Home > Bank of New Cambria > Securities
Bank of New Cambria, Securities
| 2023-12-31 | Rank | |
| Total securities | $15,289,000 | 3,768 |
| U.S. Government securities | $5,475,000 | 3,927 |
| U.S. Treasury securities | $1,225,000 | 2,460 |
| U.S. Government agency obligations | $4,250,000 | 3,728 |
| Securities issued by states & political subdivisions | $9,814,000 | 2,478 |
| 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 | $2,318,000 | 3,606 |
| Mortgage-backed securities | $3,358,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,421,000 | 3,120 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,556,000 | 2,006 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $381,000 | 1,262 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $15,289,000 | 3,517 |
| Total debt securities | $15,289,000 | 3,744 |
| Structured notes | ||
| Amortized cost | $700,000 | 922 |
| Fair value | $592,000 | 926 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $14,904,000 | 3,808 |
| U.S. Government securities | $5,624,000 | 3,935 |
| U.S. Treasury securities | $1,209,000 | 2,526 |
| U.S. Government agency obligations | $4,415,000 | 3,726 |
| Securities issued by states & political subdivisions | $9,280,000 | 2,515 |
| 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 | $2,210,000 | 3,619 |
| Mortgage-backed securities | $3,306,000 | 3,202 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,368,000 | 3,149 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,650,000 | 1,953 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $288,000 | 1,281 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $14,904,000 | 3,539 |
| Total debt securities | $14,903,000 | 3,786 |
| Structured notes | ||
| Amortized cost | $700,000 | 945 |
| Fair value | $561,000 | 949 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $15,453,000 | 3,814 |
| U.S. Government securities | $5,885,000 | 3,964 |
| U.S. Treasury securities | $1,208,000 | 2,541 |
| U.S. Government agency obligations | $4,677,000 | 3,748 |
| Securities issued by states & political subdivisions | $9,568,000 | 2,542 |
| 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 | $2,287,000 | 3,590 |
| Mortgage-backed securities | $3,556,000 | 3,194 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,496,000 | 3,143 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,754,000 | 1,937 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $306,000 | 1,273 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $15,453,000 | 3,537 |
| Total debt securities | $15,455,000 | 3,792 |
| Structured notes | ||
| Amortized cost | $700,000 | 996 |
| Fair value | $573,000 | 1,001 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $16,034,000 | 3,876 |
| U.S. Government securities | $6,364,000 | 3,998 |
| U.S. Treasury securities | $1,218,000 | 2,616 |
| U.S. Government agency obligations | $5,146,000 | 3,716 |
| Securities issued by states & political subdivisions | $9,670,000 | 2,582 |
| 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 | $2,258,000 | 3,580 |
| Mortgage-backed securities | $4,018,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,534,000 | 3,181 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,852,000 | 1,955 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $318,000 | 1,450 |
| Other commercial mortgage-backed securities | $314,000 | 1,276 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $16,034,000 | 3,599 |
| Total debt securities | $16,034,000 | 3,853 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,023 |
| Fair value | $575,000 | 1,029 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $15,315,000 | 3,935 |
| U.S. Government securities | $5,849,000 | 4,062 |
| U.S. Treasury securities | $1,208,000 | 2,659 |
| U.S. Government agency obligations | $4,641,000 | 3,770 |
| Securities issued by states & political subdivisions | $9,466,000 | 2,646 |
| 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 | $2,071,000 | 3,556 |
| Mortgage-backed securities | $4,093,000 | 3,209 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,561,000 | 3,202 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,901,000 | 1,957 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $320,000 | 1,452 |
| Other commercial mortgage-backed securities | $311,000 | 1,280 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $15,315,000 | 3,655 |
| Total debt securities | $15,316,000 | 3,915 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,051 |
| Fair value | $548,000 | 1,059 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $15,453,000 | 3,941 |
| U.S. Government securities | $5,939,000 | 4,076 |
| U.S. Treasury securities | $1,202,000 | 2,681 |
| U.S. Government agency obligations | $4,737,000 | 3,792 |
| Securities issued by states & political subdivisions | $9,514,000 | 2,655 |
| 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 | $2,051,000 | 3,546 |
| Mortgage-backed securities | $4,179,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,578,000 | 3,218 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,958,000 | 1,951 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $322,000 | 1,474 |
| Other commercial mortgage-backed securities | $321,000 | 1,315 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $15,453,000 | 3,665 |
| Total debt securities | $15,455,000 | 3,920 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,036 |
| Fair value | $558,000 | 1,046 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $16,219,000 | 3,950 |
| U.S. Government securities | $5,958,000 | 4,084 |
| U.S. Treasury securities | $1,234,000 | 2,636 |
| U.S. Government agency obligations | $4,724,000 | 3,822 |
| Securities issued by states & political subdivisions | $10,261,000 | 2,634 |
| 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 | $2,091,000 | 3,553 |
| Mortgage-backed securities | $4,133,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $1,702,000 | 3,313 |
| Issued or guaranteed by U.S. | $1,702,000 | 3,223 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,750,000 | 2,104 |
| CMOs issued by government agencies or sponsored agencies | $1,750,000 | 2,027 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $681,000 | 1,826 |
| Commercial mortgage pass-through securities | $324,000 | 1,474 |
| Other commercial mortgage-backed securities | $357,000 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $16,219,000 | 3,683 |
| Total debt securities | $16,219,000 | 3,933 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,016 |
| Fair value | $591,000 | 1,023 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $16,551,000 | 3,883 |
| U.S. Government securities | $6,502,000 | 3,970 |
| U.S. Treasury securities | $1,256,000 | 2,387 |
| U.S. Government agency obligations | $5,246,000 | 3,753 |
| Securities issued by states & political subdivisions | $10,049,000 | 2,656 |
| 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 | $1,190,000 | 3,736 |
| Mortgage-backed securities | $4,621,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $1,845,000 | 3,294 |
| Issued or guaranteed by U.S. | $1,845,000 | 3,203 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,998,000 | 2,049 |
| CMOs issued by government agencies or sponsored agencies | $1,998,000 | 1,983 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $778,000 | 1,778 |
| Commercial mortgage pass-through securities | $330,000 | 1,451 |
| Other commercial mortgage-backed securities | $448,000 | 1,339 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $16,551,000 | 3,638 |
| Total debt securities | $16,552,000 | 3,867 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $16,063,000 | 3,851 |
| U.S. Government securities | $5,857,000 | 3,915 |
| U.S. Treasury securities | $518,000 | 2,083 |
| U.S. Government agency obligations | $5,339,000 | 3,717 |
| Securities issued by states & political subdivisions | $10,206,000 | 2,688 |
| 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 | $1,466,000 | 3,704 |
| Mortgage-backed securities | $4,659,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $2,083,000 | 3,255 |
| Issued or guaranteed by U.S. | $2,083,000 | 3,153 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,756,000 | 2,091 |
| CMOs issued by government agencies or sponsored agencies | $1,756,000 | 2,038 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $820,000 | 1,756 |
| Commercial mortgage pass-through securities | $336,000 | 1,421 |
| Other commercial mortgage-backed securities | $484,000 | 1,318 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $16,063,000 | 3,636 |
| Total debt securities | $16,063,000 | 3,832 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $14,670,000 | 3,904 |
| U.S. Government securities | $6,426,000 | 3,840 |
| U.S. Treasury securities | $526,000 | 1,867 |
| U.S. Government agency obligations | $5,900,000 | 3,677 |
| Securities issued by states & political subdivisions | $8,244,000 | 2,859 |
| 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 | $1,540,000 | 3,710 |
| Mortgage-backed securities | $5,210,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $2,203,000 | 3,249 |
| Issued or guaranteed by U.S. | $2,203,000 | 3,162 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,072,000 | 2,042 |
| CMOs issued by government agencies or sponsored agencies | $2,072,000 | 1,993 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $935,000 | 1,744 |
| Commercial mortgage pass-through securities | $341,000 | 1,437 |
| Other commercial mortgage-backed securities | $594,000 | 1,287 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $14,670,000 | 3,693 |
| Total debt securities | $14,670,000 | 3,882 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $14,586,000 | 3,897 |
| U.S. Government securities | $6,709,000 | 3,801 |
| U.S. Treasury securities | $528,000 | 1,758 |
| U.S. Government agency obligations | $6,181,000 | 3,634 |
| Securities issued by states & political subdivisions | $7,877,000 | 2,886 |
| 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 | $1,645,000 | 3,709 |
| Mortgage-backed securities | $5,743,000 | 3,132 |
| Certificates of participation in pools of residential mortgages | $2,312,000 | 3,237 |
| Issued or guaranteed by U.S. | $2,312,000 | 3,139 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,448,000 | 1,933 |
| CMOs issued by government agencies or sponsored agencies | $2,448,000 | 1,882 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $983,000 | 1,714 |
| Commercial mortgage pass-through securities | $345,000 | 1,444 |
| Other commercial mortgage-backed securities | $638,000 | 1,261 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $14,586,000 | 3,680 |
| Total debt securities | $14,584,000 | 3,874 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $12,707,000 | 3,921 |
