Home > First Citizens Bank of Butte > Securities
First Citizens Bank of Butte, Securities
| 2023-12-31 | Rank | |
| Total securities | $18,064,000 | 3,662 |
| U.S. Government securities | $17,812,000 | 3,102 |
| U.S. Treasury securities | $9,971,000 | 1,367 |
| U.S. Government agency obligations | $7,841,000 | 3,415 |
| Securities issued by states & political subdivisions | $252,000 | 3,716 |
| 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 | $11,742,000 | 2,812 |
| Mortgage-backed securities | $4,141,000 | 3,100 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,141,000 | 2,664 |
| 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) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $18,064,000 | 3,414 |
| Total debt securities | $18,062,000 | 3,641 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $17,930,000 | 3,681 |
| U.S. Government securities | $17,690,000 | 3,102 |
| U.S. Treasury securities | $10,016,000 | 1,410 |
| U.S. Government agency obligations | $7,674,000 | 3,434 |
| Securities issued by states & political subdivisions | $240,000 | 3,757 |
| 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 | $12,067,000 | 2,758 |
| Mortgage-backed securities | $4,094,000 | 3,103 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,094,000 | 2,666 |
| 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) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $17,930,000 | 3,418 |
| Total debt securities | $17,930,000 | 3,659 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $18,263,000 | 3,709 |
| U.S. Government securities | $18,013,000 | 3,133 |
| U.S. Treasury securities | $10,038,000 | 1,433 |
| U.S. Government agency obligations | $7,975,000 | 3,452 |
| Securities issued by states & political subdivisions | $250,000 | 3,791 |
| 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 | $12,108,000 | 2,746 |
| Mortgage-backed securities | $4,394,000 | 3,091 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,394,000 | 2,655 |
| 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) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $18,263,000 | 3,449 |
| Total debt securities | $18,263,000 | 3,689 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $18,548,000 | 3,773 |
| U.S. Government securities | $18,295,000 | 3,196 |
| U.S. Treasury securities | $10,103,000 | 1,494 |
| U.S. Government agency obligations | $8,192,000 | 3,447 |
| Securities issued by states & political subdivisions | $253,000 | 3,841 |
| 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 | $11,264,000 | 2,715 |
| Mortgage-backed securities | $4,582,000 | 3,123 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,582,000 | 2,679 |
| 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) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $18,548,000 | 3,505 |
| Total debt securities | $18,548,000 | 3,752 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $16,573,000 | 3,884 |
| U.S. Government securities | $16,323,000 | 3,333 |
| U.S. Treasury securities | $8,083,000 | 1,718 |
| U.S. Government agency obligations | $8,240,000 | 3,454 |
| Securities issued by states & political subdivisions | $250,000 | 3,875 |
| 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 | $10,441,000 | 2,682 |
| Mortgage-backed securities | $4,694,000 | 3,147 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,694,000 | 2,682 |
| 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) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $16,573,000 | 3,602 |
| Total debt securities | $16,573,000 | 3,859 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $22,580,000 | 3,641 |
| U.S. Government securities | $22,338,000 | 3,011 |
| U.S. Treasury securities | $14,075,000 | 1,332 |
| U.S. Government agency obligations | $8,263,000 | 3,455 |
| Securities issued by states & political subdivisions | $242,000 | 3,926 |
| 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 | $10,672,000 | 2,618 |
| Mortgage-backed securities | $4,756,000 | 3,161 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,756,000 | 2,698 |
| 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) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $22,580,000 | 3,369 |
| Total debt securities | $22,580,000 | 3,619 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $24,530,000 | 3,601 |
| U.S. Government securities | $24,276,000 | 2,941 |
| U.S. Treasury securities | $14,899,000 | 1,280 |
| U.S. Government agency obligations | $9,377,000 | 3,403 |
| Securities issued by states & political subdivisions | $254,000 | 3,959 |
| 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 | $11,088,000 | 2,593 |
| Mortgage-backed securities | $5,214,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $5,214,000 | 2,766 |
| Issued or guaranteed by U.S. | $5,214,000 | 2,685 |
| 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) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $24,530,000 | 3,343 |
| Total debt securities | $24,531,000 | 3,585 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $25,275,000 | 3,520 |
| U.S. Government securities | $25,017,000 | 2,827 |
| U.S. Treasury securities | $15,131,000 | 1,125 |
| U.S. Government agency obligations | $9,886,000 | 3,338 |
| Securities issued by states & political subdivisions | $258,000 | 3,974 |
| 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 | $11,290,000 | 2,532 |
| Mortgage-backed securities | $5,633,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $5,633,000 | 2,732 |
| Issued or guaranteed by U.S. | $5,633,000 | 2,656 |
| 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) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $25,275,000 | 3,301 |
| Total debt securities | $25,274,000 | 3,499 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $24,735,000 | 3,478 |
| U.S. Government securities | $24,458,000 | 2,700 |
| U.S. Treasury securities | $14,779,000 | 843 |
| U.S. Government agency obligations | $9,679,000 | 3,340 |
| Securities issued by states & political subdivisions | $277,000 | 3,997 |
| 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 | $11,149,000 | 2,567 |
| Mortgage-backed securities | $5,216,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $5,216,000 | 2,765 |
| Issued or guaranteed by U.S. | $5,216,000 | 2,679 |
| 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) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $24,735,000 | 3,273 |
| Total debt securities | $24,735,000 | 3,457 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $16,193,000 | 3,830 |
| U.S. Government securities | $15,914,000 | 3,125 |
| U.S. Treasury securities | $11,998,000 | 776 |
| U.S. Government agency obligations | $3,916,000 | 3,894 |
| Securities issued by states & political subdivisions | $279,000 | 4,053 |
| 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 | $11,280,000 | 2,559 |
| Mortgage-backed securities | $2,418,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | $2,418,000 | 3,215 |
| Issued or guaranteed by U.S. | $2,418,000 | 3,128 |
| 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) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $16,193,000 | 3,613 |
| Total debt securities | $16,194,000 | 3,808 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $14,825,000 | 3,884 |
| U.S. Government securities | $14,545,000 | 3,170 |
| U.S. Treasury securities | $10,982,000 | 723 |
| U.S. Government agency obligations | $3,563,000 | 3,941 |
| Securities issued by states & political subdivisions | $280,000 | 4,076 |
| 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 | $9,641,000 | 2,665 |
| Mortgage-backed securities | $1,560,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $1,560,000 | 3,411 |
| Issued or guaranteed by U.S. | $1,560,000 | 3,311 |
| 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) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $14,825,000 | 3,666 |
| Total debt securities | $14,825,000 | 3,861 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $12,634,000 | 3,929 |
| U.S. Government securities | $12,354,000 | 3,238 |
| U.S. Treasury securities | $8,600,000 | 647 |
| U.S. Government agency obligations | $3,754,000 | 3,878 |
| Securities issued by states & political subdivisions | $280,000 | 4,091 |
| 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 | $9,303,000 | 2,690 |
| Mortgage-backed securities | $1,751,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $1,751,000 | 3,341 |
| Issued or guaranteed by U.S. | $1,751,000 | 3,248 |
| 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) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $12,634,000 | 3,701 |
| Total debt securities | $12,634,000 | 3,903 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $11,429,000 | 3,927 |
| U.S. Government securities | $11,144,000 | 3,184 |
| U.S. Treasury securities | $7,163,000 | 497 |
| U.S. Government agency obligations | $3,981,000 | 3,779 |
