Home > Century Next Bank > Securities
Century Next Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $36,070,000 | 2,986 |
| U.S. Government securities | $28,528,000 | 2,542 |
| U.S. Treasury securities | $4,212,000 | 1,950 |
| U.S. Government agency obligations | $24,316,000 | 2,383 |
| Securities issued by states & political subdivisions | $7,542,000 | 2,661 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $23,379,000 | 1,902 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,806,000 | 2,054 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,703 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,127,000 | 846 |
| Other commercial mortgage-backed securities | $10,443,000 | 506 |
| Held to maturity securities (book value) | $2,047,000 | 1,391 |
| Available-for-sale securities (fair market value) | $34,023,000 | 2,836 |
| Total debt securities | $36,070,000 | 2,968 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $27,797,000 | 3,280 |
| U.S. Government securities | $21,334,000 | 2,886 |
| U.S. Treasury securities | $4,114,000 | 1,986 |
| U.S. Government agency obligations | $17,220,000 | 2,738 |
| Securities issued by states & political subdivisions | $6,463,000 | 2,788 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $16,326,000 | 2,172 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,752,000 | 2,057 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,705 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $936,000 | 1,210 |
| Other commercial mortgage-backed securities | $5,635,000 | 662 |
| Held to maturity securities (book value) | $2,158,000 | 1,403 |
| Available-for-sale securities (fair market value) | $25,639,000 | 3,103 |
| Total debt securities | $27,797,000 | 3,254 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $28,950,000 | 3,293 |
| U.S. Government securities | $22,140,000 | 2,898 |
| U.S. Treasury securities | $4,128,000 | 2,038 |
| U.S. Government agency obligations | $18,012,000 | 2,754 |
| Securities issued by states & political subdivisions | $6,810,000 | 2,797 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $17,068,000 | 2,176 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,317,000 | 2,048 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,700 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $990,000 | 1,186 |
| Other commercial mortgage-backed securities | $5,757,000 | 663 |
| Held to maturity securities (book value) | $2,169,000 | 1,419 |
| Available-for-sale securities (fair market value) | $26,781,000 | 3,119 |
| Total debt securities | $28,950,000 | 3,269 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $29,042,000 | 3,373 |
| U.S. Government securities | $22,789,000 | 2,943 |
| U.S. Treasury securities | $4,157,000 | 2,109 |
| U.S. Government agency obligations | $18,632,000 | 2,719 |
| Securities issued by states & political subdivisions | $6,253,000 | 2,904 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $17,675,000 | 2,204 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,776,000 | 2,061 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,739 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $998,000 | 1,209 |
| Other commercial mortgage-backed securities | $5,897,000 | 670 |
| Held to maturity securities (book value) | $2,219,000 | 1,452 |
| Available-for-sale securities (fair market value) | $26,823,000 | 3,189 |
| Total debt securities | $29,042,000 | 3,346 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $26,140,000 | 3,508 |
| U.S. Government securities | $21,967,000 | 3,006 |
| U.S. Treasury securities | $4,103,000 | 2,166 |
| U.S. Government agency obligations | $17,864,000 | 2,762 |
| Securities issued by states & political subdivisions | $4,173,000 | 3,159 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $16,885,000 | 2,247 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,937,000 | 2,141 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,757 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $992,000 | 1,200 |
| Other commercial mortgage-backed securities | $5,952,000 | 671 |
| Held to maturity securities (book value) | $2,230,000 | 1,457 |
| Available-for-sale securities (fair market value) | $23,910,000 | 3,312 |
| Total debt securities | $26,140,000 | 3,485 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $19,172,000 | 3,791 |
| U.S. Government securities | $17,711,000 | 3,264 |
| U.S. Treasury securities | $4,039,000 | 2,209 |
| U.S. Government agency obligations | $13,672,000 | 3,035 |
| Securities issued by states & political subdivisions | $1,461,000 | 3,632 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $12,699,000 | 2,510 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,605,000 | 2,400 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,769 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $5,090,000 | 739 |
| Held to maturity securities (book value) | $2,302,000 | 1,437 |
| Available-for-sale securities (fair market value) | $16,870,000 | 3,611 |
| Total debt securities | $19,171,000 | 3,767 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $16,697,000 | 3,923 |
| U.S. Government securities | $15,831,000 | 3,410 |
| U.S. Treasury securities | $4,164,000 | 2,152 |
| U.S. Government agency obligations | $11,667,000 | 3,226 |
| Securities issued by states & political subdivisions | $866,000 | 3,798 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $11,667,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $7,245,000 | 2,551 |
| Issued or guaranteed by U.S. | $7,245,000 | 2,481 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $5,000 | 2,872 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,800 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,417,000 | 1,228 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $4,417,000 | 840 |
| Held to maturity securities (book value) | $2,314,000 | 1,364 |
| Available-for-sale securities (fair market value) | $14,383,000 | 3,745 |
| Total debt securities | $16,697,000 | 3,907 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $16,241,000 | 3,896 |
| U.S. Government securities | $15,361,000 | 3,363 |
| U.S. Treasury securities | $4,236,000 | 1,918 |
| U.S. Government agency obligations | $11,125,000 | 3,244 |
| Securities issued by states & political subdivisions | $880,000 | 3,815 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $11,125,000 | 2,684 |
| Certificates of participation in pools of residential mortgages | $6,585,000 | 2,628 |
| Issued or guaranteed by U.S. | $6,585,000 | 2,556 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $5,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,798 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $4,535,000 | 1,206 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $4,535,000 | 825 |
| Held to maturity securities (book value) | $2,347,000 | 1,262 |
| Available-for-sale securities (fair market value) | $13,894,000 | 3,751 |
| Total debt securities | $16,240,000 | 3,877 |
| 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 | $12,451,000 | 4,031 |
| U.S. Government securities | $11,902,000 | 3,451 |
| U.S. Treasury securities | $2,461,000 | 1,702 |
| U.S. Government agency obligations | $9,441,000 | 3,356 |
| Securities issued by states & political subdivisions | $549,000 | 3,916 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $9,441,000 | 2,819 |
| Certificates of participation in pools of residential mortgages | $4,613,000 | 2,855 |
| Issued or guaranteed by U.S. | $4,613,000 | 2,765 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,797 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $4,823,000 | 1,167 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $4,823,000 | 795 |
| Held to maturity securities (book value) | $2,443,000 | 1,153 |
| Available-for-sale securities (fair market value) | $10,008,000 | 3,915 |
| Total debt securities | $12,452,000 | 4,012 |
| 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 | $2,509,000 | 4,574 |
| U.S. Government securities | $2,175,000 | 4,284 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,175,000 | 4,105 |
| Securities issued by states & political subdivisions | $334,000 | 4,039 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $2,175,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $2,169,000 | 3,258 |
| Issued or guaranteed by U.S. | $2,169,000 | 3,171 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,821 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $2,285,000 | 1,156 |
| Available-for-sale securities (fair market value) | $224,000 | 4,490 |
| Total debt securities | $2,509,000 | 4,552 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $4,532,000 | 4,460 |
| U.S. Government securities | $4,198,000 | 4,069 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,198,000 | 3,866 |
| Securities issued by states & political subdivisions | $334,000 | 4,065 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $2,198,000 | 3,568 |
| Certificates of participation in pools of residential mortgages | $2,192,000 | 3,267 |
| Issued or guaranteed by U.S. | $2,192,000 | 3,168 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $6,000 | 2,874 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,818 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $4,297,000 | 950 |
| Available-for-sale securities (fair market value) | $235,000 | 4,517 |
| Total debt securities | $4,528,000 | 4,436 |
| 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 | $7,860,000 | 4,230 |
| U.S. Government securities | $7,526,000 | 3,615 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $7,526,000 | 3,434 |
| Securities issued by states & political subdivisions | $334,000 | 4,078 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $2,226,000 | 3,540 |
| Certificates of participation in pools of residential mortgages | $2,220,000 | 3,214 |
| Issued or guaranteed by U.S. | $2,220,000 | 3,123 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $6,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,789 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $7,609,000 | 765 |
| Available-for-sale securities (fair market value) | $251,000 | 4,528 |
| Total debt securities | $7,860,000 | 4,205 |
| 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 | $599,000 | 4,760 |
| U.S. Government securities | $265,000 | 4,557 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $265,000 | 4,450 |
| Securities issued by states & political subdivisions | $334,000 | 4,092 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $265,000 | 3,948 |