| U.S. Government securities | $6,229,000 | 3,759 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $6,229,000 | 3,579 |
| Securities issued by states & political subdivisions | $6,478,000 | 3,008 |
| 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 | $1,093,000 | 3,854 |
| Mortgage-backed securities | $5,792,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | $2,354,000 | 3,190 |
| Issued or guaranteed by U.S. | $2,354,000 | 3,097 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,380,000 | 1,914 |
| CMOs issued by government agencies or sponsored agencies | $2,380,000 | 1,863 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,058,000 | 1,651 |
| Commercial mortgage pass-through securities | $348,000 | 1,432 |
| Other commercial mortgage-backed securities | $710,000 | 1,235 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $12,707,000 | 3,696 |
| Total debt securities | $12,706,000 | 3,895 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $10,152,000 | 4,027 |
| U.S. Government securities | $4,553,000 | 3,847 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,553,000 | 3,702 |
| Securities issued by states & political subdivisions | $5,599,000 | 3,108 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,095,000 | 3,863 |
| Mortgage-backed securities | $4,553,000 | 3,211 |
| Certificates of participation in pools of residential mortgages | $1,534,000 | 3,354 |
| Issued or guaranteed by U.S. | $1,534,000 | 3,268 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,373,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $2,373,000 | 1,895 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $646,000 | 1,752 |
| Commercial mortgage pass-through securities | $351,000 | 1,380 |
| Other commercial mortgage-backed securities | $295,000 | 1,296 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $10,152,000 | 3,794 |
| Total debt securities | $10,152,000 | 3,997 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $8,974,000 | 4,077 |
| U.S. Government securities | $4,755,000 | 3,837 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,755,000 | 3,682 |
| Securities issued by states & political subdivisions | $4,219,000 | 3,234 |
| 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 | $1,373,000 | 3,824 |
| Mortgage-backed securities | $4,555,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $883,000 | 3,570 |
| Issued or guaranteed by U.S. | $883,000 | 3,479 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,825,000 | 1,872 |
| CMOs issued by government agencies or sponsored agencies | $2,825,000 | 1,825 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $847,000 | 1,684 |
| Commercial mortgage pass-through securities | $354,000 | 1,366 |
| Other commercial mortgage-backed securities | $493,000 | 1,224 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $8,974,000 | 3,838 |
| Total debt securities | $8,975,000 | 4,053 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $7,929,000 | 4,167 |
| U.S. Government securities | $5,064,000 | 3,816 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $5,064,000 | 3,659 |
| Securities issued by states & political subdivisions | $2,865,000 | 3,430 |
| 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 | $1,370,000 | 3,867 |
| Mortgage-backed securities | $4,863,000 | 3,174 |
| Certificates of participation in pools of residential mortgages | $980,000 | 3,535 |
| Issued or guaranteed by U.S. | $980,000 | 3,441 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,907,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $2,907,000 | 1,849 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $976,000 | 1,625 |
| Commercial mortgage pass-through securities | $358,000 | 1,359 |
| Other commercial mortgage-backed securities | $618,000 | 1,154 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $7,929,000 | 3,924 |
| Total debt securities | $7,930,000 | 4,143 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $7,369,000 | 4,242 |
| U.S. Government securities | $4,378,000 | 3,963 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,378,000 | 3,800 |
| Securities issued by states & political subdivisions | $2,317,000 | 3,491 |
| Other domestic debt securities | $674,000 | 1,656 |
| 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 | $1,457,000 | 3,859 |
| Mortgage-backed securities | $4,851,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $1,068,000 | 3,509 |
| Issued or guaranteed by U.S. | $1,068,000 | 3,409 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,752,000 | 1,945 |
| CMOs issued by government agencies or sponsored agencies | $2,752,000 | 1,897 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,031,000 | 1,565 |
| Commercial mortgage pass-through securities | $357,000 | 1,328 |
| Other commercial mortgage-backed securities | $674,000 | 1,129 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $7,369,000 | 4,002 |
| Total debt securities | $7,368,000 | 4,218 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $7,541,000 | 4,278 |
| U.S. Government securities | $4,275,000 | 4,064 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,275,000 | 3,897 |
| Securities issued by states & political subdivisions | $2,582,000 | 3,432 |
| Other domestic debt securities | $684,000 | 1,617 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $684,000 | 163 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,636,000 | 3,886 |
| Mortgage-backed securities | $4,760,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $1,107,000 | 3,483 |
| Issued or guaranteed by U.S. | $1,107,000 | 3,389 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,616,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $2,616,000 | 1,930 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,037,000 | 1,536 |
| Commercial mortgage pass-through securities | $353,000 | 1,319 |
| Other commercial mortgage-backed securities | $684,000 | 1,095 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $7,541,000 | 4,033 |
| Total debt securities | $7,540,000 | 4,255 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $6,545,000 | 4,437 |
| U.S. Government securities | $2,831,000 | 4,371 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,831,000 | 4,208 |
| Securities issued by states & political subdivisions | $2,554,000 | 3,466 |
| Other domestic debt securities | $1,160,000 | 1,475 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $1,160,000 | 149 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,034,000 | 3,852 |
| Mortgage-backed securities | $3,792,000 | 3,318 |
| Certificates of participation in pools of residential mortgages | $622,000 | 3,703 |
| Issued or guaranteed by U.S. | $622,000 | 3,614 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,010,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $2,010,000 | 2,067 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,160,000 | 1,489 |
| Commercial mortgage pass-through securities | $357,000 | 1,314 |
| Other commercial mortgage-backed securities | $803,000 | 1,034 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $6,545,000 | 4,188 |
| Total debt securities | $6,546,000 | 4,414 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $6,894,000 | 4,461 |
| U.S. Government securities | $3,052,000 | 4,395 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,052,000 | 4,236 |
| Securities issued by states & political subdivisions | $2,582,000 | 3,502 |
| Other domestic debt securities | $1,260,000 | 1,433 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $1,260,000 | 143 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,174,000 | 3,866 |
| Mortgage-backed securities | $4,114,000 | 3,261 |
| Certificates of participation in pools of residential mortgages | $661,000 | 3,696 |
| Issued or guaranteed by U.S. | $661,000 | 3,618 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,193,000 | 2,049 |
| CMOs issued by government agencies or sponsored agencies | $2,193,000 | 2,001 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,260,000 | 1,470 |
| Commercial mortgage pass-through securities | $358,000 | 1,306 |
| Other commercial mortgage-backed securities | $902,000 | 999 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $6,894,000 | 4,204 |
| Total debt securities | $6,895,000 | 4,437 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $7,289,000 | 4,497 |
| U.S. Government securities | $3,208,000 | 4,436 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,208,000 | 4,270 |
| Securities issued by states & political subdivisions | $2,825,000 | 3,525 |
| Other domestic debt securities | $1,256,000 | 1,441 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $1,256,000 | 133 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,196,000 | 3,921 |
| Mortgage-backed securities | $4,268,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | $692,000 | 3,720 |
| Issued or guaranteed by U.S. | $692,000 | 3,637 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,320,000 | 2,027 |
| CMOs issued by government agencies or sponsored agencies | $2,320,000 | 1,979 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,256,000 | 1,396 |
| Commercial mortgage pass-through securities | $356,000 | 1,293 |
| Other commercial mortgage-backed securities | $900,000 | 932 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $7,289,000 | 4,226 |
| Total debt securities | $7,289,000 | 4,472 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $7,557,000 | 4,511 |
| U.S. Government securities | $3,329,000 | 4,454 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,329,000 | 4,292 |
| Securities issued by states & political subdivisions | $2,935,000 | 3,567 |
| Other domestic debt securities | $1,293,000 | 1,410 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $1,293,000 | 126 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,559,000 | 3,881 |
| Mortgage-backed securities | $4,427,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $713,000 | 3,741 |
| Issued or guaranteed by U.S. | $713,000 | 3,673 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,421,000 | 2,005 |
| CMOs issued by government agencies or sponsored agencies | $2,421,000 | 1,956 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,293,000 | 1,366 |
| Commercial mortgage pass-through securities | $351,000 | 1,277 |
| Other commercial mortgage-backed securities | $942,000 | 880 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $7,557,000 | 4,240 |
| Total debt securities | $7,555,000 | 4,489 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $7,705,000 | 4,541 |
| U.S. Government securities | $3,467,000 | 4,484 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,467,000 | 4,326 |
| Securities issued by states & political subdivisions | $2,926,000 | 3,607 |