| Securities issued by states & political subdivisions | $285,000 | 4,104 |
| 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 | $8,927,000 | 2,721 |
| Mortgage-backed securities | $1,952,000 | 3,594 |
| Certificates of participation in pools of residential mortgages | $1,952,000 | 3,261 |
| Issued or guaranteed by U.S. | $1,952,000 | 3,180 |
| 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) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $11,429,000 | 3,704 |
| Total debt securities | $11,428,000 | 3,900 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $9,666,000 | 4,036 |
| U.S. Government securities | $9,666,000 | 3,297 |
| U.S. Treasury securities | $7,190,000 | 481 |
| U.S. Government agency obligations | $2,476,000 | 4,027 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,724,000 | 2,734 |
| Mortgage-backed securities | $1,439,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $1,439,000 | 3,378 |
| Issued or guaranteed by U.S. | $1,439,000 | 3,284 |
| 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) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $9,666,000 | 3,796 |
| Total debt securities | $9,666,000 | 4,013 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $9,849,000 | 4,016 |
| U.S. Government securities | $9,849,000 | 3,273 |
| U.S. Treasury securities | $7,211,000 | 503 |
| U.S. Government agency obligations | $2,638,000 | 4,014 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,462,000 | 2,764 |
| Mortgage-backed securities | $1,597,000 | 3,681 |
| Certificates of participation in pools of residential mortgages | $1,597,000 | 3,341 |
| Issued or guaranteed by U.S. | $1,597,000 | 3,247 |
| 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) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $9,849,000 | 3,775 |
| Total debt securities | $9,849,000 | 3,991 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $9,924,000 | 4,039 |
| U.S. Government securities | $9,924,000 | 3,317 |
| U.S. Treasury securities | $8,225,000 | 485 |
| U.S. Government agency obligations | $1,699,000 | 4,253 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,528,000 | 2,731 |
| Mortgage-backed securities | $657,000 | 3,892 |
| Certificates of participation in pools of residential mortgages | $657,000 | 3,653 |
| Issued or guaranteed by U.S. | $657,000 | 3,559 |
| 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) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $9,924,000 | 3,794 |
| Total debt securities | $9,924,000 | 4,014 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $10,215,000 | 4,062 |
| U.S. Government securities | $10,215,000 | 3,360 |
| U.S. Treasury securities | $8,029,000 | 519 |
| U.S. Government agency obligations | $2,186,000 | 4,239 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,026,000 | 2,821 |
| Mortgage-backed securities | $164,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $164,000 | 3,882 |
| Issued or guaranteed by U.S. | $164,000 | 3,814 |
| 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) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $10,215,000 | 3,812 |
| Total debt securities | $10,216,000 | 4,035 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $10,235,000 | 4,117 |
| U.S. Government securities | $10,235,000 | 3,400 |
| U.S. Treasury securities | $8,025,000 | 522 |
| U.S. Government agency obligations | $2,210,000 | 4,318 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,714,000 | 2,900 |
| Mortgage-backed securities | $189,000 | 4,095 |
| Certificates of participation in pools of residential mortgages | $189,000 | 3,904 |
| Issued or guaranteed by U.S. | $189,000 | 3,833 |
| 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) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $10,235,000 | 3,859 |
| Total debt securities | $10,235,000 | 4,091 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $10,255,000 | 4,177 |
| U.S. Government securities | $10,255,000 | 3,462 |
| U.S. Treasury securities | $8,017,000 | 528 |
| U.S. Government agency obligations | $2,238,000 | 4,368 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,773,000 | 3,199 |
| Mortgage-backed securities | $217,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $217,000 | 3,908 |
| Issued or guaranteed by U.S. | $217,000 | 3,844 |
| 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) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $10,255,000 | 3,910 |
| Total debt securities | $10,255,000 | 4,156 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $11,157,000 | 4,161 |
| U.S. Government securities | $11,157,000 | 3,407 |
| U.S. Treasury securities | $8,907,000 | 518 |
| U.S. Government agency obligations | $2,250,000 | 4,425 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,213,000 | 3,194 |
| Mortgage-backed securities | $246,000 | 4,129 |
| Certificates of participation in pools of residential mortgages | $246,000 | 3,927 |
| Issued or guaranteed by U.S. | $246,000 | 3,854 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $11,157,000 | 3,889 |
| Total debt securities | $11,157,000 | 4,142 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $11,062,000 | 4,209 |
| U.S. Government securities | $11,062,000 | 3,449 |
| U.S. Treasury securities | $8,801,000 | 506 |
| U.S. Government agency obligations | $2,261,000 | 4,452 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,876,000 | 3,447 |
| Mortgage-backed securities | $273,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $273,000 | 3,947 |
| Issued or guaranteed by U.S. | $273,000 | 3,885 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $11,062,000 | 3,932 |
| Total debt securities | $11,062,000 | 4,188 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $11,982,000 | 4,186 |
| U.S. Government securities | $11,982,000 | 3,400 |
| U.S. Treasury securities | $9,706,000 | 457 |
| U.S. Government agency obligations | $2,276,000 | 4,534 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,441,000 | 3,218 |
| Mortgage-backed securities | $302,000 | 4,191 |
| Certificates of participation in pools of residential mortgages | $302,000 | 3,981 |
| Issued or guaranteed by U.S. | $302,000 | 3,957 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $11,982,000 | 3,913 |
| Total debt securities | $11,980,000 | 4,164 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $8,178,000 | 4,559 |
| U.S. Government securities | $8,178,000 | 3,844 |
| U.S. Treasury securities | $6,856,000 | 529 |
| U.S. Government agency obligations | $1,322,000 | 4,753 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,446,000 | 3,259 |
| Mortgage-backed securities | $341,000 | 4,230 |
| Certificates of participation in pools of residential mortgages | $341,000 | 4,014 |
| Issued or guaranteed by U.S. | $341,000 | 3,873 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $8,178,000 | 4,284 |
| Total debt securities | $8,178,000 | 4,533 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $10,215,000 | 4,438 |
| U.S. Government securities | $10,215,000 | 3,688 |
| U.S. Treasury securities | $7,856,000 | 483 |
| U.S. Government agency obligations | $2,359,000 | 4,637 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,499,000 | 3,146 |
| Mortgage-backed securities | $380,000 | 4,256 |
| Certificates of participation in pools of residential mortgages | $380,000 | 4,037 |
| Issued or guaranteed by U.S. | $380,000 | 4,029 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $10,215,000 | 4,150 |
| Total debt securities | $10,215,000 | 4,413 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $11,339,000 | 4,386 |
| U.S. Government securities | $11,339,000 | 3,565 |
| U.S. Treasury securities | $5,928,000 | 533 |
| U.S. Government agency obligations | $5,411,000 | 4,212 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,407,000 | 3,199 |
| Mortgage-backed securities | $426,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $426,000 | 4,061 |
| Issued or guaranteed by U.S. | $426,000 | 4,055 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $11,339,000 | 4,101 |
| Total debt securities | $11,339,000 | 4,361 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $12,424,000 | 4,340 |
| U.S. Government securities | $12,424,000 | 3,485 |
| U.S. Treasury securities | $6,958,000 | 470 |
| U.S. Government agency obligations | $5,466,000 | 4,275 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,029,000 | 3,017 |
| Mortgage-backed securities | $472,000 | 4,313 |
| Certificates of participation in pools of residential mortgages | $472,000 | 4,092 |
| Issued or guaranteed by U.S. | $472,000 | 4,088 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $12,424,000 | 4,054 |
| Total debt securities | $12,424,000 | 4,315 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $12,466,000 | 4,381 |
| U.S. Government securities | $12,466,000 | 3,532 |
