338 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,181,000 | 991 |
| Mortgage-backed securities | $5,313,000 | 3,181 |
| Certificates of participation in pools of residential mortgages | $3,363,000 | 3,035 |
| Issued or guaranteed by U.S. | $3,363,000 | 2,940 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,412,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $1,412,000 | 2,132 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $538,000 | 1,829 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $538,000 | 1,280 |
| Held to maturity securities (book value) | $197,000 | 1,540 |
| Available-for-sale securities (fair market value) | $61,280,000 | 2,143 |
| Total debt securities | $61,478,000 | 2,263 |
| 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 | $8,125,000 | 4,214 |
| U.S. Government securities | $4,029,000 | 4,009 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $4,029,000 | 3,837 |
| Securities issued by states & political subdivisions | $4,096,000 | 3,330 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,125,000 | 3,417 |
| Mortgage-backed securities | $4,029,000 | 3,302 |
| Certificates of participation in pools of residential mortgages | $2,497,000 | 3,145 |
| Issued or guaranteed by U.S. | $2,497,000 | 3,054 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $991,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $991,000 | 2,229 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $541,000 | 1,818 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $541,000 | 1,261 |
| Held to maturity securities (book value) | $196,000 | 1,538 |
| Available-for-sale securities (fair market value) | $7,929,000 | 3,986 |
| Total debt securities | $8,124,000 | 4,190 |
| 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 | $8,480,000 | 4,146 |
| U.S. Government securities | $4,327,000 | 3,874 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,327,000 | 3,729 |
| Securities issued by states & political subdivisions | $4,153,000 | 3,316 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,309,000 | 3,389 |
| Mortgage-backed securities | $4,327,000 | 3,239 |
| Certificates of participation in pools of residential mortgages | $2,717,000 | 3,073 |
| Issued or guaranteed by U.S. | $2,717,000 | 2,995 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,065,000 | 2,275 |
| CMOs issued by government agencies or sponsored agencies | $1,065,000 | 2,224 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $545,000 | 1,780 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $545,000 | 1,221 |
| Held to maturity securities (book value) | $194,000 | 1,527 |
| Available-for-sale securities (fair market value) | $8,286,000 | 3,913 |
| Total debt securities | $8,480,000 | 4,119 |
| 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 | $22,266,000 | 3,235 |
| U.S. Government securities | $18,122,000 | 2,602 |
| U.S. Treasury securities | $13,500,000 | 348 |
| U.S. Government agency obligations | $4,622,000 | 3,698 |
| Securities issued by states & political subdivisions | $4,144,000 | 3,248 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,336,000 | 3,112 |
| Mortgage-backed securities | $4,622,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $2,917,000 | 3,036 |
| Issued or guaranteed by U.S. | $2,917,000 | 2,947 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,156,000 | 2,272 |
| CMOs issued by government agencies or sponsored agencies | $1,156,000 | 2,226 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $549,000 | 1,769 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $549,000 | 1,196 |
| Held to maturity securities (book value) | $193,000 | 1,524 |
| Available-for-sale securities (fair market value) | $22,073,000 | 3,039 |
| Total debt securities | $22,265,000 | 3,216 |
| 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 | $26,545,000 | 3,016 |
| U.S. Government securities | $22,156,000 | 2,368 |
| U.S. Treasury securities | $17,295,000 | 312 |
| U.S. Government agency obligations | $4,861,000 | 3,686 |
| Securities issued by states & political subdivisions | $4,389,000 | 3,149 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,717,000 | 1,767 |
| Mortgage-backed securities | $4,861,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $3,094,000 | 2,997 |
| Issued or guaranteed by U.S. | $3,094,000 | 2,914 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,218,000 | 2,273 |
| CMOs issued by government agencies or sponsored agencies | $1,218,000 | 2,228 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $549,000 | 1,760 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $549,000 | 1,178 |
| Held to maturity securities (book value) | $191,000 | 1,533 |
| Available-for-sale securities (fair market value) | $26,354,000 | 2,826 |
| Total debt securities | $26,545,000 | 2,994 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $3,938,000 | 4,522 |
| U.S. Government securities | $1,758,000 | 4,369 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,758,000 | 4,238 |
| Securities issued by states & political subdivisions | $2,180,000 | 3,530 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,482,000 | 3,617 |
| Mortgage-backed securities | $1,758,000 | 3,673 |
| Certificates of participation in pools of residential mortgages | $1,267,000 | 3,444 |
| Issued or guaranteed by U.S. | $1,267,000 | 3,343 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $491,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $491,000 | 2,522 |
| 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) | $190,000 | 1,548 |
| Available-for-sale securities (fair market value) | $3,748,000 | 4,298 |
| Total debt securities | $3,940,000 | 4,502 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $4,083,000 | 4,584 |
| U.S. Government securities | $1,849,000 | 4,448 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,849,000 | 4,305 |
| Securities issued by states & political subdivisions | $2,234,000 | 3,514 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,920,000 | 3,814 |
| Mortgage-backed securities | $1,849,000 | 3,643 |
| Certificates of participation in pools of residential mortgages | $1,329,000 | 3,410 |
| Issued or guaranteed by U.S. | $1,329,000 | 3,314 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $520,000 | 2,564 |
| CMOs issued by government agencies or sponsored agencies | $520,000 | 2,521 |
| 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) | $189,000 | 1,598 |
| Available-for-sale securities (fair market value) | $3,894,000 | 4,358 |
| Total debt securities | $4,081,000 | 4,564 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $4,793,000 | 4,591 |
| U.S. Government securities | $1,955,000 | 4,516 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,955,000 | 4,370 |
| Securities issued by states & political subdivisions | $2,838,000 | 3,414 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,522,000 | 3,751 |
| Mortgage-backed securities | $1,955,000 | 3,639 |
| Certificates of participation in pools of residential mortgages | $1,404,000 | 3,405 |
| Issued or guaranteed by U.S. | $1,404,000 | 3,308 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $551,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $551,000 | 2,523 |
| 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) | $187,000 | 1,663 |
| Available-for-sale securities (fair market value) | $4,606,000 | 4,366 |
| Total debt securities | $4,793,000 | 4,572 |
| 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 | $4,534,000 | 4,671 |
| U.S. Government securities | $2,065,000 | 4,553 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,065,000 | 4,398 |
| Securities issued by states & political subdivisions | $2,469,000 | 3,525 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,538,000 | 3,795 |
| Mortgage-backed securities | $2,065,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $1,477,000 | 3,388 |
| Issued or guaranteed by U.S. | $1,477,000 | 3,309 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $588,000 | 2,546 |
| CMOs issued by government agencies or sponsored agencies | $588,000 | 2,497 |
| 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) | $186,000 | 1,710 |
| Available-for-sale securities (fair market value) | $4,348,000 | 4,438 |
| Total debt securities | $4,533,000 | 4,652 |
| 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 | $4,841,000 | 4,706 |
| U.S. Government securities | $2,142,000 | 4,605 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,142,000 | 4,450 |
| Securities issued by states & political subdivisions | $2,699,000 | 3,555 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,732,000 | 3,813 |
| Mortgage-backed securities | $2,142,000 | 3,624 |
| Certificates of participation in pools of residential mortgages | $1,535,000 | 3,390 |
| Issued or guaranteed by U.S. | $1,535,000 | 3,309 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $607,000 | 2,553 |
| CMOs issued by government agencies or sponsored agencies | $607,000 | 2,503 |
| 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) | $184,000 | 1,738 |