| Certificates of participation in pools of residential mortgages | $258,000 | 3,776 |
| Issued or guaranteed by U.S. | $258,000 | 3,698 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $7,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,788 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $334,000 | 1,469 |
| Available-for-sale securities (fair market value) | $265,000 | 4,538 |
| Total debt securities | $598,000 | 4,735 |
| 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 | $608,000 | 4,777 |
| U.S. Government securities | $274,000 | 4,577 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $274,000 | 4,471 |
| Securities issued by states & political subdivisions | $334,000 | 4,079 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $274,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | $267,000 | 3,778 |
| Issued or guaranteed by U.S. | $267,000 | 3,700 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,000 | 2,851 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,792 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $334,000 | 1,457 |
| Available-for-sale securities (fair market value) | $274,000 | 4,561 |
| Total debt securities | $608,000 | 4,754 |
| 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 | $617,000 | 4,812 |
| U.S. Government securities | $283,000 | 4,610 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $283,000 | 4,504 |
| Securities issued by states & political subdivisions | $334,000 | 4,087 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $283,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $276,000 | 3,785 |
| Issued or guaranteed by U.S. | $276,000 | 3,710 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,000 | 2,851 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,798 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $334,000 | 1,470 |
| Available-for-sale securities (fair market value) | $283,000 | 4,594 |
| Total debt securities | $618,000 | 4,790 |
| 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 | $627,000 | 4,862 |
| U.S. Government securities | $293,000 | 4,674 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $293,000 | 4,571 |
| Securities issued by states & political subdivisions | $334,000 | 4,091 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $293,000 | 4,001 |
| Certificates of participation in pools of residential mortgages | $285,000 | 3,809 |
| Issued or guaranteed by U.S. | $285,000 | 3,723 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $8,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,791 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $334,000 | 1,485 |
| Available-for-sale securities (fair market value) | $293,000 | 4,648 |
| Total debt securities | $627,000 | 4,838 |
| 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 | $647,000 | 4,924 |
| U.S. Government securities | $313,000 | 4,762 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $313,000 | 4,638 |
| Securities issued by states & political subdivisions | $334,000 | 4,106 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $313,000 | 4,010 |
| Certificates of participation in pools of residential mortgages | $305,000 | 3,815 |
| Issued or guaranteed by U.S. | $305,000 | 3,742 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,000 | 2,874 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,813 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $334,000 | 1,535 |
| Available-for-sale securities (fair market value) | $313,000 | 4,705 |
| Total debt securities | $647,000 | 4,904 |
| 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 | $1,007,000 | 4,965 |
| U.S. Government securities | $324,000 | 4,847 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $324,000 | 4,716 |
| Securities issued by states & political subdivisions | $683,000 | 4,019 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $324,000 | 4,054 |
| Certificates of participation in pools of residential mortgages | $315,000 | 3,845 |
| Issued or guaranteed by U.S. | $315,000 | 3,767 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,831 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $683,000 | 1,490 |
| Available-for-sale securities (fair market value) | $324,000 | 4,784 |
| Total debt securities | $1,010,000 | 4,941 |
| 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 | $1,016,000 | 5,013 |
| U.S. Government securities | $332,000 | 4,899 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $332,000 | 4,775 |
| Securities issued by states & political subdivisions | $684,000 | 4,086 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $332,000 | 4,070 |
| Certificates of participation in pools of residential mortgages | $323,000 | 3,861 |
| Issued or guaranteed by U.S. | $323,000 | 3,792 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $9,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,838 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $684,000 | 1,538 |
| Available-for-sale securities (fair market value) | $332,000 | 4,831 |
| Total debt securities | $1,016,000 | 4,990 |
| 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 | $1,026,000 | 5,067 |
| U.S. Government securities | $342,000 | 4,946 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $342,000 | 4,825 |
| Securities issued by states & political subdivisions | $684,000 | 4,143 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $342,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $332,000 | 3,887 |
| Issued or guaranteed by U.S. | $332,000 | 3,809 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,000 | 2,922 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,854 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $684,000 | 1,565 |
| Available-for-sale securities (fair market value) | $342,000 | 4,876 |
| Total debt securities | $1,025,000 | 5,044 |
| 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 | $1,036,000 | 5,112 |
| U.S. Government securities | $351,000 | 4,988 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $351,000 | 4,863 |
| Securities issued by states & political subdivisions | $685,000 | 4,190 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $351,000 | 4,123 |
| Certificates of participation in pools of residential mortgages | $341,000 | 3,912 |
| Issued or guaranteed by U.S. | $341,000 | 3,846 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,871 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $685,000 | 1,599 |
| Available-for-sale securities (fair market value) | $351,000 | 4,916 |
| Total debt securities | $1,037,000 | 5,089 |
| 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 | $1,072,000 | 5,173 |
| U.S. Government securities | $387,000 | 5,056 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $387,000 | 4,930 |
| Securities issued by states & political subdivisions | $685,000 | 4,241 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $387,000 | 4,161 |
| Certificates of participation in pools of residential mortgages | $376,000 | 3,947 |
| Issued or guaranteed by U.S. | $376,000 | 3,921 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,000 | 2,947 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 2,877 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $685,000 | 1,623 |
| Available-for-sale securities (fair market value) | $387,000 | 4,979 |
| Total debt securities | $1,071,000 | 5,150 |
| 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 | $1,088,000 | 5,228 |
| U.S. Government securities | $13,000 | 5,211 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $13,000 | 5,105 |
| Securities issued by states & political subdivisions | $685,000 | 4,285 |
| Other domestic debt securities | $390,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $390,000 | 631 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $403,000 | 4,206 |
| Certificates of participation in pools of residential mortgages | $392,000 | 3,989 |
| Issued or guaranteed by U.S. | $2,000 | 4,265 |
| Privately issued | $390,000 | 333 |
| Collaterized mortgage obligations | $11,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 2,900 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $685,000 | 1,654 |
| Available-for-sale securities (fair market value) | $403,000 | 5,033 |
| Total debt securities | $1,087,000 | 5,207 |
| 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 | $1,132,000 | 5,280 |
| U.S. Government securities | $446,000 | 5,158 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $446,000 | 5,047 |
| Securities issued by states & political subdivisions | $686,000 | 4,327 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $446,000 | 4,226 |
| Certificates of participation in pools of residential mortgages | $434,000 | 4,005 |
| Issued or guaranteed by U.S. | $434,000 | 3,998 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,000 | 2,984 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 2,904 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $686,000 | 1,675 |
| Available-for-sale securities (fair market value) | $446,000 | 5,089 |
| Total debt securities | $1,132,000 | 5,259 |
| 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 | $1,157,000 | 5,347 |
| U.S. Government securities | $471,000 | 5,207 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $471,000 | 5,104 |
| Securities issued by states & political subdivisions | $686,000 | 4,395 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $471,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $459,000 | 4,038 |
| Issued or guaranteed by U.S. | $459,000 | 4,032 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $12,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 2,914 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $686,000 | 1,698 |
| Available-for-sale securities (fair market value) | $471,000 | 5,150 |
| Total debt securities | $1,166,000 | 5,330 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,695,000 | 5,367 |
| U.S. Government securities | $508,000 | 5,244 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $508,000 | 5,137 |
| Securities issued by states & political subdivisions | $1,187,000 | 4,279 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $508,000 | 4,289 |
| Certificates of participation in pools of residential mortgages | $495,000 | 4,072 |
| Issued or guaranteed by U.S. | $495,000 | 4,068 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $13,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,939 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,187,000 | 1,628 |