| U.S. Treasury securities | $6,956,000 | 479 |
| U.S. Government agency obligations | $5,510,000 | 4,305 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,025,000 | 3,047 |
| Mortgage-backed securities | $519,000 | 4,329 |
| Certificates of participation in pools of residential mortgages | $519,000 | 4,102 |
| Issued or guaranteed by U.S. | $519,000 | 4,097 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $12,466,000 | 4,091 |
| Total debt securities | $12,466,000 | 4,360 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $12,503,000 | 4,424 |
| U.S. Government securities | $12,503,000 | 3,565 |
| U.S. Treasury securities | $6,947,000 | 507 |
| U.S. Government agency obligations | $5,556,000 | 4,350 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,023,000 | 3,083 |
| Mortgage-backed securities | $568,000 | 4,378 |
| Certificates of participation in pools of residential mortgages | $568,000 | 4,145 |
| Issued or guaranteed by U.S. | $568,000 | 4,141 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $12,503,000 | 4,115 |
| Total debt securities | $12,503,000 | 4,401 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $12,527,000 | 4,441 |
| U.S. Government securities | $12,527,000 | 3,553 |
| U.S. Treasury securities | $6,930,000 | 507 |
| U.S. Government agency obligations | $5,597,000 | 4,363 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,352,000 | 2,917 |
| Mortgage-backed securities | $617,000 | 4,387 |
| Certificates of participation in pools of residential mortgages | $617,000 | 4,151 |
| Issued or guaranteed by U.S. | $617,000 | 4,145 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $12,527,000 | 4,121 |
| Total debt securities | $12,527,000 | 4,420 |
| 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 | $12,734,000 | 4,439 |
| U.S. Government securities | $12,734,000 | 3,528 |
| U.S. Treasury securities | $7,023,000 | 441 |
| U.S. Government agency obligations | $5,711,000 | 4,389 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,447,000 | 2,927 |
| Mortgage-backed securities | $689,000 | 4,408 |
| Certificates of participation in pools of residential mortgages | $689,000 | 4,162 |
| Issued or guaranteed by U.S. | $689,000 | 4,159 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $12,734,000 | 4,123 |
| Total debt securities | $12,734,000 | 4,419 |
| 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 | $12,819,000 | 4,512 |
| U.S. Government securities | $12,819,000 | 3,609 |
| U.S. Treasury securities | $7,039,000 | 448 |
| U.S. Government agency obligations | $5,780,000 | 4,463 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,070,000 | 3,023 |
| Mortgage-backed securities | $748,000 | 4,441 |
| Certificates of participation in pools of residential mortgages | $748,000 | 4,191 |
| Issued or guaranteed by U.S. | $748,000 | 4,186 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $12,819,000 | 4,186 |
| Total debt securities | $12,819,000 | 4,486 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $10,798,000 | 4,765 |
| U.S. Government securities | $10,798,000 | 3,958 |
| U.S. Treasury securities | $3,005,000 | 678 |
| U.S. Government agency obligations | $7,793,000 | 4,251 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,595,000 | 3,119 |
| Mortgage-backed securities | $802,000 | 4,453 |
| Certificates of participation in pools of residential mortgages | $802,000 | 4,195 |
| Issued or guaranteed by U.S. | $802,000 | 4,191 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $10,798,000 | 4,400 |
| Total debt securities | $10,798,000 | 4,741 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $996,000 | 991 |
| 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 | $10,808,000 | 4,820 |
| U.S. Government securities | $10,808,000 | 3,998 |
| U.S. Treasury securities | $2,986,000 | 731 |
| U.S. Government agency obligations | $7,822,000 | 4,292 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,540,000 | 3,161 |
| Mortgage-backed securities | $859,000 | 4,470 |
| Certificates of participation in pools of residential mortgages | $859,000 | 4,207 |
| Issued or guaranteed by U.S. | $859,000 | 4,204 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $10,808,000 | 4,455 |
| Total debt securities | $10,808,000 | 4,795 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 988 |
| Fair value | $984,000 | 1,099 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $10,918,000 | 4,887 |
| U.S. Government securities | $10,918,000 | 4,057 |
| U.S. Treasury securities | $3,006,000 | 688 |
| U.S. Government agency obligations | $7,912,000 | 4,372 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,471,000 | 3,216 |
| Mortgage-backed securities | $928,000 | 4,509 |
| Certificates of participation in pools of residential mortgages | $928,000 | 4,240 |
| Issued or guaranteed by U.S. | $928,000 | 4,235 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $10,918,000 | 4,527 |
| Total debt securities | $10,918,000 | 4,864 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,132 |
| Fair value | $989,000 | 1,252 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $10,969,000 | 4,963 |
| U.S. Government securities | $10,969,000 | 4,172 |
| U.S. Treasury securities | $2,995,000 | 709 |
| U.S. Government agency obligations | $7,974,000 | 4,500 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,290,000 | 3,266 |
| Mortgage-backed securities | $996,000 | 4,563 |
| Certificates of participation in pools of residential mortgages | $996,000 | 4,293 |
| Issued or guaranteed by U.S. | $996,000 | 4,289 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $10,969,000 | 4,606 |
| Total debt securities | $10,969,000 | 4,946 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $1,000,000 | 1,280 |
| 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 | $11,055,000 | 5,033 |
| U.S. Government securities | $11,055,000 | 4,231 |
| U.S. Treasury securities | $2,998,000 | 699 |
| U.S. Government agency obligations | $8,057,000 | 4,546 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,836,000 | 3,379 |
| Mortgage-backed securities | $1,075,000 | 4,604 |
| Certificates of participation in pools of residential mortgages | $1,075,000 | 4,325 |
| Issued or guaranteed by U.S. | $1,075,000 | 4,318 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $11,055,000 | 4,661 |
| Total debt securities | $11,055,000 | 5,015 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $998,000 | 1,450 |
| 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 | $11,009,000 | 5,111 |
| U.S. Government securities | $11,009,000 | 4,312 |
| U.S. Treasury securities | $2,964,000 | 719 |
| U.S. Government agency obligations | $8,045,000 | 4,596 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,775,000 | 3,410 |
| Mortgage-backed securities | $1,131,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $1,131,000 | 4,371 |
| Issued or guaranteed by U.S. | $1,131,000 | 4,364 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $11,009,000 | 4,725 |
| Total debt securities | $11,009,000 | 5,088 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $993,000 | 1,513 |
| 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 | $10,116,000 | 5,288 |
| U.S. Government securities | $10,116,000 | 4,537 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,116,000 | 4,419 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,831,000 | 3,412 |
| Mortgage-backed securities | $1,200,000 | 4,722 |
| Certificates of participation in pools of residential mortgages | $1,200,000 | 4,429 |
| Issued or guaranteed by U.S. | $1,200,000 | 4,426 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $10,116,000 | 4,906 |
| Total debt securities | $10,116,000 | 5,271 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $981,000 | 1,630 |
| 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 | $10,213,000 | 5,336 |
| U.S. Government securities | $10,213,000 | 4,587 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $10,213,000 | 4,478 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,880,000 | 3,431 |
| Mortgage-backed securities | $1,282,000 | 4,761 |
| Certificates of participation in pools of residential mortgages | $1,282,000 | 4,445 |
| Issued or guaranteed by U.S. | $1,282,000 | 4,443 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $10,213,000 | 4,942 |
| Total debt securities | $10,213,000 | 5,317 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,576 |
| Fair value | $988,000 | 1,649 |
| 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 | $10,227,000 | 5,384 |
| U.S. Government securities | $10,227,000 | 4,619 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $10,227,000 | 4,518 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,861,000 | 3,458 |
| Mortgage-backed securities | $1,346,000 | 4,777 |
| Certificates of participation in pools of residential mortgages | $1,346,000 | 4,456 |
