Home > Alamerica Bank > Securities
Alamerica Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $923,000 | 4,390 |
| U.S. Government securities | $923,000 | 4,262 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $923,000 | 4,073 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $922,000 | 3,778 |
| Mortgage-backed securities | $923,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $918,000 | 3,244 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,699 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $923,000 | 4,146 |
| Total debt securities | $923,000 | 4,362 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $923,000 | 4,420 |
| U.S. Government securities | $923,000 | 4,289 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $923,000 | 4,099 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $922,000 | 3,785 |
| Mortgage-backed securities | $923,000 | 3,526 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $914,000 | 3,257 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,685 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $923,000 | 4,164 |
| Total debt securities | $922,000 | 4,394 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,473,000 | 4,430 |
| U.S. Government securities | $1,473,000 | 4,275 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $1,473,000 | 4,060 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $979,000 | 3,767 |
| Mortgage-backed securities | $979,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $966,000 | 3,261 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,680 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $1,473,000 | 4,165 |
| Total debt securities | $1,474,000 | 4,403 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,514,000 | 4,502 |
| U.S. Government securities | $1,514,000 | 4,342 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,514,000 | 4,076 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $332,000 | 3,893 |
| Mortgage-backed securities | $1,024,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,011,000 | 3,294 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,716 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $1,514,000 | 4,232 |
| Total debt securities | $1,514,000 | 4,474 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,526,000 | 4,528 |
| U.S. Government securities | $1,526,000 | 4,370 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,526,000 | 4,098 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $329,000 | 3,859 |
| Mortgage-backed securities | $1,041,000 | 3,599 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,028,000 | 3,317 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,738 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $1,526,000 | 4,256 |
| Total debt securities | $1,525,000 | 4,502 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,540,000 | 4,567 |
| U.S. Government securities | $1,540,000 | 4,403 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $1,540,000 | 4,124 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $330,000 | 3,880 |
| Mortgage-backed securities | $1,058,000 | 3,616 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,044,000 | 3,328 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 2,751 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $1,540,000 | 4,291 |
| Total debt securities | $1,540,000 | 4,541 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,657,000 | 4,581 |
| U.S. Government securities | $1,657,000 | 4,418 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,657,000 | 4,144 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| 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 | $332,000 | 3,911 |
| Mortgage-backed securities | $1,173,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | $1,159,000 | 3,426 |
| Issued or guaranteed by U.S. | $1,159,000 | 3,334 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $14,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 2,781 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $1,657,000 | 4,320 |
| Total debt securities | $1,656,000 | 4,564 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,759,000 | 4,563 |
| U.S. Government securities | $1,759,000 | 4,362 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,759,000 | 4,122 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| 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 | $337,000 | 3,931 |
| Mortgage-backed securities | $1,272,000 | 3,640 |
| Certificates of participation in pools of residential mortgages | $1,258,000 | 3,419 |
| Issued or guaranteed by U.S. | $1,258,000 | 3,328 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $14,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 2,780 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $1,759,000 | 4,316 |
| Total debt securities | $1,758,000 | 4,545 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,916,000 | 4,562 |
| U.S. Government securities | $1,916,000 | 4,299 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,916,000 | 4,105 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| 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 | $353,000 | 3,958 |
| Mortgage-backed securities | $1,419,000 | 3,631 |
| Certificates of participation in pools of residential mortgages | $1,397,000 | 3,397 |
| Issued or guaranteed by U.S. | $1,397,000 | 3,294 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $22,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 2,770 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $1,916,000 | 4,335 |
| Total debt securities | $1,915,000 | 4,541 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,992,000 | 4,607 |
| U.S. Government securities | $1,992,000 | 4,306 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,992,000 | 4,135 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| 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 | $362,000 | 3,983 |
| Mortgage-backed securities | $1,492,000 | 3,661 |
| Certificates of participation in pools of residential mortgages | $1,466,000 | 3,418 |
| Issued or guaranteed by U.S. | $1,466,000 | 3,328 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $26,000 | 2,854 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 2,795 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $1,992,000 | 4,370 |
| Total debt securities | $1,991,000 | 4,586 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $2,043,000 | 4,623 |
| U.S. Government securities | $2,043,000 | 4,316 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,043,000 | 4,153 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| 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 | $365,000 | 4,026 |
| Mortgage-backed securities | $1,544,000 | 3,674 |
| Certificates of participation in pools of residential mortgages | $1,517,000 | 3,417 |
| Issued or guaranteed by U.S. | $1,517,000 | 3,317 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $27,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 2,788 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $2,043,000 | 4,381 |
| Total debt securities | $2,042,000 | 4,600 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $2,067,000 | 4,616 |
| U.S. Government securities | $2,067,000 | 4,267 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,067,000 | 4,120 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| 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 | $368,000 | 4,041 |
| Mortgage-backed securities | $1,567,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | $1,540,000 | 3,380 |
| Issued or guaranteed by U.S. | $1,540,000 | 3,283 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $27,000 | 2,818 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 2,765 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $2,067,000 | 4,382 |
| Total debt securities | $2,067,000 | 4,594 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $572,000 | 4,761 |