| Available-for-sale securities (fair market value) | $4,657,000 | 4,463 |
| Total debt securities | $4,843,000 | 4,687 |
| 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 | $4,895,000 | 4,737 |
| U.S. Government securities | $2,219,000 | 4,627 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,219,000 | 4,462 |
| Securities issued by states & political subdivisions | $2,676,000 | 3,613 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,715,000 | 3,856 |
| Mortgage-backed securities | $2,219,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $1,591,000 | 3,395 |
| Issued or guaranteed by U.S. | $1,591,000 | 3,324 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $628,000 | 2,554 |
| CMOs issued by government agencies or sponsored agencies | $628,000 | 2,501 |
| 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) | $183,000 | 1,778 |
| Available-for-sale securities (fair market value) | $4,712,000 | 4,498 |
| Total debt securities | $4,896,000 | 4,718 |
| 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 | $4,987,000 | 4,787 |
| U.S. Government securities | $2,323,000 | 4,676 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,323,000 | 4,516 |
| Securities issued by states & political subdivisions | $2,664,000 | 3,665 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,710,000 | 3,905 |
| Mortgage-backed securities | $2,323,000 | 3,643 |
| Certificates of participation in pools of residential mortgages | $1,668,000 | 3,418 |
| Issued or guaranteed by U.S. | $1,668,000 | 3,390 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $655,000 | 2,545 |
| CMOs issued by government agencies or sponsored agencies | $655,000 | 2,488 |
| 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) | $182,000 | 1,814 |
| Available-for-sale securities (fair market value) | $4,805,000 | 4,536 |
| Total debt securities | $4,986,000 | 4,769 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $5,173,000 | 4,828 |
| U.S. Government securities | $2,468,000 | 4,688 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,468,000 | 4,526 |
| Securities issued by states & political subdivisions | $2,705,000 | 3,716 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,768,000 | 3,926 |
| Mortgage-backed securities | $2,468,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | $1,764,000 | 3,433 |
| Issued or guaranteed by U.S. | $1,764,000 | 3,270 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $704,000 | 2,554 |
| CMOs issued by government agencies or sponsored agencies | $704,000 | 2,495 |
| 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) | $180,000 | 1,843 |
| Available-for-sale securities (fair market value) | $4,993,000 | 4,572 |
| Total debt securities | $5,173,000 | 4,808 |
| 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 | $6,260,000 | 4,778 |
| U.S. Government securities | $3,509,000 | 4,587 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,509,000 | 4,448 |
| Securities issued by states & political subdivisions | $2,751,000 | 3,749 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,549,000 | 4,017 |
| Mortgage-backed securities | $3,509,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $2,751,000 | 3,224 |
| Issued or guaranteed by U.S. | $2,751,000 | 3,218 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $758,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $758,000 | 2,469 |
| 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) | $179,000 | 1,871 |
| Available-for-sale securities (fair market value) | $6,081,000 | 4,516 |
| Total debt securities | $6,260,000 | 4,757 |
| 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 | $6,797,000 | 4,795 |
| U.S. Government securities | $3,756,000 | 4,594 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,756,000 | 4,458 |
| Securities issued by states & political subdivisions | $3,041,000 | 3,752 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,853,000 | 4,010 |
| Mortgage-backed securities | $3,756,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $2,936,000 | 3,221 |
| Issued or guaranteed by U.S. | $2,936,000 | 3,216 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $820,000 | 2,488 |
| CMOs issued by government agencies or sponsored agencies | $820,000 | 2,428 |
| 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) | $177,000 | 1,901 |
| Available-for-sale securities (fair market value) | $6,620,000 | 4,536 |
| Total debt securities | $6,796,000 | 4,772 |
| 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 | $6,154,000 | 4,912 |
| U.S. Government securities | $3,085,000 | 4,737 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,085,000 | 4,608 |
| Securities issued by states & political subdivisions | $3,069,000 | 3,796 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,896,000 | 4,067 |
| Mortgage-backed securities | $3,085,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | $2,556,000 | 3,376 |
| Issued or guaranteed by U.S. | $2,556,000 | 3,372 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $529,000 | 2,620 |
| CMOs issued by government agencies or sponsored agencies | $529,000 | 2,559 |
| 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) | $176,000 | 1,956 |
| Available-for-sale securities (fair market value) | $5,978,000 | 4,647 |
| Total debt securities | $6,153,000 | 4,888 |
| 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 | $6,380,000 | 4,926 |
| U.S. Government securities | $3,288,000 | 4,762 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,288,000 | 4,636 |
| Securities issued by states & political subdivisions | $3,092,000 | 3,820 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,362,000 | 3,970 |
| Mortgage-backed securities | $3,288,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $2,718,000 | 3,377 |
| Issued or guaranteed by U.S. | $2,718,000 | 3,372 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $570,000 | 2,634 |
| CMOs issued by government agencies or sponsored agencies | $570,000 | 2,564 |
| 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) | $175,000 | 1,982 |
| Available-for-sale securities (fair market value) | $6,205,000 | 4,661 |
| Total debt securities | $6,381,000 | 4,904 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $5,066,000 | 5,131 |
| U.S. Government securities | $2,438,000 | 4,976 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,438,000 | 4,855 |
| Securities issued by states & political subdivisions | $2,628,000 | 3,955 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,398,000 | 4,014 |
| Mortgage-backed securities | $2,438,000 | 3,866 |
| Certificates of participation in pools of residential mortgages | $2,354,000 | 3,514 |
| Issued or guaranteed by U.S. | $2,354,000 | 3,509 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $84,000 | 3,000 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 2,914 |
| 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) | $174,000 | 2,022 |
| Available-for-sale securities (fair market value) | $4,892,000 | 4,839 |
| Total debt securities | $5,067,000 | 5,106 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $5,226,000 | 5,137 |
| U.S. Government securities | $2,596,000 | 4,953 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,596,000 | 4,838 |
| Securities issued by states & political subdivisions | $2,630,000 | 3,994 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,428,000 | 4,042 |
| Mortgage-backed securities | $2,596,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $2,494,000 | 3,496 |
| Issued or guaranteed by U.S. | $2,494,000 | 3,490 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $102,000 | 2,998 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 2,898 |
| 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) | $173,000 | 2,047 |
| Available-for-sale securities (fair market value) | $5,053,000 | 4,839 |
| Total debt securities | $5,226,000 | 5,108 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $5,565,000 | 5,150 |
| U.S. Government securities | $2,860,000 | 4,960 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,860,000 | 4,844 |
| Securities issued by states & political subdivisions | $2,705,000 | 4,000 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,497,000 | 4,070 |
| Mortgage-backed securities | $2,860,000 | 3,838 |
| Certificates of participation in pools of residential mortgages | $2,740,000 | 3,479 |
| Issued or guaranteed by U.S. | $2,740,000 | 3,475 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $120,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 2,923 |
| 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) | $171,000 | 2,070 |
| Available-for-sale securities (fair market value) | $5,394,000 | 4,847 |
| Total debt securities | $5,566,000 | 5,126 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $5,926,000 | 5,187 |
| U.S. Government securities | $3,083,000 | 5,018 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,083,000 | 4,905 |
| Securities issued by states & political subdivisions | $2,843,000 | 3,981 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,534,000 | 4,149 |