| Issued or guaranteed by U.S. | $1,346,000 | 4,452 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $10,227,000 | 4,983 |
| Total debt securities | $10,227,000 | 5,360 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $965,000 | 1,698 |
| 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 | $10,247,000 | 5,403 |
| U.S. Government securities | $10,247,000 | 4,604 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,247,000 | 4,508 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,377,000 | 3,739 |
| Mortgage-backed securities | $1,407,000 | 4,791 |
| Certificates of participation in pools of residential mortgages | $1,407,000 | 4,462 |
| Issued or guaranteed by U.S. | $1,407,000 | 4,456 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $10,247,000 | 5,016 |
| Total debt securities | $10,247,000 | 5,377 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $940,000 | 1,704 |
| 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 | $10,474,000 | 5,438 |
| U.S. Government securities | $10,374,000 | 4,620 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,374,000 | 4,519 |
| Securities issued by states & political subdivisions | $100,000 | 5,482 |
| 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 | $9,253,000 | 3,400 |
| Mortgage-backed securities | $1,498,000 | 4,801 |
| Certificates of participation in pools of residential mortgages | $1,498,000 | 4,462 |
| Issued or guaranteed by U.S. | $1,498,000 | 4,456 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $10,474,000 | 5,055 |
| Total debt securities | $10,474,000 | 5,409 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $948,000 | 1,706 |
| 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 | $10,562,000 | 5,437 |
| U.S. Government securities | $10,407,000 | 4,601 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,407,000 | 4,501 |
| Securities issued by states & political subdivisions | $155,000 | 5,449 |
| 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 | $9,212,000 | 3,398 |
| Mortgage-backed securities | $1,561,000 | 4,791 |
| Certificates of participation in pools of residential mortgages | $1,561,000 | 4,416 |
| Issued or guaranteed by U.S. | $1,561,000 | 4,412 |
| 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) | $55,000 | 2,441 |
| Available-for-sale securities (fair market value) | $10,507,000 | 5,075 |
| Total debt securities | $10,562,000 | 5,405 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $8,886,000 | 5,671 |
| U.S. Government securities | $8,831,000 | 4,902 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,831,000 | 4,800 |
| Securities issued by states & political subdivisions | $55,000 | 5,544 |
| 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 | $6,037,000 | 4,065 |
| Mortgage-backed securities | $1,696,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $1,696,000 | 4,408 |
| Issued or guaranteed by U.S. | $1,696,000 | 4,407 |
| 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) | $55,000 | 2,447 |
| Available-for-sale securities (fair market value) | $8,831,000 | 5,309 |
| Total debt securities | $8,886,000 | 5,635 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $6,910,000 | 5,914 |
| U.S. Government securities | $6,755,000 | 5,226 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,755,000 | 5,119 |
| Securities issued by states & political subdivisions | $155,000 | 5,530 |
| 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 | $5,546,000 | 4,165 |
| Mortgage-backed securities | $709,000 | 5,160 |
| Certificates of participation in pools of residential mortgages | $709,000 | 4,840 |
| Issued or guaranteed by U.S. | $709,000 | 4,839 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $55,000 | 2,483 |
| Available-for-sale securities (fair market value) | $6,855,000 | 5,543 |
| Total debt securities | $6,910,000 | 5,886 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $6,972,000 | 6,008 |
| U.S. Government securities | $6,817,000 | 5,336 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,817,000 | 5,235 |
| Securities issued by states & political subdivisions | $155,000 | 5,571 |
| 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 | $5,551,000 | 4,207 |
| Mortgage-backed securities | $768,000 | 5,242 |
| Certificates of participation in pools of residential mortgages | $768,000 | 4,929 |
| Issued or guaranteed by U.S. | $768,000 | 4,926 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $55,000 | 2,543 |
| Available-for-sale securities (fair market value) | $6,917,000 | 5,631 |
| Total debt securities | $6,972,000 | 5,980 |
| 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 | $9,080,000 | 5,808 |
| U.S. Government securities | $8,875,000 | 5,060 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,875,000 | 4,971 |
| Securities issued by states & political subdivisions | $205,000 | 5,550 |
| 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 | $7,554,000 | 3,820 |
| Mortgage-backed securities | $820,000 | 5,266 |
| Certificates of participation in pools of residential mortgages | $820,000 | 4,926 |
| Issued or guaranteed by U.S. | $820,000 | 4,923 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $105,000 | 2,498 |
| Available-for-sale securities (fair market value) | $8,975,000 | 5,440 |
| Total debt securities | $9,080,000 | 5,780 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $9,615,000 | 5,787 |
| U.S. Government securities | $9,409,000 | 5,091 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,409,000 | 4,990 |
| Securities issued by states & political subdivisions | $206,000 | 5,543 |
| 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 | $7,539,000 | 3,840 |
| Mortgage-backed securities | $870,000 | 5,259 |
| Certificates of participation in pools of residential mortgages | $870,000 | 4,921 |
| Issued or guaranteed by U.S. | $870,000 | 4,919 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $105,000 | 2,549 |
| Available-for-sale securities (fair market value) | $9,510,000 | 5,420 |
| Total debt securities | $9,615,000 | 5,759 |
| 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 | $9,680,000 | 5,779 |
| U.S. Government securities | $9,475,000 | 5,022 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,475,000 | 4,927 |
| Securities issued by states & political subdivisions | $205,000 | 5,540 |
| 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 | $7,048,000 | 3,722 |
| Mortgage-backed securities | $929,000 | 5,229 |
| Certificates of participation in pools of residential mortgages | $929,000 | 4,852 |
| Issued or guaranteed by U.S. | $929,000 | 4,845 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $105,000 | 2,653 |
| Available-for-sale securities (fair market value) | $9,575,000 | 5,374 |
| Total debt securities | $9,680,000 | 5,747 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $9,789,000 | 5,748 |
| U.S. Government securities | $9,584,000 | 4,970 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,584,000 | 4,874 |
| Securities issued by states & political subdivisions | $205,000 | 5,557 |
| 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 | $7,071,000 | 3,700 |
| Mortgage-backed securities | $1,013,000 | 5,199 |
| Certificates of participation in pools of residential mortgages | $1,013,000 | 4,812 |
| Issued or guaranteed by U.S. | $1,013,000 | 4,803 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $105,000 | 2,687 |
| Available-for-sale securities (fair market value) | $9,684,000 | 5,338 |
| Total debt securities | $9,789,000 | 5,713 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $9,577,000 | 5,877 |
| U.S. Government securities | $8,612,000 | 5,286 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $8,612,000 | 5,177 |
| Securities issued by states & political subdivisions | $965,000 | 4,936 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,844,000 | 3,800 |
| Mortgage-backed securities | $1,063,000 | 5,178 |
| Certificates of participation in pools of residential mortgages | $1,063,000 | 4,778 |
| Issued or guaranteed by U.S. | $1,063,000 | 4,770 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $155,000 | 2,670 |
| Available-for-sale securities (fair market value) | $9,422,000 | 5,454 |
| Total debt securities | $9,577,000 | 5,845 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,002,000 | 2,498 |
| 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 | $10,421,000 | 5,721 |
| U.S. Government securities | $9,449,000 | 5,125 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,449,000 | 5,004 |
| Securities issued by states & political subdivisions | $972,000 | 4,940 |
| 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 | $6,504,000 | 3,864 |
| Mortgage-backed securities | $25,000 | 5,901 |
| Certificates of participation in pools of residential mortgages | $25,000 | 5,639 |
| Issued or guaranteed by U.S. | $25,000 | 5,629 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $155,000 | 2,682 |
