Home > Community Bank of Trenton > Securities
Community Bank of Trenton, Securities
| 2023-12-31 | Rank | |
| Total securities | $15,017,000 | 3,778 |
| U.S. Government securities | $10,859,000 | 3,529 |
| U.S. Treasury securities | $3,282,000 | 2,053 |
| U.S. Government agency obligations | $7,577,000 | 3,441 |
| Securities issued by states & political subdivisions | $4,158,000 | 3,016 |
| 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 | $5,690,000 | 3,284 |
| Mortgage-backed securities | $3,014,000 | 3,230 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,014,000 | 2,850 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $960,000 | 1,532 |
| Available-for-sale securities (fair market value) | $14,057,000 | 3,567 |
| Total debt securities | $15,017,000 | 3,756 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $16,013,000 | 3,768 |
| U.S. Government securities | $10,604,000 | 3,554 |
| U.S. Treasury securities | $3,232,000 | 2,128 |
| U.S. Government agency obligations | $7,372,000 | 3,461 |
| Securities issued by states & political subdivisions | $5,409,000 | 2,892 |
| 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 | $5,451,000 | 3,270 |
| Mortgage-backed securities | $2,958,000 | 3,236 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,958,000 | 2,858 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,710,000 | 1,447 |
| Available-for-sale securities (fair market value) | $14,303,000 | 3,561 |
| Total debt securities | $16,014,000 | 3,747 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $15,816,000 | 3,801 |
| U.S. Government securities | $10,261,000 | 3,615 |
| U.S. Treasury securities | $3,243,000 | 2,169 |
| U.S. Government agency obligations | $7,018,000 | 3,528 |
| Securities issued by states & political subdivisions | $5,555,000 | 2,926 |
| 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 | $5,566,000 | 3,242 |
| Mortgage-backed securities | $3,174,000 | 3,233 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,174,000 | 2,854 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $1,709,000 | 1,463 |
| Available-for-sale securities (fair market value) | $14,107,000 | 3,607 |
| Total debt securities | $15,817,000 | 3,777 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $16,153,000 | 3,872 |
| U.S. Government securities | $10,905,000 | 3,652 |
| U.S. Treasury securities | $3,284,000 | 2,227 |
| U.S. Government agency obligations | $7,621,000 | 3,480 |
| Securities issued by states & political subdivisions | $5,248,000 | 3,003 |
| 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 | $5,673,000 | 3,176 |
| Mortgage-backed securities | $3,716,000 | 3,225 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,716,000 | 2,814 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,709,000 | 1,509 |
| Available-for-sale securities (fair market value) | $14,444,000 | 3,670 |
| Total debt securities | $16,152,000 | 3,848 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $15,684,000 | 3,914 |
| U.S. Government securities | $10,506,000 | 3,708 |
| U.S. Treasury securities | $3,252,000 | 2,273 |
| U.S. Government agency obligations | $7,254,000 | 3,526 |
| Securities issued by states & political subdivisions | $5,178,000 | 3,055 |
| 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 | $5,050,000 | 3,177 |
| Mortgage-backed securities | $3,415,000 | 3,293 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,415,000 | 2,890 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,709,000 | 1,519 |
| Available-for-sale securities (fair market value) | $13,975,000 | 3,713 |
| Total debt securities | $15,684,000 | 3,893 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $16,170,000 | 3,912 |
| U.S. Government securities | $10,524,000 | 3,717 |
| U.S. Treasury securities | $3,239,000 | 2,320 |
| U.S. Government agency obligations | $7,285,000 | 3,546 |
| Securities issued by states & political subdivisions | $5,646,000 | 3,005 |
| 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 | $3,612,000 | 3,331 |
| Mortgage-backed securities | $3,467,000 | 3,308 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,467,000 | 2,904 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,708,000 | 1,504 |
| Available-for-sale securities (fair market value) | $14,462,000 | 3,700 |
| Total debt securities | $16,169,000 | 3,888 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $14,362,000 | 4,025 |
| U.S. Government securities | $9,277,000 | 3,834 |
| U.S. Treasury securities | $1,560,000 | 2,572 |
| U.S. Government agency obligations | $7,717,000 | 3,536 |
| Securities issued by states & political subdivisions | $5,085,000 | 3,133 |
| 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 | $3,264,000 | 3,385 |
| Mortgage-backed securities | $3,745,000 | 3,325 |
| Certificates of participation in pools of residential mortgages | $3,745,000 | 2,980 |
| Issued or guaranteed by U.S. | $3,745,000 | 2,893 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,708,000 | 1,429 |
| Available-for-sale securities (fair market value) | $12,654,000 | 3,823 |
| Total debt securities | $14,363,000 | 4,009 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $14,318,000 | 3,983 |
| U.S. Government securities | $9,360,000 | 3,759 |
| U.S. Treasury securities | $996,000 | 2,443 |
| U.S. Government agency obligations | $8,364,000 | 3,458 |
| Securities issued by states & political subdivisions | $4,958,000 | 3,170 |
| 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 | $3,505,000 | 3,339 |
| Mortgage-backed securities | $4,223,000 | 3,278 |
| Certificates of participation in pools of residential mortgages | $4,223,000 | 2,922 |
| Issued or guaranteed by U.S. | $4,223,000 | 2,840 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $748,000 | 1,489 |
| Available-for-sale securities (fair market value) | $13,570,000 | 3,773 |
| Total debt securities | $14,318,000 | 3,968 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $14,971,000 | 3,897 |
| U.S. Government securities | $9,748,000 | 3,627 |
| U.S. Treasury securities | $795,000 | 2,052 |
| U.S. Government agency obligations | $8,953,000 | 3,383 |
| Securities issued by states & political subdivisions | $5,223,000 | 3,183 |
| 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 | $3,795,000 | 3,303 |
| Mortgage-backed securities | $4,858,000 | 3,199 |
| Certificates of participation in pools of residential mortgages | $4,858,000 | 2,826 |
| Issued or guaranteed by U.S. | $4,858,000 | 2,738 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $747,000 | 1,399 |
| Available-for-sale securities (fair market value) | $14,224,000 | 3,717 |
| Total debt securities | $14,971,000 | 3,881 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $15,644,000 | 3,858 |
| U.S. Government securities | $9,939,000 | 3,562 |
| U.S. Treasury securities | $301,000 | 1,961 |
| U.S. Government agency obligations | $9,638,000 | 3,340 |
| Securities issued by states & political subdivisions | $5,705,000 | 3,144 |
| 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 | $3,697,000 | 3,344 |
| Mortgage-backed securities | $5,482,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $5,482,000 | 2,759 |
| Issued or guaranteed by U.S. | $5,482,000 | 2,686 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| 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) | $747,000 | 1,396 |
| Available-for-sale securities (fair market value) | $14,897,000 | 3,679 |
| Total debt securities | $15,643,000 | 3,835 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $16,660,000 | 3,771 |
| U.S. Government securities | $11,034,000 | 3,441 |
| U.S. Treasury securities | $299,000 | 1,862 |
| U.S. Government agency obligations | $10,735,000 | 3,239 |
| Securities issued by states & political subdivisions | $5,626,000 | 3,146 |
| 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 | $3,406,000 | 3,388 |
| Mortgage-backed securities | $6,094,000 | 3,093 |
| Certificates of participation in pools of residential mortgages | $6,094,000 | 2,664 |
| Issued or guaranteed by U.S. | $6,094,000 | 2,589 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| 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) | $747,000 | 1,381 |
| Available-for-sale securities (fair market value) | $15,913,000 | 3,603 |
| Total debt securities | $16,658,000 | 3,750 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $16,601,000 | 3,701 |
| U.S. Government securities | $11,036,000 | 3,333 |
| U.S. Treasury securities | $297,000 | 1,578 |
| U.S. Government agency obligations | $10,739,000 | 3,173 |
| Securities issued by states & political subdivisions | $5,565,000 | 3,130 |
| 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 | $2,924,000 | 3,468 |
| Mortgage-backed securities | $6,950,000 | 2,984 |
| Certificates of participation in pools of residential mortgages | $6,950,000 | 2,514 |
| Issued or guaranteed by U.S. | $6,950,000 | 2,440 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| 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) | $746,000 | 1,365 |
| Available-for-sale securities (fair market value) | $15,855,000 | 3,525 |
| Total debt securities | $16,601,000 | 3,676 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $16,383,000 | 3,626 |
| U.S. Government securities | $10,635,000 | 3,223 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $10,635,000 | 3,073 |
| Securities issued by states & political subdivisions | $5,748,000 | 3,090 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,338,000 | 3,384 |
| Mortgage-backed securities | $7,225,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $7,225,000 | 2,384 |