| Mortgage-backed securities | $3,083,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $2,940,000 | 3,469 |
| Issued or guaranteed by U.S. | $2,940,000 | 3,464 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $143,000 | 3,030 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 2,930 |
| 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) | $169,000 | 2,117 |
| Available-for-sale securities (fair market value) | $5,757,000 | 4,865 |
| Total debt securities | $5,927,000 | 5,167 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $6,129,000 | 5,234 |
| U.S. Government securities | $3,254,000 | 5,076 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,254,000 | 4,972 |
| Securities issued by states & political subdivisions | $2,875,000 | 3,987 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $415,000 | 5,100 |
| Mortgage-backed securities | $3,254,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $3,092,000 | 3,456 |
| Issued or guaranteed by U.S. | $3,092,000 | 3,453 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $162,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 2,943 |
| 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) | $169,000 | 2,159 |
| Available-for-sale securities (fair market value) | $5,960,000 | 4,907 |
| Total debt securities | $6,128,000 | 5,216 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $6,345,000 | 5,262 |
| U.S. Government securities | $3,479,000 | 5,115 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,479,000 | 5,003 |
| Securities issued by states & political subdivisions | $2,866,000 | 4,031 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $418,000 | 5,139 |
| Mortgage-backed securities | $3,479,000 | 3,786 |
| Certificates of participation in pools of residential mortgages | $3,293,000 | 3,420 |
| Issued or guaranteed by U.S. | $3,293,000 | 3,417 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $186,000 | 3,051 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 2,961 |
| 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) | $167,000 | 2,198 |
| Available-for-sale securities (fair market value) | $6,178,000 | 4,926 |
| Total debt securities | $6,346,000 | 5,242 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $7,800,000 | 5,205 |
| U.S. Government securities | $4,939,000 | 4,970 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,939,000 | 4,857 |
| Securities issued by states & political subdivisions | $2,861,000 | 4,073 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $461,000 | 5,204 |
| Mortgage-backed securities | $4,939,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | $4,729,000 | 3,120 |
| Issued or guaranteed by U.S. | $4,729,000 | 3,117 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $210,000 | 3,081 |
| CMOs issued by government agencies or sponsored agencies | $210,000 | 2,989 |
| 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) | $166,000 | 2,207 |
| Available-for-sale securities (fair market value) | $7,634,000 | 4,857 |
| Total debt securities | $7,800,000 | 5,182 |
| 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 | $8,564,000 | 5,208 |
| U.S. Government securities | $5,809,000 | 4,939 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,809,000 | 4,825 |
| Securities issued by states & political subdivisions | $2,755,000 | 4,121 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $641,000 | 5,180 |
| Mortgage-backed securities | $5,809,000 | 3,499 |
| Certificates of participation in pools of residential mortgages | $5,576,000 | 3,053 |
| Issued or guaranteed by U.S. | $5,576,000 | 3,051 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $233,000 | 3,102 |
| CMOs issued by government agencies or sponsored agencies | $233,000 | 3,009 |
| 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) | $165,000 | 2,247 |
| Available-for-sale securities (fair market value) | $8,399,000 | 4,863 |
| Total debt securities | $8,564,000 | 5,188 |
| 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 | $9,158,000 | 5,214 |
| U.S. Government securities | $6,220,000 | 4,938 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,220,000 | 4,834 |
| Securities issued by states & political subdivisions | $2,938,000 | 4,086 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $310,000 | 5,358 |
| Mortgage-backed securities | $6,220,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $5,959,000 | 3,047 |
| Issued or guaranteed by U.S. | $5,959,000 | 3,044 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $261,000 | 3,121 |
| CMOs issued by government agencies or sponsored agencies | $261,000 | 3,025 |
| 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) | $164,000 | 2,250 |
| Available-for-sale securities (fair market value) | $8,994,000 | 4,860 |
| Total debt securities | $9,157,000 | 5,196 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $9,513,000 | 5,262 |
| U.S. Government securities | $6,590,000 | 4,957 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,590,000 | 4,840 |
| Securities issued by states & political subdivisions | $2,923,000 | 4,134 |
| 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 | $332,000 | 5,438 |
| Mortgage-backed securities | $6,590,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $6,302,000 | 3,048 |
| Issued or guaranteed by U.S. | $6,302,000 | 3,045 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $288,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $288,000 | 3,056 |
| 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) | $163,000 | 2,277 |
| Available-for-sale securities (fair market value) | $9,350,000 | 4,885 |
| Total debt securities | $9,512,000 | 5,243 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $9,927,000 | 5,305 |
| U.S. Government securities | $7,004,000 | 5,000 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,004,000 | 4,888 |
| Securities issued by states & political subdivisions | $2,923,000 | 4,171 |
| 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 | $325,000 | 5,520 |
| Mortgage-backed securities | $7,004,000 | 3,526 |
| Certificates of participation in pools of residential mortgages | $6,686,000 | 3,070 |
| Issued or guaranteed by U.S. | $6,686,000 | 3,068 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $318,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $318,000 | 3,080 |
| 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) | $161,000 | 2,320 |
| Available-for-sale securities (fair market value) | $9,766,000 | 4,940 |
| Total debt securities | $9,926,000 | 5,288 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $9,535,000 | 5,408 |
| U.S. Government securities | $6,287,000 | 5,174 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,287,000 | 5,053 |
| Securities issued by states & political subdivisions | $3,248,000 | 4,132 |
| 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 | $351,000 | 5,564 |
| Mortgage-backed securities | $6,287,000 | 3,691 |
| Certificates of participation in pools of residential mortgages | $5,940,000 | 3,243 |
| Issued or guaranteed by U.S. | $5,940,000 | 3,242 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $347,000 | 3,214 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 3,105 |
| 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) | $160,000 | 2,342 |
| Available-for-sale securities (fair market value) | $9,375,000 | 5,040 |
| Total debt securities | $9,534,000 | 5,386 |
| 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 | $8,166,000 | 5,604 |
| U.S. Government securities | $5,250,000 | 5,386 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,250,000 | 5,275 |
| Securities issued by states & political subdivisions | $2,916,000 | 4,259 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $5,250,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $4,879,000 | 3,496 |
| Issued or guaranteed by U.S. | $4,879,000 | 3,496 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $371,000 | 3,223 |
| CMOs issued by government agencies or sponsored agencies | $371,000 | 3,115 |
| 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) | $159,000 | 2,367 |
| Available-for-sale securities (fair market value) | $8,007,000 | 5,224 |
| Total debt securities | $8,167,000 | 5,579 |
| 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 | $8,235,000 | 5,634 |
| U.S. Government securities | $5,618,000 | 5,327 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,618,000 | 5,220 |
| Securities issued by states & political subdivisions | $2,617,000 | 4,367 |
| 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 | $439,000 | 5,653 |
| Mortgage-backed securities | $5,618,000 | 3,834 |
| Certificates of participation in pools of residential mortgages | $5,212,000 | 3,433 |
| Issued or guaranteed by U.S. | $5,212,000 | 3,431 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $406,000 | 3,206 |
| CMOs issued by government agencies or sponsored agencies | $406,000 | 3,089 |
| 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) | $158,000 | 2,393 |
| Available-for-sale securities (fair market value) | $8,077,000 | 5,264 |