| Available-for-sale securities (fair market value) | $10,266,000 | 5,314 |
| Total debt securities | $10,421,000 | 5,687 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,531 |
| Fair value | $3,472,000 | 1,555 |
| 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 | $10,418,000 | 5,653 |
| U.S. Government securities | $9,440,000 | 4,947 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,440,000 | 4,831 |
| Securities issued by states & political subdivisions | $978,000 | 4,954 |
| 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 | $6,363,000 | 3,861 |
| Mortgage-backed securities | $28,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $28,000 | 5,615 |
| Issued or guaranteed by U.S. | $28,000 | 5,605 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $155,000 | 2,720 |
| Available-for-sale securities (fair market value) | $10,263,000 | 5,221 |
| Total debt securities | $10,418,000 | 5,618 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,414 |
| Fair value | $3,466,000 | 1,427 |
| 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 | $5,571,000 | 6,450 |
| U.S. Government securities | $4,585,000 | 6,005 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,585,000 | 5,876 |
| Securities issued by states & political subdivisions | $986,000 | 4,877 |
| 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 | $4,692,000 | 4,340 |
| Mortgage-backed securities | $29,000 | 5,978 |
| Certificates of participation in pools of residential mortgages | $29,000 | 5,654 |
| Issued or guaranteed by U.S. | $29,000 | 5,641 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $155,000 | 2,790 |
| Available-for-sale securities (fair market value) | $5,416,000 | 5,976 |
| Total debt securities | $5,571,000 | 6,408 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,140 |
| Fair value | $1,502,000 | 2,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $6,446,000 | 6,385 |
| U.S. Government securities | $5,159,000 | 5,985 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,159,000 | 5,869 |
| Securities issued by states & political subdivisions | $1,287,000 | 4,648 |
| 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 | $5,405,000 | 4,185 |
| Mortgage-backed securities | $29,000 | 6,011 |
| Certificates of participation in pools of residential mortgages | $29,000 | 5,702 |
| Issued or guaranteed by U.S. | $29,000 | 5,691 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $200,000 | 2,798 |
| Available-for-sale securities (fair market value) | $6,246,000 | 5,910 |
| Total debt securities | $6,446,000 | 6,345 |
| Structured notes | ||
| Amortized cost | $1,316,000 | 2,354 |
| Fair value | $1,316,000 | 2,358 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,700,000 | 6,403 |
| U.S. Government securities | $5,404,000 | 6,025 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,404,000 | 5,905 |
| Securities issued by states & political subdivisions | $1,296,000 | 4,652 |
| 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 | $5,725,000 | 4,188 |
| Mortgage-backed securities | $30,000 | 6,109 |
| Certificates of participation in pools of residential mortgages | $30,000 | 5,809 |
| Issued or guaranteed by U.S. | $30,000 | 5,799 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $200,000 | 2,847 |
| Available-for-sale securities (fair market value) | $6,500,000 | 5,933 |
| Total debt securities | $6,700,000 | 6,362 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $500,000 | 2,717 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,053,000 | 6,518 |
| U.S. Government securities | $4,423,000 | 6,263 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,423,000 | 6,159 |
| Securities issued by states & political subdivisions | $1,630,000 | 4,504 |
| 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 | $4,547,000 | 4,530 |
| Mortgage-backed securities | $31,000 | 6,156 |
| Certificates of participation in pools of residential mortgages | $31,000 | 5,863 |
| Issued or guaranteed by U.S. | $31,000 | 5,849 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $200,000 | 2,904 |
| Available-for-sale securities (fair market value) | $5,853,000 | 6,041 |
| Total debt securities | $6,053,000 | 6,485 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $5,865,000 | 6,622 |
| U.S. Government securities | $3,724,000 | 6,521 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,724,000 | 6,428 |
| Securities issued by states & political subdivisions | $2,141,000 | 4,300 |
| 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 | $4,049,000 | 4,703 |
| Mortgage-backed securities | $32,000 | 6,233 |
| Certificates of participation in pools of residential mortgages | $32,000 | 5,946 |
| Issued or guaranteed by U.S. | $32,000 | 5,926 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $200,000 | 2,977 |
| Available-for-sale securities (fair market value) | $5,665,000 | 6,131 |
| Total debt securities | $5,865,000 | 6,581 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $7,331,000 | 6,318 |
| U.S. Government securities | $5,148,000 | 6,117 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,148,000 | 6,029 |
| Securities issued by states & political subdivisions | $2,183,000 | 4,252 |
| 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 | $4,974,000 | 4,406 |
| Mortgage-backed securities | $32,000 | 6,289 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,000 |
| Issued or guaranteed by U.S. | $32,000 | 5,977 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $240,000 | 2,996 |
| Available-for-sale securities (fair market value) | $7,091,000 | 5,869 |
| Total debt securities | $7,331,000 | 6,274 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $5,782,000 | 6,699 |
| U.S. Government securities | $3,597,000 | 6,675 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,597,000 | 6,587 |
| Securities issued by states & political subdivisions | $2,185,000 | 4,183 |
| 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 | $4,318,000 | 4,703 |
| Mortgage-backed securities | $34,000 | 6,338 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,058 |
| Issued or guaranteed by U.S. | $34,000 | 6,040 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $240,000 | 3,027 |
| Available-for-sale securities (fair market value) | $5,542,000 | 6,202 |
| Total debt securities | $5,782,000 | 6,661 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $6,411,000 | 6,633 |
| U.S. Government securities | $4,144,000 | 6,646 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,144,000 | 6,546 |
| Securities issued by states & political subdivisions | $2,267,000 | 4,087 |
| 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 | $3,955,000 | 4,878 |
| Mortgage-backed securities | $34,000 | 6,368 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,090 |
| Issued or guaranteed by U.S. | $34,000 | 6,068 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $240,000 | 3,047 |
| Available-for-sale securities (fair market value) | $6,171,000 | 6,114 |
| Total debt securities | $6,411,000 | 6,594 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $6,400,000 | 6,616 |
| U.S. Government securities | $4,144,000 | 6,649 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,144,000 | 6,550 |
| Securities issued by states & political subdivisions | $2,256,000 | 4,069 |
| 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 | $3,992,000 | 4,865 |
| Mortgage-backed securities | $39,000 | 6,368 |
| Certificates of participation in pools of residential mortgages | $39,000 | 6,093 |
| Issued or guaranteed by U.S. | $39,000 | 6,071 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $240,000 | 3,068 |
| Available-for-sale securities (fair market value) | $6,160,000 | 6,086 |
| Total debt securities | $6,400,000 | 6,574 |
| 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 | $7,031,000 | 6,529 |
| U.S. Government securities | $4,129,000 | 6,686 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,129,000 | 6,591 |
| Securities issued by states & political subdivisions | $2,902,000 | 3,826 |
| 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 | $4,430,000 | 4,696 |
| Mortgage-backed securities | $40,000 | 6,389 |
| Certificates of participation in pools of residential mortgages | $40,000 | 6,107 |
| Issued or guaranteed by U.S. | $40,000 | 6,081 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $280,000 | 3,038 |
| Available-for-sale securities (fair market value) | $6,751,000 | 6,020 |
| Total debt securities | $7,031,000 | 6,468 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $7,949,000 | 6,360 |
| U.S. Government securities | $4,893,000 | 6,505 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,893,000 | 6,410 |
| Securities issued by states & political subdivisions | $3,056,000 | 3,771 |
| 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 | $4,689,000 | 4,571 |