| Other domestic debt securities | $1,312,000 | 1,377 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $1,312,000 | 117 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,610,000 | 3,926 |
| Mortgage-backed securities | $4,586,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $745,000 | 3,777 |
| Issued or guaranteed by U.S. | $745,000 | 3,753 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,529,000 | 1,968 |
| CMOs issued by government agencies or sponsored agencies | $2,529,000 | 1,918 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,312,000 | 1,339 |
| Commercial mortgage pass-through securities | $348,000 | 1,257 |
| Other commercial mortgage-backed securities | $964,000 | 864 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $7,705,000 | 4,274 |
| Total debt securities | $7,705,000 | 4,516 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $8,309,000 | 4,550 |
| U.S. Government securities | $3,111,000 | 4,584 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,111,000 | 4,421 |
| Securities issued by states & political subdivisions | $3,072,000 | 3,629 |
| Other domestic debt securities | $2,126,000 | 1,312 |
| Privately issued residential mortgage-backed securities | $790,000 | 530 |
| Commercial mortgage-backed securities - Total | $1,336,000 | 108 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,730,000 | 3,935 |
| Mortgage-backed securities | $4,844,000 | 3,256 |
| Certificates of participation in pools of residential mortgages | $790,000 | 3,810 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $790,000 | 285 |
| Collaterized mortgage obligations | $2,718,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $2,718,000 | 1,883 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,336,000 | 1,302 |
| Commercial mortgage pass-through securities | $351,000 | 1,223 |
| Other commercial mortgage-backed securities | $985,000 | 836 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $8,309,000 | 4,272 |
| Total debt securities | $8,309,000 | 4,524 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $8,558,000 | 4,577 |
| U.S. Government securities | $3,810,000 | 4,548 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,810,000 | 4,403 |
| Securities issued by states & political subdivisions | $3,393,000 | 3,599 |
| Other domestic debt securities | $1,355,000 | 1,376 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $1,355,000 | 111 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,897,000 | 3,947 |
| Mortgage-backed securities | $4,771,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $837,000 | 3,837 |
| Issued or guaranteed by U.S. | $837,000 | 3,829 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,579,000 | 1,961 |
| CMOs issued by government agencies or sponsored agencies | $2,579,000 | 1,900 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,355,000 | 1,155 |
| Commercial mortgage pass-through securities | $356,000 | 996 |
| Other commercial mortgage-backed securities | $999,000 | 806 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $8,558,000 | 4,296 |
| Total debt securities | $8,558,000 | 4,549 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $8,943,000 | 4,618 |
| U.S. Government securities | $4,030,000 | 4,548 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,030,000 | 4,415 |
| Securities issued by states & political subdivisions | $3,522,000 | 3,641 |
| Other domestic debt securities | $1,391,000 | 1,378 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $1,391,000 | 110 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,386,000 | 4,126 |
| Mortgage-backed securities | $5,026,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $891,000 | 3,860 |
| Issued or guaranteed by U.S. | $891,000 | 3,853 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,744,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $2,744,000 | 1,851 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,391,000 | 1,132 |
| Commercial mortgage pass-through securities | $364,000 | 995 |
| Other commercial mortgage-backed securities | $1,027,000 | 778 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $8,943,000 | 4,339 |
| Total debt securities | $8,942,000 | 4,594 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $8,650,000 | 4,684 |
| U.S. Government securities | $3,665,000 | 4,652 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,665,000 | 4,526 |
| Securities issued by states & political subdivisions | $3,567,000 | 3,680 |
| Other domestic debt securities | $1,418,000 | 1,392 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $1,418,000 | 106 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,458,000 | 4,164 |
| Mortgage-backed securities | $4,685,000 | 3,383 |
| Certificates of participation in pools of residential mortgages | $944,000 | 3,884 |
| Issued or guaranteed by U.S. | $944,000 | 3,878 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,323,000 | 2,013 |
| CMOs issued by government agencies or sponsored agencies | $2,323,000 | 1,951 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,418,000 | 1,117 |
| Commercial mortgage pass-through securities | $371,000 | 985 |
| Other commercial mortgage-backed securities | $1,047,000 | 753 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $8,650,000 | 4,394 |
| Total debt securities | $8,650,000 | 4,660 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $9,636,000 | 4,642 |
| U.S. Government securities | $5,004,000 | 4,503 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,004,000 | 4,379 |
| Securities issued by states & political subdivisions | $4,632,000 | 3,528 |
| 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 | $2,586,000 | 4,164 |
| Mortgage-backed securities | $4,606,000 | 3,436 |
| Certificates of participation in pools of residential mortgages | $994,000 | 3,905 |
| Issued or guaranteed by U.S. | $994,000 | 3,898 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,483,000 | 2,014 |
| CMOs issued by government agencies or sponsored agencies | $2,483,000 | 1,947 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,129,000 | 1,115 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $1,129,000 | 712 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $9,636,000 | 4,351 |
| Total debt securities | $9,635,000 | 4,618 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $9,121,000 | 4,739 |
| U.S. Government securities | $4,053,000 | 4,696 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,053,000 | 4,568 |
| Securities issued by states & political subdivisions | $5,068,000 | 3,474 |
| 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 | $2,583,000 | 4,204 |
| Mortgage-backed securities | $3,852,000 | 3,609 |
| Certificates of participation in pools of residential mortgages | $1,040,000 | 3,952 |
| Issued or guaranteed by U.S. | $1,040,000 | 3,947 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,690,000 | 2,243 |
| CMOs issued by government agencies or sponsored agencies | $1,690,000 | 2,180 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,122,000 | 1,076 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $1,122,000 | 700 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $9,121,000 | 4,432 |
| Total debt securities | $9,121,000 | 4,715 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $9,446,000 | 4,720 |
| U.S. Government securities | $3,102,000 | 4,857 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,102,000 | 4,744 |
| Securities issued by states & political subdivisions | $5,223,000 | 3,461 |
| Other domestic debt securities | $1,121,000 | 1,506 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $1,121,000 | 109 |
| 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 | $2,503,000 | 4,255 |
| Mortgage-backed securities | $4,023,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $1,081,000 | 3,965 |
| Issued or guaranteed by U.S. | $1,081,000 | 3,957 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,821,000 | 2,208 |
| CMOs issued by government agencies or sponsored agencies | $1,821,000 | 2,139 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,121,000 | 1,049 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $1,121,000 | 674 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $9,446,000 | 4,406 |
| Total debt securities | $9,446,000 | 4,695 |
| 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 | $9,851,000 | 4,706 |
| U.S. Government securities | $3,375,000 | 4,861 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,375,000 | 4,754 |
| Securities issued by states & political subdivisions | $5,307,000 | 3,472 |
| Other domestic debt securities | $1,169,000 | 1,497 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $1,169,000 | 99 |
| 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 | $2,618,000 | 4,291 |
| Mortgage-backed securities | $4,342,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $1,187,000 | 3,967 |
| Issued or guaranteed by U.S. | $1,187,000 | 3,964 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,986,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $1,986,000 | 2,110 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,169,000 | 1,003 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,169,000 | 655 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $9,851,000 | 4,381 |
| Total debt securities | $9,850,000 | 4,683 |
| 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 | $9,915,000 | 4,772 |
| U.S. Government securities | $3,595,000 | 4,928 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,595,000 | 4,813 |
| Securities issued by states & political subdivisions | $5,123,000 | 3,526 |
| Other domestic debt securities | $1,197,000 | 1,515 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $1,197,000 | 113 |
| 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 | $2,700,000 | 4,351 |
| Mortgage-backed securities | $4,590,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $1,253,000 | 3,982 |
| Issued or guaranteed by U.S. | $1,253,000 | 3,976 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,140,000 | 2,154 |
| CMOs issued by government agencies or sponsored agencies | $2,140,000 | 2,083 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,197,000 | 939 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,197,000 | 638 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $9,915,000 | 4,433 |
| Total debt securities | $9,915,000 | 4,749 |
| 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 | $10,237,000 | 4,807 |
| U.S. Government securities | $5,137,000 | 4,757 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,137,000 | 4,643 |
| Securities issued by states & political subdivisions | $5,100,000 | 3,523 |
| 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 | $2,968,000 | 4,331 |