| Available-for-sale securities (fair market value) | $508,000 | 5,195 |
| Total debt securities | $1,695,000 | 5,343 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,765,000 | 5,416 |
| U.S. Government securities | $528,000 | 5,296 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $528,000 | 5,189 |
| Securities issued by states & political subdivisions | $1,237,000 | 4,292 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $528,000 | 4,322 |
| Certificates of participation in pools of residential mortgages | $514,000 | 4,104 |
| Issued or guaranteed by U.S. | $514,000 | 4,099 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,000 | 3,059 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 2,963 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,187,000 | 1,654 |
| Available-for-sale securities (fair market value) | $578,000 | 5,231 |
| Total debt securities | $1,766,000 | 5,391 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,787,000 | 5,487 |
| U.S. Government securities | $549,000 | 5,367 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $549,000 | 5,261 |
| Securities issued by states & political subdivisions | $1,238,000 | 4,342 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $547,000 | 4,391 |
| Certificates of participation in pools of residential mortgages | $533,000 | 4,164 |
| Issued or guaranteed by U.S. | $533,000 | 4,160 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,000 | 3,100 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,004 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,189,000 | 1,684 |
| Available-for-sale securities (fair market value) | $598,000 | 5,288 |
| Total debt securities | $1,787,000 | 5,462 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,844,000 | 5,520 |
| U.S. Government securities | $606,000 | 5,394 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $606,000 | 5,293 |
| Securities issued by states & political subdivisions | $1,238,000 | 4,388 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $603,000 | 4,395 |
| Certificates of participation in pools of residential mortgages | $588,000 | 4,165 |
| Issued or guaranteed by U.S. | $588,000 | 4,159 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $15,000 | 3,111 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,002 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,191,000 | 1,699 |
| Available-for-sale securities (fair market value) | $653,000 | 5,327 |
| Total debt securities | $1,839,000 | 5,498 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,940,000 | 5,563 |
| U.S. Government securities | $702,000 | 5,431 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $702,000 | 5,331 |
| Securities issued by states & political subdivisions | $1,238,000 | 4,401 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $697,000 | 4,404 |
| Certificates of participation in pools of residential mortgages | $682,000 | 4,169 |
| Issued or guaranteed by U.S. | $682,000 | 4,166 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,000 | 3,140 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,033 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,193,000 | 1,719 |
| Available-for-sale securities (fair market value) | $747,000 | 5,377 |
| Total debt securities | $1,940,000 | 5,539 |
| 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 | $2,017,000 | 5,629 |
| U.S. Government securities | $728,000 | 5,525 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $728,000 | 5,429 |
| Securities issued by states & political subdivisions | $1,289,000 | 4,424 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $722,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $706,000 | 4,205 |
| Issued or guaranteed by U.S. | $706,000 | 4,200 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,058 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,194,000 | 1,761 |
| Available-for-sale securities (fair market value) | $823,000 | 5,442 |
| Total debt securities | $2,017,000 | 5,607 |
| 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 | $5,306,000 | 5,321 |
| U.S. Government securities | $4,016,000 | 4,947 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,016,000 | 4,837 |
| Securities issued by states & political subdivisions | $1,290,000 | 4,445 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $821,000 | 4,447 |
| Certificates of participation in pools of residential mortgages | $804,000 | 4,193 |
| Issued or guaranteed by U.S. | $804,000 | 4,189 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,082 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,196,000 | 1,795 |
| Available-for-sale securities (fair market value) | $4,110,000 | 5,127 |
| Total debt securities | $5,306,000 | 5,302 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $5,340,000 | 5,375 |
| U.S. Government securities | $4,050,000 | 5,006 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,050,000 | 4,891 |
| Securities issued by states & political subdivisions | $1,290,000 | 4,480 |
| 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 | $228,000 | 5,217 |
| Mortgage-backed securities | $869,000 | 4,465 |
| Certificates of participation in pools of residential mortgages | $850,000 | 4,213 |
| Issued or guaranteed by U.S. | $850,000 | 4,210 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $19,000 | 3,221 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,112 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,198,000 | 1,835 |
| Available-for-sale securities (fair market value) | $4,142,000 | 5,177 |
| Total debt securities | $5,340,000 | 5,352 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $5,371,000 | 5,471 |
| U.S. Government securities | $4,081,000 | 5,096 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,081,000 | 4,992 |
| Securities issued by states & political subdivisions | $1,290,000 | 4,539 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $911,000 | 4,514 |
| Certificates of participation in pools of residential mortgages | $892,000 | 4,252 |
| Issued or guaranteed by U.S. | $892,000 | 4,247 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $19,000 | 3,268 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,157 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,200,000 | 1,837 |
| Available-for-sale securities (fair market value) | $4,171,000 | 5,242 |
| Total debt securities | $5,373,000 | 5,447 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $5,428,000 | 5,545 |
| U.S. Government securities | $4,092,000 | 5,205 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,092,000 | 5,091 |
| Securities issued by states & political subdivisions | $1,336,000 | 4,546 |
| 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 | $304,000 | 5,305 |
| Mortgage-backed securities | $982,000 | 4,570 |
| Certificates of participation in pools of residential mortgages | $961,000 | 4,307 |
| Issued or guaranteed by U.S. | $961,000 | 4,303 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $21,000 | 3,312 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,199 |
| 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) | $1,202,000 | 1,867 |
| Available-for-sale securities (fair market value) | $4,226,000 | 5,318 |
| Total debt securities | $5,427,000 | 5,525 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $5,608,000 | 5,589 |
| U.S. Government securities | $4,271,000 | 5,248 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,271,000 | 5,141 |
| Securities issued by states & political subdivisions | $1,337,000 | 4,556 |
| 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 | $322,000 | 5,353 |
| Mortgage-backed securities | $1,064,000 | 4,609 |
| Certificates of participation in pools of residential mortgages | $1,042,000 | 4,336 |
| Issued or guaranteed by U.S. | $1,042,000 | 4,329 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $22,000 | 3,338 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,219 |
| 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) | $1,204,000 | 1,865 |
| Available-for-sale securities (fair market value) | $4,404,000 | 5,357 |
| Total debt securities | $5,608,000 | 5,566 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $5,608,000 | 5,688 |
| U.S. Government securities | $4,271,000 | 5,340 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,271,000 | 5,225 |
| Securities issued by states & political subdivisions | $1,337,000 | 4,630 |
| 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 | $327,000 | 5,439 |
| Mortgage-backed securities | $1,140,000 | 4,663 |
| Certificates of participation in pools of residential mortgages | $1,117,000 | 4,377 |
| Issued or guaranteed by U.S. | $1,117,000 | 4,370 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $23,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,262 |
| 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) | $1,206,000 | 1,888 |
| Available-for-sale securities (fair market value) | $4,402,000 | 5,448 |
| Total debt securities | $5,608,000 | 5,668 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $5,540,000 | 5,769 |
| U.S. Government securities | $4,203,000 | 5,429 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $4,203,000 | 5,321 |
| Securities issued by states & political subdivisions | $1,337,000 | 4,678 |
| 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 | $337,000 | 5,512 |
| Mortgage-backed securities | $1,163,000 | 4,736 |
| Certificates of participation in pools of residential mortgages | $1,139,000 | 4,452 |
| Issued or guaranteed by U.S. | $1,139,000 | 4,449 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $24,000 | 3,440 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,310 |
| 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) | $1,207,000 | 1,927 |
| Available-for-sale securities (fair market value) | $4,333,000 | 5,528 |
| Total debt securities | $5,540,000 | 5,749 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $6,626,000 | 5,704 |
| U.S. Government securities | $5,243,000 | 5,347 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,243,000 | 5,231 |
| Securities issued by states & political subdivisions | $1,383,000 | 4,712 |
| 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 | $350,000 | 5,565 |
| Mortgage-backed securities | $1,213,000 | 4,781 |
| Certificates of participation in pools of residential mortgages | $1,188,000 | 4,483 |
| Issued or guaranteed by U.S. | $1,188,000 | 4,481 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $25,000 | 3,485 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,352 |