| Issued or guaranteed by U.S. | $7,225,000 | 2,315 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| 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) | $746,000 | 1,353 |
| Available-for-sale securities (fair market value) | $15,637,000 | 3,455 |
| Total debt securities | $16,382,000 | 3,605 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $16,853,000 | 3,538 |
| U.S. Government securities | $10,109,000 | 3,249 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $10,109,000 | 3,097 |
| Securities issued by states & political subdivisions | $6,744,000 | 2,866 |
| 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 | $3,217,000 | 3,443 |
| Mortgage-backed securities | $7,359,000 | 2,887 |
| Certificates of participation in pools of residential mortgages | $7,359,000 | 2,367 |
| Issued or guaranteed by U.S. | $7,359,000 | 2,293 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| 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) | $746,000 | 1,344 |
| Available-for-sale securities (fair market value) | $16,107,000 | 3,360 |
| Total debt securities | $16,853,000 | 3,516 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $16,461,000 | 3,550 |
| U.S. Government securities | $9,696,000 | 3,287 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $9,696,000 | 3,140 |
| Securities issued by states & political subdivisions | $6,765,000 | 2,811 |
| 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 | $3,238,000 | 3,461 |
| Mortgage-backed securities | $5,698,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | $5,698,000 | 2,564 |
| Issued or guaranteed by U.S. | $5,698,000 | 2,488 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| 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) | $745,000 | 1,354 |
| Available-for-sale securities (fair market value) | $15,716,000 | 3,364 |
| Total debt securities | $16,459,000 | 3,528 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $9,399,000 | 4,081 |
| U.S. Government securities | $2,758,000 | 4,210 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,758,000 | 4,060 |
| Securities issued by states & political subdivisions | $6,641,000 | 2,747 |
| 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 | $3,187,000 | 3,477 |
| Mortgage-backed securities | $2,758,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | $2,758,000 | 3,068 |
| Issued or guaranteed by U.S. | $2,758,000 | 2,976 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| 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) | $745,000 | 1,372 |
| Available-for-sale securities (fair market value) | $8,654,000 | 3,889 |
| Total debt securities | $9,400,000 | 4,055 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $11,093,000 | 3,977 |
| U.S. Government securities | $4,081,000 | 4,085 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,081,000 | 3,920 |
| Securities issued by states & political subdivisions | $7,012,000 | 2,681 |
| 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 | $3,801,000 | 3,426 |
| Mortgage-backed securities | $2,838,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $2,838,000 | 3,029 |
| Issued or guaranteed by U.S. | $2,838,000 | 2,942 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| 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) | $745,000 | 1,415 |
| Available-for-sale securities (fair market value) | $10,348,000 | 3,803 |
| Total debt securities | $11,092,000 | 3,954 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $11,242,000 | 4,031 |
| U.S. Government securities | $4,219,000 | 4,149 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,219,000 | 3,989 |
| Securities issued by states & political subdivisions | $7,023,000 | 2,695 |
| 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 | $4,312,000 | 3,398 |
| Mortgage-backed securities | $2,973,000 | 3,450 |
| Certificates of participation in pools of residential mortgages | $2,973,000 | 2,995 |
| Issued or guaranteed by U.S. | $2,973,000 | 2,906 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| 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) | $744,000 | 1,478 |
| Available-for-sale securities (fair market value) | $10,498,000 | 3,836 |
| Total debt securities | $11,242,000 | 4,009 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $11,782,000 | 4,047 |
| U.S. Government securities | $4,759,000 | 4,142 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,759,000 | 3,984 |
| Securities issued by states & political subdivisions | $7,023,000 | 2,753 |
| 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 | $4,711,000 | 3,377 |
| Mortgage-backed securities | $3,120,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $3,120,000 | 2,975 |
| Issued or guaranteed by U.S. | $3,120,000 | 2,895 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| 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) | $744,000 | 1,521 |
| Available-for-sale securities (fair market value) | $11,038,000 | 3,828 |
| Total debt securities | $11,782,000 | 4,024 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $12,001,000 | 4,087 |
| U.S. Government securities | $5,028,000 | 4,162 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,028,000 | 4,003 |
| Securities issued by states & political subdivisions | $6,973,000 | 2,814 |
| 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 | $4,884,000 | 3,412 |
| Mortgage-backed securities | $3,197,000 | 3,436 |
| Certificates of participation in pools of residential mortgages | $3,197,000 | 2,986 |
| Issued or guaranteed by U.S. | $3,197,000 | 2,898 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| 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) | $744,000 | 1,550 |
| Available-for-sale securities (fair market value) | $11,257,000 | 3,883 |
| Total debt securities | $12,001,000 | 4,067 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $12,241,000 | 4,105 |
| U.S. Government securities | $5,318,000 | 4,163 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,318,000 | 4,015 |
| Securities issued by states & political subdivisions | $6,923,000 | 2,872 |
| 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 | $4,848,000 | 3,451 |
| Mortgage-backed securities | $3,256,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $3,256,000 | 2,990 |
| Issued or guaranteed by U.S. | $3,256,000 | 2,928 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| 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) | $993,000 | 1,524 |
| Available-for-sale securities (fair market value) | $11,248,000 | 3,918 |
| Total debt securities | $12,241,000 | 4,085 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $13,233,000 | 4,058 |
| U.S. Government securities | $5,869,000 | 4,149 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,869,000 | 4,009 |
| Securities issued by states & political subdivisions | $7,364,000 | 2,853 |
| 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 | $6,549,000 | 3,203 |
| Mortgage-backed securities | $3,328,000 | 3,471 |
| Certificates of participation in pools of residential mortgages | $3,328,000 | 3,015 |
| Issued or guaranteed by U.S. | $3,328,000 | 2,991 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| 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) | $993,000 | 1,550 |
| Available-for-sale securities (fair market value) | $12,240,000 | 3,891 |
| Total debt securities | $13,233,000 | 4,034 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $13,968,000 | 4,060 |
| U.S. Government securities | $6,573,000 | 4,050 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,573,000 | 3,909 |
| Securities issued by states & political subdivisions | $7,395,000 | 2,898 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,633,000 | 3,232 |
| Mortgage-backed securities | $3,528,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | $3,528,000 | 3,024 |
| Issued or guaranteed by U.S. | $3,528,000 | 2,871 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| 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) | $992,000 | 1,577 |
| Available-for-sale securities (fair market value) | $12,976,000 | 3,871 |
| Total debt securities | $13,968,000 | 4,035 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $14,146,000 | 4,106 |
| U.S. Government securities | $6,739,000 | 4,102 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,739,000 | 3,961 |
| Securities issued by states & political subdivisions | $7,407,000 | 2,931 |
| 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 | $6,650,000 | 3,263 |
| Mortgage-backed securities | $3,693,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $3,693,000 | 3,034 |
| Issued or guaranteed by U.S. | $3,693,000 | 3,027 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| 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) | $992,000 | 1,603 |
| Available-for-sale securities (fair market value) | $13,154,000 | 3,901 |
| Total debt securities | $14,146,000 | 4,079 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $14,449,000 | 4,142 |
| U.S. Government securities | $6,988,000 | 4,107 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,988,000 | 3,969 |
| Securities issued by states & political subdivisions | $7,461,000 | 2,996 |
| 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 | $6,703,000 | 3,309 |
| Mortgage-backed securities | $3,922,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $3,922,000 | 3,022 |
| Issued or guaranteed by U.S. | $3,922,000 | 3,019 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| 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) | $992,000 | 1,623 |
| Available-for-sale securities (fair market value) | $13,457,000 | 3,933 |
| Total debt securities | $14,450,000 | 4,118 |
| 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 | $14,853,000 | 4,161 |