| Mortgage-backed securities | $4,741,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $1,305,000 | 3,995 |
| Issued or guaranteed by U.S. | $1,305,000 | 3,990 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,258,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $2,258,000 | 2,079 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,178,000 | 926 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,178,000 | 620 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $10,237,000 | 4,455 |
| Total debt securities | $10,237,000 | 4,783 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,371 |
| Fair value | $194,000 | 1,383 |
| 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 | $9,989,000 | 4,902 |
| U.S. Government securities | $4,261,000 | 4,967 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,261,000 | 4,855 |
| Securities issued by states & political subdivisions | $5,728,000 | 3,424 |
| 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 | $2,323,000 | 4,529 |
| Mortgage-backed securities | $3,870,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $1,344,000 | 4,007 |
| Issued or guaranteed by U.S. | $1,344,000 | 4,003 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,780,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $1,780,000 | 2,242 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $746,000 | 1,001 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $746,000 | 645 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $9,989,000 | 4,545 |
| Total debt securities | $9,989,000 | 4,880 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,528 |
| Fair value | $191,000 | 1,541 |
| 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 | $10,280,000 | 4,955 |
| U.S. Government securities | $4,279,000 | 5,061 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,279,000 | 4,955 |
| Securities issued by states & political subdivisions | $6,001,000 | 3,413 |
| 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 | $2,520,000 | 4,554 |
| Mortgage-backed securities | $3,788,000 | 3,786 |
| Certificates of participation in pools of residential mortgages | $1,416,000 | 4,033 |
| Issued or guaranteed by U.S. | $1,416,000 | 4,028 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,615,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $1,615,000 | 2,311 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $757,000 | 960 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $757,000 | 611 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $10,280,000 | 4,597 |
| Total debt securities | $10,280,000 | 4,933 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,707 |
| Fair value | $190,000 | 1,723 |
| 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 | $10,464,000 | 5,027 |
| U.S. Government securities | $4,399,000 | 5,153 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,399,000 | 5,046 |
| Securities issued by states & political subdivisions | $6,065,000 | 3,416 |
| 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 | $2,530,000 | 4,590 |
| Mortgage-backed securities | $3,912,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $1,467,000 | 4,100 |
| Issued or guaranteed by U.S. | $1,467,000 | 4,095 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,445,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $2,445,000 | 2,117 |
| 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) | $10,464,000 | 4,668 |
| Total debt securities | $10,464,000 | 5,005 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,851 |
| Fair value | $187,000 | 1,866 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $9,730,000 | 5,160 |
| U.S. Government securities | $4,253,000 | 5,255 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,253,000 | 5,147 |
| Securities issued by states & political subdivisions | $5,477,000 | 3,526 |
| 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 | $2,729,000 | 4,618 |
| Mortgage-backed securities | $3,860,000 | 3,919 |
| Certificates of participation in pools of residential mortgages | $1,550,000 | 4,139 |
| Issued or guaranteed by U.S. | $1,550,000 | 4,132 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,310,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $2,310,000 | 2,189 |
| 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) | $9,730,000 | 4,795 |
| Total debt securities | $9,730,000 | 5,141 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,962 |
| Fair value | $192,000 | 1,998 |
| 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 | $10,104,000 | 5,199 |
| U.S. Government securities | $4,387,000 | 5,323 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,387,000 | 5,210 |
| Securities issued by states & political subdivisions | $5,717,000 | 3,510 |
| 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 | $2,571,000 | 4,714 |
| Mortgage-backed securities | $4,003,000 | 3,959 |
| Certificates of participation in pools of residential mortgages | $1,597,000 | 4,197 |
| Issued or guaranteed by U.S. | $1,597,000 | 4,190 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,406,000 | 2,279 |
| CMOs issued by government agencies or sponsored agencies | $2,406,000 | 2,202 |
| 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) | $10,104,000 | 4,811 |
| Total debt securities | $10,104,000 | 5,178 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,079 |
| Fair value | $186,000 | 2,098 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $9,616,000 | 5,345 |
| U.S. Government securities | $3,894,000 | 5,490 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,894,000 | 5,388 |
| Securities issued by states & political subdivisions | $5,722,000 | 3,551 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,482,000 | 4,794 |
| Mortgage-backed securities | $3,313,000 | 4,184 |
| Certificates of participation in pools of residential mortgages | $1,326,000 | 4,378 |
| Issued or guaranteed by U.S. | $1,326,000 | 4,375 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,987,000 | 2,469 |
| CMOs issued by government agencies or sponsored agencies | $1,987,000 | 2,380 |
| 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) | $9,616,000 | 4,959 |
| Total debt securities | $9,616,000 | 5,328 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,180 |
| Fair value | $182,000 | 2,208 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $9,769,000 | 5,382 |
| U.S. Government securities | $3,961,000 | 5,547 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,961,000 | 5,438 |
| Securities issued by states & political subdivisions | $5,808,000 | 3,572 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,503,000 | 4,837 |
| Mortgage-backed securities | $3,383,000 | 4,233 |
| Certificates of participation in pools of residential mortgages | $1,382,000 | 4,411 |
| Issued or guaranteed by U.S. | $1,382,000 | 4,409 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,001,000 | 2,482 |
| CMOs issued by government agencies or sponsored agencies | $2,001,000 | 2,401 |
| 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) | $9,769,000 | 4,993 |
| Total debt securities | $9,769,000 | 5,363 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,248 |
| Fair value | $179,000 | 2,268 |
| 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 | $9,674,000 | 5,440 |
| U.S. Government securities | $3,760,000 | 5,625 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,760,000 | 5,523 |
| Securities issued by states & political subdivisions | $5,914,000 | 3,586 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,493,000 | 4,878 |
| Mortgage-backed securities | $3,187,000 | 4,313 |
| Certificates of participation in pools of residential mortgages | $1,100,000 | 4,543 |
| Issued or guaranteed by U.S. | $1,100,000 | 4,539 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,087,000 | 2,457 |
| CMOs issued by government agencies or sponsored agencies | $2,087,000 | 2,380 |
| 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) | $9,674,000 | 5,048 |
| Total debt securities | $9,674,000 | 5,418 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,300 |
| Fair value | $175,000 | 2,328 |
| 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 | $9,494,000 | 5,488 |
| U.S. Government securities | $3,404,000 | 5,718 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,404,000 | 5,626 |
| Securities issued by states & political subdivisions | $6,090,000 | 3,542 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,080,000 | 4,715 |
| Mortgage-backed securities | $3,037,000 | 4,358 |
| Certificates of participation in pools of residential mortgages | $1,122,000 | 4,567 |
| Issued or guaranteed by U.S. | $1,122,000 | 4,561 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,915,000 | 2,498 |
| CMOs issued by government agencies or sponsored agencies | $1,915,000 | 2,408 |
| 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) | $9,494,000 | 5,102 |
| Total debt securities | $9,494,000 | 5,467 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,128 |
| Fair value | $367,000 | 2,138 |
| 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 | $9,212,000 | 5,574 |
| U.S. Government securities | $2,904,000 | 5,888 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,904,000 | 5,790 |
| Securities issued by states & political subdivisions | $6,308,000 | 3,523 |
| 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 | $2,461,000 | 4,959 |
| Mortgage-backed securities | $2,530,000 | 4,536 |
| Certificates of participation in pools of residential mortgages | $1,186,000 | 4,580 |
| Issued or guaranteed by U.S. | $1,186,000 | 4,576 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,344,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $1,344,000 | 2,631 |
| 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) | $9,212,000 | 5,190 |
| Total debt securities | $9,212,000 | 5,548 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,113 |
| Fair value | $374,000 | 2,125 |
| 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 | $9,519,000 | 5,551 |
| U.S. Government securities | $3,130,000 | 5,844 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,130,000 | 5,739 |
| Securities issued by states & political subdivisions | $6,389,000 | 3,496 |
| 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 | $2,512,000 | 4,951 |
| Mortgage-backed securities | $2,748,000 | 4,504 |
| Certificates of participation in pools of residential mortgages | $1,222,000 | 4,540 |
| Issued or guaranteed by U.S. | $1,222,000 | 4,536 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,526,000 | 2,715 |
| CMOs issued by government agencies or sponsored agencies | $1,526,000 | 2,605 |
| 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) | $9,519,000 | 5,170 |
| Total debt securities | $9,519,000 | 5,516 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,113 |