| 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) | $1,209,000 | 1,933 |
| Available-for-sale securities (fair market value) | $5,417,000 | 5,460 |
| Total debt securities | $6,626,000 | 5,682 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $6,587,000 | 5,764 |
| U.S. Government securities | $5,204,000 | 5,393 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,204,000 | 5,280 |
| Securities issued by states & political subdivisions | $1,383,000 | 4,743 |
| 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 | $272,000 | 5,644 |
| Mortgage-backed securities | $1,254,000 | 4,809 |
| Certificates of participation in pools of residential mortgages | $1,227,000 | 4,501 |
| Issued or guaranteed by U.S. | $1,227,000 | 4,497 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $27,000 | 3,520 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,386 |
| 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) | $1,211,000 | 1,936 |
| Available-for-sale securities (fair market value) | $5,376,000 | 5,523 |
| Total debt securities | $6,587,000 | 5,737 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $6,486,000 | 5,821 |
| U.S. Government securities | $5,102,000 | 5,417 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,102,000 | 5,321 |
| Securities issued by states & political subdivisions | $1,384,000 | 4,784 |
| 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 | $257,000 | 5,727 |
| Mortgage-backed securities | $1,280,000 | 4,825 |
| Certificates of participation in pools of residential mortgages | $1,252,000 | 4,515 |
| Issued or guaranteed by U.S. | $1,252,000 | 4,509 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $28,000 | 3,524 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,383 |
| 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) | $1,213,000 | 1,927 |
| Available-for-sale securities (fair market value) | $5,273,000 | 5,579 |
| Total debt securities | $6,486,000 | 5,799 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $6,604,000 | 5,865 |
| U.S. Government securities | $5,221,000 | 5,444 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,221,000 | 5,348 |
| Securities issued by states & political subdivisions | $1,383,000 | 4,804 |
| 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 | $268,000 | 5,784 |
| Mortgage-backed securities | $1,329,000 | 4,854 |
| Certificates of participation in pools of residential mortgages | $1,299,000 | 4,541 |
| Issued or guaranteed by U.S. | $1,299,000 | 4,536 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $30,000 | 3,566 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 3,419 |
| 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) | $1,214,000 | 1,917 |
| Available-for-sale securities (fair market value) | $5,390,000 | 5,623 |
| Total debt securities | $6,606,000 | 5,838 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $5,866,000 | 5,956 |
| U.S. Government securities | $4,441,000 | 5,595 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,441,000 | 5,486 |
| Securities issued by states & political subdivisions | $1,425,000 | 4,779 |
| 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 | $2,223,000 | 5,041 |
| Mortgage-backed securities | $1,391,000 | 4,841 |
| Certificates of participation in pools of residential mortgages | $1,359,000 | 4,490 |
| Issued or guaranteed by U.S. | $1,359,000 | 4,486 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $32,000 | 3,588 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,433 |
| 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) | $1,216,000 | 1,856 |
| Available-for-sale securities (fair market value) | $4,650,000 | 5,741 |
| Total debt securities | $5,866,000 | 5,930 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $6,210,000 | 5,960 |
| U.S. Government securities | $4,786,000 | 5,574 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,786,000 | 5,462 |
| Securities issued by states & political subdivisions | $1,424,000 | 4,770 |
| 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 | $2,372,000 | 5,054 |
| Mortgage-backed securities | $1,517,000 | 4,850 |
| Certificates of participation in pools of residential mortgages | $1,482,000 | 4,487 |
| Issued or guaranteed by U.S. | $1,482,000 | 4,485 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $35,000 | 3,623 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,456 |
| 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) | $1,256,000 | 1,825 |
| Available-for-sale securities (fair market value) | $4,954,000 | 5,762 |
| Total debt securities | $6,210,000 | 5,928 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $6,337,000 | 5,999 |
| U.S. Government securities | $4,912,000 | 5,583 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,912,000 | 5,459 |
| Securities issued by states & political subdivisions | $1,425,000 | 4,792 |
| 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 | $2,310,000 | 5,082 |
| Mortgage-backed securities | $1,626,000 | 4,860 |
| Certificates of participation in pools of residential mortgages | $1,589,000 | 4,466 |
| Issued or guaranteed by U.S. | $1,589,000 | 4,465 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $37,000 | 3,658 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,499 |
| 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) | $1,276,000 | 1,832 |
| Available-for-sale securities (fair market value) | $5,061,000 | 5,774 |
| Total debt securities | $6,337,000 | 5,969 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $7,050,000 | 5,994 |
| U.S. Government securities | $5,957,000 | 5,518 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,957,000 | 5,401 |
| Securities issued by states & political subdivisions | $1,093,000 | 4,943 |
| 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 | $2,416,000 | 5,113 |
| Mortgage-backed securities | $1,755,000 | 4,916 |
| Certificates of participation in pools of residential mortgages | $1,715,000 | 4,541 |
| Issued or guaranteed by U.S. | $1,715,000 | 4,539 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $40,000 | 3,733 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,566 |
| 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) | $949,000 | 1,978 |
| Available-for-sale securities (fair market value) | $6,101,000 | 5,732 |
| Total debt securities | $7,050,000 | 5,965 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $4,256,000 | 6,428 |
| U.S. Government securities | $3,983,000 | 5,970 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,983,000 | 5,867 |
| Securities issued by states & political subdivisions | $273,000 | 5,494 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,505,000 | 5,140 |
| Mortgage-backed securities | $2,671,000 | 4,742 |
| Certificates of participation in pools of residential mortgages | $1,818,000 | 4,548 |
| Issued or guaranteed by U.S. | $1,818,000 | 4,546 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $853,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $853,000 | 3,066 |
| 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) | $91,000 | 2,526 |
| Available-for-sale securities (fair market value) | $4,165,000 | 6,009 |
| Total debt securities | $4,256,000 | 6,398 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $6,866,000 | 6,138 |
| U.S. Government securities | $6,595,000 | 5,578 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,595,000 | 5,464 |
| Securities issued by states & political subdivisions | $271,000 | 5,485 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,079,000 | 5,316 |
| Mortgage-backed securities | $2,847,000 | 4,747 |
| Certificates of participation in pools of residential mortgages | $1,958,000 | 4,519 |
| Issued or guaranteed by U.S. | $1,958,000 | 4,516 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $889,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $889,000 | 3,072 |
| 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) | $95,000 | 2,578 |
| Available-for-sale securities (fair market value) | $6,771,000 | 5,727 |
| Total debt securities | $6,866,000 | 6,111 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $7,070,000 | 6,118 |
| U.S. Government securities | $5,769,000 | 5,709 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,769,000 | 5,601 |
| Securities issued by states & political subdivisions | $273,000 | 5,483 |
| Other domestic debt securities | $1,028,000 | 1,951 |
| Privately issued residential mortgage-backed securities | $929,000 | 796 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 2,064 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,041,000 | 4,642 |
| Certificates of participation in pools of residential mortgages | $2,112,000 | 4,403 |
| Issued or guaranteed by U.S. | $2,112,000 | 4,395 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $929,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $929,000 | 757 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $99,000 | 2,678 |
| Available-for-sale securities (fair market value) | $6,971,000 | 5,701 |
| Total debt securities | $7,070,000 | 6,086 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $7,323,000 | 6,097 |
| U.S. Government securities | $5,975,000 | 5,685 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,975,000 | 5,572 |
| Securities issued by states & political subdivisions | $271,000 | 5,493 |
| Other domestic debt securities | $1,077,000 | 1,936 |
| Privately issued residential mortgage-backed securities | $967,000 | 816 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $110,000 | 2,002 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,275,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $2,308,000 | 4,280 |
| Issued or guaranteed by U.S. | $2,308,000 | 4,266 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $967,000 | 3,141 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $967,000 | 773 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $103,000 | 2,690 |
| Available-for-sale securities (fair market value) | $7,220,000 | 5,666 |
| Total debt securities | $7,323,000 | 6,065 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $10,982,000 | 5,685 |
| U.S. Government securities | $9,496,000 | 5,140 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,496,000 | 5,023 |
| Securities issued by states & political subdivisions | $312,000 | 5,440 |
| Other domestic debt securities | $1,174,000 | 1,828 |
| Privately issued residential mortgage-backed securities | $1,060,000 | 808 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,000 | 1,932 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,439,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $2,379,000 | 4,251 |