| Total debt securities | $8,235,000 | 5,610 |
| 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 | $7,668,000 | 5,758 |
| U.S. Government securities | $5,424,000 | 5,406 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,424,000 | 5,308 |
| Securities issued by states & political subdivisions | $2,244,000 | 4,479 |
| 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 | $471,000 | 5,708 |
| Mortgage-backed securities | $5,424,000 | 3,909 |
| Certificates of participation in pools of residential mortgages | $4,987,000 | 3,506 |
| Issued or guaranteed by U.S. | $4,987,000 | 3,502 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $437,000 | 3,218 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 3,098 |
| 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) | $157,000 | 2,395 |
| Available-for-sale securities (fair market value) | $7,511,000 | 5,386 |
| Total debt securities | $7,669,000 | 5,729 |
| 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 | $8,179,000 | 5,714 |
| U.S. Government securities | $5,901,000 | 5,328 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,901,000 | 5,219 |
| Securities issued by states & political subdivisions | $2,278,000 | 4,472 |
| 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 | $528,000 | 5,686 |
| Mortgage-backed securities | $5,901,000 | 3,847 |
| Certificates of participation in pools of residential mortgages | $5,435,000 | 3,385 |
| Issued or guaranteed by U.S. | $5,435,000 | 3,381 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $466,000 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $466,000 | 3,094 |
| 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) | $155,000 | 2,342 |
| Available-for-sale securities (fair market value) | $8,024,000 | 5,343 |
| Total debt securities | $8,181,000 | 5,678 |
| 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 | $8,232,000 | 5,754 |
| U.S. Government securities | $5,925,000 | 5,378 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,925,000 | 5,265 |
| Securities issued by states & political subdivisions | $2,307,000 | 4,445 |
| 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 | $597,000 | 5,725 |
| Mortgage-backed securities | $5,925,000 | 3,909 |
| Certificates of participation in pools of residential mortgages | $5,420,000 | 3,433 |
| Issued or guaranteed by U.S. | $5,420,000 | 3,428 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $505,000 | 3,235 |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 3,097 |
| 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) | $154,000 | 2,337 |
| Available-for-sale securities (fair market value) | $8,078,000 | 5,395 |
| Total debt securities | $8,232,000 | 5,719 |
| 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 | $8,498,000 | 5,731 |
| U.S. Government securities | $6,433,000 | 5,287 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,433,000 | 5,175 |
| Securities issued by states & political subdivisions | $2,065,000 | 4,526 |
| 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 | $651,000 | 5,725 |
| Mortgage-backed securities | $6,433,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $5,873,000 | 3,341 |
| Issued or guaranteed by U.S. | $5,873,000 | 3,339 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $560,000 | 3,244 |
| CMOs issued by government agencies or sponsored agencies | $560,000 | 3,106 |
| 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) | $208,000 | 2,316 |
| Available-for-sale securities (fair market value) | $8,290,000 | 5,385 |
| Total debt securities | $8,499,000 | 5,700 |
| 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 | $8,002,000 | 5,888 |
| U.S. Government securities | $6,063,000 | 5,500 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,063,000 | 5,387 |
| Securities issued by states & political subdivisions | $1,939,000 | 4,596 |
| 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 | $703,000 | 5,784 |
| Mortgage-backed securities | $6,063,000 | 4,014 |
| Certificates of participation in pools of residential mortgages | $5,481,000 | 3,584 |
| Issued or guaranteed by U.S. | $5,481,000 | 3,584 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $582,000 | 3,323 |
| CMOs issued by government agencies or sponsored agencies | $582,000 | 3,173 |
| 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) | $55,000 | 2,543 |
| Available-for-sale securities (fair market value) | $7,947,000 | 5,511 |
| Total debt securities | $8,002,000 | 5,862 |
| 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 | $8,923,000 | 5,828 |
| U.S. Government securities | $6,748,000 | 5,444 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,748,000 | 5,337 |
| Securities issued by states & political subdivisions | $2,175,000 | 4,492 |
| 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 | $757,000 | 5,841 |
| Mortgage-backed securities | $6,498,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $5,916,000 | 3,505 |
| Issued or guaranteed by U.S. | $5,916,000 | 3,504 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $582,000 | 3,344 |
| CMOs issued by government agencies or sponsored agencies | $582,000 | 3,183 |
| 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) | $307,000 | 2,308 |
| Available-for-sale securities (fair market value) | $8,616,000 | 5,476 |
| Total debt securities | $8,923,000 | 5,800 |
| 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 | $9,032,000 | 5,851 |
| U.S. Government securities | $7,209,000 | 5,464 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,209,000 | 5,363 |
| Securities issued by states & political subdivisions | $1,823,000 | 4,576 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $6,957,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | $6,370,000 | 3,413 |
| Issued or guaranteed by U.S. | $6,370,000 | 3,411 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $587,000 | 3,364 |
| CMOs issued by government agencies or sponsored agencies | $587,000 | 3,197 |
| 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) | $332,000 | 2,342 |
| Available-for-sale securities (fair market value) | $8,700,000 | 5,495 |
| Total debt securities | $9,040,000 | 5,822 |
| 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 | $8,658,000 | 5,902 |
| U.S. Government securities | $6,778,000 | 5,532 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,778,000 | 5,431 |
| Securities issued by states & political subdivisions | $1,880,000 | 4,548 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $6,274,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $5,681,000 | 3,462 |
| Issued or guaranteed by U.S. | $5,681,000 | 3,460 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $593,000 | 3,319 |
| CMOs issued by government agencies or sponsored agencies | $593,000 | 3,070 |
| 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) | $362,000 | 2,424 |
| Available-for-sale securities (fair market value) | $8,296,000 | 5,538 |
| Total debt securities | $8,658,000 | 5,871 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,859 |
| Fair value | $251,000 | 2,869 |
| 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 | $9,052,000 | 5,865 |
| U.S. Government securities | $7,182,000 | 5,433 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,182,000 | 5,328 |
| Securities issued by states & political subdivisions | $1,870,000 | 4,495 |
| 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 | $679,000 | 5,636 |
| Mortgage-backed securities | $6,675,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | $6,088,000 | 3,314 |
| Issued or guaranteed by U.S. | $6,088,000 | 3,311 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $587,000 | 3,302 |
| CMOs issued by government agencies or sponsored agencies | $587,000 | 3,045 |
| 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) | $110,000 | 2,681 |
| Available-for-sale securities (fair market value) | $8,942,000 | 5,446 |
| Total debt securities | $9,054,000 | 5,826 |
| 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 | $8,959,000 | 5,978 |
| U.S. Government securities | $7,529,000 | 5,489 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,529,000 | 5,377 |
| Securities issued by states & political subdivisions | $1,430,000 | 4,672 |
| 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 | $720,000 | 5,671 |
| Mortgage-backed securities | $7,019,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $6,427,000 | 3,213 |
| Issued or guaranteed by U.S. | $6,427,000 | 3,206 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $592,000 | 3,267 |
| CMOs issued by government agencies or sponsored agencies | $592,000 | 3,002 |
| 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) | $110,000 | 2,724 |
| Available-for-sale securities (fair market value) | $8,849,000 | 5,534 |
| Total debt securities | $8,959,000 | 5,943 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,058 |
| Fair value | $253,000 | 3,065 |
| 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 | $8,798,000 | 5,982 |
| U.S. Government securities | $7,657,000 | 5,469 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,657,000 | 5,360 |