| U.S. Government securities | $572,000 | 4,473 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $572,000 | 4,357 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| 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 | $372,000 | 4,057 |
| Mortgage-backed securities | $72,000 | 4,036 |
| Certificates of participation in pools of residential mortgages | $44,000 | 3,919 |
| Issued or guaranteed by U.S. | $44,000 | 3,850 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $28,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 2,759 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $572,000 | 4,509 |
| Total debt securities | $572,000 | 4,737 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $575,000 | 4,783 |
| U.S. Government securities | $575,000 | 4,497 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $575,000 | 4,381 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| 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 | $375,000 | 4,075 |
| Mortgage-backed securities | $75,000 | 4,042 |
| Certificates of participation in pools of residential mortgages | $47,000 | 3,919 |
| Issued or guaranteed by U.S. | $47,000 | 3,852 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $28,000 | 2,820 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 2,768 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $575,000 | 4,528 |
| Total debt securities | $575,000 | 4,760 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $585,000 | 4,815 |
| U.S. Government securities | $585,000 | 4,541 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $585,000 | 4,419 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| 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 | $385,000 | 4,128 |
| Mortgage-backed securities | $83,000 | 4,053 |
| Certificates of participation in pools of residential mortgages | $55,000 | 3,920 |
| Issued or guaranteed by U.S. | $55,000 | 3,851 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $28,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 2,774 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $585,000 | 4,560 |
| Total debt securities | $584,000 | 4,794 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $589,000 | 4,866 |
| U.S. Government securities | $589,000 | 4,614 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $589,000 | 4,495 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| 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 | $288,000 | 4,192 |
| Mortgage-backed securities | $87,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $58,000 | 3,952 |
| Issued or guaranteed by U.S. | $58,000 | 3,875 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $29,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 2,769 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $589,000 | 4,613 |
| Total debt securities | $589,000 | 4,844 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $593,000 | 4,929 |
| U.S. Government securities | $593,000 | 4,699 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $593,000 | 4,566 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| 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 | $293,000 | 4,253 |
| Mortgage-backed securities | $93,000 | 4,108 |
| Certificates of participation in pools of residential mortgages | $64,000 | 3,972 |
| Issued or guaranteed by U.S. | $64,000 | 3,905 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $29,000 | 2,837 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 2,783 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $593,000 | 4,675 |
| Total debt securities | $593,000 | 4,910 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $597,000 | 5,014 |
| U.S. Government securities | $597,000 | 4,786 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $597,000 | 4,654 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| 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 | $297,000 | 4,324 |
| Mortgage-backed securities | $98,000 | 4,154 |
| Certificates of participation in pools of residential mortgages | $69,000 | 4,006 |
| Issued or guaranteed by U.S. | $69,000 | 3,935 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $29,000 | 2,854 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 2,799 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $597,000 | 4,756 |
| Total debt securities | $596,000 | 4,995 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $601,000 | 5,066 |
| U.S. Government securities | $601,000 | 4,839 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $601,000 | 4,711 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| 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 | $302,000 | 4,361 |
| Mortgage-backed securities | $103,000 | 4,172 |
| Certificates of participation in pools of residential mortgages | $73,000 | 4,023 |
| Issued or guaranteed by U.S. | $73,000 | 3,956 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $30,000 | 2,862 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 2,805 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $601,000 | 4,800 |
| Total debt securities | $601,000 | 5,047 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $605,000 | 5,118 |
| U.S. Government securities | $605,000 | 4,896 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $605,000 | 4,770 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| 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 | $308,000 | 4,408 |
| Mortgage-backed securities | $110,000 | 4,206 |
| Certificates of participation in pools of residential mortgages | $80,000 | 4,052 |
| Issued or guaranteed by U.S. | $80,000 | 3,982 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $30,000 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 2,823 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $605,000 | 4,844 |
| Total debt securities | $605,000 | 5,100 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $612,000 | 5,160 |
| U.S. Government securities | $612,000 | 4,946 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $612,000 | 4,811 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| 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 | $316,000 | 4,457 |
| Mortgage-backed securities | $120,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $90,000 | 4,081 |
| Issued or guaranteed by U.S. | $90,000 | 4,027 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $30,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 2,841 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $612,000 | 4,889 |
| Total debt securities | $611,000 | 5,142 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $615,000 | 5,228 |
| U.S. Government securities | $615,000 | 5,018 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $615,000 | 4,884 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| 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 | $322,000 | 4,517 |
| Mortgage-backed securities | $126,000 | 4,284 |
| Certificates of participation in pools of residential mortgages | $96,000 | 4,132 |
| Issued or guaranteed by U.S. | $96,000 | 4,112 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $30,000 | 2,911 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 2,849 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $615,000 | 4,955 |
| Total debt securities | $615,000 | 5,209 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $631,000 | 5,285 |
| U.S. Government securities | $631,000 | 5,057 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $631,000 | 4,927 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| 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 | $337,000 | 4,563 |
| Mortgage-backed securities | $142,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $111,000 | 4,168 |
| Issued or guaranteed by U.S. | $111,000 | 4,042 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $31,000 | 2,938 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 2,868 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $631,000 | 5,008 |