| U.S. Government securities | $7,223,000 | 4,119 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,223,000 | 3,976 |
| Securities issued by states & political subdivisions | $7,630,000 | 3,007 |
| 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 | $6,487,000 | 3,378 |
| Mortgage-backed securities | $4,140,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $4,140,000 | 3,028 |
| Issued or guaranteed by U.S. | $4,140,000 | 3,026 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| 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) | $992,000 | 1,677 |
| Available-for-sale securities (fair market value) | $13,861,000 | 3,946 |
| Total debt securities | $14,853,000 | 4,137 |
| 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 | $15,089,000 | 4,175 |
| U.S. Government securities | $7,433,000 | 4,137 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $7,433,000 | 4,009 |
| Securities issued by states & political subdivisions | $7,656,000 | 3,049 |
| 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 | $5,378,000 | 3,609 |
| Mortgage-backed securities | $4,342,000 | 3,471 |
| Certificates of participation in pools of residential mortgages | $4,342,000 | 3,031 |
| Issued or guaranteed by U.S. | $4,342,000 | 3,028 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| 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) | $991,000 | 1,703 |
| Available-for-sale securities (fair market value) | $14,098,000 | 3,963 |
| Total debt securities | $15,089,000 | 4,153 |
| 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 | $15,125,000 | 4,219 |
| U.S. Government securities | $7,526,000 | 4,183 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,526,000 | 4,046 |
| Securities issued by states & political subdivisions | $7,599,000 | 3,092 |
| 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 | $5,365,000 | 3,637 |
| Mortgage-backed securities | $4,489,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $4,489,000 | 3,060 |
| Issued or guaranteed by U.S. | $4,489,000 | 3,057 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| 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) | $991,000 | 1,732 |
| Available-for-sale securities (fair market value) | $14,134,000 | 3,990 |
| Total debt securities | $15,125,000 | 4,198 |
| 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 | $15,033,000 | 4,231 |
| U.S. Government securities | $7,744,000 | 4,146 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,744,000 | 4,008 |
| Securities issued by states & political subdivisions | $7,289,000 | 3,159 |
| 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 | $5,360,000 | 3,658 |
| Mortgage-backed securities | $4,719,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $4,719,000 | 3,020 |
| Issued or guaranteed by U.S. | $4,719,000 | 3,014 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| 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) | $991,000 | 1,760 |
| Available-for-sale securities (fair market value) | $14,042,000 | 3,986 |
| Total debt securities | $15,032,000 | 4,209 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $15,510,000 | 4,205 |
| U.S. Government securities | $7,941,000 | 4,137 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,941,000 | 4,015 |
| Securities issued by states & political subdivisions | $7,569,000 | 3,126 |
| 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 | $5,469,000 | 3,692 |
| Mortgage-backed securities | $5,228,000 | 3,417 |
| Certificates of participation in pools of residential mortgages | $5,228,000 | 2,955 |
| Issued or guaranteed by U.S. | $5,228,000 | 2,954 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $991,000 | 1,775 |
| Available-for-sale securities (fair market value) | $14,519,000 | 3,975 |
| Total debt securities | $15,510,000 | 4,177 |
| 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 | $17,144,000 | 4,147 |
| U.S. Government securities | $9,920,000 | 3,962 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,920,000 | 3,842 |
| Securities issued by states & political subdivisions | $7,224,000 | 3,172 |
| 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 | $5,489,000 | 3,730 |
| Mortgage-backed securities | $5,550,000 | 3,398 |
| Certificates of participation in pools of residential mortgages | $5,550,000 | 2,947 |
| Issued or guaranteed by U.S. | $5,550,000 | 2,945 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $990,000 | 1,813 |
| Available-for-sale securities (fair market value) | $16,154,000 | 3,892 |
| Total debt securities | $17,144,000 | 4,125 |
| 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 | $18,487,000 | 4,102 |
| U.S. Government securities | $12,091,000 | 3,794 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $12,091,000 | 3,667 |
| Securities issued by states & political subdivisions | $6,396,000 | 3,301 |
| 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 | $5,387,000 | 3,799 |
| Mortgage-backed securities | $5,871,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $5,871,000 | 2,904 |
| Issued or guaranteed by U.S. | $5,871,000 | 2,904 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $2,225,000 | 1,626 |
| Available-for-sale securities (fair market value) | $16,262,000 | 3,935 |
| Total debt securities | $18,487,000 | 4,081 |
| Structured notes | ||
| Amortized cost | $235,000 | 1,361 |
| Fair value | $235,000 | 1,364 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $16,574,000 | 4,293 |
| U.S. Government securities | $10,202,000 | 4,074 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,202,000 | 3,939 |
| Securities issued by states & political subdivisions | $6,372,000 | 3,317 |
| 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 | $5,373,000 | 3,839 |
| Mortgage-backed securities | $4,615,000 | 3,575 |
| Certificates of participation in pools of residential mortgages | $4,615,000 | 3,111 |
| Issued or guaranteed by U.S. | $4,615,000 | 3,109 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $2,975,000 | 1,563 |
| Available-for-sale securities (fair market value) | $13,599,000 | 4,213 |
| Total debt securities | $16,576,000 | 4,267 |
| Structured notes | ||
| Amortized cost | $235,000 | 1,517 |
| Fair value | $233,000 | 1,519 |
| 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 | $15,441,000 | 4,481 |
| U.S. Government securities | $9,244,000 | 4,290 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,244,000 | 4,176 |
| Securities issued by states & political subdivisions | $6,197,000 | 3,375 |
| 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 | $5,374,000 | 3,888 |
| Mortgage-backed securities | $4,482,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $4,482,000 | 3,184 |
| Issued or guaranteed by U.S. | $4,482,000 | 3,181 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $1,735,000 | 1,739 |
| Available-for-sale securities (fair market value) | $13,706,000 | 4,279 |
| Total debt securities | $15,441,000 | 4,458 |
| Structured notes | ||
| Amortized cost | $235,000 | 1,701 |
| Fair value | $230,000 | 1,703 |
| 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 | $16,033,000 | 4,511 |
| U.S. Government securities | $10,025,000 | 4,302 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,025,000 | 4,185 |
| Securities issued by states & political subdivisions | $6,008,000 | 3,428 |
| 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 | $5,367,000 | 3,939 |
| Mortgage-backed securities | $4,788,000 | 3,671 |
| Certificates of participation in pools of residential mortgages | $4,788,000 | 3,189 |
| Issued or guaranteed by U.S. | $4,788,000 | 3,187 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $2,235,000 | 1,684 |
| Available-for-sale securities (fair market value) | $13,798,000 | 4,337 |
| Total debt securities | $16,034,000 | 4,493 |
| Structured notes | ||
| Amortized cost | $235,000 | 1,843 |
| Fair value | $225,000 | 1,848 |
| 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 | $16,713,000 | 4,493 |
| U.S. Government securities | $10,569,000 | 4,301 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $10,569,000 | 4,178 |
| Securities issued by states & political subdivisions | $6,144,000 | 3,407 |
| 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 | $5,482,000 | 3,974 |
| Mortgage-backed securities | $5,309,000 | 3,646 |
| Certificates of participation in pools of residential mortgages | $5,309,000 | 3,156 |
| Issued or guaranteed by U.S. | $5,309,000 | 3,154 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $2,235,000 | 1,685 |
| Available-for-sale securities (fair market value) | $14,478,000 | 4,333 |
| Total debt securities | $16,714,000 | 4,476 |
| Structured notes | ||
| Amortized cost | $235,000 | 1,949 |
| Fair value | $230,000 | 1,953 |
| 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 | $16,868,000 | 4,556 |
| U.S. Government securities | $10,865,000 | 4,336 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,865,000 | 4,222 |
| Securities issued by states & political subdivisions | $6,003,000 | 3,466 |
| 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 | $5,466,000 | 4,018 |
| Mortgage-backed securities | $5,644,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $5,644,000 | 3,157 |
| Issued or guaranteed by U.S. | $5,644,000 | 3,155 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $2,235,000 | 1,711 |
| Available-for-sale securities (fair market value) | $14,633,000 | 4,368 |
| Total debt securities | $16,867,000 | 4,540 |
| Structured notes | ||
| Amortized cost | $235,000 | 2,049 |
| Fair value | $225,000 | 2,055 |
| 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 | $17,234,000 | 4,609 |