| Fair value | $382,000 | 2,123 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $10,293,000 | 5,522 |
| U.S. Government securities | $3,562,000 | 5,805 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,562,000 | 5,706 |
| Securities issued by states & political subdivisions | $6,731,000 | 3,419 |
| 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 | $2,486,000 | 5,018 |
| Mortgage-backed securities | $2,858,000 | 4,519 |
| Certificates of participation in pools of residential mortgages | $1,528,000 | 4,467 |
| Issued or guaranteed by U.S. | $1,528,000 | 4,465 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,330,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $1,330,000 | 2,740 |
| 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) | $10,293,000 | 5,155 |
| Total debt securities | $10,293,000 | 5,487 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,154 |
| Fair value | $395,000 | 2,166 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $10,871,000 | 5,444 |
| U.S. Government securities | $3,918,000 | 5,775 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,918,000 | 5,670 |
| Securities issued by states & political subdivisions | $6,953,000 | 3,356 |
| 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 | $2,165,000 | 5,138 |
| Mortgage-backed securities | $3,107,000 | 4,484 |
| Certificates of participation in pools of residential mortgages | $1,502,000 | 4,494 |
| Issued or guaranteed by U.S. | $1,502,000 | 4,493 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,605,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $1,605,000 | 2,681 |
| 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) | $10,871,000 | 5,069 |
| Total debt securities | $10,871,000 | 5,416 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,196 |
| Fair value | $400,000 | 2,200 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $10,487,000 | 5,577 |
| U.S. Government securities | $4,121,000 | 5,845 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,121,000 | 5,748 |
| Securities issued by states & political subdivisions | $6,366,000 | 3,441 |
| 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 | $1,767,000 | 5,359 |
| Mortgage-backed securities | $3,408,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $1,637,000 | 4,568 |
| Issued or guaranteed by U.S. | $1,637,000 | 4,566 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,771,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $1,771,000 | 2,700 |
| 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) | $10,487,000 | 5,190 |
| Total debt securities | $10,487,000 | 5,545 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,456 |
| Fair value | $301,000 | 2,460 |
| 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 | $11,274,000 | 5,537 |
| U.S. Government securities | $4,744,000 | 5,819 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,744,000 | 5,724 |
| Securities issued by states & political subdivisions | $6,433,000 | 3,379 |
| Other domestic debt securities | $97,000 | 2,761 |
| 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 | $97,000 | 2,131 |
| 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 | $1,810,000 | 5,398 |
| Mortgage-backed securities | $3,832,000 | 4,495 |
| Certificates of participation in pools of residential mortgages | $1,849,000 | 4,535 |
| Issued or guaranteed by U.S. | $1,849,000 | 4,534 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,983,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $1,983,000 | 2,644 |
| 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) | $11,274,000 | 5,149 |
| Total debt securities | $11,274,000 | 5,509 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,651 |
| Fair value | $397,000 | 2,662 |
| 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 | $10,803,000 | 5,635 |
| U.S. Government securities | $5,263,000 | 5,811 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,263,000 | 5,698 |
| Securities issued by states & political subdivisions | $5,445,000 | 3,516 |
| Other domestic debt securities | $95,000 | 2,755 |
| 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 | $95,000 | 2,133 |
| 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 | $2,088,000 | 5,311 |
| Mortgage-backed securities | $3,854,000 | 4,509 |
| Certificates of participation in pools of residential mortgages | $1,680,000 | 4,603 |
| Issued or guaranteed by U.S. | $1,680,000 | 4,599 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,174,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $2,174,000 | 2,624 |
| 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) | $10,803,000 | 5,242 |
| Total debt securities | $10,803,000 | 5,610 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,877 |
| Fair value | $395,000 | 2,888 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $8,904,000 | 5,876 |
| U.S. Government securities | $3,069,000 | 6,259 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,069,000 | 6,160 |
| Securities issued by states & political subdivisions | $5,741,000 | 3,404 |
| Other domestic debt securities | $94,000 | 2,757 |
| 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 | $94,000 | 2,072 |
| 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 | $1,903,000 | 5,165 |
| Mortgage-backed securities | $2,251,000 | 4,824 |
| Certificates of participation in pools of residential mortgages | $1,827,000 | 4,498 |
| Issued or guaranteed by U.S. | $1,827,000 | 4,491 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $424,000 | 3,419 |
| CMOs issued by government agencies or sponsored agencies | $424,000 | 3,171 |
| 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) | $8,904,000 | 5,451 |
| Total debt securities | $8,904,000 | 5,844 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,913 |
| Fair value | $195,000 | 2,925 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $9,459,000 | 5,797 |
| U.S. Government securities | $3,441,000 | 6,239 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,441,000 | 6,123 |
| Securities issued by states & political subdivisions | $5,921,000 | 3,318 |
| Other domestic debt securities | $97,000 | 2,736 |
| 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 | $97,000 | 2,038 |
| 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 | $1,976,000 | 5,161 |
| Mortgage-backed securities | $2,520,000 | 4,742 |
| Certificates of participation in pools of residential mortgages | $2,047,000 | 4,379 |
| Issued or guaranteed by U.S. | $2,047,000 | 4,367 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $473,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $473,000 | 3,116 |
| 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) | $9,459,000 | 5,365 |
| Total debt securities | $9,459,000 | 5,759 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,889 |
| Fair value | $298,000 | 2,913 |
| 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 | $10,200,000 | 5,783 |
| U.S. Government securities | $4,245,000 | 6,188 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,245,000 | 6,064 |
| Securities issued by states & political subdivisions | $5,856,000 | 3,293 |
| Other domestic debt securities | $99,000 | 2,688 |
| 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 | $99,000 | 1,967 |
| 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 | $844,000 | 5,619 |
| Mortgage-backed securities | $2,730,000 | 4,670 |
| Certificates of participation in pools of residential mortgages | $2,215,000 | 4,307 |
| Issued or guaranteed by U.S. | $2,215,000 | 4,296 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $515,000 | 3,317 |
| CMOs issued by government agencies or sponsored agencies | $515,000 | 3,048 |
| 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) | $10,200,000 | 5,345 |
| Total debt securities | $10,198,000 | 5,751 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,669 |
| Fair value | $798,000 | 2,678 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $8,849,000 | 5,975 |
| U.S. Government securities | $4,084,000 | 6,225 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,084,000 | 6,097 |
| Securities issued by states & political subdivisions | $4,765,000 | 3,526 |
| 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 | $880,000 | 5,658 |
| Mortgage-backed securities | $1,928,000 | 4,848 |
| Certificates of participation in pools of residential mortgages | $1,788,000 | 4,424 |
| Issued or guaranteed by U.S. | $1,788,000 | 4,415 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $140,000 | 3,586 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 3,295 |
| 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) | $8,849,000 | 5,522 |
| Total debt securities | $8,849,000 | 5,938 |
| Structured notes | ||
| Amortized cost | $900,000 | 2,689 |
| Fair value | $890,000 | 2,695 |
| 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 | $7,977,000 | 6,019 |
| U.S. Government securities | $3,650,000 | 6,246 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,650,000 | 6,123 |
| Securities issued by states & political subdivisions | $4,327,000 | 3,622 |
| 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 | $889,000 | 5,687 |
| Mortgage-backed securities | $1,679,000 | 4,888 |
| Certificates of participation in pools of residential mortgages | $1,487,000 | 4,467 |
| Issued or guaranteed by U.S. | $1,487,000 | 4,462 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $192,000 | 3,532 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 3,228 |
| 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) | $7,977,000 | 5,568 |
| Total debt securities | $7,977,000 | 5,985 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,697 |
| Fair value | $594,000 | 2,701 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $7,244,000 | 6,142 |
| U.S. Government securities | $4,151,000 | 6,114 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,151,000 | 5,993 |
| Securities issued by states & political subdivisions | $3,093,000 | 3,936 |
| 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 | $1,158,000 | 5,630 |
| Mortgage-backed securities | $1,802,000 | 4,862 |
| Certificates of participation in pools of residential mortgages | $1,542,000 | 4,425 |
| Issued or guaranteed by U.S. | $1,542,000 | 4,418 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $260,000 | 3,463 |
| CMOs issued by government agencies or sponsored agencies | $260,000 | 3,157 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $7,244,000 | 5,659 |
| Total debt securities | $7,247,000 | 6,103 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,745 |
| Fair value | $605,000 | 2,745 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $6,618,000 | 6,348 |
| U.S. Government securities | $3,783,000 | 6,364 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,783,000 | 6,245 |