| Total debt securities | $629,000 | 5,266 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $659,000 | 5,346 |
| U.S. Government securities | $659,000 | 5,121 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $659,000 | 5,000 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| 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 | $267,000 | 4,649 |
| Mortgage-backed securities | $168,000 | 4,349 |
| Certificates of participation in pools of residential mortgages | $134,000 | 4,190 |
| Issued or guaranteed by U.S. | $134,000 | 4,182 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $34,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 2,864 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $659,000 | 5,064 |
| Total debt securities | $656,000 | 5,326 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $693,000 | 5,405 |
| U.S. Government securities | $693,000 | 5,161 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $693,000 | 5,049 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| 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 | $297,000 | 4,720 |
| Mortgage-backed securities | $198,000 | 4,374 |
| Certificates of participation in pools of residential mortgages | $164,000 | 4,214 |
| Issued or guaranteed by U.S. | $164,000 | 4,208 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $34,000 | 2,951 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 2,870 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $693,000 | 5,128 |
| Total debt securities | $692,000 | 5,389 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $731,000 | 5,459 |
| U.S. Government securities | $731,000 | 5,208 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $731,000 | 5,093 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| 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 | $332,000 | 4,761 |
| Mortgage-backed securities | $232,000 | 4,412 |
| Certificates of participation in pools of residential mortgages | $192,000 | 4,255 |
| Issued or guaranteed by U.S. | $192,000 | 4,250 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $40,000 | 2,972 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 2,894 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $731,000 | 5,172 |
| Total debt securities | $732,000 | 5,440 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $276,000 | 5,573 |
| U.S. Government securities | $276,000 | 5,357 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $276,000 | 5,261 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| 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 | $257,000 | 4,830 |
| Mortgage-backed securities | $276,000 | 4,427 |
| Certificates of participation in pools of residential mortgages | $225,000 | 4,262 |
| Issued or guaranteed by U.S. | $225,000 | 4,257 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $51,000 | 2,987 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 2,902 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $276,000 | 5,274 |
| Total debt securities | $275,000 | 5,551 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $317,000 | 5,638 |
| U.S. Government securities | $317,000 | 5,416 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $317,000 | 5,314 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| 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 | $293,000 | 4,878 |
| Mortgage-backed securities | $317,000 | 4,478 |
| Certificates of participation in pools of residential mortgages | $261,000 | 4,304 |
| Issued or guaranteed by U.S. | $261,000 | 4,300 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $56,000 | 3,030 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 2,946 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $317,000 | 5,332 |
| Total debt securities | $317,000 | 5,619 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $359,000 | 5,685 |
| U.S. Government securities | $359,000 | 5,448 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $359,000 | 5,353 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| 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 | $330,000 | 4,912 |
| Mortgage-backed securities | $359,000 | 4,495 |
| Certificates of participation in pools of residential mortgages | $302,000 | 4,312 |
| Issued or guaranteed by U.S. | $302,000 | 4,307 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $57,000 | 3,040 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 2,942 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $359,000 | 5,372 |
| Total debt securities | $359,000 | 5,668 |
| 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 | $1,216,000 | 5,645 |
| U.S. Government securities | $1,216,000 | 5,311 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,216,000 | 5,197 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| 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 | $376,000 | 4,973 |
| Mortgage-backed securities | $1,216,000 | 4,235 |
| Certificates of participation in pools of residential mortgages | $1,142,000 | 3,979 |
| Issued or guaranteed by U.S. | $1,142,000 | 3,975 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $74,000 | 3,057 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 2,960 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,216,000 | 5,313 |
| Total debt securities | $1,216,000 | 5,625 |
| 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 | $1,333,000 | 5,708 |
| U.S. Government securities | $1,333,000 | 5,390 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,333,000 | 5,283 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| 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 | $403,000 | 5,050 |
| Mortgage-backed securities | $1,333,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $1,238,000 | 3,987 |
| Issued or guaranteed by U.S. | $1,238,000 | 3,981 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $95,000 | 3,069 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 2,965 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,333,000 | 5,369 |
| Total debt securities | $1,332,000 | 5,689 |
| 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 | $1,441,000 | 5,775 |
| U.S. Government securities | $1,441,000 | 5,446 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,441,000 | 5,340 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| 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 | $421,000 | 5,098 |
| Mortgage-backed securities | $1,441,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $1,325,000 | 3,989 |
| Issued or guaranteed by U.S. | $1,325,000 | 3,985 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $116,000 | 3,071 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 2,979 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $1,441,000 | 5,422 |
| Total debt securities | $1,438,000 | 5,758 |
| 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 | $1,578,000 | 5,816 |
| U.S. Government securities | $1,578,000 | 5,486 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,578,000 | 5,385 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| 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 | $455,000 | 5,127 |
| Mortgage-backed securities | $1,578,000 | 4,230 |
| Certificates of participation in pools of residential mortgages | $1,420,000 | 3,984 |
| Issued or guaranteed by U.S. | $1,420,000 | 3,980 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $158,000 | 3,073 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 2,985 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $1,578,000 | 5,456 |
| Total debt securities | $1,576,000 | 5,796 |
| 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 | $1,725,000 | 5,884 |
| U.S. Government securities | $1,725,000 | 5,557 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,725,000 | 5,466 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| 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 | $271,000 | 5,272 |
| Mortgage-backed securities | $1,725,000 | 4,253 |