| U.S. Government securities | $11,458,000 | 4,360 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $11,458,000 | 4,252 |
| Securities issued by states & political subdivisions | $5,776,000 | 3,541 |
| 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 | $6,119,000 | 3,925 |
| Mortgage-backed securities | $6,275,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $6,275,000 | 3,130 |
| Issued or guaranteed by U.S. | $6,275,000 | 3,127 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $2,235,000 | 1,726 |
| Available-for-sale securities (fair market value) | $14,999,000 | 4,420 |
| Total debt securities | $17,234,000 | 4,590 |
| Structured notes | ||
| Amortized cost | $785,000 | 1,759 |
| Fair value | $757,000 | 1,761 |
| 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 | $18,768,000 | 4,520 |
| U.S. Government securities | $13,450,000 | 4,180 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,450,000 | 4,070 |
| Securities issued by states & political subdivisions | $5,318,000 | 3,665 |
| 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 | $6,153,000 | 3,956 |
| Mortgage-backed securities | $7,781,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $7,781,000 | 2,959 |
| Issued or guaranteed by U.S. | $7,781,000 | 2,959 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $2,735,000 | 1,694 |
| Available-for-sale securities (fair market value) | $16,033,000 | 4,383 |
| Total debt securities | $18,768,000 | 4,499 |
| Structured notes | ||
| Amortized cost | $785,000 | 1,800 |
| Fair value | $749,000 | 1,803 |
| 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 | $18,366,000 | 4,611 |
| U.S. Government securities | $13,124,000 | 4,250 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,124,000 | 4,146 |
| Securities issued by states & political subdivisions | $5,242,000 | 3,710 |
| 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 | $4,736,000 | 4,285 |
| Mortgage-backed securities | $7,490,000 | 3,536 |
| Certificates of participation in pools of residential mortgages | $7,490,000 | 3,019 |
| Issued or guaranteed by U.S. | $7,490,000 | 3,019 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $2,735,000 | 1,688 |
| Available-for-sale securities (fair market value) | $15,631,000 | 4,475 |
| Total debt securities | $18,364,000 | 4,591 |
| Structured notes | ||
| Amortized cost | $785,000 | 1,831 |
| Fair value | $726,000 | 1,860 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $18,236,000 | 4,621 |
| U.S. Government securities | $13,302,000 | 4,218 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,302,000 | 4,115 |
| Securities issued by states & political subdivisions | $4,934,000 | 3,780 |
| 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 | $4,677,000 | 4,299 |
| Mortgage-backed securities | $7,706,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | $7,706,000 | 2,984 |
| Issued or guaranteed by U.S. | $7,706,000 | 2,982 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $2,735,000 | 1,671 |
| Available-for-sale securities (fair market value) | $15,501,000 | 4,494 |
| Total debt securities | $18,236,000 | 4,603 |
| Structured notes | ||
| Amortized cost | $785,000 | 1,831 |
| Fair value | $712,000 | 1,852 |
| 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 | $20,200,000 | 4,472 |
| U.S. Government securities | $15,051,000 | 4,032 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,051,000 | 3,928 |
| Securities issued by states & political subdivisions | $5,149,000 | 3,748 |
| 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 | $4,601,000 | 4,365 |
| Mortgage-backed securities | $9,436,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $9,436,000 | 2,730 |
| Issued or guaranteed by U.S. | $9,436,000 | 2,727 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $2,735,000 | 1,642 |
| Available-for-sale securities (fair market value) | $17,465,000 | 4,358 |
| Total debt securities | $20,199,000 | 4,443 |
| Structured notes | ||
| Amortized cost | $785,000 | 1,819 |
| Fair value | $727,000 | 1,842 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $20,447,000 | 4,458 |
| U.S. Government securities | $15,295,000 | 4,008 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,295,000 | 3,907 |
| Securities issued by states & political subdivisions | $5,152,000 | 3,748 |
| 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 | $4,725,000 | 4,325 |
| Mortgage-backed securities | $10,121,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $10,121,000 | 2,621 |
| Issued or guaranteed by U.S. | $10,121,000 | 2,619 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $2,235,000 | 1,656 |
| Available-for-sale securities (fair market value) | $18,212,000 | 4,290 |
| Total debt securities | $20,447,000 | 4,428 |
| Structured notes | ||
| Amortized cost | $785,000 | 1,786 |
| Fair value | $750,000 | 1,789 |
| 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 | $19,653,000 | 4,547 |
| U.S. Government securities | $14,296,000 | 4,152 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,296,000 | 4,050 |
| Securities issued by states & political subdivisions | $5,357,000 | 3,706 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,945,000 | 4,319 |
| Mortgage-backed securities | $9,755,000 | 3,311 |
| Certificates of participation in pools of residential mortgages | $9,755,000 | 2,697 |
| Issued or guaranteed by U.S. | $9,755,000 | 2,696 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $1,000,000 | 1,902 |
| Available-for-sale securities (fair market value) | $18,653,000 | 4,282 |
| Total debt securities | $19,653,000 | 4,517 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,378 |
| Fair value | $1,542,000 | 1,384 |
| 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 | $17,135,000 | 4,743 |
| U.S. Government securities | $9,003,000 | 4,850 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,003,000 | 4,755 |
| Securities issued by states & political subdivisions | $8,132,000 | 3,135 |
| 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 | $6,695,000 | 3,914 |
| Mortgage-backed securities | $7,458,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $7,334,000 | 3,066 |
| Issued or guaranteed by U.S. | $7,334,000 | 3,065 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $124,000 | 3,564 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 3,409 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $17,135,000 | 4,377 |
| Total debt securities | $17,136,000 | 4,713 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,420 |
| Fair value | $1,545,000 | 1,427 |
| 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 | $17,094,000 | 4,825 |
| U.S. Government securities | $8,607,000 | 5,001 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,607,000 | 4,912 |
| Securities issued by states & political subdivisions | $8,487,000 | 3,045 |
| 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 | $5,672,000 | 4,180 |
| Mortgage-backed securities | $8,106,000 | 3,690 |
| Certificates of participation in pools of residential mortgages | $7,964,000 | 3,117 |
| Issued or guaranteed by U.S. | $7,964,000 | 3,116 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $142,000 | 3,614 |
| CMOs issued by government agencies or sponsored agencies | $142,000 | 3,450 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $17,094,000 | 4,447 |
| Total debt securities | $17,095,000 | 4,795 |
| 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 | $16,915,000 | 4,874 |
| U.S. Government securities | $8,575,000 | 5,111 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,575,000 | 5,020 |
| Securities issued by states & political subdivisions | $8,340,000 | 3,008 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,670,000 | 4,224 |
| Mortgage-backed securities | $7,732,000 | 3,776 |
| Certificates of participation in pools of residential mortgages | $7,575,000 | 3,192 |
| Issued or guaranteed by U.S. | $7,575,000 | 3,192 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $157,000 | 3,612 |
| CMOs issued by government agencies or sponsored agencies | $157,000 | 3,446 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $16,915,000 | 4,499 |
| Total debt securities | $16,914,000 | 4,844 |
| 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 | $16,709,000 | 4,929 |
| U.S. Government securities | $9,863,000 | 5,009 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,863,000 | 4,911 |
| Securities issued by states & political subdivisions | $6,846,000 | 3,204 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,191,000 | 4,351 |
| Mortgage-backed securities | $8,520,000 | 3,702 |
| Certificates of participation in pools of residential mortgages | $8,345,000 | 3,063 |
| Issued or guaranteed by U.S. | $8,345,000 | 3,061 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $175,000 | 3,641 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 3,463 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $16,709,000 | 4,544 |
| Total debt securities | $16,709,000 | 4,899 |
| 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 | $17,633,000 | 4,806 |
| U.S. Government securities | $10,935,000 | 4,787 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,935,000 | 4,690 |
| Securities issued by states & political subdivisions | $6,698,000 | 3,193 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,086,000 | 4,431 |
| Mortgage-backed securities | $6,887,000 | 3,875 |
| Certificates of participation in pools of residential mortgages | $6,690,000 | 3,260 |
| Issued or guaranteed by U.S. | $6,690,000 | 3,259 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $197,000 | 3,574 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 3,310 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $17,633,000 | 4,402 |