| Mortgage-backed securities | $42,000 | 6,381 |
| Certificates of participation in pools of residential mortgages | $42,000 | 6,097 |
| Issued or guaranteed by U.S. | $42,000 | 6,067 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $280,000 | 3,081 |
| Available-for-sale securities (fair market value) | $7,669,000 | 5,860 |
| Total debt securities | $7,949,000 | 6,291 |
| 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 | $10,243,000 | 5,973 |
| U.S. Government securities | $7,118,000 | 5,975 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,118,000 | 5,865 |
| Securities issued by states & political subdivisions | $3,125,000 | 3,739 |
| 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 | $4,626,000 | 4,623 |
| Mortgage-backed securities | $47,000 | 6,305 |
| Certificates of participation in pools of residential mortgages | $47,000 | 6,010 |
| Issued or guaranteed by U.S. | $47,000 | 5,989 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $280,000 | 3,122 |
| Available-for-sale securities (fair market value) | $9,963,000 | 5,448 |
| Total debt securities | $10,243,000 | 5,908 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,284 |
| Fair value | $250,000 | 2,290 |
| 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 | $9,256,000 | 6,237 |
| U.S. Government securities | $6,147,000 | 6,339 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,147,000 | 6,231 |
| Securities issued by states & political subdivisions | $3,109,000 | 3,747 |
| 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 | $4,933,000 | 4,576 |
| Mortgage-backed securities | $48,000 | 6,269 |
| Certificates of participation in pools of residential mortgages | $48,000 | 5,965 |
| Issued or guaranteed by U.S. | $48,000 | 5,942 |
| 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) | $280,000 | 3,190 |
| Available-for-sale securities (fair market value) | $8,976,000 | 5,687 |
| Total debt securities | $9,256,000 | 6,172 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,309 |
| Fair value | $500,000 | 2,183 |
| 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 | $8,715,000 | 6,364 |
| U.S. Government securities | $5,366,000 | 6,626 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,366,000 | 6,500 |
| Securities issued by states & political subdivisions | $3,349,000 | 3,645 |
| 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 | $5,163,000 | 4,503 |
| Mortgage-backed securities | $49,000 | 6,291 |
| Certificates of participation in pools of residential mortgages | $49,000 | 5,980 |
| Issued or guaranteed by U.S. | $49,000 | 5,958 |
| 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) | $315,000 | 3,181 |
| Available-for-sale securities (fair market value) | $8,400,000 | 5,793 |
| Total debt securities | $8,715,000 | 6,309 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,418 |
| Fair value | $497,000 | 2,319 |
| 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 | $8,985,000 | 6,342 |
| U.S. Government securities | $5,622,000 | 6,585 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,622,000 | 6,456 |
| Securities issued by states & political subdivisions | $3,363,000 | 3,656 |
| 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 | $5,165,000 | 4,521 |
| Mortgage-backed securities | $50,000 | 6,306 |
| Certificates of participation in pools of residential mortgages | $50,000 | 5,998 |
| Issued or guaranteed by U.S. | $50,000 | 5,974 |
| 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) | $315,000 | 3,251 |
| Available-for-sale securities (fair market value) | $8,670,000 | 5,750 |
| Total debt securities | $8,985,000 | 6,280 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,490 |
| Fair value | $497,000 | 2,398 |
| 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 | $9,248,000 | 6,323 |
| U.S. Government securities | $5,875,000 | 6,549 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,875,000 | 6,416 |
| Securities issued by states & political subdivisions | $3,373,000 | 3,668 |
| 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 | $3,378,000 | 5,169 |
| Mortgage-backed securities | $51,000 | 6,324 |
| Certificates of participation in pools of residential mortgages | $51,000 | 6,011 |
| Issued or guaranteed by U.S. | $51,000 | 5,986 |
| 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) | $315,000 | 3,324 |
| Available-for-sale securities (fair market value) | $8,933,000 | 5,750 |
| Total debt securities | $9,248,000 | 6,267 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $8,456,000 | 6,546 |
| U.S. Government securities | $5,089,000 | 6,841 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,089,000 | 6,710 |
| Securities issued by states & political subdivisions | $3,367,000 | 3,629 |
| 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 | $3,664,000 | 5,071 |
| Mortgage-backed securities | $54,000 | 6,357 |
| Certificates of participation in pools of residential mortgages | $54,000 | 6,040 |
| Issued or guaranteed by U.S. | $54,000 | 6,009 |
| 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) | $315,000 | 3,402 |
| Available-for-sale securities (fair market value) | $8,141,000 | 5,922 |
| Total debt securities | $8,456,000 | 6,487 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $8,894,000 | 6,485 |
| U.S. Government securities | $5,490,000 | 6,742 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,490,000 | 6,607 |
| Securities issued by states & political subdivisions | $3,404,000 | 3,623 |
| 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 | $4,464,000 | 4,802 |
| Mortgage-backed securities | $56,000 | 6,393 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,074 |
| Issued or guaranteed by U.S. | $56,000 | 6,046 |
| 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) | $350,000 | 3,429 |
| Available-for-sale securities (fair market value) | $8,544,000 | 5,844 |
| Total debt securities | $8,894,000 | 6,423 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $8,843,000 | 6,545 |
| U.S. Government securities | $5,418,000 | 6,793 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,418,000 | 6,648 |
| Securities issued by states & political subdivisions | $3,425,000 | 3,632 |
| 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 | $4,731,000 | 4,715 |
| Mortgage-backed securities | $56,000 | 6,436 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,110 |
| Issued or guaranteed by U.S. | $56,000 | 6,087 |
| 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) | $350,000 | 3,483 |
| Available-for-sale securities (fair market value) | $8,493,000 | 5,910 |
| Total debt securities | $8,843,000 | 6,485 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $9,893,000 | 6,363 |
| U.S. Government securities | $6,331,000 | 6,542 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,331,000 | 6,396 |
| Securities issued by states & political subdivisions | $3,562,000 | 3,599 |
| 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 | $5,259,000 | 4,521 |
| Mortgage-backed securities | $60,000 | 6,491 |
| Certificates of participation in pools of residential mortgages | $60,000 | 6,148 |
| Issued or guaranteed by U.S. | $60,000 | 6,125 |
| 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) | $350,000 | 3,552 |
| Available-for-sale securities (fair market value) | $9,543,000 | 5,719 |
| Total debt securities | $9,893,000 | 6,306 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $10,431,000 | 6,244 |
| U.S. Government securities | $6,850,000 | 6,398 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,850,000 | 6,273 |
| Securities issued by states & political subdivisions | $3,581,000 | 3,587 |
| 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 | $6,132,000 | 4,259 |
| Mortgage-backed securities | $67,000 | 6,504 |
| Certificates of participation in pools of residential mortgages | $67,000 | 6,161 |
| Issued or guaranteed by U.S. | $67,000 | 6,143 |
| 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) | $350,000 | 3,596 |
| Available-for-sale securities (fair market value) | $10,081,000 | 5,587 |
| Total debt securities | $10,430,000 | 6,182 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $8,720,000 | 6,655 |
| U.S. Government securities | $5,109,000 | 6,959 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,109,000 | 6,812 |
| Securities issued by states & political subdivisions | $3,611,000 | 3,554 |
| 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 | $4,377,000 | 4,799 |
| Mortgage-backed securities | $71,000 | 6,541 |
| Certificates of participation in pools of residential mortgages | $71,000 | 6,204 |
| Issued or guaranteed by U.S. | $71,000 | 6,183 |
| 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) | $380,000 | 3,638 |
| Available-for-sale securities (fair market value) | $8,340,000 | 6,006 |
| Total debt securities | $8,720,000 | 6,601 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $9,040,000 | 6,636 |