| Certificates of participation in pools of residential mortgages | $1,534,000 | 3,994 |
| Issued or guaranteed by U.S. | $1,534,000 | 3,989 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $191,000 | 3,095 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 3,004 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,725,000 | 5,522 |
| Total debt securities | $1,724,000 | 5,863 |
| 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 | $1,877,000 | 5,941 |
| U.S. Government securities | $1,877,000 | 5,611 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,877,000 | 5,517 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| 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 | $289,000 | 5,317 |
| Mortgage-backed securities | $1,877,000 | 4,302 |
| Certificates of participation in pools of residential mortgages | $1,662,000 | 4,036 |
| Issued or guaranteed by U.S. | $1,662,000 | 4,031 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $215,000 | 3,122 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 3,027 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,877,000 | 5,572 |
| Total debt securities | $1,876,000 | 5,920 |
| 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 | $2,019,000 | 5,980 |
| U.S. Government securities | $2,019,000 | 5,648 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,019,000 | 5,561 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| 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 | $276,000 | 5,379 |
| Mortgage-backed securities | $2,019,000 | 4,332 |
| Certificates of participation in pools of residential mortgages | $1,790,000 | 4,060 |
| Issued or guaranteed by U.S. | $1,790,000 | 4,054 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $229,000 | 3,147 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 3,048 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $2,019,000 | 5,604 |
| Total debt securities | $2,020,000 | 5,960 |
| 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 | $2,175,000 | 6,064 |
| U.S. Government securities | $2,175,000 | 5,712 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,175,000 | 5,615 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| 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 | $303,000 | 5,448 |
| Mortgage-backed securities | $2,175,000 | 4,379 |
| Certificates of participation in pools of residential mortgages | $1,926,000 | 4,094 |
| Issued or guaranteed by U.S. | $1,926,000 | 4,088 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $249,000 | 3,184 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 3,082 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $2,175,000 | 5,681 |
| Total debt securities | $2,175,000 | 6,045 |
| 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 | $2,345,000 | 6,128 |
| U.S. Government securities | $2,345,000 | 5,765 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,345,000 | 5,672 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| 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 | $336,000 | 5,515 |
| Mortgage-backed securities | $2,345,000 | 4,419 |
| Certificates of participation in pools of residential mortgages | $2,053,000 | 4,141 |
| Issued or guaranteed by U.S. | $2,053,000 | 4,138 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $292,000 | 3,215 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 3,100 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $2,345,000 | 5,743 |
| Total debt securities | $2,345,000 | 6,109 |
| 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 | $2,535,000 | 6,175 |
| U.S. Government securities | $2,535,000 | 5,798 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,535,000 | 5,697 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| 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 | $1,262,000 | 5,208 |
| Mortgage-backed securities | $2,535,000 | 4,430 |
| Certificates of participation in pools of residential mortgages | $2,216,000 | 4,146 |
| Issued or guaranteed by U.S. | $2,216,000 | 4,144 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $319,000 | 3,227 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 3,117 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $2,535,000 | 5,783 |
| Total debt securities | $2,536,000 | 6,153 |
| 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 | $2,787,000 | 6,201 |
| U.S. Government securities | $2,787,000 | 5,799 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,787,000 | 5,701 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| 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 | $1,413,000 | 5,196 |
| Mortgage-backed securities | $2,787,000 | 4,401 |
| Certificates of participation in pools of residential mortgages | $2,411,000 | 4,122 |
| Issued or guaranteed by U.S. | $2,411,000 | 4,120 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $376,000 | 3,221 |
| CMOs issued by government agencies or sponsored agencies | $376,000 | 3,112 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $2,787,000 | 5,804 |
| Total debt securities | $2,785,000 | 6,175 |
| 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 | $3,016,000 | 6,250 |
| U.S. Government securities | $3,016,000 | 5,788 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,016,000 | 5,690 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| 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 | $1,713,000 | 5,156 |
| Mortgage-backed securities | $3,016,000 | 4,363 |
| Certificates of participation in pools of residential mortgages | $2,601,000 | 4,090 |
| Issued or guaranteed by U.S. | $2,601,000 | 4,085 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $415,000 | 3,202 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 3,084 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $3,016,000 | 5,829 |
| Total debt securities | $3,016,000 | 6,221 |
| 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 | $3,284,000 | 6,282 |
| U.S. Government securities | $3,284,000 | 5,807 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,284,000 | 5,720 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| 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 | $1,871,000 | 5,149 |
| Mortgage-backed securities | $3,284,000 | 4,356 |
| Certificates of participation in pools of residential mortgages | $2,817,000 | 4,043 |
| Issued or guaranteed by U.S. | $2,817,000 | 4,036 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $467,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $467,000 | 3,073 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $3,284,000 | 5,879 |
| Total debt securities | $3,284,000 | 6,252 |
| 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 | $3,730,000 | 6,244 |
| U.S. Government securities | $3,730,000 | 5,734 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,730,000 | 5,634 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| 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 | $1,804,000 | 5,192 |
| Mortgage-backed securities | $3,730,000 | 4,277 |
| Certificates of participation in pools of residential mortgages | $3,178,000 | 3,933 |
| Issued or guaranteed by U.S. | $3,178,000 | 3,927 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $552,000 | 3,167 |
| CMOs issued by government agencies or sponsored agencies | $552,000 | 3,042 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $3,730,000 | 5,849 |
| Total debt securities | $3,730,000 | 6,215 |
| 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 | $4,241,000 | 6,227 |
| U.S. Government securities | $4,241,000 | 5,678 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,241,000 | 5,569 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| 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 | $4,236,000 | 4,483 |
| Mortgage-backed securities | $4,241,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $3,540,000 | 3,882 |
| Issued or guaranteed by U.S. | $3,540,000 | 3,878 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $701,000 | 3,143 |