| Total debt securities | $17,632,000 | 4,781 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $1,002,000 | 2,220 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $17,719,000 | 4,749 |
| U.S. Government securities | $10,836,000 | 4,763 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,836,000 | 4,665 |
| Securities issued by states & political subdivisions | $6,883,000 | 3,094 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,964,000 | 4,480 |
| Mortgage-backed securities | $5,049,000 | 4,188 |
| Certificates of participation in pools of residential mortgages | $4,830,000 | 3,607 |
| Issued or guaranteed by U.S. | $4,830,000 | 3,596 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $219,000 | 3,546 |
| CMOs issued by government agencies or sponsored agencies | $219,000 | 3,276 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $17,719,000 | 4,347 |
| Total debt securities | $17,719,000 | 4,712 |
| Structured notes | ||
| Amortized cost | $1,875,000 | 1,889 |
| Fair value | $1,878,000 | 1,892 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $18,781,000 | 4,706 |
| U.S. Government securities | $12,290,000 | 4,687 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,290,000 | 4,571 |
| Securities issued by states & political subdivisions | $6,491,000 | 3,140 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,436,000 | 4,700 |
| Mortgage-backed securities | $4,880,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $4,652,000 | 3,606 |
| Issued or guaranteed by U.S. | $4,652,000 | 3,594 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $228,000 | 3,541 |
| CMOs issued by government agencies or sponsored agencies | $228,000 | 3,258 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $18,781,000 | 4,313 |
| Total debt securities | $18,782,000 | 4,667 |
| Structured notes | ||
| Amortized cost | $2,305,000 | 1,868 |
| Fair value | $2,296,000 | 1,873 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $17,991,000 | 4,776 |
| U.S. Government securities | $12,006,000 | 4,707 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,006,000 | 4,588 |
| Securities issued by states & political subdivisions | $5,985,000 | 3,213 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,889,000 | 4,548 |
| Mortgage-backed securities | $4,414,000 | 4,196 |
| Certificates of participation in pools of residential mortgages | $4,172,000 | 3,653 |
| Issued or guaranteed by U.S. | $4,172,000 | 3,644 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $242,000 | 3,489 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 3,201 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $17,991,000 | 4,376 |
| Total debt securities | $17,991,000 | 4,737 |
| Structured notes | ||
| Amortized cost | $1,305,000 | 2,368 |
| Fair value | $1,299,000 | 2,371 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $15,939,000 | 4,904 |
| U.S. Government securities | $11,430,000 | 4,624 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,430,000 | 4,501 |
| Securities issued by states & political subdivisions | $4,509,000 | 3,585 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,934,000 | 4,519 |
| Mortgage-backed securities | $3,919,000 | 4,253 |
| Certificates of participation in pools of residential mortgages | $3,644,000 | 3,705 |
| Issued or guaranteed by U.S. | $3,644,000 | 3,694 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $275,000 | 3,455 |
| CMOs issued by government agencies or sponsored agencies | $275,000 | 3,158 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $15,939,000 | 4,490 |
| Total debt securities | $15,937,000 | 4,868 |
| Structured notes | ||
| Amortized cost | $1,305,000 | 2,219 |
| Fair value | $1,296,000 | 2,229 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $14,532,000 | 5,035 |
| U.S. Government securities | $9,691,000 | 4,893 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,691,000 | 4,775 |
| Securities issued by states & political subdivisions | $4,841,000 | 3,402 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,924,000 | 4,585 |
| Mortgage-backed securities | $4,357,000 | 4,161 |
| Certificates of participation in pools of residential mortgages | $4,313,000 | 3,501 |
| Issued or guaranteed by U.S. | $4,313,000 | 3,493 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $44,000 | 3,697 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,374 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $14,532,000 | 4,593 |
| Total debt securities | $14,533,000 | 4,998 |
| Structured notes | ||
| Amortized cost | $805,000 | 2,633 |
| Fair value | $814,000 | 2,630 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $14,845,000 | 5,013 |
| U.S. Government securities | $9,587,000 | 5,006 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,587,000 | 4,893 |
| Securities issued by states & political subdivisions | $5,258,000 | 3,205 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,727,000 | 4,708 |
| Mortgage-backed securities | $6,814,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $4,714,000 | 3,418 |
| Issued or guaranteed by U.S. | $4,714,000 | 3,409 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,100,000 | 2,492 |
| CMOs issued by government agencies or sponsored agencies | $2,100,000 | 2,227 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $14,845,000 | 4,588 |
| Total debt securities | $14,846,000 | 4,979 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,755 |
| Fair value | $750,000 | 2,773 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $15,568,000 | 4,955 |
| U.S. Government securities | $10,911,000 | 4,816 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,911,000 | 4,702 |
| Securities issued by states & political subdivisions | $4,655,000 | 3,350 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,096,000 | 4,641 |
| Mortgage-backed securities | $6,952,000 | 3,691 |
| Certificates of participation in pools of residential mortgages | $4,731,000 | 3,527 |
| Issued or guaranteed by U.S. | $4,731,000 | 3,520 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,221,000 | 2,410 |
| CMOs issued by government agencies or sponsored agencies | $2,221,000 | 2,127 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $15,568,000 | 4,515 |
| Total debt securities | $15,567,000 | 4,921 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 2,204 |
| Fair value | $1,147,000 | 2,207 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $15,182,000 | 4,987 |
| U.S. Government securities | $10,876,000 | 4,817 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,876,000 | 4,715 |
| Securities issued by states & political subdivisions | $4,306,000 | 3,480 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,255,000 | 4,614 |
| Mortgage-backed securities | $7,038,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $4,703,000 | 3,623 |
| Issued or guaranteed by U.S. | $4,703,000 | 3,616 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,335,000 | 2,362 |
| CMOs issued by government agencies or sponsored agencies | $2,335,000 | 2,055 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $15,182,000 | 4,557 |
| Total debt securities | $15,182,000 | 4,948 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 1,919 |
| Fair value | $1,135,000 | 1,920 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $15,263,000 | 5,028 |
| U.S. Government securities | $10,839,000 | 4,841 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,839,000 | 4,753 |
| Securities issued by states & political subdivisions | $4,423,000 | 3,425 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,375,000 | 4,587 |
| Mortgage-backed securities | $6,618,000 | 3,876 |
| Certificates of participation in pools of residential mortgages | $4,215,000 | 3,831 |
| Issued or guaranteed by U.S. | $4,215,000 | 3,821 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,403,000 | 2,349 |
| CMOs issued by government agencies or sponsored agencies | $2,403,000 | 2,013 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $15,263,000 | 4,602 |
| Total debt securities | $15,262,000 | 4,984 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,831 |
| Fair value | $795,000 | 1,842 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $14,236,000 | 5,161 |
| U.S. Government securities | $10,036,000 | 4,980 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $10,036,000 | 4,885 |
| Securities issued by states & political subdivisions | $4,200,000 | 3,470 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,105,000 | 4,686 |
| Mortgage-backed securities | $6,870,000 | 3,874 |
| Certificates of participation in pools of residential mortgages | $4,493,000 | 3,808 |
| Issued or guaranteed by U.S. | $4,493,000 | 3,797 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,377,000 | 2,359 |
| CMOs issued by government agencies or sponsored agencies | $2,377,000 | 2,005 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $14,236,000 | 4,714 |
| Total debt securities | $14,235,000 | 5,115 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,740 |
| Fair value | $392,000 | 1,747 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $14,585,000 | 5,151 |
| U.S. Government securities | $10,378,000 | 5,007 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $10,378,000 | 4,920 |
| Securities issued by states & political subdivisions | $4,207,000 | 3,374 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,191,000 | 4,739 |
| Mortgage-backed securities | $5,817,000 | 4,169 |
| Certificates of participation in pools of residential mortgages | $3,421,000 | 4,234 |