| Securities issued by states & political subdivisions | $1,141,000 | 4,837 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $764,000 | 5,703 |
| Mortgage-backed securities | $7,149,000 | 3,705 |
| Certificates of participation in pools of residential mortgages | $6,568,000 | 3,128 |
| Issued or guaranteed by U.S. | $6,568,000 | 3,122 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $581,000 | 3,231 |
| CMOs issued by government agencies or sponsored agencies | $581,000 | 2,961 |
| 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) | $110,000 | 2,738 |
| Available-for-sale securities (fair market value) | $8,688,000 | 5,543 |
| Total debt securities | $8,798,000 | 5,946 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,104 |
| Fair value | $253,000 | 3,107 |
| 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 | $8,132,000 | 5,997 |
| U.S. Government securities | $6,873,000 | 5,485 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,873,000 | 5,375 |
| Securities issued by states & political subdivisions | $1,259,000 | 4,771 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $798,000 | 5,733 |
| Mortgage-backed securities | $6,365,000 | 3,742 |
| Certificates of participation in pools of residential mortgages | $5,787,000 | 3,184 |
| Issued or guaranteed by U.S. | $5,787,000 | 3,177 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $578,000 | 3,240 |
| CMOs issued by government agencies or sponsored agencies | $578,000 | 2,950 |
| 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) | $235,000 | 2,630 |
| Available-for-sale securities (fair market value) | $7,897,000 | 5,580 |
| Total debt securities | $8,132,000 | 5,963 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,989 |
| Fair value | $253,000 | 2,991 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $6,390,000 | 6,298 |
| U.S. Government securities | $4,990,000 | 5,919 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,990,000 | 5,791 |
| Securities issued by states & political subdivisions | $1,400,000 | 4,622 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $893,000 | 5,790 |
| Mortgage-backed securities | $4,150,000 | 4,215 |
| Certificates of participation in pools of residential mortgages | $4,150,000 | 3,539 |
| Issued or guaranteed by U.S. | $4,150,000 | 3,531 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $235,000 | 2,702 |
| Available-for-sale securities (fair market value) | $6,155,000 | 5,848 |
| Total debt securities | $6,389,000 | 6,260 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,018 |
| Fair value | $254,000 | 3,026 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $6,662,000 | 6,338 |
| U.S. Government securities | $5,293,000 | 5,953 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,293,000 | 5,837 |
| Securities issued by states & political subdivisions | $1,369,000 | 4,606 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,017,000 | 5,754 |
| Mortgage-backed securities | $4,455,000 | 4,142 |
| Certificates of participation in pools of residential mortgages | $4,455,000 | 3,482 |
| Issued or guaranteed by U.S. | $4,455,000 | 3,474 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $235,000 | 2,767 |
| Available-for-sale securities (fair market value) | $6,427,000 | 5,880 |
| Total debt securities | $6,662,000 | 6,302 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,106 |
| Fair value | $254,000 | 3,107 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,973,000 | 6,356 |
| U.S. Government securities | $5,696,000 | 5,945 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,696,000 | 5,830 |
| Securities issued by states & political subdivisions | $1,277,000 | 4,664 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,017,000 | 5,816 |
| Mortgage-backed securities | $4,860,000 | 4,129 |
| Certificates of participation in pools of residential mortgages | $4,860,000 | 3,496 |
| Issued or guaranteed by U.S. | $4,860,000 | 3,487 |
| 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) | $235,000 | 2,819 |
| Available-for-sale securities (fair market value) | $6,738,000 | 5,882 |
| Total debt securities | $6,973,000 | 6,315 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,912 |
| Fair value | $249,000 | 2,935 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,257,000 | 6,478 |
| U.S. Government securities | $4,868,000 | 6,133 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,868,000 | 6,032 |
| Securities issued by states & political subdivisions | $1,389,000 | 4,634 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,114,000 | 5,837 |
| Mortgage-backed securities | $4,023,000 | 4,389 |
| Certificates of participation in pools of residential mortgages | $4,023,000 | 3,791 |
| Issued or guaranteed by U.S. | $4,023,000 | 3,784 |
| 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) | $350,000 | 2,756 |
| Available-for-sale securities (fair market value) | $5,907,000 | 6,028 |
| Total debt securities | $6,257,000 | 6,444 |
| 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 | $8,725,000 | 6,060 |
| U.S. Government securities | $7,316,000 | 5,564 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,316,000 | 5,473 |
| Securities issued by states & political subdivisions | $1,409,000 | 4,674 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,350,000 | 5,762 |
| Mortgage-backed securities | $5,946,000 | 4,020 |
| Certificates of participation in pools of residential mortgages | $5,946,000 | 3,374 |
| Issued or guaranteed by U.S. | $5,946,000 | 3,364 |
| 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) | $350,000 | 2,836 |
| Available-for-sale securities (fair market value) | $8,375,000 | 5,604 |
| Total debt securities | $8,725,000 | 6,009 |
| 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 | $8,950,000 | 6,018 |
| U.S. Government securities | $7,390,000 | 5,529 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,390,000 | 5,443 |
| Securities issued by states & political subdivisions | $1,560,000 | 4,561 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $5,761,000 | 4,107 |
| Certificates of participation in pools of residential mortgages | $5,761,000 | 3,498 |
| Issued or guaranteed by U.S. | $5,761,000 | 3,485 |
| 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) | $350,000 | 2,876 |
| Available-for-sale securities (fair market value) | $8,600,000 | 5,577 |
| Total debt securities | $8,951,000 | 5,962 |
| 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 | $9,662,000 | 5,954 |
| U.S. Government securities | $8,361,000 | 5,433 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,361,000 | 5,351 |
| Securities issued by states & political subdivisions | $1,301,000 | 4,647 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,078,000 | 5,961 |
| Mortgage-backed securities | $6,206,000 | 4,088 |
| Certificates of participation in pools of residential mortgages | $6,206,000 | 3,473 |
| Issued or guaranteed by U.S. | $6,206,000 | 3,462 |
| 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) | $350,000 | 2,917 |
| Available-for-sale securities (fair market value) | $9,312,000 | 5,497 |
| Total debt securities | $9,664,000 | 5,899 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $10,315,000 | 5,843 |
| U.S. Government securities | $8,917,000 | 5,382 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,917,000 | 5,300 |
| Securities issued by states & political subdivisions | $1,398,000 | 4,548 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,371,000 | 5,871 |
| Mortgage-backed securities | $6,491,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $6,491,000 | 3,374 |
| Issued or guaranteed by U.S. | $6,491,000 | 3,361 |
| 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) | $353,000 | 2,944 |
| Available-for-sale securities (fair market value) | $9,962,000 | 5,397 |
| Total debt securities | $10,312,000 | 5,798 |
| 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 | $9,353,000 | 6,014 |
| U.S. Government securities | $7,943,000 | 5,587 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,943,000 | 5,499 |
| Securities issued by states & political subdivisions | $1,410,000 | 4,523 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,689,000 | 5,775 |
| Mortgage-backed securities | $4,762,000 | 4,273 |
| Certificates of participation in pools of residential mortgages | $4,762,000 | 3,715 |
| Issued or guaranteed by U.S. | $4,762,000 | 3,703 |
| 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) | $350,000 | 2,962 |
| Available-for-sale securities (fair market value) | $9,003,000 | 5,527 |
| Total debt securities | $9,353,000 | 5,964 |
| 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 | $8,911,000 | 6,128 |
| U.S. Government securities | $7,364,000 | 5,765 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,364,000 | 5,682 |
| Securities issued by states & political subdivisions | $1,547,000 | 4,489 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,708,000 | 5,768 |
| Mortgage-backed securities | $4,440,000 | 4,354 |