| Securities issued by states & political subdivisions | $2,835,000 | 3,962 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,166,000 | 5,681 |
| Mortgage-backed securities | $1,382,000 | 5,055 |
| Certificates of participation in pools of residential mortgages | $1,077,000 | 4,700 |
| Issued or guaranteed by U.S. | $1,077,000 | 4,693 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $305,000 | 3,348 |
| CMOs issued by government agencies or sponsored agencies | $305,000 | 3,037 |
| 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) | $6,618,000 | 5,845 |
| Total debt securities | $6,619,000 | 6,310 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $499,000 | 2,992 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $5,663,000 | 6,597 |
| U.S. Government securities | $3,784,000 | 6,458 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,784,000 | 6,345 |
| Securities issued by states & political subdivisions | $1,879,000 | 4,362 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,188,000 | 5,740 |
| Mortgage-backed securities | $1,278,000 | 5,196 |
| Certificates of participation in pools of residential mortgages | $921,000 | 4,936 |
| Issued or guaranteed by U.S. | $921,000 | 4,927 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $357,000 | 3,288 |
| CMOs issued by government agencies or sponsored agencies | $357,000 | 2,963 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $5,663,000 | 6,078 |
| Total debt securities | $5,663,000 | 6,557 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,994 |
| Fair value | $99,000 | 3,003 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $5,777,000 | 6,589 |
| U.S. Government securities | $3,463,000 | 6,546 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,463,000 | 6,453 |
| Securities issued by states & political subdivisions | $2,314,000 | 4,179 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,190,000 | 5,806 |
| Mortgage-backed securities | $992,000 | 5,387 |
| Certificates of participation in pools of residential mortgages | $566,000 | 5,233 |
| Issued or guaranteed by U.S. | $566,000 | 5,219 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $426,000 | 3,248 |
| CMOs issued by government agencies or sponsored agencies | $426,000 | 2,906 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $5,777,000 | 6,065 |
| Total debt securities | $5,777,000 | 6,554 |
| 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 | $6,022,000 | 6,595 |
| U.S. Government securities | $3,572,000 | 6,563 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,572,000 | 6,469 |
| Securities issued by states & political subdivisions | $2,450,000 | 4,148 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,199,000 | 5,822 |
| Mortgage-backed securities | $1,081,000 | 5,430 |
| Certificates of participation in pools of residential mortgages | $605,000 | 5,305 |
| Issued or guaranteed by U.S. | $605,000 | 5,289 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $476,000 | 3,215 |
| CMOs issued by government agencies or sponsored agencies | $476,000 | 2,873 |
| 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) | $6,022,000 | 6,055 |
| Total debt securities | $6,022,000 | 6,551 |
| 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 | $6,778,000 | 6,439 |
| U.S. Government securities | $4,362,000 | 6,341 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,362,000 | 6,249 |
| Securities issued by states & political subdivisions | $2,416,000 | 4,145 |
| 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 | $1,255,000 | 5,822 |
| Mortgage-backed securities | $1,211,000 | 5,425 |
| Certificates of participation in pools of residential mortgages | $669,000 | 5,321 |
| Issued or guaranteed by U.S. | $669,000 | 5,301 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $542,000 | 3,154 |
| CMOs issued by government agencies or sponsored agencies | $542,000 | 2,798 |
| 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) | $6,778,000 | 5,930 |
| Total debt securities | $6,778,000 | 6,395 |
| 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 | $7,087,000 | 6,441 |
| U.S. Government securities | $4,652,000 | 6,390 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,652,000 | 6,308 |
| Securities issued by states & political subdivisions | $2,435,000 | 4,050 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,907,000 | 5,601 |
| Mortgage-backed securities | $547,000 | 5,839 |
| Certificates of participation in pools of residential mortgages | $312,000 | 5,647 |
| Issued or guaranteed by U.S. | $312,000 | 5,630 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $235,000 | 3,442 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 3,068 |
| 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) | $7,087,000 | 5,906 |
| Total debt securities | $7,087,000 | 6,398 |
| 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 | $6,311,000 | 6,647 |
| U.S. Government securities | $4,666,000 | 6,496 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,666,000 | 6,401 |
| Securities issued by states & political subdivisions | $1,645,000 | 4,403 |
| 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 | $2,272,000 | 5,485 |
| Mortgage-backed securities | $596,000 | 5,817 |
| Certificates of participation in pools of residential mortgages | $349,000 | 5,614 |
| Issued or guaranteed by U.S. | $349,000 | 5,597 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $247,000 | 3,400 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 3,059 |
| 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) | $6,311,000 | 6,093 |
| Total debt securities | $6,311,000 | 6,608 |
| 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 | $5,832,000 | 6,727 |
| U.S. Government securities | $4,204,000 | 6,631 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,204,000 | 6,533 |
| Securities issued by states & political subdivisions | $1,628,000 | 4,402 |
| 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 | $2,236,000 | 5,520 |
| Mortgage-backed securities | $345,000 | 5,960 |
| Certificates of participation in pools of residential mortgages | $345,000 | 5,617 |
| Issued or guaranteed by U.S. | $345,000 | 5,600 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $5,832,000 | 6,148 |
| Total debt securities | $5,832,000 | 6,687 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $6,670,000 | 6,609 |
| U.S. Government securities | $4,991,000 | 6,459 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,991,000 | 6,370 |
| Securities issued by states & political subdivisions | $1,679,000 | 4,415 |
| 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 | $2,232,000 | 5,521 |
| Mortgage-backed securities | $375,000 | 5,957 |
| Certificates of participation in pools of residential mortgages | $367,000 | 5,612 |
| Issued or guaranteed by U.S. | $367,000 | 5,588 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,000 | 3,671 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,320 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $6,670,000 | 6,038 |
| Total debt securities | $6,670,000 | 6,544 |
| 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 | $6,711,000 | 6,621 |
| U.S. Government securities | $5,017,000 | 6,468 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,017,000 | 6,373 |
| Securities issued by states & political subdivisions | $1,694,000 | 4,420 |
| 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 | $2,268,000 | 5,478 |
| Mortgage-backed securities | $432,000 | 5,910 |
| Certificates of participation in pools of residential mortgages | $409,000 | 5,562 |
| Issued or guaranteed by U.S. | $409,000 | 5,532 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $23,000 | 3,603 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,249 |
| 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) | $6,711,000 | 6,050 |
| Total debt securities | $6,711,000 | 6,552 |
| 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 | $6,916,000 | 6,663 |
| U.S. Government securities | $5,194,000 | 6,526 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,194,000 | 6,421 |
| Securities issued by states & political subdivisions | $1,722,000 | 4,409 |
| 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 | $2,472,000 | 5,468 |
| Mortgage-backed securities | $449,000 | 5,772 |
| Certificates of participation in pools of residential mortgages | $415,000 | 5,414 |
| Issued or guaranteed by U.S. | $415,000 | 5,393 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $34,000 | 3,504 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,177 |
| 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) | $6,916,000 | 6,047 |
| Total debt securities | $6,916,000 | 6,605 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $7,067,000 | 6,677 |
| U.S. Government securities | $5,207,000 | 6,633 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,207,000 | 6,514 |
| Securities issued by states & political subdivisions | $1,860,000 | 4,350 |
| 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 | $2,501,000 | 5,462 |
| Mortgage-backed securities | $60,000 | 6,235 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,154 |
| Issued or guaranteed by U.S. | $13,000 | 6,132 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $47,000 | 3,451 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,121 |
| 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) | $7,067,000 | 6,044 |
| Total debt securities | $7,066,000 | 6,625 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $7,412,000 | 6,630 |
| U.S. Government securities | $5,564,000 | 6,550 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,564,000 | 6,423 |
| Securities issued by states & political subdivisions | $1,848,000 | 4,350 |
| 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 | $2,570,000 | 5,474 |
| Mortgage-backed securities | $95,000 | 6,163 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,043 |
| Issued or guaranteed by U.S. | $34,000 | 6,021 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $61,000 | 3,400 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,078 |
| 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) | $7,412,000 | 5,975 |
| Total debt securities | $7,412,000 | 6,579 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $7,888,000 | 6,573 |
| U.S. Government securities | $6,028,000 | 6,456 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,028,000 | 6,337 |
| Securities issued by states & political subdivisions | $1,860,000 | 4,356 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,575,000 | 5,485 |
| Mortgage-backed securities | $416,000 | 5,741 |
| Certificates of participation in pools of residential mortgages | $342,000 | 5,442 |
| Issued or guaranteed by U.S. | $342,000 | 5,417 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $74,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,062 |