| Issued or guaranteed by U.S. | $3,421,000 | 4,221 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,396,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $2,396,000 | 2,010 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $14,585,000 | 4,662 |
| Total debt securities | $14,585,000 | 5,110 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $14,056,000 | 5,260 |
| U.S. Government securities | $10,267,000 | 5,076 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,267,000 | 4,989 |
| Securities issued by states & political subdivisions | $3,789,000 | 3,486 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,223,000 | 4,784 |
| Mortgage-backed securities | $4,946,000 | 4,326 |
| Certificates of participation in pools of residential mortgages | $2,626,000 | 4,492 |
| Issued or guaranteed by U.S. | $2,626,000 | 4,480 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,320,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $2,320,000 | 2,015 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $14,056,000 | 4,748 |
| Total debt securities | $14,056,000 | 5,217 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,598 |
| Fair value | $250,000 | 1,618 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $13,025,000 | 5,356 |
| U.S. Government securities | $9,139,000 | 5,282 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,139,000 | 5,200 |
| Securities issued by states & political subdivisions | $3,886,000 | 3,429 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,128,000 | 4,487 |
| Mortgage-backed securities | $3,127,000 | 4,746 |
| Certificates of participation in pools of residential mortgages | $2,647,000 | 4,418 |
| Issued or guaranteed by U.S. | $2,647,000 | 4,404 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $480,000 | 3,117 |
| CMOs issued by government agencies or sponsored agencies | $480,000 | 2,785 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $13,025,000 | 4,834 |
| Total debt securities | $13,025,000 | 5,319 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $13,057,000 | 5,394 |
| U.S. Government securities | $9,135,000 | 5,313 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,135,000 | 5,233 |
| Securities issued by states & political subdivisions | $3,922,000 | 3,428 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,761,000 | 4,599 |
| Mortgage-backed securities | $3,152,000 | 4,747 |
| Certificates of participation in pools of residential mortgages | $2,677,000 | 4,416 |
| Issued or guaranteed by U.S. | $2,677,000 | 4,400 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $475,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $475,000 | 2,795 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $13,057,000 | 4,911 |
| Total debt securities | $13,058,000 | 5,344 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $12,901,000 | 5,439 |
| U.S. Government securities | $8,883,000 | 5,368 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,883,000 | 5,281 |
| Securities issued by states & political subdivisions | $4,018,000 | 3,429 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,160,000 | 4,769 |
| Mortgage-backed securities | $3,364,000 | 4,585 |
| Certificates of participation in pools of residential mortgages | $2,872,000 | 4,249 |
| Issued or guaranteed by U.S. | $2,872,000 | 4,232 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $492,000 | 3,104 |
| CMOs issued by government agencies or sponsored agencies | $492,000 | 2,772 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $12,901,000 | 4,948 |
| Total debt securities | $12,901,000 | 5,367 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $13,124,000 | 5,474 |
| U.S. Government securities | $8,882,000 | 5,508 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,882,000 | 5,398 |
| Securities issued by states & political subdivisions | $4,242,000 | 3,341 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,657,000 | 4,614 |
| Mortgage-backed securities | $2,409,000 | 4,702 |
| Certificates of participation in pools of residential mortgages | $1,909,000 | 4,419 |
| Issued or guaranteed by U.S. | $1,909,000 | 4,402 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $500,000 | 2,987 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 2,667 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $13,124,000 | 4,914 |
| Total debt securities | $13,125,000 | 5,420 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $1,000,000 | 1,579 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $12,808,000 | 5,576 |
| U.S. Government securities | $8,358,000 | 5,748 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,358,000 | 5,645 |
| Securities issued by states & political subdivisions | $4,450,000 | 3,261 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,628,000 | 4,351 |
| Mortgage-backed securities | $1,272,000 | 5,111 |
| Certificates of participation in pools of residential mortgages | $1,272,000 | 4,613 |
| Issued or guaranteed by U.S. | $1,272,000 | 4,600 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $12,808,000 | 4,996 |
| Total debt securities | $12,808,000 | 5,525 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $999,000 | 1,773 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $13,064,000 | 5,553 |
| U.S. Government securities | $8,689,000 | 5,699 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,689,000 | 5,592 |
| Securities issued by states & political subdivisions | $4,375,000 | 3,273 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,567,000 | 4,708 |
| Mortgage-backed securities | $1,290,000 | 5,091 |
| Certificates of participation in pools of residential mortgages | $1,290,000 | 4,589 |
| Issued or guaranteed by U.S. | $1,290,000 | 4,576 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $13,064,000 | 4,945 |
| Total debt securities | $13,065,000 | 5,503 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $990,000 | 1,887 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $13,185,000 | 5,542 |
| U.S. Government securities | $8,710,000 | 5,718 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,710,000 | 5,600 |
| Securities issued by states & political subdivisions | $4,475,000 | 3,246 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,952,000 | 4,601 |
| Mortgage-backed securities | $1,361,000 | 5,060 |
| Certificates of participation in pools of residential mortgages | $1,361,000 | 4,545 |
| Issued or guaranteed by U.S. | $1,361,000 | 4,528 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $13,185,000 | 4,934 |
| Total debt securities | $13,185,000 | 5,497 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $996,000 | 1,911 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $12,770,000 | 5,640 |
| U.S. Government securities | $8,294,000 | 5,857 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,294,000 | 5,737 |
| Securities issued by states & political subdivisions | $4,476,000 | 3,271 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,944,000 | 4,950 |
| Mortgage-backed securities | $481,000 | 5,696 |
| Certificates of participation in pools of residential mortgages | $481,000 | 5,282 |
| Issued or guaranteed by U.S. | $481,000 | 5,263 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $12,770,000 | 5,033 |
| Total debt securities | $12,771,000 | 5,600 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,807 |
| Fair value | $1,392,000 | 1,808 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $12,865,000 | 5,676 |
| U.S. Government securities | $8,435,000 | 5,900 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,435,000 | 5,786 |
| Securities issued by states & political subdivisions | $4,430,000 | 3,264 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,921,000 | 4,972 |
| Mortgage-backed securities | $510,000 | 5,671 |
| Certificates of participation in pools of residential mortgages | $510,000 | 5,257 |
| Issued or guaranteed by U.S. | $510,000 | 5,233 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $12,865,000 | 5,032 |
| Total debt securities | $12,866,000 | 5,627 |
| Structured notes | ||
| Amortized cost | $2,400,000 | 1,396 |
| Fair value | $2,373,000 | 1,397 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $11,978,000 | 5,839 |
| U.S. Government securities | $7,605,000 | 6,108 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,605,000 | 5,982 |
| Securities issued by states & political subdivisions | $4,373,000 | 3,273 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,851,000 | 5,018 |
| Mortgage-backed securities | $550,000 | 5,663 |
| Certificates of participation in pools of residential mortgages | $550,000 | 5,246 |
| Issued or guaranteed by U.S. | $550,000 | 5,223 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $11,978,000 | 5,199 |
| Total debt securities | $11,978,000 | 5,789 |
| Structured notes | ||
| Amortized cost | $2,400,000 | 1,458 |
| Fair value | $2,328,000 | 1,457 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $11,677,000 | 5,941 |
| U.S. Government securities | $7,855,000 | 6,123 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,855,000 | 5,973 |
| Securities issued by states & political subdivisions | $3,822,000 | 3,482 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,210,000 | 5,261 |
| Mortgage-backed securities | $588,000 | 5,664 |
| Certificates of participation in pools of residential mortgages | $588,000 | 5,241 |
| Issued or guaranteed by U.S. | $588,000 | 5,223 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $11,677,000 | 5,269 |
| Total debt securities | $11,677,000 | 5,884 |
| Structured notes | ||
| Amortized cost | $2,700,000 | 1,373 |
| Fair value | $2,645,000 | 1,376 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $12,677,000 | 5,787 |
| U.S. Government securities | $7,411,000 | 6,225 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,411,000 | 6,089 |