| Certificates of participation in pools of residential mortgages | $4,440,000 | 3,803 |
| Issued or guaranteed by U.S. | $4,440,000 | 3,792 |
| 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) | $350,000 | 2,981 |
| Available-for-sale securities (fair market value) | $8,561,000 | 5,674 |
| Total debt securities | $8,913,000 | 6,060 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $7,201,000 | 6,524 |
| U.S. Government securities | $5,494,000 | 6,320 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,494,000 | 6,223 |
| Securities issued by states & political subdivisions | $1,707,000 | 4,411 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,795,000 | 5,728 |
| Mortgage-backed securities | $2,318,000 | 4,962 |
| Certificates of participation in pools of residential mortgages | $2,318,000 | 4,469 |
| Issued or guaranteed by U.S. | $2,318,000 | 4,449 |
| 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) | $495,000 | 2,909 |
| Available-for-sale securities (fair market value) | $6,706,000 | 6,051 |
| Total debt securities | $7,200,000 | 6,453 |
| 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 | $7,810,000 | 6,476 |
| U.S. Government securities | $6,360,000 | 6,196 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,360,000 | 6,089 |
| Securities issued by states & political subdivisions | $1,450,000 | 4,568 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,753,000 | 5,805 |
| Mortgage-backed securities | $2,371,000 | 4,717 |
| Certificates of participation in pools of residential mortgages | $2,371,000 | 4,178 |
| Issued or guaranteed by U.S. | $2,371,000 | 4,162 |
| 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) | $145,000 | 3,310 |
| Available-for-sale securities (fair market value) | $7,665,000 | 5,888 |
| Total debt securities | $7,810,000 | 6,415 |
| 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 | $7,934,000 | 6,500 |
| U.S. Government securities | $6,494,000 | 6,243 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,494,000 | 6,133 |
| Securities issued by states & political subdivisions | $1,440,000 | 4,582 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,772,000 | 5,829 |
| Mortgage-backed securities | $2,003,000 | 4,727 |
| Certificates of participation in pools of residential mortgages | $2,003,000 | 4,189 |
| Issued or guaranteed by U.S. | $2,003,000 | 4,176 |
| 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) | $145,000 | 3,374 |
| Available-for-sale securities (fair market value) | $7,789,000 | 5,916 |
| Total debt securities | $7,934,000 | 6,442 |
| 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 | $7,596,000 | 6,596 |
| U.S. Government securities | $5,966,000 | 6,434 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,966,000 | 6,315 |
| Securities issued by states & political subdivisions | $1,630,000 | 4,483 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,011,000 | 6,210 |
| Mortgage-backed securities | $1,552,000 | 4,952 |
| Certificates of participation in pools of residential mortgages | $1,552,000 | 4,443 |
| Issued or guaranteed by U.S. | $1,552,000 | 4,429 |
| 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) | $145,000 | 3,411 |
| Available-for-sale securities (fair market value) | $7,451,000 | 5,964 |
| Total debt securities | $7,595,000 | 6,540 |
| 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 | $7,913,000 | 6,563 |
| U.S. Government securities | $6,137,000 | 6,420 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,137,000 | 6,298 |
| Securities issued by states & political subdivisions | $1,776,000 | 4,408 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,031,000 | 6,216 |
| Mortgage-backed securities | $1,672,000 | 4,898 |
| Certificates of participation in pools of residential mortgages | $1,672,000 | 4,366 |
| Issued or guaranteed by U.S. | $1,672,000 | 4,349 |
| 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) | $280,000 | 3,294 |
| Available-for-sale securities (fair market value) | $7,633,000 | 5,957 |
| Total debt securities | $7,912,000 | 6,506 |
| 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 | $8,020,000 | 6,580 |
| U.S. Government securities | $6,143,000 | 6,479 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,143,000 | 6,347 |
| Securities issued by states & political subdivisions | $1,877,000 | 4,368 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,036,000 | 6,241 |
| Mortgage-backed securities | $1,742,000 | 4,862 |
| Certificates of participation in pools of residential mortgages | $1,742,000 | 4,331 |
| Issued or guaranteed by U.S. | $1,742,000 | 4,316 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $280,000 | 3,377 |
| Available-for-sale securities (fair market value) | $7,740,000 | 5,988 |
| Total debt securities | $8,019,000 | 6,519 |
| 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 | $7,857,000 | 6,682 |
| U.S. Government securities | $6,220,000 | 6,509 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,220,000 | 6,374 |
| Securities issued by states & political subdivisions | $1,637,000 | 4,529 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,142,000 | 6,245 |
| Mortgage-backed securities | $2,036,000 | 4,690 |
| Certificates of participation in pools of residential mortgages | $2,036,000 | 4,157 |
| Issued or guaranteed by U.S. | $2,036,000 | 4,138 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $280,000 | 3,461 |
| Available-for-sale securities (fair market value) | $7,577,000 | 6,052 |
| Total debt securities | $7,859,000 | 6,620 |
| 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 | $7,940,000 | 6,682 |
| U.S. Government securities | $6,217,000 | 6,515 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,217,000 | 6,384 |
| Securities issued by states & political subdivisions | $1,723,000 | 4,474 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,149,000 | 6,277 |
| Mortgage-backed securities | $2,104,000 | 4,659 |
| Certificates of participation in pools of residential mortgages | $2,104,000 | 4,117 |
| Issued or guaranteed by U.S. | $2,104,000 | 4,103 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $280,000 | 3,516 |
| Available-for-sale securities (fair market value) | $7,660,000 | 6,025 |
| Total debt securities | $7,931,000 | 6,627 |
| 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 | $7,635,000 | 6,807 |
| U.S. Government securities | $5,756,000 | 6,699 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,756,000 | 6,554 |
| Securities issued by states & political subdivisions | $1,879,000 | 4,412 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,195,000 | 6,265 |
| Mortgage-backed securities | $1,896,000 | 4,814 |
| Certificates of participation in pools of residential mortgages | $1,896,000 | 4,280 |
| Issued or guaranteed by U.S. | $1,896,000 | 4,265 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $315,000 | 3,519 |
| Available-for-sale securities (fair market value) | $7,320,000 | 6,149 |
| Total debt securities | $7,638,000 | 6,758 |
| 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 | $7,871,000 | 6,789 |
| U.S. Government securities | $5,787,000 | 6,719 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,787,000 | 6,573 |
| Securities issued by states & political subdivisions | $2,084,000 | 4,308 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,213,000 | 6,276 |
| Mortgage-backed securities | $2,004,000 | 4,793 |
| Certificates of participation in pools of residential mortgages | $2,004,000 | 4,235 |
| Issued or guaranteed by U.S. | $2,004,000 | 4,219 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $315,000 | 3,590 |
| Available-for-sale securities (fair market value) | $7,556,000 | 6,131 |
| Total debt securities | $7,871,000 | 6,735 |
| 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 | $7,156,000 | 6,975 |
| U.S. Government securities | $5,271,000 | 6,878 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,271,000 | 6,734 |
| Securities issued by states & political subdivisions | $1,885,000 | 4,439 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,897,000 | 5,931 |
| Mortgage-backed securities | $1,703,000 | 5,020 |
| Certificates of participation in pools of residential mortgages | $1,703,000 | 4,474 |
| Issued or guaranteed by U.S. | $1,703,000 | 4,457 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $315,000 | 3,642 |
| Available-for-sale securities (fair market value) | $6,841,000 | 6,281 |
| Total debt securities | $7,156,000 | 6,915 |
| 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 | $7,198,000 | 7,018 |
| U.S. Government securities | $5,426,000 | 6,870 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,426,000 | 6,723 |
| Securities issued by states & political subdivisions | $1,772,000 | 4,503 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,194,000 | 6,311 |
| Mortgage-backed securities | $1,839,000 | 5,040 |
| Certificates of participation in pools of residential mortgages | $1,839,000 | 4,472 |
| Issued or guaranteed by U.S. | $1,839,000 | 4,453 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $105,000 | 4,024 |