| CMOs issued by government agencies or sponsored agencies | $701,000 | 3,004 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $4,241,000 | 5,829 |
| Total debt securities | $4,241,000 | 6,200 |
| 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 | $4,726,000 | 6,210 |
| U.S. Government securities | $4,726,000 | 5,615 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,726,000 | 5,496 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| 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 | $4,711,000 | 4,359 |
| Mortgage-backed securities | $4,726,000 | 4,132 |
| Certificates of participation in pools of residential mortgages | $3,905,000 | 3,793 |
| Issued or guaranteed by U.S. | $3,905,000 | 3,790 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $821,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $821,000 | 2,986 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $4,726,000 | 5,814 |
| Total debt securities | $4,725,000 | 6,182 |
| 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 | $5,279,000 | 6,230 |
| U.S. Government securities | $5,279,000 | 5,628 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,279,000 | 5,520 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| 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 | $4,875,000 | 4,376 |
| Mortgage-backed securities | $5,279,000 | 4,162 |
| Certificates of participation in pools of residential mortgages | $4,321,000 | 3,829 |
| Issued or guaranteed by U.S. | $4,321,000 | 3,827 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $958,000 | 3,142 |
| CMOs issued by government agencies or sponsored agencies | $958,000 | 2,996 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $5,279,000 | 5,831 |
| Total debt securities | $5,279,000 | 6,203 |
| 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 | $5,801,000 | 6,226 |
| U.S. Government securities | $5,801,000 | 5,612 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,801,000 | 5,503 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| 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 | $4,974,000 | 4,397 |
| Mortgage-backed securities | $5,801,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $4,655,000 | 3,784 |
| Issued or guaranteed by U.S. | $4,655,000 | 3,782 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,146,000 | 3,066 |
| CMOs issued by government agencies or sponsored agencies | $1,146,000 | 2,922 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $5,801,000 | 5,812 |
| Total debt securities | $5,801,000 | 6,194 |
| 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 | $5,534,000 | 6,310 |
| U.S. Government securities | $5,534,000 | 5,755 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,534,000 | 5,640 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| 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 | $5,454,000 | 4,272 |
| Mortgage-backed securities | $5,534,000 | 4,176 |
| Certificates of participation in pools of residential mortgages | $4,222,000 | 3,890 |
| Issued or guaranteed by U.S. | $4,222,000 | 3,885 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,312,000 | 3,038 |
| CMOs issued by government agencies or sponsored agencies | $1,312,000 | 2,895 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $5,534,000 | 5,889 |
| Total debt securities | $5,534,000 | 6,280 |
| 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 | $6,017,000 | 6,259 |
| U.S. Government securities | $6,017,000 | 5,673 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,017,000 | 5,561 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $5,936,000 | 3,963 |
| Mortgage-backed securities | $6,017,000 | 4,043 |
| Certificates of participation in pools of residential mortgages | $4,586,000 | 3,700 |
| Issued or guaranteed by U.S. | $4,586,000 | 3,695 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,431,000 | 2,960 |
| CMOs issued by government agencies or sponsored agencies | $1,431,000 | 2,739 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $6,017,000 | 5,817 |
| Total debt securities | $6,017,000 | 6,227 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $6,589,000 | 6,198 |
| U.S. Government securities | $6,589,000 | 5,550 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,589,000 | 5,435 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| 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 | $6,241,000 | 3,878 |
| Mortgage-backed securities | $6,589,000 | 3,889 |
| Certificates of participation in pools of residential mortgages | $5,037,000 | 3,563 |
| Issued or guaranteed by U.S. | $5,037,000 | 3,555 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,552,000 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $1,552,000 | 2,682 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $6,589,000 | 5,755 |
| Total debt securities | $6,589,000 | 6,165 |
| 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 | $6,929,000 | 6,245 |
| U.S. Government securities | $6,929,000 | 5,619 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,929,000 | 5,507 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $6,521,000 | 3,868 |
| Mortgage-backed securities | $6,929,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $5,283,000 | 3,462 |
| Issued or guaranteed by U.S. | $5,283,000 | 3,450 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,646,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $1,646,000 | 2,594 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $6,929,000 | 5,792 |
| Total debt securities | $6,929,000 | 6,215 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $7,389,000 | 6,188 |
| U.S. Government securities | $7,389,000 | 5,514 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,389,000 | 5,402 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $7,389,000 | 3,691 |
| Mortgage-backed securities | $7,389,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | $5,647,000 | 3,308 |
| Issued or guaranteed by U.S. | $5,647,000 | 3,302 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,742,000 | 2,760 |
| CMOs issued by government agencies or sponsored agencies | $1,742,000 | 2,514 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,389,000 | 5,724 |
| Total debt securities | $7,389,000 | 6,159 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $8,002,000 | 6,017 |
| U.S. Government securities | $8,002,000 | 5,258 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,002,000 | 5,146 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $8,002,000 | 3,541 |
| Mortgage-backed securities | $8,002,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $6,031,000 | 3,110 |
| Issued or guaranteed by U.S. | $6,031,000 | 3,102 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,971,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $1,971,000 | 2,393 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $8,002,000 | 5,565 |
| Total debt securities | $8,002,000 | 5,983 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $6,125,000 | 6,354 |
| U.S. Government securities | $6,125,000 | 5,633 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,125,000 | 5,515 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $6,125,000 | 3,968 |
| Mortgage-backed securities | $6,125,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $3,961,000 | 3,602 |
| Issued or guaranteed by U.S. | $3,961,000 | 3,592 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,164,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $2,164,000 | 2,287 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $6,125,000 | 5,854 |
| Total debt securities | $6,125,000 | 6,313 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $7,715,000 | 6,151 |
| U.S. Government securities | $7,715,000 | 5,407 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,715,000 | 5,288 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $7,715,000 | 3,658 |
| Mortgage-backed securities | $7,059,000 | 3,609 |