| Securities issued by states & political subdivisions | $5,266,000 | 2,984 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,664,000 | 4,706 |
| Mortgage-backed securities | $622,000 | 5,695 |
| Certificates of participation in pools of residential mortgages | $622,000 | 5,249 |
| Issued or guaranteed by U.S. | $622,000 | 5,229 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $12,677,000 | 5,104 |
| Total debt securities | $12,676,000 | 5,734 |
| Structured notes | ||
| Amortized cost | $2,700,000 | 1,380 |
| Fair value | $2,646,000 | 1,384 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $12,434,000 | 5,818 |
| U.S. Government securities | $7,365,000 | 6,237 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,365,000 | 6,103 |
| Securities issued by states & political subdivisions | $5,069,000 | 3,038 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,701,000 | 4,700 |
| Mortgage-backed securities | $664,000 | 5,693 |
| Certificates of participation in pools of residential mortgages | $664,000 | 5,244 |
| Issued or guaranteed by U.S. | $664,000 | 5,226 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $12,434,000 | 5,119 |
| Total debt securities | $12,434,000 | 5,751 |
| Structured notes | ||
| Amortized cost | $2,700,000 | 1,349 |
| Fair value | $2,665,000 | 1,359 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $14,268,000 | 5,536 |
| U.S. Government securities | $7,099,000 | 6,378 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,099,000 | 6,251 |
| Securities issued by states & political subdivisions | $7,169,000 | 2,453 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,839,000 | 4,997 |
| Mortgage-backed securities | $257,000 | 6,191 |
| Certificates of participation in pools of residential mortgages | $257,000 | 5,793 |
| Issued or guaranteed by U.S. | $257,000 | 5,768 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,511,000 | 1,788 |
| Available-for-sale securities (fair market value) | $7,757,000 | 6,116 |
| Total debt securities | $14,268,000 | 5,470 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,474 |
| Fair value | $2,179,000 | 1,477 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $14,963,000 | 5,483 |
| U.S. Government securities | $7,065,000 | 6,440 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,065,000 | 6,294 |
| Securities issued by states & political subdivisions | $7,898,000 | 2,302 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,791,000 | 5,057 |
| Mortgage-backed securities | $287,000 | 6,214 |
| Certificates of participation in pools of residential mortgages | $287,000 | 5,818 |
| Issued or guaranteed by U.S. | $287,000 | 5,800 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,417,000 | 1,820 |
| Available-for-sale securities (fair market value) | $8,546,000 | 6,005 |
| Total debt securities | $14,963,000 | 5,419 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,455 |
| Fair value | $2,166,000 | 1,458 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $14,692,000 | 5,560 |
| U.S. Government securities | $7,420,000 | 6,352 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,420,000 | 6,206 |
| Securities issued by states & political subdivisions | $7,272,000 | 2,450 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,344,000 | 5,242 |
| Mortgage-backed securities | $322,000 | 6,220 |
| Certificates of participation in pools of residential mortgages | $322,000 | 5,806 |
| Issued or guaranteed by U.S. | $322,000 | 5,793 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,460,000 | 1,962 |
| Available-for-sale securities (fair market value) | $9,232,000 | 5,869 |
| Total debt securities | $14,692,000 | 5,490 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,427 |
| Fair value | $2,195,000 | 1,429 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $14,426,000 | 5,624 |
| U.S. Government securities | $7,938,000 | 6,229 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,938,000 | 6,080 |
| Securities issued by states & political subdivisions | $6,488,000 | 2,659 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,365,000 | 5,239 |
| Mortgage-backed securities | $939,000 | 5,696 |
| Certificates of participation in pools of residential mortgages | $939,000 | 5,192 |
| Issued or guaranteed by U.S. | $939,000 | 5,179 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,171,000 | 2,021 |
| Available-for-sale securities (fair market value) | $9,255,000 | 5,902 |
| Total debt securities | $14,425,000 | 5,554 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,484 |
| Fair value | $1,999,000 | 1,535 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $14,600,000 | 5,644 |
| U.S. Government securities | $7,818,000 | 6,346 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,818,000 | 6,181 |
| Securities issued by states & political subdivisions | $6,267,000 | 2,683 |
| Other domestic debt securities | $515,000 | 2,859 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $515,000 | 2,460 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,368,000 | 5,216 |
| Mortgage-backed securities | $589,000 | 6,059 |
| Certificates of participation in pools of residential mortgages | $589,000 | 5,576 |
| Issued or guaranteed by U.S. | $589,000 | 5,560 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,962,000 | 2,067 |
| Available-for-sale securities (fair market value) | $9,638,000 | 5,888 |
| Total debt securities | $14,601,000 | 5,576 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,657 |
| Fair value | $1,662,000 | 1,660 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $15,223,000 | 5,518 |
| U.S. Government securities | $8,378,000 | 6,143 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,378,000 | 5,982 |
| Securities issued by states & political subdivisions | $6,318,000 | 2,692 |
| Other domestic debt securities | $527,000 | 2,932 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $527,000 | 2,518 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,437,000 | 5,138 |
| Mortgage-backed securities | $692,000 | 6,018 |
| Certificates of participation in pools of residential mortgages | $692,000 | 5,517 |
| Issued or guaranteed by U.S. | $692,000 | 5,498 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,965,000 | 2,047 |
| Available-for-sale securities (fair market value) | $10,258,000 | 5,772 |
| Total debt securities | $15,223,000 | 5,430 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,463 |
| Fair value | $1,707,000 | 1,465 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $15,321,000 | 5,564 |
| U.S. Government securities | $8,443,000 | 6,199 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,443,000 | 6,024 |
| Securities issued by states & political subdivisions | $6,349,000 | 2,714 |
| Other domestic debt securities | $529,000 | 2,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $529,000 | 2,647 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,448,000 | 5,100 |
| Mortgage-backed securities | $755,000 | 5,965 |
| Certificates of participation in pools of residential mortgages | $755,000 | 5,489 |
| Issued or guaranteed by U.S. | $755,000 | 5,467 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,979,000 | 2,089 |
| Available-for-sale securities (fair market value) | $10,342,000 | 5,789 |
| Total debt securities | $15,321,000 | 5,471 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,509 |
| Fair value | $1,291,000 | 1,516 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $15,334,000 | 5,489 |
| U.S. Government securities | $8,684,000 | 5,971 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,684,000 | 5,788 |
| Securities issued by states & political subdivisions | $6,016,000 | 2,774 |
| Other domestic debt securities | $634,000 | 3,010 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $634,000 | 2,680 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,354,000 | 5,118 |
| Mortgage-backed securities | $863,000 | 5,924 |
| Certificates of participation in pools of residential mortgages | $863,000 | 5,423 |
| Issued or guaranteed by U.S. | $863,000 | 5,398 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,738,000 | 2,129 |
| Available-for-sale securities (fair market value) | $10,596,000 | 5,690 |
| Total debt securities | $15,334,000 | 5,404 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $974,000 | 1,570 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $16,563,000 | 5,213 |
| U.S. Government securities | $10,182,000 | 5,507 |
| U.S. Treasury securities | $201,000 | 2,184 |
| U.S. Government agency obligations | $9,981,000 | 5,394 |
| Securities issued by states & political subdivisions | $5,740,000 | 2,828 |
| Other domestic debt securities | $641,000 | 3,083 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $641,000 | 2,735 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,472,000 | 5,033 |
| Mortgage-backed securities | $1,729,000 | 5,459 |
| Certificates of participation in pools of residential mortgages | $1,729,000 | 4,838 |
| Issued or guaranteed by U.S. | $1,729,000 | 4,823 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,461,000 | 2,195 |
| Available-for-sale securities (fair market value) | $12,102,000 | 5,309 |
| Total debt securities | $16,564,000 | 5,122 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $501,000 | 1,689 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $15,902,000 | 5,339 |
| U.S. Government securities | $9,733,000 | 5,641 |
| U.S. Treasury securities | $506,000 | 1,913 |
| U.S. Government agency obligations | $9,227,000 | 5,596 |
| Securities issued by states & political subdivisions | $5,530,000 | 2,775 |