| Available-for-sale securities (fair market value) | $7,093,000 | 6,265 |
| Total debt securities | $7,198,000 | 6,959 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,530,000 | 7,226 |
| U.S. Government securities | $4,697,000 | 7,162 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,697,000 | 6,998 |
| Securities issued by states & political subdivisions | $1,833,000 | 4,451 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,728,000 | 6,045 |
| Mortgage-backed securities | $1,877,000 | 5,073 |
| Certificates of participation in pools of residential mortgages | $1,877,000 | 4,512 |
| Issued or guaranteed by U.S. | $1,877,000 | 4,498 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $146,000 | 4,027 |
| Available-for-sale securities (fair market value) | $6,384,000 | 6,474 |
| Total debt securities | $6,530,000 | 7,166 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $5,995,000 | 7,399 |
| U.S. Government securities | $3,954,000 | 7,442 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,954,000 | 7,285 |
| Securities issued by states & political subdivisions | $2,041,000 | 4,326 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,783,000 | 6,023 |
| Mortgage-backed securities | $1,393,000 | 5,403 |
| Certificates of participation in pools of residential mortgages | $1,393,000 | 4,846 |
| Issued or guaranteed by U.S. | $1,393,000 | 4,832 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $146,000 | 4,078 |
| Available-for-sale securities (fair market value) | $5,849,000 | 6,638 |
| Total debt securities | $5,995,000 | 7,326 |
| 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 | $5,416,000 | 7,580 |
| U.S. Government securities | $3,360,000 | 7,642 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,360,000 | 7,492 |
| Securities issued by states & political subdivisions | $2,056,000 | 4,321 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,289,000 | 6,338 |
| Mortgage-backed securities | $1,037,000 | 5,610 |
| Certificates of participation in pools of residential mortgages | $1,037,000 | 5,107 |
| Issued or guaranteed by U.S. | $1,037,000 | 5,095 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $395,000 | 3,799 |
| Available-for-sale securities (fair market value) | $5,021,000 | 6,865 |
| Total debt securities | $5,418,000 | 7,515 |
| 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 | $5,789,000 | 7,547 |
| U.S. Government securities | $3,896,000 | 7,558 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,896,000 | 7,400 |
| Securities issued by states & political subdivisions | $1,893,000 | 4,436 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,170,000 | 6,428 |
| Mortgage-backed securities | $1,114,000 | 5,637 |
| Certificates of participation in pools of residential mortgages | $1,114,000 | 5,122 |
| Issued or guaranteed by U.S. | $1,114,000 | 5,108 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $395,000 | 3,841 |
| Available-for-sale securities (fair market value) | $5,394,000 | 6,841 |
| Total debt securities | $5,789,000 | 7,480 |
| 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 | $6,032,000 | 7,503 |
| U.S. Government securities | $3,839,000 | 7,533 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,839,000 | 7,376 |
| Securities issued by states & political subdivisions | $2,193,000 | 4,245 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $993,000 | 6,575 |
| Mortgage-backed securities | $1,792,000 | 5,284 |
| Certificates of participation in pools of residential mortgages | $1,792,000 | 4,733 |
| Issued or guaranteed by U.S. | $1,792,000 | 4,716 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $401,000 | 3,877 |
| Available-for-sale securities (fair market value) | $5,631,000 | 6,791 |
| Total debt securities | $6,032,000 | 7,426 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $5,498,000 | 7,689 |
| U.S. Government securities | $3,207,000 | 7,817 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,207,000 | 7,638 |
| Securities issued by states & political subdivisions | $2,291,000 | 4,219 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $587,000 | 6,793 |
| Mortgage-backed securities | $1,643,000 | 5,379 |
| Certificates of participation in pools of residential mortgages | $1,643,000 | 4,824 |
| Issued or guaranteed by U.S. | $1,643,000 | 4,805 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $401,000 | 3,932 |
| Available-for-sale securities (fair market value) | $5,097,000 | 6,955 |
| Total debt securities | $5,498,000 | 7,608 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $5,503,000 | 7,662 |
| U.S. Government securities | $3,022,000 | 7,823 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,022,000 | 7,635 |
| Securities issued by states & political subdivisions | $2,481,000 | 4,133 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $683,000 | 6,765 |
| Mortgage-backed securities | $1,945,000 | 5,226 |
| Certificates of participation in pools of residential mortgages | $1,945,000 | 4,624 |
| Issued or guaranteed by U.S. | $1,945,000 | 4,603 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $152,000 | 4,295 |
| Available-for-sale securities (fair market value) | $5,351,000 | 6,872 |
| Total debt securities | $5,503,000 | 7,570 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $6,139,000 | 7,450 |
| U.S. Government securities | $3,606,000 | 7,589 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,606,000 | 7,396 |
| Securities issued by states & political subdivisions | $2,533,000 | 4,059 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $672,000 | 6,789 |
| Mortgage-backed securities | $2,515,000 | 5,048 |
| Certificates of participation in pools of residential mortgages | $2,493,000 | 4,394 |
| Issued or guaranteed by U.S. | $2,493,000 | 4,376 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $22,000 | 4,177 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,975 |
| 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) | $12,000 | 4,668 |
| Available-for-sale securities (fair market value) | $6,127,000 | 6,634 |
| Total debt securities | $6,139,000 | 7,356 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $6,220,000 | 7,472 |
| U.S. Government securities | $4,065,000 | 7,497 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,065,000 | 7,299 |
| Securities issued by states & political subdivisions | $2,155,000 | 4,192 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 6,772 |
| Mortgage-backed securities | $3,230,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $3,142,000 | 4,108 |
| Issued or guaranteed by U.S. | $3,142,000 | 4,093 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $88,000 | 4,093 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,907 |
| 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) | $18,000 | 4,704 |
| Available-for-sale securities (fair market value) | $6,202,000 | 6,648 |
| Total debt securities | $6,220,000 | 7,378 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $6,721,000 | 7,349 |
| U.S. Government securities | $4,621,000 | 7,307 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,621,000 | 7,102 |
| Securities issued by states & political subdivisions | $2,100,000 | 4,237 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $852,000 | 6,747 |
| Mortgage-backed securities | $3,516,000 | 4,657 |
| Certificates of participation in pools of residential mortgages | $3,360,000 | 4,004 |
| Issued or guaranteed by U.S. | $3,360,000 | 3,991 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $156,000 | 4,027 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 3,853 |
| 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) | $18,000 | 4,791 |
| Available-for-sale securities (fair market value) | $6,703,000 | 6,520 |
| Total debt securities | $6,721,000 | 7,264 |
| 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 | $7,173,000 | 7,269 |
| U.S. Government securities | $5,511,000 | 7,033 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,511,000 | 6,800 |
| Securities issued by states & political subdivisions | $1,562,000 | 4,680 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $100,000 | 2,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,278,000 | 6,497 |
| Mortgage-backed securities | $3,862,000 | 4,365 |
| Certificates of participation in pools of residential mortgages | $3,591,000 | 3,634 |
| Issued or guaranteed by U.S. | $3,591,000 | 3,618 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $271,000 | 4,000 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 3,825 |
| 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) | $123,000 | 4,777 |
| Available-for-sale securities (fair market value) | $7,050,000 | 6,389 |
| Total debt securities | $7,073,000 | 7,194 |
| 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 | $8,492,000 | 7,223 |
| U.S. Government securities | $8,163,000 | 6,445 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $8,163,000 | 6,096 |
| Securities issued by states & political subdivisions | $230,000 | 6,629 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $99,000 | 6,829 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,478,000 | 5,997 |