| Issued or guaranteed by U.S. | $2,379,000 | 4,238 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,060,000 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $1,060,000 | 767 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $107,000 | 2,730 |
| Available-for-sale securities (fair market value) | $10,875,000 | 5,256 |
| Total debt securities | $10,982,000 | 5,648 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $11,179,000 | 5,622 |
| U.S. Government securities | $9,579,000 | 5,107 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,579,000 | 4,987 |
| Securities issued by states & political subdivisions | $310,000 | 5,453 |
| Other domestic debt securities | $1,290,000 | 1,832 |
| Privately issued residential mortgage-backed securities | $1,154,000 | 825 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $136,000 | 1,967 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,649,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $2,495,000 | 4,164 |
| Issued or guaranteed by U.S. | $2,495,000 | 4,154 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,154,000 | 2,948 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $1,154,000 | 784 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $128,000 | 2,709 |
| Available-for-sale securities (fair market value) | $11,051,000 | 5,211 |
| Total debt securities | $11,179,000 | 5,588 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $11,562,000 | 5,491 |
| U.S. Government securities | $9,693,000 | 4,900 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,693,000 | 4,779 |
| Securities issued by states & political subdivisions | $313,000 | 5,462 |
| Other domestic debt securities | $1,556,000 | 1,827 |
| Privately issued residential mortgage-backed securities | $1,415,000 | 818 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $141,000 | 1,978 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,013,000 | 4,236 |
| Certificates of participation in pools of residential mortgages | $2,598,000 | 4,026 |
| Issued or guaranteed by U.S. | $2,598,000 | 4,016 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,415,000 | 2,831 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $1,415,000 | 781 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $136,000 | 2,737 |
| Available-for-sale securities (fair market value) | $11,426,000 | 5,067 |
| Total debt securities | $11,562,000 | 5,454 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $6,038,000 | 6,366 |
| U.S. Government securities | $3,882,000 | 6,196 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,882,000 | 6,078 |
| Securities issued by states & political subdivisions | $313,000 | 5,456 |
| Other domestic debt securities | $1,843,000 | 1,800 |
| Privately issued residential mortgage-backed securities | $1,698,000 | 833 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $145,000 | 2,014 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,561,000 | 4,124 |
| Certificates of participation in pools of residential mortgages | $2,863,000 | 3,924 |
| Issued or guaranteed by U.S. | $2,863,000 | 3,914 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,698,000 | 2,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $1,698,000 | 791 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $143,000 | 2,799 |
| Available-for-sale securities (fair market value) | $5,895,000 | 5,891 |
| Total debt securities | $6,038,000 | 6,324 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $6,569,000 | 6,358 |
| U.S. Government securities | $4,214,000 | 6,230 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,214,000 | 6,114 |
| Securities issued by states & political subdivisions | $348,000 | 5,390 |
| Other domestic debt securities | $2,007,000 | 1,724 |
| Privately issued residential mortgage-backed securities | $1,857,000 | 840 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 1,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,045,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $3,188,000 | 3,864 |
| Issued or guaranteed by U.S. | $3,188,000 | 3,857 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,857,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $1,857,000 | 806 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $152,000 | 2,856 |
| Available-for-sale securities (fair market value) | $6,417,000 | 5,884 |
| Total debt securities | $6,569,000 | 6,320 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $6,907,000 | 6,369 |
| U.S. Government securities | $4,395,000 | 6,280 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,395,000 | 6,165 |
| Securities issued by states & political subdivisions | $348,000 | 5,411 |
| Other domestic debt securities | $2,164,000 | 1,705 |
| Privately issued residential mortgage-backed securities | $2,009,000 | 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 | $155,000 | 1,987 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,375,000 | 4,008 |
| Certificates of participation in pools of residential mortgages | $3,366,000 | 3,936 |
| Issued or guaranteed by U.S. | $3,366,000 | 3,927 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,009,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $2,009,000 | 826 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $160,000 | 2,901 |
| Available-for-sale securities (fair market value) | $6,747,000 | 5,880 |
| Total debt securities | $6,907,000 | 6,329 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $7,257,000 | 6,287 |
| U.S. Government securities | $4,558,000 | 6,220 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,558,000 | 6,117 |
| Securities issued by states & political subdivisions | $348,000 | 5,438 |
| Other domestic debt securities | $2,351,000 | 1,714 |
| Privately issued residential mortgage-backed securities | $2,191,000 | 861 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $160,000 | 2,035 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,714,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $3,523,000 | 3,959 |
| Issued or guaranteed by U.S. | $3,523,000 | 3,951 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,191,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $2,191,000 | 823 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $172,000 | 2,942 |
| Available-for-sale securities (fair market value) | $7,085,000 | 5,819 |
| Total debt securities | $7,257,000 | 6,248 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $7,648,000 | 6,256 |
| U.S. Government securities | $4,826,000 | 6,209 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,826,000 | 6,117 |
| Securities issued by states & political subdivisions | $349,000 | 5,472 |
| Other domestic debt securities | $2,473,000 | 1,775 |
| Privately issued residential mortgage-backed securities | $2,305,000 | 918 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $168,000 | 2,130 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,091,000 | 3,984 |
| Certificates of participation in pools of residential mortgages | $3,786,000 | 3,956 |
| Issued or guaranteed by U.S. | $3,786,000 | 3,946 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,305,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $2,305,000 | 878 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $184,000 | 3,010 |
| Available-for-sale securities (fair market value) | $7,464,000 | 5,776 |
| Total debt securities | $7,648,000 | 6,216 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $6,010,000 | 6,606 |
| U.S. Government securities | $3,273,000 | 6,664 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,273,000 | 6,573 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,737,000 | 1,721 |
| Privately issued residential mortgage-backed securities | $2,516,000 | 907 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $221,000 | 2,161 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,751,000 | 4,352 |
| Certificates of participation in pools of residential mortgages | $2,235,000 | 4,561 |
| Issued or guaranteed by U.S. | $2,235,000 | 4,549 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,516,000 | 2,313 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $2,516,000 | 870 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $243,000 | 2,991 |
| Available-for-sale securities (fair market value) | $5,767,000 | 6,121 |
| Total debt securities | $6,010,000 | 6,558 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $6,444,000 | 6,558 |
| U.S. Government securities | $3,461,000 | 6,721 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,461,000 | 6,630 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,983,000 | 1,579 |
| Privately issued residential mortgage-backed securities | $2,743,000 | 908 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $240,000 | 2,255 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,202,000 | 4,307 |
| Certificates of participation in pools of residential mortgages | $2,459,000 | 4,579 |
| Issued or guaranteed by U.S. | $2,459,000 | 4,568 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,743,000 | 2,285 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $2,743,000 | 869 |
| 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) | $263,000 | 2,992 |
| Available-for-sale securities (fair market value) | $6,181,000 | 6,064 |
| Total debt securities | $6,444,000 | 6,516 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $6,715,000 | 6,559 |
| U.S. Government securities | $3,627,000 | 6,792 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,627,000 | 6,699 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $3,088,000 | 1,526 |
| Privately issued residential mortgage-backed securities | $2,841,000 | 866 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $247,000 | 2,175 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,466,000 | 4,188 |
| Certificates of participation in pools of residential mortgages | $2,625,000 | 4,493 |
| Issued or guaranteed by U.S. | $2,625,000 | 4,481 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,841,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $2,841,000 | 828 |
| 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) | $274,000 | 3,016 |
| Available-for-sale securities (fair market value) | $6,441,000 | 6,069 |
| Total debt securities | $6,715,000 | 6,518 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $5,862,000 | 6,721 |
| U.S. Government securities | $2,662,000 | 7,101 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,662,000 | 7,002 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $3,200,000 | 1,479 |