| U.S. Government securities | $5,154,000 | 7,018 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,154,000 | 6,863 |
| Securities issued by states & political subdivisions | $3,886,000 | 3,448 |
| 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 | $5,664,000 | 4,407 |
| Mortgage-backed securities | $116,000 | 6,509 |
| Certificates of participation in pools of residential mortgages | $116,000 | 6,157 |
| Issued or guaranteed by U.S. | $116,000 | 6,134 |
| 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) | $380,000 | 3,684 |
| Available-for-sale securities (fair market value) | $8,660,000 | 5,981 |
| Total debt securities | $9,040,000 | 6,579 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $9,615,000 | 6,546 |
| U.S. Government securities | $5,233,000 | 7,031 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,233,000 | 6,874 |
| Securities issued by states & political subdivisions | $4,166,000 | 3,347 |
| Other domestic debt securities | $216,000 | 3,133 |
| 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 | $216,000 | 2,673 |
| 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 | $6,325,000 | 4,191 |
| Mortgage-backed securities | $125,000 | 6,536 |
| Certificates of participation in pools of residential mortgages | $125,000 | 6,175 |
| Issued or guaranteed by U.S. | $125,000 | 6,157 |
| 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) | $652,000 | 3,469 |
| Available-for-sale securities (fair market value) | $8,963,000 | 5,927 |
| Total debt securities | $9,615,000 | 6,484 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $10,228,000 | 6,454 |
| U.S. Government securities | $5,762,000 | 6,900 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,762,000 | 6,738 |
| Securities issued by states & political subdivisions | $4,248,000 | 3,335 |
| Other domestic debt securities | $218,000 | 3,186 |
| 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 | $218,000 | 2,737 |
| 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 | $5,198,000 | 4,531 |
| Mortgage-backed securities | $373,000 | 6,216 |
| Certificates of participation in pools of residential mortgages | $373,000 | 5,779 |
| Issued or guaranteed by U.S. | $373,000 | 5,766 |
| 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) | $631,000 | 3,560 |
| Available-for-sale securities (fair market value) | $9,597,000 | 5,837 |
| Total debt securities | $10,228,000 | 6,381 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $10,468,000 | 6,477 |
| U.S. Government securities | $5,821,000 | 6,948 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,821,000 | 6,786 |
| Securities issued by states & political subdivisions | $4,422,000 | 3,265 |
| Other domestic debt securities | $225,000 | 3,283 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,279 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $224,000 | 2,845 |
| 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 | $6,630,000 | 4,079 |
| Mortgage-backed securities | $375,000 | 6,292 |
| Certificates of participation in pools of residential mortgages | $375,000 | 5,851 |
| Issued or guaranteed by U.S. | $374,000 | 5,840 |
| Privately issued | $1,000 | 220 |
| 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) | $652,000 | 3,569 |
| Available-for-sale securities (fair market value) | $9,816,000 | 5,859 |
| Total debt securities | $10,468,000 | 6,402 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $11,709,000 | 6,204 |
| U.S. Government securities | $6,821,000 | 6,579 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,821,000 | 6,423 |
| Securities issued by states & political subdivisions | $4,664,000 | 3,202 |
| Other domestic debt securities | $224,000 | 3,380 |
| 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 | $224,000 | 2,925 |
| 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 | $7,615,000 | 3,770 |
| Mortgage-backed securities | $423,000 | 6,261 |
| Certificates of participation in pools of residential mortgages | $384,000 | 5,854 |
| Issued or guaranteed by U.S. | $384,000 | 5,839 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $39,000 | 3,789 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,454 |
| 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) | $652,000 | 3,618 |
| Available-for-sale securities (fair market value) | $11,057,000 | 5,619 |
| Total debt securities | $11,709,000 | 6,122 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $11,942,000 | 6,227 |
| U.S. Government securities | $6,855,000 | 6,639 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,855,000 | 6,467 |
| Securities issued by states & political subdivisions | $4,861,000 | 3,149 |
| Other domestic debt securities | $226,000 | 3,430 |
| 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 | $226,000 | 3,066 |
| 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 | $5,391,000 | 4,328 |
| Mortgage-backed securities | $607,000 | 6,104 |
| Certificates of participation in pools of residential mortgages | $520,000 | 5,743 |
| Issued or guaranteed by U.S. | $520,000 | 5,724 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $87,000 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $87,000 | 3,540 |
| 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) | $652,000 | 3,659 |
| Available-for-sale securities (fair market value) | $11,290,000 | 5,606 |
| Total debt securities | $11,941,000 | 6,137 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $8,477,000 | 6,888 |
| U.S. Government securities | $3,420,000 | 7,673 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,420,000 | 7,477 |
| Securities issued by states & political subdivisions | $4,829,000 | 3,135 |
| Other domestic debt securities | $228,000 | 3,549 |
| 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 | $228,000 | 3,177 |
| 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 | $6,153,000 | 4,034 |
| Mortgage-backed securities | $822,000 | 5,954 |
| Certificates of participation in pools of residential mortgages | $822,000 | 5,449 |
| Issued or guaranteed by U.S. | $822,000 | 5,425 |
| 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) | $652,000 | 3,710 |
| Available-for-sale securities (fair market value) | $7,825,000 | 6,249 |
| Total debt securities | $8,477,000 | 6,802 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $10,481,000 | 6,373 |
| U.S. Government securities | $5,711,000 | 6,836 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,711,000 | 6,652 |
| Securities issued by states & political subdivisions | $4,541,000 | 3,195 |
| Other domestic debt securities | $229,000 | 3,605 |
| 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 | $229,000 | 3,213 |
| 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 | $6,132,000 | 3,991 |
| Mortgage-backed securities | $2,910,000 | 4,869 |
| Certificates of participation in pools of residential mortgages | $2,910,000 | 4,192 |
| Issued or guaranteed by U.S. | $2,910,000 | 4,178 |
| 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) | $254,000 | 4,185 |
| Available-for-sale securities (fair market value) | $10,227,000 | 5,682 |
| Total debt securities | $10,481,000 | 6,275 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $9,460,000 | 6,606 |
| U.S. Government securities | $4,805,000 | 7,223 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,805,000 | 7,024 |
| Securities issued by states & political subdivisions | $4,655,000 | 3,076 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,838,000 | 4,130 |
| Mortgage-backed securities | $1,485,000 | 5,620 |
| Certificates of participation in pools of residential mortgages | $1,485,000 | 4,979 |
| Issued or guaranteed by U.S. | $1,485,000 | 4,964 |
| 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) | $254,000 | 4,256 |
| Available-for-sale securities (fair market value) | $9,206,000 | 5,897 |
| Total debt securities | $9,460,000 | 6,511 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $9,517,000 | 6,624 |
| U.S. Government securities | $4,873,000 | 7,215 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,873,000 | 7,013 |
| Securities issued by states & political subdivisions | $4,644,000 | 3,047 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,295,000 | 4,699 |
| Mortgage-backed securities | $532,000 | 6,304 |
| Certificates of participation in pools of residential mortgages | $532,000 | 5,782 |
| Issued or guaranteed by U.S. | $532,000 | 5,763 |
| 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) | $254,000 | 4,322 |
| Available-for-sale securities (fair market value) | $9,263,000 | 5,894 |
| Total debt securities | $9,518,000 | 6,526 |
| 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 | $8,227,000 | 6,977 |
| U.S. Government securities | $3,760,000 | 7,761 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,760,000 | 7,509 |