| Certificates of participation in pools of residential mortgages | $4,775,000 | 3,400 |
| Issued or guaranteed by U.S. | $4,775,000 | 3,391 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,284,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $2,284,000 | 2,174 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $7,715,000 | 5,662 |
| Total debt securities | $7,715,000 | 6,108 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $8,407,000 | 6,076 |
| U.S. Government securities | $8,407,000 | 5,330 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,407,000 | 5,222 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $8,407,000 | 3,616 |
| Mortgage-backed securities | $7,743,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $5,223,000 | 3,395 |
| Issued or guaranteed by U.S. | $5,223,000 | 3,388 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,520,000 | 2,328 |
| CMOs issued by government agencies or sponsored agencies | $2,520,000 | 2,050 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $8,407,000 | 5,587 |
| Total debt securities | $8,407,000 | 6,030 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $43,387,000 | 2,677 |
| U.S. Government securities | $43,387,000 | 1,971 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $43,387,000 | 1,909 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $11,827,000 | 3,068 |
| Mortgage-backed securities | $25,858,000 | 1,950 |
| Certificates of participation in pools of residential mortgages | $5,643,000 | 3,353 |
| Issued or guaranteed by U.S. | $5,643,000 | 3,345 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $20,215,000 | 934 |
| CMOs issued by government agencies or sponsored agencies | $20,215,000 | 762 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $43,387,000 | 2,390 |
| Total debt securities | $43,387,000 | 2,654 |
| 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 | $49,144,000 | 2,414 |
| U.S. Government securities | $49,144,000 | 1,741 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $49,144,000 | 1,690 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $12,485,000 | 2,965 |
| Mortgage-backed securities | $30,657,000 | 1,741 |
| Certificates of participation in pools of residential mortgages | $9,473,000 | 2,742 |
| Issued or guaranteed by U.S. | $9,473,000 | 2,733 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $21,184,000 | 898 |
| CMOs issued by government agencies or sponsored agencies | $21,184,000 | 707 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $49,144,000 | 2,138 |
| Total debt securities | $49,144,000 | 2,385 |
| 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 | $53,060,000 | 2,217 |
| U.S. Government securities | $53,060,000 | 1,592 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $53,060,000 | 1,551 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $23,365,000 | 1,995 |
| Mortgage-backed securities | $32,533,000 | 1,692 |
| Certificates of participation in pools of residential mortgages | $10,157,000 | 2,690 |
| Issued or guaranteed by U.S. | $10,157,000 | 2,679 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $22,376,000 | 847 |
| CMOs issued by government agencies or sponsored agencies | $22,376,000 | 647 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $53,060,000 | 1,947 |
| Total debt securities | $53,060,000 | 2,184 |
| 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 | $59,529,000 | 2,011 |
| U.S. Government securities | $59,529,000 | 1,442 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $59,529,000 | 1,406 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $25,512,000 | 1,914 |
| Mortgage-backed securities | $35,002,000 | 1,621 |
| Certificates of participation in pools of residential mortgages | $11,192,000 | 2,603 |
| Issued or guaranteed by U.S. | $11,192,000 | 2,587 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $23,810,000 | 814 |
| CMOs issued by government agencies or sponsored agencies | $23,810,000 | 612 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $59,529,000 | 1,763 |
| Total debt securities | $59,527,000 | 1,991 |
| 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 | $66,519,000 | 1,797 |
| U.S. Government securities | $66,519,000 | 1,290 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $66,519,000 | 1,263 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $61,479,000 | 926 |
| Mortgage-backed securities | $37,004,000 | 1,497 |
| Certificates of participation in pools of residential mortgages | $11,932,000 | 2,491 |
| Issued or guaranteed by U.S. | $11,932,000 | 2,476 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $25,072,000 | 754 |
| CMOs issued by government agencies or sponsored agencies | $25,072,000 | 562 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $66,519,000 | 1,570 |
| Total debt securities | $66,518,000 | 1,783 |
| 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 | $69,873,000 | 1,691 |
| U.S. Government securities | $69,873,000 | 1,204 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $69,873,000 | 1,176 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $64,332,000 | 858 |
| Mortgage-backed securities | $38,732,000 | 1,370 |
| Certificates of participation in pools of residential mortgages | $12,098,000 | 2,380 |
| Issued or guaranteed by U.S. | $12,098,000 | 2,364 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $26,634,000 | 685 |
| CMOs issued by government agencies or sponsored agencies | $26,634,000 | 504 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $69,873,000 | 1,467 |
| Total debt securities | $69,873,000 | 1,670 |
| 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 | $32,240,000 | 3,260 |
| U.S. Government securities | $32,240,000 | 2,479 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $32,240,000 | 2,428 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $32,240,000 | 1,540 |
| Mortgage-backed securities | $23,801,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | $12,497,000 | 2,303 |
| Issued or guaranteed by U.S. | $12,497,000 | 2,289 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $11,304,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $11,304,000 | 915 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $32,240,000 | 2,916 |
| Total debt securities | $32,240,000 | 3,225 |
| 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 | $53,922,000 | 2,161 |
| U.S. Government securities | $53,922,000 | 1,533 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $53,922,000 | 1,498 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $51,418,000 | 1,005 |
| Mortgage-backed securities | $25,224,000 | 1,819 |
| Certificates of participation in pools of residential mortgages | $13,663,000 | 2,124 |
| Issued or guaranteed by U.S. | $13,663,000 | 2,114 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,561,000 | 1,148 |
| CMOs issued by government agencies or sponsored agencies | $11,561,000 | 896 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $53,922,000 | 1,895 |
| Total debt securities | $53,922,000 | 2,112 |
| 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 | $46,321,000 | 2,451 |
| U.S. Government securities | $46,321,000 | 1,778 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $46,321,000 | 1,743 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $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 | $42,381,000 | 1,185 |
| Mortgage-backed securities | $13,364,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $11,783,000 | 2,080 |
| Issued or guaranteed by U.S. | $11,783,000 | 2,070 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,581,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $1,581,000 | 2,079 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $46,321,000 | 2,145 |
| Total debt securities | $46,321,000 | 2,406 |
| 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 | $43,385,000 | 2,588 |