| Privately issued residential mortgage-backed securities | $2,947,000 | 839 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $253,000 | 2,104 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,609,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $2,662,000 | 4,411 |
| Issued or guaranteed by U.S. | $2,662,000 | 4,398 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,947,000 | 2,107 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $2,947,000 | 803 |
| 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) | $289,000 | 3,024 |
| Available-for-sale securities (fair market value) | $5,573,000 | 6,210 |
| Total debt securities | $5,862,000 | 6,682 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $6,094,000 | 6,734 |
| U.S. Government securities | $2,733,000 | 7,147 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,733,000 | 7,052 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $3,361,000 | 1,506 |
| Privately issued residential mortgage-backed securities | $3,098,000 | 835 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $263,000 | 2,108 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,831,000 | 3,994 |
| Certificates of participation in pools of residential mortgages | $2,733,000 | 4,393 |
| Issued or guaranteed by U.S. | $2,733,000 | 4,377 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,098,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $3,098,000 | 793 |
| 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) | $303,000 | 3,012 |
| Available-for-sale securities (fair market value) | $5,791,000 | 6,226 |
| Total debt securities | $6,094,000 | 6,673 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $6,566,000 | 6,645 |
| U.S. Government securities | $2,976,000 | 7,092 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,976,000 | 6,991 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $3,590,000 | 1,397 |
| Privately issued residential mortgage-backed securities | $3,303,000 | 773 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $287,000 | 2,058 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,279,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $2,976,000 | 4,200 |
| Issued or guaranteed by U.S. | $2,976,000 | 4,184 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,303,000 | 1,999 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $3,303,000 | 738 |
| 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) | $332,000 | 3,032 |
| Available-for-sale securities (fair market value) | $6,234,000 | 6,149 |
| Total debt securities | $6,566,000 | 6,574 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $6,116,000 | 6,822 |
| U.S. Government securities | $4,119,000 | 6,846 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,119,000 | 6,731 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,997,000 | 1,618 |
| Privately issued residential mortgage-backed securities | $1,704,000 | 887 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $293,000 | 1,931 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,824,000 | 3,880 |
| Certificates of participation in pools of residential mortgages | $3,120,000 | 3,860 |
| Issued or guaranteed by U.S. | $3,120,000 | 3,844 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,704,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $1,704,000 | 848 |
| 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) | $343,000 | 3,076 |
| Available-for-sale securities (fair market value) | $5,773,000 | 6,287 |
| Total debt securities | $6,116,000 | 6,767 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $4,218,000 | 7,310 |
| U.S. Government securities | $2,132,000 | 7,511 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,132,000 | 7,401 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $2,086,000 | 1,551 |
| Privately issued residential mortgage-backed securities | $1,779,000 | 848 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $307,000 | 1,884 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,916,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $1,137,000 | 4,699 |
| Issued or guaranteed by U.S. | $1,137,000 | 4,685 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,779,000 | 2,260 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $1,779,000 | 810 |
| 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) | $357,000 | 3,120 |
| Available-for-sale securities (fair market value) | $3,861,000 | 6,746 |
| Total debt securities | $4,218,000 | 7,270 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $4,368,000 | 7,316 |
| U.S. Government securities | $2,189,000 | 7,557 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,189,000 | 7,440 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $2,179,000 | 1,464 |
| Privately issued residential mortgage-backed securities | $1,866,000 | 793 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $313,000 | 1,846 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,067,000 | 4,296 |
| Certificates of participation in pools of residential mortgages | $1,201,000 | 4,648 |
| Issued or guaranteed by U.S. | $1,201,000 | 4,635 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,866,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $1,866,000 | 749 |
| 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) | $367,000 | 3,148 |
| Available-for-sale securities (fair market value) | $4,001,000 | 6,734 |
| Total debt securities | $4,368,000 | 7,273 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $4,652,000 | 7,309 |
| U.S. Government securities | $2,298,000 | 7,560 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,298,000 | 7,444 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $2,354,000 | 1,434 |
| Privately issued residential mortgage-backed securities | $2,036,000 | 729 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $318,000 | 1,885 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,347,000 | 4,170 |
| Certificates of participation in pools of residential mortgages | $1,311,000 | 4,585 |
| Issued or guaranteed by U.S. | $1,311,000 | 4,567 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,036,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $2,036,000 | 685 |
| 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) | $379,000 | 3,200 |
| Available-for-sale securities (fair market value) | $4,273,000 | 6,700 |
| Total debt securities | $4,652,000 | 7,263 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $4,862,000 | 7,293 |
| U.S. Government securities | $2,338,000 | 7,591 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,338,000 | 7,471 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $2,524,000 | 1,396 |
| Privately issued residential mortgage-backed securities | $2,187,000 | 698 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $337,000 | 1,926 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,542,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $1,355,000 | 4,559 |
| Issued or guaranteed by U.S. | $1,355,000 | 4,545 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,187,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $2,187,000 | 662 |
| 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) | $410,000 | 3,240 |
| Available-for-sale securities (fair market value) | $4,452,000 | 6,692 |
| Total debt securities | $4,862,000 | 7,243 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $5,094,000 | 7,319 |
| U.S. Government securities | $2,408,000 | 7,653 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,408,000 | 7,523 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $2,686,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $2,340,000 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $346,000 | 1,965 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,768,000 | 4,026 |
| Certificates of participation in pools of residential mortgages | $1,428,000 | 4,521 |
| Issued or guaranteed by U.S. | $1,428,000 | 4,498 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,340,000 | 1,993 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $2,340,000 | 633 |
| 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) | $421,000 | 3,308 |
| Available-for-sale securities (fair market value) | $4,673,000 | 6,677 |
| Total debt securities | $5,094,000 | 7,265 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $5,349,000 | 7,277 |
| U.S. Government securities | $2,483,000 | 7,671 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,483,000 | 7,539 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $2,866,000 | 1,323 |
| Privately issued residential mortgage-backed securities | $2,514,000 | 644 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $352,000 | 2,002 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,029,000 | 3,904 |
| Certificates of participation in pools of residential mortgages | $1,515,000 | 4,480 |
| Issued or guaranteed by U.S. | $1,515,000 | 4,461 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,514,000 | 1,937 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $2,514,000 | 605 |
| 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) | $436,000 | 3,343 |
| Available-for-sale securities (fair market value) | $4,913,000 | 6,654 |
| Total debt securities | $5,349,000 | 7,226 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $5,773,000 | 7,227 |
| U.S. Government securities | $2,603,000 | 7,694 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,603,000 | 7,563 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $3,170,000 | 1,282 |
| Privately issued residential mortgage-backed securities | $2,769,000 | 632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $401,000 | 2,068 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,399,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $1,630,000 | 4,434 |
| Issued or guaranteed by U.S. | $1,630,000 | 4,418 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,769,000 | 1,875 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $2,769,000 | 592 |
| 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) | $456,000 | 3,379 |
| Available-for-sale securities (fair market value) | $5,317,000 | 6,607 |
| Total debt securities | $5,773,000 | 7,173 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $6,143,000 | 7,182 |
| U.S. Government securities | $2,681,000 | 7,691 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,681,000 | 7,563 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $3,462,000 | 1,270 |