| 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) | $7,888,000 | 5,908 |
| Total debt securities | $7,888,000 | 6,512 |
| 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 | $7,823,000 | 6,627 |
| U.S. Government securities | $5,731,000 | 6,593 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,731,000 | 6,460 |
| Securities issued by states & political subdivisions | $2,092,000 | 4,261 |
| 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 | $2,271,000 | 5,624 |
| Mortgage-backed securities | $139,000 | 6,109 |
| Certificates of participation in pools of residential mortgages | $52,000 | 6,006 |
| Issued or guaranteed by U.S. | $52,000 | 5,981 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $87,000 | 3,336 |
| CMOs issued by government agencies or sponsored agencies | $87,000 | 3,040 |
| 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) | $7,823,000 | 5,964 |
| Total debt securities | $7,823,000 | 6,565 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $7,742,000 | 6,708 |
| U.S. Government securities | $5,641,000 | 6,674 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,641,000 | 6,540 |
| Securities issued by states & political subdivisions | $2,101,000 | 4,242 |
| 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 | $2,269,000 | 5,660 |
| Mortgage-backed securities | $161,000 | 6,092 |
| Certificates of participation in pools of residential mortgages | $60,000 | 6,015 |
| Issued or guaranteed by U.S. | $60,000 | 5,984 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $101,000 | 3,287 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 2,996 |
| 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) | $7,742,000 | 6,016 |
| Total debt securities | $7,742,000 | 6,646 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $7,401,000 | 6,799 |
| U.S. Government securities | $5,319,000 | 6,786 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,319,000 | 6,650 |
| Securities issued by states & political subdivisions | $2,082,000 | 4,257 |
| 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 | $2,054,000 | 5,791 |
| Mortgage-backed securities | $184,000 | 6,096 |
| Certificates of participation in pools of residential mortgages | $69,000 | 6,024 |
| Issued or guaranteed by U.S. | $69,000 | 5,996 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $115,000 | 3,284 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 2,972 |
| 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) | $7,401,000 | 6,084 |
| Total debt securities | $7,401,000 | 6,741 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $7,463,000 | 6,856 |
| U.S. Government securities | $5,361,000 | 6,812 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,361,000 | 6,670 |
| Securities issued by states & political subdivisions | $2,102,000 | 4,265 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,967,000 | 5,854 |
| Mortgage-backed securities | $213,000 | 6,106 |
| Certificates of participation in pools of residential mortgages | $83,000 | 6,018 |
| Issued or guaranteed by U.S. | $83,000 | 5,993 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $130,000 | 3,270 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 2,960 |
| 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) | $7,463,000 | 6,126 |
| Total debt securities | $7,463,000 | 6,805 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $7,686,000 | 6,836 |
| U.S. Government securities | $5,424,000 | 6,832 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,424,000 | 6,685 |
| Securities issued by states & political subdivisions | $2,262,000 | 4,218 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,872,000 | 5,940 |
| Mortgage-backed securities | $269,000 | 6,096 |
| Certificates of participation in pools of residential mortgages | $118,000 | 5,984 |
| Issued or guaranteed by U.S. | $118,000 | 5,958 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $151,000 | 3,247 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 2,946 |
| 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) | $7,686,000 | 6,103 |
| Total debt securities | $7,686,000 | 6,782 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $7,702,000 | 6,851 |
| U.S. Government securities | $5,418,000 | 6,831 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,418,000 | 6,685 |
| Securities issued by states & political subdivisions | $2,284,000 | 4,196 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,882,000 | 5,939 |
| Mortgage-backed securities | $344,000 | 6,039 |
| Certificates of participation in pools of residential mortgages | $133,000 | 5,982 |
| Issued or guaranteed by U.S. | $133,000 | 5,962 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $211,000 | 3,185 |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 2,885 |
| 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) | $7,702,000 | 6,109 |
| Total debt securities | $7,702,000 | 6,796 |
| 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 | $8,593,000 | 6,683 |
| U.S. Government securities | $6,287,000 | 6,605 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,287,000 | 6,462 |
| Securities issued by states & political subdivisions | $2,306,000 | 4,171 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,745,000 | 6,003 |
| Mortgage-backed securities | $684,000 | 5,737 |
| Certificates of participation in pools of residential mortgages | $151,000 | 5,995 |
| Issued or guaranteed by U.S. | $151,000 | 5,967 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $533,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 2,602 |
| 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) | $8,593,000 | 5,948 |
| Total debt securities | $8,593,000 | 6,628 |
| 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 | $8,765,000 | 6,706 |
| U.S. Government securities | $6,328,000 | 6,670 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,328,000 | 6,509 |
| Securities issued by states & political subdivisions | $2,437,000 | 4,096 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,740,000 | 6,040 |
| Mortgage-backed securities | $1,003,000 | 5,587 |
| Certificates of participation in pools of residential mortgages | $175,000 | 6,017 |
| Issued or guaranteed by U.S. | $175,000 | 5,992 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $828,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $828,000 | 2,479 |
| 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) | $8,765,000 | 5,962 |
| Total debt securities | $8,765,000 | 6,652 |
| 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 | $8,387,000 | 6,788 |
| U.S. Government securities | $5,862,000 | 6,830 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,862,000 | 6,674 |
| Securities issued by states & political subdivisions | $2,525,000 | 4,045 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,713,000 | 6,054 |
| Mortgage-backed securities | $1,132,000 | 5,548 |
| Certificates of participation in pools of residential mortgages | $208,000 | 5,990 |
| Issued or guaranteed by U.S. | $208,000 | 5,973 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $924,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $924,000 | 2,470 |
| 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) | $8,387,000 | 6,027 |
| Total debt securities | $8,388,000 | 6,733 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $7,598,000 | 7,026 |
| U.S. Government securities | $5,055,000 | 7,113 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,055,000 | 6,958 |
| Securities issued by states & political subdivisions | $2,543,000 | 4,033 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,628,000 | 6,120 |
| Mortgage-backed securities | $1,191,000 | 5,505 |
| Certificates of participation in pools of residential mortgages | $236,000 | 5,971 |
| Issued or guaranteed by U.S. | $236,000 | 5,957 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $955,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $955,000 | 2,459 |
| 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) | $7,598,000 | 6,247 |
| Total debt securities | $7,598,000 | 6,967 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $7,892,000 | 7,046 |
| U.S. Government securities | $5,384,000 | 7,080 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,384,000 | 6,916 |
| Securities issued by states & political subdivisions | $2,508,000 | 4,065 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,423,000 | 6,295 |
| Mortgage-backed securities | $1,239,000 | 5,565 |
| Certificates of participation in pools of residential mortgages | $287,000 | 5,963 |
| Issued or guaranteed by U.S. | $287,000 | 5,951 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $952,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $952,000 | 2,512 |
| 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) | $7,892,000 | 6,264 |
| Total debt securities | $7,892,000 | 6,982 |
| 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 | $9,073,000 | 6,761 |
| U.S. Government securities | $6,795,000 | 6,582 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,795,000 | 6,427 |
| Securities issued by states & political subdivisions | $2,278,000 | 4,186 |
| 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 | $816,000 | 6,659 |
| Mortgage-backed securities | $1,297,000 | 5,568 |
| Certificates of participation in pools of residential mortgages | $335,000 | 5,918 |
| Issued or guaranteed by U.S. | $335,000 | 5,902 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $962,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $962,000 | 2,581 |
| 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) | $9,073,000 | 6,017 |
| Total debt securities | $9,073,000 | 6,681 |
| 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 | $10,579,000 | 6,499 |
| U.S. Government securities | $8,254,000 | 6,238 |
| U.S. Treasury securities | $500,000 | 1,836 |
| U.S. Government agency obligations | $7,754,000 | 6,195 |
| Securities issued by states & political subdivisions | $2,325,000 | 4,204 |
| 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 | $815,000 | 6,656 |
| Mortgage-backed securities | $1,333,000 | 5,552 |
| Certificates of participation in pools of residential mortgages | $381,000 | 5,900 |
| Issued or guaranteed by U.S. | $381,000 | 5,881 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $952,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $952,000 | 2,709 |
| 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) | $10,579,000 | 5,747 |
| Total debt securities | $10,579,000 | 6,409 |
| 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 | $9,870,000 | 6,578 |
| U.S. Government securities | $7,877,000 | 6,214 |
| U.S. Treasury securities | $602,000 | 1,723 |