| U.S. Government securities | $43,385,000 | 1,926 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $43,385,000 | 1,885 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $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 | $42,190,000 | 1,152 |
| Mortgage-backed securities | $9,668,000 | 2,781 |
| Certificates of participation in pools of residential mortgages | $8,019,000 | 2,416 |
| Issued or guaranteed by U.S. | $8,019,000 | 2,404 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,649,000 | 2,299 |
| CMOs issued by government agencies or sponsored agencies | $1,649,000 | 2,004 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $43,385,000 | 2,261 |
| Total debt securities | $43,385,000 | 2,550 |
| 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 | $28,733,000 | 3,519 |
| U.S. Government securities | $28,733,000 | 2,773 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $28,733,000 | 2,710 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,733,000 | 1,622 |
| Mortgage-backed securities | $8,806,000 | 2,870 |
| Certificates of participation in pools of residential mortgages | $7,082,000 | 2,528 |
| Issued or guaranteed by U.S. | $7,082,000 | 2,515 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,724,000 | 2,245 |
| CMOs issued by government agencies or sponsored agencies | $1,724,000 | 1,963 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $28,733,000 | 3,088 |
| Total debt securities | $28,733,000 | 3,481 |
| 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 | $16,044,000 | 5,078 |
| U.S. Government securities | $16,044,000 | 4,248 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,044,000 | 4,146 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,044,000 | 2,557 |
| Mortgage-backed securities | $9,442,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $7,571,000 | 2,430 |
| Issued or guaranteed by U.S. | $7,571,000 | 2,420 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,871,000 | 2,157 |
| CMOs issued by government agencies or sponsored agencies | $1,871,000 | 1,883 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $16,044,000 | 4,487 |
| Total debt securities | $16,044,000 | 5,033 |
| 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 | $16,398,000 | 5,078 |
| U.S. Government securities | $16,398,000 | 4,253 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $16,398,000 | 4,148 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,495,000 | 3,021 |
| Mortgage-backed securities | $9,814,000 | 2,669 |
| Certificates of participation in pools of residential mortgages | $7,856,000 | 2,384 |
| Issued or guaranteed by U.S. | $7,856,000 | 2,371 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,958,000 | 2,129 |
| CMOs issued by government agencies or sponsored agencies | $1,958,000 | 1,854 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $16,398,000 | 4,478 |
| Total debt securities | $16,398,000 | 5,033 |
| 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 | $16,791,000 | 5,056 |
| U.S. Government securities | $16,791,000 | 4,235 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,791,000 | 4,113 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,791,000 | 2,484 |
| Mortgage-backed securities | $10,221,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $8,169,000 | 2,347 |
| Issued or guaranteed by U.S. | $8,169,000 | 2,333 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,052,000 | 2,062 |
| CMOs issued by government agencies or sponsored agencies | $2,052,000 | 1,804 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $16,791,000 | 4,434 |
| Total debt securities | $16,791,000 | 5,011 |
| 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 | $16,481,000 | 5,101 |
| U.S. Government securities | $16,481,000 | 4,275 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $16,481,000 | 4,145 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,481,000 | 2,503 |
| Mortgage-backed securities | $10,521,000 | 2,557 |
| Certificates of participation in pools of residential mortgages | $8,381,000 | 2,337 |
| Issued or guaranteed by U.S. | $8,381,000 | 2,326 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,140,000 | 2,044 |
| CMOs issued by government agencies or sponsored agencies | $2,140,000 | 1,785 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $16,481,000 | 4,452 |
| Total debt securities | $16,480,000 | 5,051 |
| 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 | $16,517,000 | 5,132 |
| U.S. Government securities | $16,517,000 | 4,315 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $16,517,000 | 4,181 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,517,000 | 2,498 |
| Mortgage-backed securities | $11,176,000 | 2,524 |
| Certificates of participation in pools of residential mortgages | $8,876,000 | 2,315 |
| Issued or guaranteed by U.S. | $8,876,000 | 2,303 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,300,000 | 1,993 |
| CMOs issued by government agencies or sponsored agencies | $2,300,000 | 1,743 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $16,517,000 | 4,486 |
| Total debt securities | $16,517,000 | 5,077 |
| 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 | $17,178,000 | 5,029 |
| U.S. Government securities | $17,178,000 | 4,202 |
| U.S. Treasury securities | $497,000 | 1,399 |
| U.S. Government agency obligations | $16,681,000 | 4,144 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,178,000 | 2,415 |
| Mortgage-backed securities | $11,802,000 | 2,492 |
| Certificates of participation in pools of residential mortgages | $9,358,000 | 2,249 |
| Issued or guaranteed by U.S. | $9,358,000 | 2,237 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,444,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $2,444,000 | 1,707 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $17,178,000 | 4,364 |
| Total debt securities | $17,178,000 | 4,977 |
| 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 | $16,062,000 | 5,205 |
| U.S. Government securities | $16,062,000 | 4,319 |
| U.S. Treasury securities | $492,000 | 1,489 |
| U.S. Government agency obligations | $15,570,000 | 4,265 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,062,000 | 2,478 |
| Mortgage-backed securities | $12,638,000 | 2,407 |
| Certificates of participation in pools of residential mortgages | $10,016,000 | 2,189 |
| Issued or guaranteed by U.S. | $10,016,000 | 2,178 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,622,000 | 1,911 |
| CMOs issued by government agencies or sponsored agencies | $2,622,000 | 1,676 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $16,062,000 | 4,536 |
| Total debt securities | $16,054,000 | 5,154 |
| 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 | $16,602,000 | 5,156 |
| U.S. Government securities | $16,602,000 | 4,302 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $16,602,000 | 4,170 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,602,000 | 2,418 |
| Mortgage-backed securities | $13,635,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | $10,787,000 | 2,169 |
| Issued or guaranteed by U.S. | $10,787,000 | 2,156 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,848,000 | 1,896 |
| CMOs issued by government agencies or sponsored agencies | $2,848,000 | 1,671 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $16,602,000 | 4,496 |
| Total debt securities | $16,602,000 | 5,103 |
| 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 | $16,975,000 | 5,155 |
| U.S. Government securities | $16,975,000 | 4,299 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,975,000 | 4,165 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,975,000 | 2,383 |
| Mortgage-backed securities | $14,084,000 | 2,388 |
| Certificates of participation in pools of residential mortgages | $11,082,000 | 2,192 |
| Issued or guaranteed by U.S. | $11,082,000 | 2,183 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,002,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $3,002,000 | 1,673 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $16,975,000 | 4,496 |