| Privately issued residential mortgage-backed securities | $3,025,000 | 590 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $437,000 | 2,151 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,730,000 | 3,764 |
| Certificates of participation in pools of residential mortgages | $1,705,000 | 4,420 |
| Issued or guaranteed by U.S. | $1,705,000 | 4,402 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,025,000 | 1,805 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $3,025,000 | 554 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $491,000 | 3,421 |
| Available-for-sale securities (fair market value) | $5,652,000 | 6,558 |
| Total debt securities | $6,143,000 | 7,128 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $6,779,000 | 7,058 |
| U.S. Government securities | $2,809,000 | 7,676 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,809,000 | 7,544 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $3,970,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $3,503,000 | 554 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $467,000 | 2,205 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,336,000 | 3,638 |
| Certificates of participation in pools of residential mortgages | $1,833,000 | 4,389 |
| Issued or guaranteed by U.S. | $1,833,000 | 4,374 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,503,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $3,503,000 | 517 |
| 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) | $546,000 | 3,405 |
| Available-for-sale securities (fair market value) | $6,233,000 | 6,431 |
| Total debt securities | $6,779,000 | 7,002 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $7,708,000 | 6,890 |
| U.S. Government securities | $2,994,000 | 7,663 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,994,000 | 7,516 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $4,714,000 | 1,131 |
| Privately issued residential mortgage-backed securities | $4,238,000 | 512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $476,000 | 2,278 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,246,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $2,008,000 | 4,359 |
| Issued or guaranteed by U.S. | $2,008,000 | 4,341 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,238,000 | 1,625 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $4,238,000 | 478 |
| 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) | $567,000 | 3,448 |
| Available-for-sale securities (fair market value) | $7,141,000 | 6,250 |
| Total debt securities | $7,708,000 | 6,832 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $8,471,000 | 6,769 |
| U.S. Government securities | $3,070,000 | 7,699 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,070,000 | 7,537 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $5,401,000 | 1,085 |
| Privately issued residential mortgage-backed securities | $4,915,000 | 482 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $486,000 | 2,353 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,011,000 | 3,408 |
| Certificates of participation in pools of residential mortgages | $2,096,000 | 4,380 |
| Issued or guaranteed by U.S. | $2,096,000 | 4,368 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,915,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $4,915,000 | 448 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $593,000 | 3,481 |
| Available-for-sale securities (fair market value) | $7,878,000 | 6,140 |
| Total debt securities | $8,471,000 | 6,711 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $9,327,000 | 6,606 |
| U.S. Government securities | $3,187,000 | 7,677 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,187,000 | 7,517 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $6,140,000 | 1,035 |
| Privately issued residential mortgage-backed securities | $5,591,000 | 448 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $549,000 | 2,231 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,785,000 | 3,310 |
| Certificates of participation in pools of residential mortgages | $2,194,000 | 4,373 |
| Issued or guaranteed by U.S. | $2,194,000 | 4,358 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,591,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $5,591,000 | 415 |
| 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) | $622,000 | 3,494 |
| Available-for-sale securities (fair market value) | $8,705,000 | 5,976 |
| Total debt securities | $9,327,000 | 6,548 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $10,169,000 | 6,466 |
| U.S. Government securities | $3,312,000 | 7,656 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,312,000 | 7,505 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $6,857,000 | 987 |
| Privately issued residential mortgage-backed securities | $6,293,000 | 410 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $564,000 | 2,279 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,607,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $2,314,000 | 4,345 |
| Issued or guaranteed by U.S. | $2,314,000 | 4,333 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,293,000 | 1,395 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $6,293,000 | 379 |
| 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) | $700,000 | 3,505 |
| Available-for-sale securities (fair market value) | $9,469,000 | 5,862 |
| Total debt securities | $10,169,000 | 6,392 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $9,200,000 | 6,749 |
| U.S. Government securities | $3,457,000 | 7,699 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,457,000 | 7,542 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $5,743,000 | 1,111 |
| Privately issued residential mortgage-backed securities | $5,165,000 | 428 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $578,000 | 2,374 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,640,000 | 3,391 |
| Certificates of participation in pools of residential mortgages | $2,475,000 | 4,321 |
| Issued or guaranteed by U.S. | $2,475,000 | 4,308 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,165,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $5,165,000 | 404 |
| 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) | $746,000 | 3,510 |
| Available-for-sale securities (fair market value) | $8,454,000 | 6,161 |
| Total debt securities | $9,200,000 | 6,677 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $11,233,000 | 6,315 |
| U.S. Government securities | $4,695,000 | 7,270 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,695,000 | 7,113 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $6,538,000 | 1,103 |
| Privately issued residential mortgage-backed securities | $5,947,000 | 414 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $591,000 | 2,445 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,624,000 | 3,258 |
| Certificates of participation in pools of residential mortgages | $2,677,000 | 4,273 |
| Issued or guaranteed by U.S. | $2,677,000 | 4,262 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,947,000 | 1,492 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $5,947,000 | 386 |
| 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) | $780,000 | 3,512 |
| Available-for-sale securities (fair market value) | $10,453,000 | 5,732 |
| Total debt securities | $11,233,000 | 6,233 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $13,337,000 | 5,922 |
| U.S. Government securities | $11,199,000 | 5,477 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,199,000 | 5,312 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,138,000 | 1,958 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,138,000 | 1,674 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,194,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $2,932,000 | 4,139 |
| Issued or guaranteed by U.S. | $2,932,000 | 4,126 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,262,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $4,262,000 | 1,613 |
| Privately issued | NA | NA |
| 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) | $858,000 | 3,497 |
| Available-for-sale securities (fair market value) | $12,479,000 | 5,366 |
| Total debt securities | $13,337,000 | 5,830 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $12,921,000 | 5,937 |
| U.S. Government securities | $10,725,000 | 5,455 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,725,000 | 5,290 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $2,196,000 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,196,000 | 1,749 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,690,000 | 3,849 |
| Certificates of participation in pools of residential mortgages | $2,285,000 | 4,434 |
| Issued or guaranteed by U.S. | $2,285,000 | 4,412 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,405,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $3,405,000 | 1,796 |
| Privately issued | NA | NA |
| 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) | $960,000 | 3,452 |
| Available-for-sale securities (fair market value) | $11,961,000 | 5,408 |
| Total debt securities | $12,921,000 | 5,847 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $12,444,000 | 5,977 |
| U.S. Government securities | $10,214,000 | 5,502 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,214,000 | 5,335 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $2,230,000 | 2,073 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,230,000 | 1,799 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,138,000 | 4,093 |
| Certificates of participation in pools of residential mortgages | $2,749,000 | 4,259 |
| Issued or guaranteed by U.S. | $2,749,000 | 4,242 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,389,000 | 2,359 |
| CMOs issued by government agencies or sponsored agencies | $2,389,000 | 2,228 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,327,000 | 3,248 |
| Available-for-sale securities (fair market value) | $11,117,000 | 5,480 |
| Total debt securities | $12,444,000 | 5,881 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $13,365,000 | 5,792 |
| U.S. Government securities | $11,152,000 | 5,327 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,152,000 | 5,147 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $2,213,000 | 2,099 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,213,000 | 1,804 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,134,000 | 3,590 |
| Certificates of participation in pools of residential mortgages | $3,063,000 | 4,153 |
| Issued or guaranteed by U.S. | $3,063,000 | 4,136 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,071,000 | 1,954 |