| Other domestic debt securities | $639,000 | 3,113 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $639,000 | 2,761 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,553,000 | 6,163 |
| Mortgage-backed securities | $1,659,000 | 5,521 |
| Certificates of participation in pools of residential mortgages | $1,659,000 | 4,881 |
| Issued or guaranteed by U.S. | $1,659,000 | 4,865 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,300,000 | 2,266 |
| Available-for-sale securities (fair market value) | $11,602,000 | 5,410 |
| Total debt securities | $15,902,000 | 5,240 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $500,000 | 1,450 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $15,242,000 | 5,425 |
| U.S. Government securities | $9,284,000 | 5,774 |
| U.S. Treasury securities | $511,000 | 1,987 |
| U.S. Government agency obligations | $8,773,000 | 5,732 |
| Securities issued by states & political subdivisions | $5,318,000 | 2,819 |
| Other domestic debt securities | $640,000 | 3,119 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $640,000 | 2,761 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,598,000 | 6,147 |
| Mortgage-backed securities | $2,031,000 | 5,296 |
| Certificates of participation in pools of residential mortgages | $2,031,000 | 4,629 |
| Issued or guaranteed by U.S. | $2,031,000 | 4,612 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,197,000 | 2,141 |
| Available-for-sale securities (fair market value) | $10,045,000 | 5,704 |
| Total debt securities | $15,242,000 | 5,328 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $16,497,000 | 5,109 |
| U.S. Government securities | $10,944,000 | 5,264 |
| U.S. Treasury securities | $1,036,000 | 1,857 |
| U.S. Government agency obligations | $9,908,000 | 5,299 |
| Securities issued by states & political subdivisions | $4,838,000 | 2,920 |
| Other domestic debt securities | $715,000 | 3,160 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $715,000 | 2,726 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 6,786 |
| Mortgage-backed securities | $3,524,000 | 4,482 |
| Certificates of participation in pools of residential mortgages | $3,524,000 | 3,654 |
| Issued or guaranteed by U.S. | $3,524,000 | 3,640 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,323,000 | 2,426 |
| Available-for-sale securities (fair market value) | $12,174,000 | 5,116 |
| Total debt securities | $16,498,000 | 5,020 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $13,030,000 | 5,986 |
| U.S. Government securities | $10,173,000 | 5,790 |
| U.S. Treasury securities | $1,312,000 | 2,381 |
| U.S. Government agency obligations | $8,861,000 | 5,879 |
| Securities issued by states & political subdivisions | $2,160,000 | 4,282 |
| Other domestic debt securities | $697,000 | 2,731 |
| 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 | $697,000 | 2,398 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,191,000 | 6,885 |
| Mortgage-backed securities | $78,000 | 6,967 |
| Certificates of participation in pools of residential mortgages | $78,000 | 6,488 |
| Issued or guaranteed by U.S. | $78,000 | 6,467 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,935,000 | 3,454 |
| Available-for-sale securities (fair market value) | $10,095,000 | 5,712 |
| Total debt securities | $13,030,000 | 5,865 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $11,885,000 | 6,546 |
| U.S. Government securities | $9,648,000 | 6,211 |
| U.S. Treasury securities | $1,813,000 | 2,932 |
| U.S. Government agency obligations | $7,835,000 | 6,318 |
| Securities issued by states & political subdivisions | $1,239,000 | 5,329 |
| Other domestic debt securities | $998,000 | 2,347 |
| 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 | $998,000 | 1,983 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,205,000 | 6,964 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,885,000 | 1,911 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $11,885,000 | 6,451 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $9,741,000 | 7,192 |
| U.S. Government securities | $7,274,000 | 7,041 |
| U.S. Treasury securities | $2,199,000 | 3,681 |
| U.S. Government agency obligations | $5,075,000 | 7,166 |
| Securities issued by states & political subdivisions | $1,193,000 | 5,516 |
| Other domestic debt securities | $1,274,000 | 2,004 |
| 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 | $1,274,000 | 1,644 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,099,000 | 7,020 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,741,000 | 2,359 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $9,741,000 | 7,046 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $10,962,000 | 7,130 |
| U.S. Government securities | $7,951,000 | 7,287 |
| U.S. Treasury securities | $4,798,000 | 3,302 |
| U.S. Government agency obligations | $3,153,000 | 8,322 |
| Securities issued by states & political subdivisions | $1,498,000 | 5,131 |
| Other domestic debt securities | $1,513,000 | 1,546 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,501,000 | 1,225 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $699,000 | 7,906 |
| Mortgage-backed securities | $12,000 | 8,378 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $12,000 | 5,066 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $12,000 | 1,408 |
| 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) | $10,962,000 | 2,621 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $10,962,000 | 7,000 |
| Structured notes | ||
| Amortized cost | $199,000 | 2,757 |
| Fair value | $200,000 | 2,620 |
| 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 | $11,759,000 | 7,356 |
| U.S. Government securities | $8,343,000 | 7,679 |
| U.S. Treasury securities | $7,495,000 | 2,836 |
| U.S. Government agency obligations | $848,000 | 10,257 |
| Securities issued by states & political subdivisions | $1,611,000 | 5,216 |
| Other domestic debt securities | $1,805,000 | 1,600 |
| 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 | $1,805,000 | 1,183 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 8,044 |
| Mortgage-backed securities | $20,000 | 8,904 |
| Certificates of participation in pools of residential mortgages | $20,000 | 8,360 |
| Issued or guaranteed by U.S. | $20,000 | 8,332 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,759,000 | 2,846 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $11,759,000 | 7,221 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $12,216,000 | 7,526 |
| U.S. Government securities | $8,315,000 | 8,031 |
| U.S. Treasury securities | $7,995,000 | 3,282 |
| U.S. Government agency obligations | $320,000 | 10,967 |
| Securities issued by states & political subdivisions | $1,866,000 | 5,062 |
| Other domestic debt securities | $2,035,000 | 1,777 |
| 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 | $2,035,000 | 1,371 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 8,548 |
| Mortgage-backed securities | $20,000 | 9,402 |
| Certificates of participation in pools of residential mortgages | $20,000 | 8,756 |
| Issued or guaranteed by U.S. | $20,000 | 8,722 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,216,000 | 2,953 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $12,216,000 | 7,389 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $14,260,000 | 7,330 |
| U.S. Government securities | $9,713,000 | 7,871 |
| U.S. Treasury securities | $8,693,000 | 3,820 |
| U.S. Government agency obligations | $1,020,000 | 10,828 |
| Securities issued by states & political subdivisions | $2,280,000 | 4,850 |
| Other domestic debt securities | $2,267,000 | 1,884 |
| 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 | $2,267,000 | 1,472 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 8,248 |
| Mortgage-backed securities | $20,000 | 9,965 |
| Certificates of participation in pools of residential mortgages | $20,000 | 9,264 |
| Issued or guaranteed by U.S. | $20,000 | 9,234 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,260,000 | 4,485 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $14,260,000 | 7,220 |
| 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 | $13,112,000 | 7,983 |
| U.S. Government securities | $9,313,000 | 8,325 |
| U.S. Treasury securities | $7,594,000 | 4,327 |
| U.S. Government agency obligations | $1,719,000 | 10,506 |
| Securities issued by states & political subdivisions | $1,749,000 | 5,642 |
| Other domestic debt securities | $2,050,000 | 2,346 |
| 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 | $2,050,000 | 1,769 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,099,000 | 8,364 |
| Mortgage-backed securities | $20,000 | 10,600 |
| Certificates of participation in pools of residential mortgages | $20,000 | 9,830 |
| Issued or guaranteed by U.S. | $20,000 | 9,776 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,112,000 | 7,835 |
| 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 | $14,652,000 | 7,463 |
| U.S. Government securities | $10,885,000 | 7,675 |
| U.S. Treasury securities | $7,720,000 | 4,310 |
| U.S. Government agency obligations | $3,165,000 | 9,387 |
| Securities issued by states & political subdivisions | $1,497,000 | 5,702 |
| Other domestic debt securities | $2,270,000 | 2,739 |
| 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 | $2,270,000 | 1,930 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 8,004 |
| Mortgage-backed securities | $64,000 | 10,886 |
| Certificates of participation in pools of residential mortgages | $64,000 | 9,944 |
| Issued or guaranteed by U.S. | $64,000 | 9,868 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,652,000 | 7,338 |
| 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 |