| Total debt securities | $16,974,000 | 5,098 |
| 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 | $16,991,000 | 5,172 |
| U.S. Government securities | $16,991,000 | 4,291 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,991,000 | 4,158 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,991,000 | 2,347 |
| Mortgage-backed securities | $15,042,000 | 2,332 |
| Certificates of participation in pools of residential mortgages | $11,763,000 | 2,151 |
| Issued or guaranteed by U.S. | $11,763,000 | 2,141 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,279,000 | 1,858 |
| CMOs issued by government agencies or sponsored agencies | $3,279,000 | 1,652 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $16,991,000 | 4,523 |
| Total debt securities | $16,991,000 | 5,102 |
| 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 | $19,802,000 | 4,728 |
| U.S. Government securities | $19,802,000 | 3,863 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $19,802,000 | 3,730 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,802,000 | 2,057 |
| Mortgage-backed securities | $15,844,000 | 2,269 |
| Certificates of participation in pools of residential mortgages | $12,350,000 | 2,097 |
| Issued or guaranteed by U.S. | $12,350,000 | 2,088 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,494,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $3,494,000 | 1,603 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $19,802,000 | 4,111 |
| Total debt securities | $19,801,000 | 4,666 |
| 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 | $20,005,000 | 4,791 |
| U.S. Government securities | $20,005,000 | 3,882 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $20,005,000 | 3,743 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,005,000 | 2,029 |
| Mortgage-backed securities | $16,129,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | $12,496,000 | 2,095 |
| Issued or guaranteed by U.S. | $12,496,000 | 2,086 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,633,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $3,633,000 | 1,592 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $20,005,000 | 4,168 |
| Total debt securities | $20,005,000 | 4,725 |
| 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 | $15,423,000 | 5,494 |
| U.S. Government securities | $15,423,000 | 4,567 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $15,423,000 | 4,424 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,423,000 | 2,465 |
| Mortgage-backed securities | $13,432,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $9,290,000 | 2,515 |
| Issued or guaranteed by U.S. | $9,290,000 | 2,508 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,142,000 | 1,754 |
| CMOs issued by government agencies or sponsored agencies | $4,142,000 | 1,542 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $15,423,000 | 4,817 |
| Total debt securities | $15,423,000 | 5,408 |
| 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 | $12,375,000 | 6,132 |
| U.S. Government securities | $12,375,000 | 5,232 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,375,000 | 5,070 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,998,000 | 2,995 |
| Mortgage-backed securities | $12,375,000 | 2,688 |
| Certificates of participation in pools of residential mortgages | $9,618,000 | 2,475 |
| Issued or guaranteed by U.S. | $9,618,000 | 2,463 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,757,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $2,757,000 | 1,927 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $12,375,000 | 5,397 |
| Total debt securities | $12,376,000 | 6,040 |
| 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 | $13,101,000 | 5,894 |
| U.S. Government securities | $13,101,000 | 4,894 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,101,000 | 4,743 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,101,000 | 2,566 |
| Mortgage-backed securities | $13,101,000 | 2,593 |
| Certificates of participation in pools of residential mortgages | $10,171,000 | 2,372 |
| Issued or guaranteed by U.S. | $10,171,000 | 2,361 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,930,000 | 2,049 |
| CMOs issued by government agencies or sponsored agencies | $2,930,000 | 1,917 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $13,101,000 | 5,162 |
| Total debt securities | $13,101,000 | 5,804 |
| 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 | $13,881,000 | 5,693 |
| U.S. Government securities | $13,881,000 | 4,718 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $13,881,000 | 4,569 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,849,000 | 2,730 |
| Mortgage-backed securities | $13,881,000 | 2,564 |
| Certificates of participation in pools of residential mortgages | $8,283,000 | 2,657 |
| Issued or guaranteed by U.S. | $8,283,000 | 2,645 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,598,000 | 1,650 |
| CMOs issued by government agencies or sponsored agencies | $5,598,000 | 1,544 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $13,881,000 | 4,971 |
| Total debt securities | $13,881,000 | 5,595 |
| 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 | $13,711,000 | 5,729 |
| U.S. Government securities | $13,711,000 | 4,751 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $13,711,000 | 4,580 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,711,000 | 2,482 |
| Mortgage-backed securities | $13,711,000 | 2,602 |
| Certificates of participation in pools of residential mortgages | $5,874,000 | 3,170 |
| Issued or guaranteed by U.S. | $5,874,000 | 3,159 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $7,837,000 | 1,440 |
| CMOs issued by government agencies or sponsored agencies | $7,837,000 | 1,347 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $13,711,000 | 5,004 |
| Total debt securities | $13,711,000 | 5,636 |
| 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 | $9,905,000 | 6,534 |
| U.S. Government securities | $9,905,000 | 5,612 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,905,000 | 5,419 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,905,000 | 3,084 |
| Mortgage-backed securities | $9,905,000 | 3,032 |
| Certificates of participation in pools of residential mortgages | $4,215,000 | 3,654 |
| Issued or guaranteed by U.S. | $4,215,000 | 3,642 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,690,000 | 1,720 |
| CMOs issued by government agencies or sponsored agencies | $5,690,000 | 1,629 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $9,905,000 | 5,740 |
| Total debt securities | $9,905,000 | 6,433 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,837,000 | 7,685 |
| U.S. Government securities | $5,837,000 | 6,900 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,837,000 | 6,671 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,837,000 | 4,081 |
| Mortgage-backed securities | $4,010,000 | 4,309 |
| Certificates of participation in pools of residential mortgages | $2,300,000 | 4,293 |
| Issued or guaranteed by U.S. | $2,300,000 | 4,276 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,710,000 | 2,861 |
| CMOs issued by government agencies or sponsored agencies | $1,710,000 | 2,705 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $5,837,000 | 6,744 |
| Total debt securities | $5,837,000 | 7,575 |
| 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 | $1,805,000 | 9,319 |
| U.S. Government securities | $1,774,000 | 9,072 |
| U.S. Treasury securities | $988,000 | 2,888 |
| U.S. Government agency obligations | $786,000 | 9,169 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $31,000 | 7,572 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,774,000 | 6,455 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,805,000 | 8,234 |
| Total debt securities | $1,774,000 | 9,227 |
| 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 |