| CMOs issued by government agencies or sponsored agencies | $4,071,000 | 1,838 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,745,000 | 3,072 |
| Available-for-sale securities (fair market value) | $11,620,000 | 5,404 |
| Total debt securities | $13,365,000 | 5,698 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $13,262,000 | 5,793 |
| U.S. Government securities | $11,037,000 | 5,337 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,037,000 | 5,152 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,225,000 | 2,096 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,225,000 | 1,814 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,023,000 | 3,181 |
| Certificates of participation in pools of residential mortgages | $3,461,000 | 3,955 |
| Issued or guaranteed by U.S. | $3,461,000 | 3,941 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,562,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $5,562,000 | 1,645 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,301,000 | 2,899 |
| Available-for-sale securities (fair market value) | $10,961,000 | 5,514 |
| Total debt securities | $13,262,000 | 5,701 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $12,405,000 | 5,920 |
| U.S. Government securities | $10,127,000 | 5,487 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,127,000 | 5,245 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $2,278,000 | 2,117 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,278,000 | 1,783 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,100,000 | 3,022 |
| Certificates of participation in pools of residential mortgages | $6,526,000 | 2,737 |
| Issued or guaranteed by U.S. | $6,526,000 | 2,721 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,574,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $2,574,000 | 2,349 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,658,000 | 2,358 |
| Available-for-sale securities (fair market value) | $7,747,000 | 6,210 |
| Total debt securities | $12,405,000 | 5,819 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $22,157,000 | 4,316 |
| U.S. Government securities | $19,063,000 | 3,812 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,063,000 | 3,534 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $3,094,000 | 1,534 |
| 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 | $3,094,000 | 1,298 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,358,000 | 1,705 |
| Certificates of participation in pools of residential mortgages | $11,966,000 | 1,541 |
| Issued or guaranteed by U.S. | $11,966,000 | 1,528 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,392,000 | 1,609 |
| CMOs issued by government agencies or sponsored agencies | $4,392,000 | 1,485 |
| Privately issued | NA | NA |
| 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) | $6,501,000 | 2,422 |
| Available-for-sale securities (fair market value) | $15,656,000 | 4,493 |
| Total debt securities | $22,157,000 | 4,196 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $25,829,000 | 4,037 |
| U.S. Government securities | $22,483,000 | 3,525 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,483,000 | 3,161 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $3,346,000 | 1,466 |
| 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 | $3,346,000 | 1,193 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,886,000 | 1,670 |
| Certificates of participation in pools of residential mortgages | $15,423,000 | 1,384 |
| Issued or guaranteed by U.S. | $15,423,000 | 1,373 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,463,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $3,463,000 | 1,803 |
| Privately issued | NA | NA |
| 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) | $7,188,000 | 2,551 |
| Available-for-sale securities (fair market value) | $18,641,000 | 4,100 |
| Total debt securities | $25,829,000 | 3,927 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $19,415,000 | 4,925 |
| U.S. Government securities | $16,856,000 | 4,421 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,856,000 | 3,783 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $2,559,000 | 1,536 |
| 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 | $2,559,000 | 1,248 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,853,000 | 2,085 |
| Certificates of participation in pools of residential mortgages | $10,362,000 | 1,936 |
| Issued or guaranteed by U.S. | $10,362,000 | 1,921 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,491,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $4,491,000 | 1,736 |
| Privately issued | NA | NA |
| 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) | $11,419,000 | 2,139 |
| Available-for-sale securities (fair market value) | $7,996,000 | 6,356 |
| Total debt securities | $19,415,000 | 4,816 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $21,079,000 | 4,726 |
| U.S. Government securities | $20,222,000 | 4,047 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,222,000 | 3,201 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $857,000 | 1,946 |
| 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 | $857,000 | 1,559 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,815,000 | 2,038 |
| Certificates of participation in pools of residential mortgages | $10,536,000 | 1,881 |
| Issued or guaranteed by U.S. | $10,536,000 | 1,867 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,279,000 | 1,874 |
| CMOs issued by government agencies or sponsored agencies | $4,279,000 | 1,795 |
| Privately issued | NA | NA |
| 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) | $17,039,000 | 1,889 |
| Available-for-sale securities (fair market value) | $4,040,000 | 7,888 |
| Total debt securities | $21,079,000 | 4,618 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $16,823,000 | 5,984 |
| U.S. Government securities | $16,368,000 | 5,133 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,368,000 | 3,900 |
| Securities issued by states & political subdivisions | $335,000 | 7,492 |
| 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 | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-120,000 | 1,060 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,883,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $9,607,000 | 2,206 |
| Issued or guaranteed by U.S. | $9,607,000 | 2,187 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,276,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $2,276,000 | 2,779 |
| Privately issued | NA | NA |
| 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) | $11,962,000 | 2,814 |
| Available-for-sale securities (fair market value) | $4,861,000 | 7,834 |
| Total debt securities | $16,703,000 | 5,892 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $17,969,000 | 5,988 |
| U.S. Government securities | $17,468,000 | 5,127 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $17,468,000 | 3,703 |
| Securities issued by states & political subdivisions | $354,000 | 7,724 |
| 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 | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-147,000 | 1,141 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,967,000 | 2,504 |
| Certificates of participation in pools of residential mortgages | $10,037,000 | 2,178 |
| Issued or guaranteed by U.S. | $10,037,000 | 2,149 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,930,000 | 2,489 |
| CMOs issued by government agencies or sponsored agencies | $3,930,000 | 2,359 |
| Privately issued | NA | NA |
| 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) | $7,615,000 | 4,022 |
| Available-for-sale securities (fair market value) | $10,354,000 | 6,044 |
| Total debt securities | $17,822,000 | 5,898 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $20,204,000 | 5,841 |
| U.S. Government securities | $18,076,000 | 5,334 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $18,076,000 | 3,464 |
| Securities issued by states & political subdivisions | $373,000 | 8,061 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,544,000 | 1,556 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-211,000 | 1,267 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,567,000 | 2,532 |
| Certificates of participation in pools of residential mortgages | $11,296,000 | 2,076 |
| Issued or guaranteed by U.S. | $11,296,000 | 2,057 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,271,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $3,271,000 | 2,762 |
| Privately issued | NA | NA |
| 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) | $10,303,000 | 5,575 |
| Available-for-sale securities (fair market value) | $9,901,000 | 4,795 |
| Total debt securities | $18,449,000 | 6,135 |
| 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 | $20,816,000 | 5,950 |
| U.S. Government securities | $20,125,000 | 5,106 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $20,125,000 | 3,295 |
| Securities issued by states & political subdivisions | $400,000 | 8,153 |
| 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 | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-291,000 | 1,400 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,609,000 | 2,485 |
| Certificates of participation in pools of residential mortgages | $13,578,000 | 2,002 |
| Issued or guaranteed by U.S. | $13,578,000 | 1,970 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,031,000 | 2,966 |
| CMOs issued by government agencies or sponsored agencies | $4,031,000 | 2,797 |
| Privately issued | NA | NA |
| 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 | $20,525,000 | 5,893 |
| 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 | $16,119,000 | 7,044 |
| U.S. Government securities | $15,912,000 | 5,984 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $15,912,000 | 3,932 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| 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 | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-207,000 | 1,581 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,912,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $7,853,000 | 3,004 |
| Issued or guaranteed by U.S. | $7,853,000 | 2,954 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $8,059,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $8,059,000 | 1,768 |
| Privately issued | NA | NA |
| 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 | $15,912,000 | 6,987 |
| 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 |