| Mortgage-backed securities | $4,374,000 | 3,604 |
| Certificates of participation in pools of residential mortgages | $3,857,000 | 3,028 |
| Issued or guaranteed by U.S. | $3,857,000 | 3,012 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $517,000 | 3,286 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 3,125 |
| 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) | $129,000 | 5,404 |
| Available-for-sale securities (fair market value) | $8,363,000 | 6,163 |
| Total debt securities | $8,393,000 | 7,137 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $7,932,000 | 7,671 |
| U.S. Government securities | $7,346,000 | 7,038 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,346,000 | 6,512 |
| Securities issued by states & political subdivisions | $486,000 | 6,419 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 6,742 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,074,000 | 6,272 |
| Mortgage-backed securities | $4,530,000 | 3,763 |
| Certificates of participation in pools of residential mortgages | $3,988,000 | 3,145 |
| Issued or guaranteed by U.S. | $3,988,000 | 3,132 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $542,000 | 3,463 |
| CMOs issued by government agencies or sponsored agencies | $542,000 | 3,312 |
| 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) | $135,000 | 5,818 |
| Available-for-sale securities (fair market value) | $7,797,000 | 6,504 |
| Total debt securities | $7,832,000 | 7,579 |
| 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 | $6,667,000 | 8,136 |
| U.S. Government securities | $6,069,000 | 7,545 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $6,069,000 | 6,680 |
| Securities issued by states & political subdivisions | $497,000 | 6,595 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $101,000 | 6,471 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,442,000 | 6,672 |
| Mortgage-backed securities | $4,584,000 | 3,996 |
| Certificates of participation in pools of residential mortgages | $4,025,000 | 3,344 |
| Issued or guaranteed by U.S. | $4,025,000 | 3,327 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $559,000 | 3,684 |
| CMOs issued by government agencies or sponsored agencies | $559,000 | 3,532 |
| 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) | $143,000 | 6,334 |
| Available-for-sale securities (fair market value) | $6,524,000 | 6,821 |
| Total debt securities | $6,566,000 | 8,051 |
| 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 | $8,724,000 | 7,843 |
| U.S. Government securities | $6,831,000 | 7,739 |
| U.S. Treasury securities | $500,000 | 7,201 |
| U.S. Government agency obligations | $6,331,000 | 6,670 |
| Securities issued by states & political subdivisions | $757,000 | 6,249 |
| Other domestic debt securities | $1,034,000 | 1,788 |
| Privately issued residential mortgage-backed securities | $1,034,000 | 590 |
| 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 | $102,000 | 6,385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,260,000 | 6,216 |
| Mortgage-backed securities | $6,663,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $1,574,000 | 4,740 |
| Issued or guaranteed by U.S. | $1,574,000 | 4,725 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $5,089,000 | 1,695 |
| CMOs issued by government agencies or sponsored agencies | $4,055,000 | 1,848 |
| Privately issued | $1,034,000 | 448 |
| 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) | $195,000 | 7,103 |
| Available-for-sale securities (fair market value) | $8,529,000 | 6,192 |
| Total debt securities | $8,622,000 | 7,752 |
| 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 | $8,724,000 | 8,363 |
| U.S. Government securities | $6,973,000 | 8,270 |
| U.S. Treasury securities | $1,988,000 | 6,102 |
| U.S. Government agency obligations | $4,985,000 | 7,662 |
| Securities issued by states & political subdivisions | $648,000 | 6,746 |
| Other domestic debt securities | $1,001,000 | 2,057 |
| Privately issued residential mortgage-backed securities | $1,001,000 | 733 |
| 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 | $102,000 | 6,313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,364,000 | 5,598 |
| Mortgage-backed securities | $5,785,000 | 3,912 |
| Certificates of participation in pools of residential mortgages | $755,000 | 6,195 |
| Issued or guaranteed by U.S. | $755,000 | 6,178 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,030,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $4,029,000 | 2,090 |
| Privately issued | $1,001,000 | 554 |
| 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) | $333,000 | 7,581 |
| Available-for-sale securities (fair market value) | $8,391,000 | 6,497 |
| Total debt securities | $8,622,000 | 8,266 |
| 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 | $7,744,000 | 9,099 |
| U.S. Government securities | $6,496,000 | 8,846 |
| U.S. Treasury securities | $1,988,000 | 7,244 |
| U.S. Government agency obligations | $4,508,000 | 8,008 |
| Securities issued by states & political subdivisions | $232,000 | 8,107 |
| Other domestic debt securities | $1,016,000 | 2,456 |
| Privately issued residential mortgage-backed securities | $1,016,000 | 854 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,285,000 | 6,586 |
| Mortgage-backed securities | $5,524,000 | 4,280 |
| Certificates of participation in pools of residential mortgages | $435,000 | 7,157 |
| Issued or guaranteed by U.S. | $435,000 | 7,122 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,089,000 | 2,157 |
| CMOs issued by government agencies or sponsored agencies | $4,073,000 | 2,304 |
| Privately issued | $1,016,000 | 632 |
| 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) | $245,000 | 8,092 |
| Available-for-sale securities (fair market value) | $7,499,000 | 6,962 |
| Total debt securities | $7,744,000 | 8,993 |
| 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 | $8,873,000 | 9,180 |
| U.S. Government securities | $6,635,000 | 9,304 |
| U.S. Treasury securities | $2,098,000 | 8,078 |
| U.S. Government agency obligations | $4,537,000 | 7,988 |
| Securities issued by states & political subdivisions | $1,296,000 | 6,153 |
| Other domestic debt securities | $942,000 | 2,893 |
| Privately issued residential mortgage-backed securities | $942,000 | 970 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,395,000 | 5,088 |
| Mortgage-backed securities | $5,479,000 | 4,511 |
| Certificates of participation in pools of residential mortgages | $703,000 | 6,950 |
| Issued or guaranteed by U.S. | $703,000 | 6,924 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,776,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $3,834,000 | 2,545 |
| Privately issued | $942,000 | 756 |
| 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) | $1,311,000 | 10,525 |
| Available-for-sale securities (fair market value) | $7,562,000 | 5,624 |
| Total debt securities | $8,873,000 | 9,074 |
| 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 | $7,769,000 | 9,980 |
| U.S. Government securities | $5,347,000 | 10,312 |
| U.S. Treasury securities | $2,304,000 | 8,087 |
| U.S. Government agency obligations | $3,043,000 | 9,351 |
| Securities issued by states & political subdivisions | $1,408,000 | 6,159 |
| Other domestic debt securities | $1,014,000 | 3,303 |
| Privately issued residential mortgage-backed securities | $1,014,000 | 1,201 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,475,000 | 7,806 |
| Mortgage-backed securities | $4,057,000 | 5,789 |
| Certificates of participation in pools of residential mortgages | $310,000 | 8,605 |
| Issued or guaranteed by U.S. | $310,000 | 8,550 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,747,000 | 3,085 |
| CMOs issued by government agencies or sponsored agencies | $2,733,000 | 3,385 |
| Privately issued | $1,014,000 | 919 |
| 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 | $7,769,000 | 9,827 |
| 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 | $7,750,000 | 10,150 |
| U.S. Government securities | $6,801,000 | 9,704 |
| U.S. Treasury securities | $752,000 | 10,874 |
| U.S. Government agency obligations | $6,049,000 | 7,322 |
| Securities issued by states & political subdivisions | $891,000 | 6,813 |
| Other domestic debt securities | $58,000 | 7,001 |
| Privately issued residential mortgage-backed securities | $58,000 | 3,731 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,865,000 | 7,331 |
| Mortgage-backed securities | $5,410,000 | 5,272 |
| Certificates of participation in pools of residential mortgages | $3,614,000 | 4,695 |
| Issued or guaranteed by U.S. | $3,614,000 | 4,644 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,796,000 | 4,210 |
| CMOs issued by government agencies or sponsored agencies | $1,738,000 | 3,933 |
| Privately issued | $58,000 | 3,205 |
| 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 | $7,750,000 | 10,013 |
| 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 |