| Securities issued by states & political subdivisions | $4,467,000 | 3,074 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,255,000 | 5,195 |
| Mortgage-backed securities | $545,000 | 6,293 |
| Certificates of participation in pools of residential mortgages | $545,000 | 5,657 |
| Issued or guaranteed by U.S. | $545,000 | 5,636 |
| 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) | $256,000 | 4,579 |
| Available-for-sale securities (fair market value) | $7,971,000 | 6,148 |
| Total debt securities | $8,227,000 | 6,873 |
| 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 | $9,722,000 | 6,883 |
| U.S. Government securities | $5,312,000 | 7,629 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,312,000 | 7,280 |
| Securities issued by states & political subdivisions | $4,159,000 | 3,130 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $251,000 | 5,353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,817,000 | 5,211 |
| Mortgage-backed securities | $1,093,000 | 5,447 |
| Certificates of participation in pools of residential mortgages | $1,093,000 | 4,694 |
| Issued or guaranteed by U.S. | $1,093,000 | 4,679 |
| 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) | $258,000 | 5,201 |
| Available-for-sale securities (fair market value) | $9,464,000 | 5,861 |
| Total debt securities | $9,471,000 | 6,823 |
| 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 | $11,708,000 | 6,594 |
| U.S. Government securities | $8,101,000 | 6,750 |
| U.S. Treasury securities | $804,000 | 3,993 |
| U.S. Government agency obligations | $7,297,000 | 6,526 |
| Securities issued by states & political subdivisions | $3,268,000 | 3,741 |
| Other domestic debt securities | $99,000 | 3,546 |
| 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 | $99,000 | 3,010 |
| Foreign debt securities | NA | NA |
| Equity securities | $240,000 | 5,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,283,000 | 5,518 |
| Mortgage-backed securities | $2,958,000 | 4,497 |
| Certificates of participation in pools of residential mortgages | $2,958,000 | 3,605 |
| Issued or guaranteed by U.S. | $2,958,000 | 3,590 |
| 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) | $359,000 | 5,502 |
| Available-for-sale securities (fair market value) | $11,349,000 | 5,517 |
| Total debt securities | $11,468,000 | 6,551 |
| 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 | $9,819,000 | 7,170 |
| U.S. Government securities | $6,558,000 | 7,319 |
| U.S. Treasury securities | $805,000 | 5,428 |
| U.S. Government agency obligations | $5,753,000 | 6,838 |
| Securities issued by states & political subdivisions | $3,098,000 | 3,913 |
| Other domestic debt securities | $98,000 | 3,513 |
| 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 | $98,000 | 2,934 |
| Foreign debt securities | NA | NA |
| Equity securities | $65,000 | 6,909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,264,000 | 5,927 |
| Mortgage-backed securities | $1,831,000 | 5,436 |
| Certificates of participation in pools of residential mortgages | $1,831,000 | 4,514 |
| Issued or guaranteed by U.S. | $1,831,000 | 4,495 |
| 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) | $359,000 | 6,042 |
| Available-for-sale securities (fair market value) | $9,460,000 | 5,923 |
| Total debt securities | $9,754,000 | 7,042 |
| 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 | $7,916,000 | 8,124 |
| U.S. Government securities | $5,005,000 | 8,557 |
| U.S. Treasury securities | $2,256,000 | 4,877 |
| U.S. Government agency obligations | $2,749,000 | 8,587 |
| Securities issued by states & political subdivisions | $983,000 | 5,851 |
| Other domestic debt securities | $1,355,000 | 1,620 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,355,000 | 1,282 |
| Foreign debt securities | NA | NA |
| Equity securities | $573,000 | 3,336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,956,000 | 6,553 |
| Mortgage-backed securities | $2,252,000 | 5,225 |
| Certificates of participation in pools of residential mortgages | $2,252,000 | 4,209 |
| Issued or guaranteed by U.S. | $2,252,000 | 4,196 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $735,000 | 6,564 |
| Available-for-sale securities (fair market value) | $7,181,000 | 6,646 |
| Total debt securities | $7,343,000 | 8,187 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,971,000 | 8,998 |
| U.S. Government securities | $5,036,000 | 9,129 |
| U.S. Treasury securities | $2,095,000 | 5,818 |
| U.S. Government agency obligations | $2,941,000 | 8,874 |
| Securities issued by states & political subdivisions | $1,141,000 | 5,872 |
| Other domestic debt securities | $744,000 | 2,344 |
| 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 | $744,000 | 1,786 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 7,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $748,000 | 8,230 |
| Mortgage-backed securities | $2,738,000 | 5,371 |
| Certificates of participation in pools of residential mortgages | $2,738,000 | 4,254 |
| Issued or guaranteed by U.S. | $2,738,000 | 4,233 |
| 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) | $1,088,000 | 6,923 |
| Available-for-sale securities (fair market value) | $5,883,000 | 7,382 |
| Total debt securities | $6,921,000 | 8,921 |
| 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 | $8,234,000 | 8,905 |
| U.S. Government securities | $6,659,000 | 8,778 |
| U.S. Treasury securities | $1,601,000 | 7,599 |
| U.S. Government agency obligations | $5,058,000 | 7,670 |
| Securities issued by states & political subdivisions | $1,329,000 | 5,805 |
| Other domestic debt securities | $197,000 | 4,075 |
| 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 | $197,000 | 3,219 |
| Foreign debt securities | NA | NA |
| Equity securities | $49,000 | 7,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 8,661 |
| Mortgage-backed securities | $3,199,000 | 5,381 |
| Certificates of participation in pools of residential mortgages | $3,199,000 | 4,045 |
| Issued or guaranteed by U.S. | $3,199,000 | 4,020 |
| 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) | $2,006,000 | 6,656 |
| Available-for-sale securities (fair market value) | $6,228,000 | 7,459 |
| Total debt securities | $8,185,000 | 8,813 |
| Structured notes | ||
| Amortized cost | $1,853,000 | 1,856 |
| Fair value | $1,859,000 | 1,830 |
| 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 | $7,535,000 | 9,715 |
| U.S. Government securities | $6,524,000 | 9,366 |
| U.S. Treasury securities | $2,587,000 | 7,544 |
| U.S. Government agency obligations | $3,937,000 | 8,441 |
| Securities issued by states & political subdivisions | $580,000 | 7,487 |
| Other domestic debt securities | $382,000 | 3,944 |
| 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 | $382,000 | 3,159 |
| Foreign debt securities | NA | NA |
| Equity securities | $49,000 | 6,986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $604,000 | 9,027 |
| Mortgage-backed securities | $3,542,000 | 5,493 |
| Certificates of participation in pools of residential mortgages | $3,542,000 | 4,038 |
| Issued or guaranteed by U.S. | $3,542,000 | 4,011 |
| 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) | $3,176,000 | 9,197 |
| Available-for-sale securities (fair market value) | $4,359,000 | 7,247 |
| Total debt securities | $7,486,000 | 9,642 |
| 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 | $4,406,000 | 11,559 |
| U.S. Government securities | $3,788,000 | 11,224 |
| U.S. Treasury securities | $1,408,000 | 9,341 |
| U.S. Government agency obligations | $2,380,000 | 9,915 |
| Securities issued by states & political subdivisions | $371,000 | 8,239 |
| Other domestic debt securities | $201,000 | 5,282 |
| 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 | $201,000 | 4,135 |
| Foreign debt securities | NA | NA |
| Equity securities | $46,000 | 6,882 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,210,000 | 8,159 |
| Mortgage-backed securities | $2,380,000 | 6,910 |
| Certificates of participation in pools of residential mortgages | $2,380,000 | 5,386 |
| Issued or guaranteed by U.S. | $2,380,000 | 5,348 |
| 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 | $4,360,000 | 11,444 |
| 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 | $903,000 | 13,485 |
| U.S. Government securities | $202,000 | 13,535 |
| U.S. Treasury securities | $202,000 | 11,872 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $248,000 | 8,580 |
| Other domestic debt securities | $406,000 | 5,382 |
| 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 | $406,000 | 4,090 |
| Foreign debt securities | NA | NA |
| Equity securities | $47,000 | 6,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,000 | 10,480 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| 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 | $856,000 | 13,391 |
| 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 |