| U.S. Government agency obligations | $7,275,000 | 6,204 |
| Securities issued by states & political subdivisions | $1,993,000 | 4,409 |
| 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 | $820,000 | 6,678 |
| Mortgage-backed securities | $1,237,000 | 5,612 |
| Certificates of participation in pools of residential mortgages | $470,000 | 5,843 |
| Issued or guaranteed by U.S. | $470,000 | 5,819 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $767,000 | 2,990 |
| CMOs issued by government agencies or sponsored agencies | $767,000 | 2,842 |
| 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) | $9,870,000 | 5,838 |
| Total debt securities | $9,870,000 | 6,480 |
| 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 | $9,361,000 | 6,645 |
| U.S. Government securities | $7,181,000 | 6,349 |
| U.S. Treasury securities | $507,000 | 1,851 |
| U.S. Government agency obligations | $6,674,000 | 6,325 |
| Securities issued by states & political subdivisions | $2,080,000 | 4,321 |
| Other domestic debt securities | $100,000 | 3,789 |
| 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 | $100,000 | 3,363 |
| 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 | $670,000 | 6,790 |
| Mortgage-backed securities | $1,359,000 | 5,671 |
| Certificates of participation in pools of residential mortgages | $603,000 | 5,723 |
| Issued or guaranteed by U.S. | $603,000 | 5,702 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $756,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $756,000 | 3,062 |
| 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) | $9,361,000 | 5,879 |
| Total debt securities | $9,361,000 | 6,541 |
| 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 | $8,801,000 | 6,758 |
| U.S. Government securities | $6,660,000 | 6,557 |
| U.S. Treasury securities | $713,000 | 1,731 |
| U.S. Government agency obligations | $5,947,000 | 6,622 |
| Securities issued by states & political subdivisions | $2,040,000 | 4,271 |
| Other domestic debt securities | $101,000 | 3,831 |
| 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 | $101,000 | 3,395 |
| 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 | $669,000 | 6,815 |
| Mortgage-backed securities | $1,785,000 | 5,431 |
| Certificates of participation in pools of residential mortgages | $758,000 | 5,593 |
| Issued or guaranteed by U.S. | $758,000 | 5,574 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,027,000 | 3,092 |
| CMOs issued by government agencies or sponsored agencies | $1,027,000 | 2,951 |
| 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) | $8,801,000 | 5,978 |
| Total debt securities | $8,801,000 | 6,663 |
| 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 | $9,304,000 | 6,680 |
| U.S. Government securities | $6,565,000 | 6,626 |
| U.S. Treasury securities | $718,000 | 1,824 |
| U.S. Government agency obligations | $5,847,000 | 6,661 |
| Securities issued by states & political subdivisions | $2,636,000 | 3,940 |
| Other domestic debt securities | $103,000 | 3,868 |
| 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 | $103,000 | 3,416 |
| 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 | $674,000 | 6,859 |
| Mortgage-backed securities | $1,820,000 | 5,415 |
| Certificates of participation in pools of residential mortgages | $922,000 | 5,427 |
| Issued or guaranteed by U.S. | $922,000 | 5,408 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $898,000 | 3,255 |
| CMOs issued by government agencies or sponsored agencies | $898,000 | 3,111 |
| 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) | $9,304,000 | 5,883 |
| Total debt securities | $9,304,000 | 6,585 |
| 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 | $9,114,000 | 6,720 |
| U.S. Government securities | $6,436,000 | 6,662 |
| U.S. Treasury securities | $721,000 | 2,252 |
| U.S. Government agency obligations | $5,715,000 | 6,713 |
| Securities issued by states & political subdivisions | $2,456,000 | 4,019 |
| Other domestic debt securities | $222,000 | 3,750 |
| 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 | $222,000 | 3,256 |
| 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 | $621,000 | 7,046 |
| Mortgage-backed securities | $1,806,000 | 5,386 |
| Certificates of participation in pools of residential mortgages | $940,000 | 5,258 |
| Issued or guaranteed by U.S. | $940,000 | 5,236 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $866,000 | 3,431 |
| CMOs issued by government agencies or sponsored agencies | $866,000 | 3,264 |
| 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) | $9,114,000 | 5,833 |
| Total debt securities | $9,113,000 | 6,617 |
| 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 | $12,265,000 | 6,178 |
| U.S. Government securities | $11,265,000 | 5,460 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,265,000 | 5,130 |
| Securities issued by states & political subdivisions | $716,000 | 5,748 |
| Other domestic debt securities | $211,000 | 3,415 |
| 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 | $211,000 | 2,985 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 7,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $504,000 | 7,462 |
| Mortgage-backed securities | $626,000 | 5,943 |
| Certificates of participation in pools of residential mortgages | $626,000 | 5,238 |
| Issued or guaranteed by U.S. | $626,000 | 5,223 |
| 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) | $12,265,000 | 5,169 |
| Total debt securities | $12,192,000 | 6,059 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $13,398,000 | 6,182 |
| U.S. Government securities | $12,216,000 | 5,450 |
| U.S. Treasury securities | $850,000 | 3,978 |
| U.S. Government agency obligations | $11,366,000 | 5,181 |
| Securities issued by states & political subdivisions | $957,000 | 5,684 |
| Other domestic debt securities | $225,000 | 3,281 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $225,000 | 2,804 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,147 |
| Mortgage-backed securities | $683,000 | 6,206 |
| Certificates of participation in pools of residential mortgages | $683,000 | 5,435 |
| Issued or guaranteed by U.S. | $683,000 | 5,425 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,398,000 | 1,741 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $13,398,000 | 6,068 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $11,719,000 | 6,604 |
| U.S. Government securities | $10,188,000 | 6,047 |
| U.S. Treasury securities | $2,475,000 | 3,536 |
| U.S. Government agency obligations | $7,713,000 | 6,015 |
| Securities issued by states & political subdivisions | $1,531,000 | 5,144 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,201,000 | 6,920 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,719,000 | 2,101 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $11,719,000 | 6,475 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,080,000 | 6,513 |
| U.S. Government securities | $10,942,000 | 6,164 |
| U.S. Treasury securities | $3,472,000 | 4,030 |
| U.S. Government agency obligations | $7,470,000 | 6,169 |
| Securities issued by states & political subdivisions | $2,138,000 | 4,489 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,498,000 | 6,998 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,080,000 | 2,320 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $13,080,000 | 6,383 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $14,110,000 | 6,681 |
| U.S. Government securities | $11,731,000 | 6,410 |
| U.S. Treasury securities | $3,571,000 | 4,614 |
| U.S. Government agency obligations | $8,160,000 | 6,183 |
| Securities issued by states & political subdivisions | $2,379,000 | 4,436 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,394,000 | 7,389 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,110,000 | 2,483 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $14,110,000 | 6,536 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,531 |
| Fair value | $99,000 | 3,577 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $12,983,000 | 7,284 |
| U.S. Government securities | $10,007,000 | 7,312 |
| U.S. Treasury securities | $3,553,000 | 5,563 |
| U.S. Government agency obligations | $6,454,000 | 6,961 |
| Securities issued by states & political subdivisions | $2,976,000 | 4,015 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $752,000 | 8,482 |
| Mortgage-backed securities | $1,000 | 9,527 |
| Certificates of participation in pools of residential mortgages | $1,000 | 8,899 |
| Issued or guaranteed by U.S. | $1,000 | 8,862 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,983,000 | 2,817 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $12,983,000 | 7,147 |
| Structured notes | ||
| Amortized cost | $100,000 | 4,437 |
| Fair value | $95,000 | 4,541 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $12,401,000 | 7,914 |
| U.S. Government securities | $9,468,000 | 7,980 |
| U.S. Treasury securities | $5,049,000 | 5,475 |
| U.S. Government agency obligations | $4,419,000 | 8,078 |
| Securities issued by states & political subdivisions | $2,933,000 | 4,262 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 9,621 |
| Mortgage-backed securities | $1,000 | 10,066 |
| Certificates of participation in pools of residential mortgages | $1,000 | 9,373 |
| Issued or guaranteed by U.S. | $1,000 | 9,341 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,401,000 | 4,930 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $12,401,000 | 7,802 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $12,958,000 | 8,035 |
| U.S. Government securities | $9,421,000 | 8,266 |
| U.S. Treasury securities | $5,108,000 | 5,602 |
| U.S. Government agency obligations | $4,313,000 | 8,371 |
| Securities issued by states & political subdivisions | $3,537,000 | 3,883 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 9,795 |
| Mortgage-backed securities | $6,000 | 10,663 |
| Certificates of participation in pools of residential mortgages | $6,000 | 9,906 |
| Issued or guaranteed by U.S. | $6,000 | 9,849 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,958,000 | 7,876 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $13,116,000 | 7,946 |
| U.S. Government securities | $9,294,000 | 8,372 |
| U.S. Treasury securities | $5,637,000 | 5,365 |
| U.S. Government agency obligations | $3,657,000 | 8,982 |
| Securities issued by states & political subdivisions | $3,822,000 | 3,429 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 10,024 |
| Mortgage-backed securities | $16,000 | 11,059 |
| Certificates of participation in pools of residential mortgages | $16,000 | 10,163 |
| Issued or guaranteed by U.S. | $16,000 | 10,081 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,116,000 | 7,819 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |