Home > Georgia First Bank > Securities
Georgia First Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $5,128,000 | 4,222 |
| U.S. Government securities | $4,628,000 | 3,990 |
| U.S. Treasury securities | $4,536,000 | 1,907 |
| U.S. Government agency obligations | $92,000 | 4,207 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $500,000 | 2,119 |
| 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 | $500,000 | 1,687 |
| 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 | $30,000 | 3,936 |
| Mortgage-backed securities | $92,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $39,000 | 3,570 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 2,613 |
| 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) | $5,128,000 | 3,962 |
| Total debt securities | $5,128,000 | 4,196 |
| 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 | $5,611,000 | 4,226 |
| U.S. Government securities | $5,111,000 | 3,977 |
| U.S. Treasury securities | $4,510,000 | 1,941 |
| U.S. Government agency obligations | $601,000 | 4,141 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $500,000 | 2,114 |
| 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 | $500,000 | 1,692 |
| 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 | $32,000 | 3,947 |
| Mortgage-backed securities | $94,000 | 3,736 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $40,000 | 3,592 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 2,611 |
| 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) | $5,611,000 | 3,944 |
| Total debt securities | $5,611,000 | 4,199 |
| 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 | $4,025,000 | 4,334 |
| U.S. Government securities | $3,525,000 | 4,150 |
| U.S. Treasury securities | $2,922,000 | 2,211 |
| U.S. Government agency obligations | $603,000 | 4,177 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $500,000 | 2,129 |
| 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 | $500,000 | 1,703 |
| 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 | $35,000 | 3,958 |
| Mortgage-backed securities | $100,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $42,000 | 3,607 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 2,615 |
| 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) | $4,025,000 | 4,062 |
| Total debt securities | $4,025,000 | 4,307 |
| 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 | $5,677,000 | 4,331 |
| U.S. Government securities | $5,177,000 | 4,095 |
| U.S. Treasury securities | $4,569,000 | 2,051 |
| U.S. Government agency obligations | $608,000 | 4,198 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $500,000 | 2,185 |
| 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 | $500,000 | 1,749 |
| 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 | $38,000 | 3,976 |
| Mortgage-backed securities | $107,000 | 3,804 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $44,000 | 3,654 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 2,646 |
| 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) | $5,677,000 | 4,045 |
| Total debt securities | $5,677,000 | 4,304 |
| 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 | $5,651,000 | 4,369 |
| U.S. Government securities | $5,151,000 | 4,113 |
| U.S. Treasury securities | $4,539,000 | 2,097 |
| U.S. Government agency obligations | $612,000 | 4,218 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $500,000 | 2,212 |
| 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 | $500,000 | 1,764 |
| 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 | $41,000 | 3,958 |
| Mortgage-backed securities | $114,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $45,000 | 3,692 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 2,662 |
| 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) | $5,651,000 | 4,079 |
| Total debt securities | $5,651,000 | 4,346 |
| 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 | $5,652,000 | 4,401 |
| U.S. Government securities | $5,152,000 | 4,135 |
| U.S. Treasury securities | $4,143,000 | 2,197 |
| U.S. Government agency obligations | $1,009,000 | 4,185 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $500,000 | 2,174 |
| 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 | $500,000 | 1,769 |
| 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 | $44,000 | 3,983 |
| Mortgage-backed securities | $132,000 | 3,852 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $58,000 | 3,703 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 2,674 |
| 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) | $5,652,000 | 4,117 |
| Total debt securities | $5,652,000 | 4,376 |
| 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 | $5,919,000 | 4,412 |
| U.S. Government securities | $5,419,000 | 4,132 |
| U.S. Treasury securities | $4,391,000 | 2,130 |
| U.S. Government agency obligations | $1,028,000 | 4,209 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $500,000 | 2,050 |
| 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 | $500,000 | 1,762 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,492,000 | 3,353 |
| Mortgage-backed securities | $143,000 | 3,895 |
| Certificates of participation in pools of residential mortgages | $62,000 | 3,797 |
| Issued or guaranteed by U.S. | $62,000 | 3,727 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $81,000 | 2,766 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 2,695 |
| 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) | $5,919,000 | 4,137 |
| Total debt securities | $5,919,000 | 4,394 |
| 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 | $5,981,000 | 4,361 |
| U.S. Government securities | $5,481,000 | 4,049 |
| U.S. Treasury securities | $4,419,000 | 1,901 |
| U.S. Government agency obligations | $1,062,000 | 4,203 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $500,000 | 2,046 |
| 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 | $500,000 | 1,752 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,463,000 | 3,348 |
| Mortgage-backed securities | $169,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $80,000 | 3,805 |
| Issued or guaranteed by U.S. | $80,000 | 3,741 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $89,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 2,686 |
| 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) | $5,981,000 | 4,107 |
| Total debt securities | $5,981,000 | 4,342 |
| 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 | $4,527,000 | 4,415 |
| U.S. Government securities | $4,027,000 | 4,084 |
| U.S. Treasury securities | $2,932,000 | 1,645 |
| U.S. Government agency obligations | $1,095,000 | 4,211 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $500,000 | 2,018 |
| 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 | $500,000 | 1,706 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,463,000 | 3,363 |
| Mortgage-backed securities | $182,000 | 3,908 |
| Certificates of participation in pools of residential mortgages | $84,000 | 3,820 |
| Issued or guaranteed by U.S. | $84,000 | 3,743 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $98,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $98,000 | 2,680 |
| 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) | $4,527,000 | 4,185 |
| Total debt securities | $4,527,000 | 4,397 |
| 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 | $4,568,000 | 4,450 |
| U.S. Government securities | $4,068,000 | 4,081 |
| U.S. Treasury securities | $2,946,000 | 1,419 |
| U.S. Government agency obligations | $1,122,000 | 4,253 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $500,000 | 1,975 |
| 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 | $500,000 | 1,648 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,450,000 | 3,383 |
| Mortgage-backed securities | $200,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $88,000 | 3,868 |
| Issued or guaranteed by U.S. | $88,000 | 3,798 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $112,000 | 2,762 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 2,701 |
| 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) | $4,568,000 | 4,213 |
| Total debt securities | $4,568,000 | 4,427 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $4,045,000 | 4,489 |
| U.S. Government securities | $3,545,000 | 4,143 |
| U.S. Treasury securities | $2,399,000 | 1,382 |
| U.S. Government agency obligations | $1,146,000 | 4,290 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $500,000 | 1,968 |
| 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 | $500,000 | 1,604 |
| 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 | $2,924,000 | 3,473 |
| Mortgage-backed securities | $220,000 | 3,974 |
| Certificates of participation in pools of residential mortgages | $92,000 | 3,880 |
| Issued or guaranteed by U.S. | $92,000 | 3,808 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $128,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 2,684 |
| 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) | $4,045,000 | 4,252 |
| Total debt securities | $4,045,000 | 4,467 |
| 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 | $3,517,000 | 4,496 |
| U.S. Government securities | $3,017,000 | 4,145 |
| U.S. Treasury securities | $1,849,000 | 1,194 |
| U.S. Government agency obligations | $1,168,000 | 4,263 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $500,000 | 1,944 |
| 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 | $500,000 | 1,550 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,391,000 | 3,557 |
| Mortgage-backed securities | $237,000 | 3,958 |
| Certificates of participation in pools of residential mortgages | $97,000 | 3,874 |
| Issued or guaranteed by U.S. | $97,000 | 3,795 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $140,000 | 2,709 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 2,657 |
| 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) | $3,517,000 | 4,261 |
| Total debt securities | $3,517,000 | 4,473 |
| 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 | $3,392,000 | 4,491 |
| U.S. Government securities | $2,969,000 | 4,084 |
| U.S. Treasury securities | $1,777,000 | 852 |
| U.S. Government agency obligations | $1,192,000 | 4,225 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $423,000 | 1,932 |
| 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 | $423,000 | 1,540 |
| 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 | $2,380,000 | 3,555 |
| Mortgage-backed securities | $255,000 | 3,950 |
| Certificates of participation in pools of residential mortgages | $105,000 | 3,860 |
| Issued or guaranteed by U.S. | $105,000 | 3,790 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $150,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $150,000 | 2,655 |
| 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) | $3,392,000 | 4,260 |
| Total debt securities | $3,392,000 | 4,468 |
| 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 | $3,422,000 | 4,504 |
| U.S. Government securities | $3,000,000 | 4,090 |
| U.S. Treasury securities | $1,782,000 | 850 |
| U.S. Government agency obligations | $1,218,000 | 4,242 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $422,000 | 1,917 |
| 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 | $422,000 | 1,521 |
| 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 | $2,405,000 | 3,589 |
| Mortgage-backed securities | $277,000 | 3,951 |
| Certificates of participation in pools of residential mortgages | $111,000 | 3,861 |
| Issued or guaranteed by U.S. | $111,000 | 3,791 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $166,000 | 2,712 |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 2,659 |
| 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) | $3,422,000 | 4,271 |
| Total debt securities | $3,422,000 | 4,483 |
| 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 | $2,845,000 | 4,582 |
| U.S. Government securities | $2,422,000 | 4,211 |
| U.S. Treasury securities | $1,186,000 | 938 |
| U.S. Government agency obligations | $1,236,000 | 4,267 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $423,000 | 1,860 |
| 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 | $423,000 | 1,475 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,749,000 | 3,774 |
| Mortgage-backed securities | $294,000 | 3,962 |
| Certificates of participation in pools of residential mortgages | $119,000 | 3,861 |
| Issued or guaranteed by U.S. | $119,000 | 3,792 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $175,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 2,674 |
| 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) | $2,845,000 | 4,354 |
| Total debt securities | $2,845,000 | 4,562 |
| 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 | $4,639,000 | 4,465 |
| U.S. Government securities | $4,216,000 | 3,988 |
| U.S. Treasury securities | $2,983,000 | 789 |
| U.S. Government agency obligations | $1,233,000 | 4,351 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $423,000 | 1,790 |
| 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 | $423,000 | 1,384 |
| 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 | $2,232,000 | 3,666 |
| Mortgage-backed securities | $308,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $124,000 | 3,889 |
| Issued or guaranteed by U.S. | $124,000 | 3,811 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $184,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 2,666 |
| 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) | $4,639,000 | 4,216 |
| Total debt securities | $4,639,000 | 4,442 |
| 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 | $4,614,000 | 4,529 |
| U.S. Government securities | $4,191,000 | 4,073 |
| U.S. Treasury securities | $2,952,000 | 843 |
| U.S. Government agency obligations | $1,239,000 | 4,417 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $423,000 | 1,754 |
| 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 | $423,000 | 1,355 |
| 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 | $2,189,000 | 3,750 |
| Mortgage-backed securities | $332,000 | 4,002 |
| Certificates of participation in pools of residential mortgages | $136,000 | 3,901 |
| Issued or guaranteed by U.S. | $136,000 | 3,833 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $196,000 | 2,724 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 2,672 |
| 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) | $4,614,000 | 4,284 |
| Total debt securities | $4,614,000 | 4,507 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $6,218,000 | 4,457 |
| U.S. Government securities | $5,795,000 | 3,937 |
| U.S. Treasury securities | $4,519,000 | 710 |
| U.S. Government agency obligations | $1,276,000 | 4,500 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $423,000 | 1,790 |
| 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 | $423,000 | 1,356 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,205,000 | 3,815 |
| Mortgage-backed securities | $367,000 | 4,032 |
| Certificates of participation in pools of residential mortgages | $149,000 | 3,928 |
| Issued or guaranteed by U.S. | $149,000 | 3,858 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $218,000 | 2,729 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 2,676 |
| 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) | $6,218,000 | 4,205 |
| Total debt securities | $6,218,000 | 4,434 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $6,490,000 | 4,493 |
| U.S. Government securities | $6,067,000 | 3,971 |
| U.S. Treasury securities | $4,762,000 | 700 |
| U.S. Government agency obligations | $1,305,000 | 4,560 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $423,000 | 1,779 |
| 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 | $423,000 | 1,385 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,222,000 | 3,858 |
| Mortgage-backed securities | $400,000 | 4,035 |
| Certificates of participation in pools of residential mortgages | $164,000 | 3,944 |
| Issued or guaranteed by U.S. | $164,000 | 3,880 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $236,000 | 2,726 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 2,670 |
| 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) | $6,490,000 | 4,238 |
| Total debt securities | $6,490,000 | 4,468 |
| 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 | $4,911,000 | 4,699 |
| U.S. Government securities | $4,488,000 | 4,237 |
| U.S. Treasury securities | $3,168,000 | 841 |
| U.S. Government agency obligations | $1,320,000 | 4,618 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $423,000 | 1,784 |
| 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 | $423,000 | 1,391 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,117,000 | 3,937 |
| Mortgage-backed securities | $430,000 | 4,057 |
| Certificates of participation in pools of residential mortgages | $178,000 | 3,973 |
| Issued or guaranteed by U.S. | $178,000 | 3,899 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $252,000 | 2,731 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 2,673 |
| 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) | $4,911,000 | 4,437 |
| Total debt securities | $4,911,000 | 4,680 |
| 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 | $4,971,000 | 4,724 |
| U.S. Government securities | $4,470,000 | 4,270 |
| U.S. Treasury securities | $3,149,000 | 843 |
| U.S. Government agency obligations | $1,321,000 | 4,648 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $501,000 | 1,701 |
| 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 | $501,000 | 1,318 |
| 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 | $1,667,000 | 4,080 |
| Mortgage-backed securities | $451,000 | 4,082 |
| Certificates of participation in pools of residential mortgages | $191,000 | 3,995 |
| Issued or guaranteed by U.S. | $191,000 | 3,938 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $260,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $260,000 | 2,680 |
| 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) | $4,971,000 | 4,462 |
| Total debt securities | $4,971,000 | 4,706 |
| 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 | $4,644,000 | 4,825 |
| U.S. Government securities | $4,142,000 | 4,375 |
| U.S. Treasury securities | $2,283,000 | 939 |
| U.S. Government agency obligations | $1,859,000 | 4,617 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $502,000 | 1,669 |
| 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 | $502,000 | 1,328 |
| 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 | $462,000 | 4,480 |
| Mortgage-backed securities | $499,000 | 4,117 |
| Certificates of participation in pools of residential mortgages | $208,000 | 4,045 |
| Issued or guaranteed by U.S. | $208,000 | 4,024 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $291,000 | 2,729 |
| CMOs issued by government agencies or sponsored agencies | $291,000 | 2,670 |
| 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) | $4,644,000 | 4,551 |
| Total debt securities | $4,644,000 | 4,805 |
| 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 | $4,966,000 | 4,854 |
| U.S. Government securities | $4,464,000 | 4,372 |
| U.S. Treasury securities | $2,285,000 | 907 |
| U.S. Government agency obligations | $2,179,000 | 4,594 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $502,000 | 1,866 |
| 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 | $502,000 | 1,336 |
| 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 | $473,000 | 4,526 |
| Mortgage-backed securities | $541,000 | 4,154 |
| Certificates of participation in pools of residential mortgages | $231,000 | 4,086 |
| Issued or guaranteed by U.S. | $231,000 | 3,951 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $310,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $310,000 | 2,678 |
| 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) | $4,966,000 | 4,577 |
| Total debt securities | $4,966,000 | 4,834 |
| 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 | $3,989,000 | 5,001 |
| U.S. Government securities | $3,488,000 | 4,591 |
| U.S. Treasury securities | $1,236,000 | 1,062 |
| U.S. Government agency obligations | $2,252,000 | 4,662 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $501,000 | 1,686 |
| 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 | $501,000 | 1,367 |
| 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 | $3,534,000 | 3,794 |
| Mortgage-backed securities | $612,000 | 4,168 |
| Certificates of participation in pools of residential mortgages | $257,000 | 4,109 |
| Issued or guaranteed by U.S. | $257,000 | 4,102 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $355,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $355,000 | 2,652 |
| 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) | $3,989,000 | 4,726 |
| Total debt securities | $3,989,000 | 4,982 |
| 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 | $4,029,000 | 5,054 |
| U.S. Government securities | $3,528,000 | 4,617 |
| U.S. Treasury securities | $1,173,000 | 1,007 |
| U.S. Government agency obligations | $2,355,000 | 4,705 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $501,000 | 1,700 |
| 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 | $501,000 | 1,396 |
| 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 | $1,111,000 | 4,442 |
| Mortgage-backed securities | $696,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $277,000 | 4,145 |
| Issued or guaranteed by U.S. | $277,000 | 4,140 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $419,000 | 2,681 |
| CMOs issued by government agencies or sponsored agencies | $419,000 | 2,610 |
| 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) | $4,029,000 | 4,780 |
| Total debt securities | $4,029,000 | 5,036 |
| 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 | $3,677,000 | 5,160 |
| U.S. Government securities | $3,176,000 | 4,727 |
| U.S. Treasury securities | $662,000 | 1,142 |
| U.S. Government agency obligations | $2,514,000 | 4,725 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $501,000 | 1,728 |
| 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 | $501,000 | 1,432 |
| 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 | $1,206,000 | 4,482 |
| Mortgage-backed securities | $836,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $313,000 | 4,180 |
| Issued or guaranteed by U.S. | $313,000 | 4,176 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $523,000 | 2,621 |
| CMOs issued by government agencies or sponsored agencies | $523,000 | 2,560 |
| 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) | $3,677,000 | 4,868 |
| Total debt securities | $3,677,000 | 5,136 |
| 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 | $3,573,000 | 5,212 |
| U.S. Government securities | $3,072,000 | 4,792 |
| U.S. Treasury securities | $662,000 | 1,168 |
| U.S. Government agency obligations | $2,410,000 | 4,804 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $501,000 | 1,754 |
| 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 | $501,000 | 1,460 |
| 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 | $1,486,000 | 4,446 |
| Mortgage-backed securities | $979,000 | 4,162 |
| Certificates of participation in pools of residential mortgages | $335,000 | 4,201 |
| Issued or guaranteed by U.S. | $335,000 | 4,196 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $644,000 | 2,595 |
| CMOs issued by government agencies or sponsored agencies | $644,000 | 2,530 |
| 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) | $3,573,000 | 4,920 |
| Total debt securities | $3,573,000 | 5,191 |
| 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 | $3,685,000 | 5,275 |
| U.S. Government securities | $3,185,000 | 4,837 |
| U.S. Treasury securities | $663,000 | 1,209 |
| U.S. Government agency obligations | $2,522,000 | 4,833 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $500,000 | 1,818 |
| 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 | $500,000 | 1,498 |
| 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 | $1,401,000 | 4,517 |
| Mortgage-backed securities | $1,093,000 | 4,184 |
| Certificates of participation in pools of residential mortgages | $361,000 | 4,255 |
| Issued or guaranteed by U.S. | $361,000 | 4,251 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $732,000 | 2,600 |
| CMOs issued by government agencies or sponsored agencies | $732,000 | 2,536 |
| 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) | $3,685,000 | 4,969 |
| Total debt securities | $3,685,000 | 5,253 |
| 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 | $3,701,000 | 5,311 |
| U.S. Government securities | $3,201,000 | 4,839 |
| U.S. Treasury securities | $961,000 | 1,141 |
| U.S. Government agency obligations | $2,240,000 | 4,909 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $500,000 | 1,841 |
| 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 | $500,000 | 1,512 |
| 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 | $1,368,000 | 4,581 |
| Mortgage-backed securities | $1,189,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $393,000 | 4,273 |
| Issued or guaranteed by U.S. | $393,000 | 4,267 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $796,000 | 2,582 |
| CMOs issued by government agencies or sponsored agencies | $796,000 | 2,507 |
| 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) | $3,701,000 | 4,991 |
| Total debt securities | $3,701,000 | 5,287 |
| 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 | $3,928,000 | 5,328 |
| U.S. Government securities | $3,428,000 | 4,849 |
| U.S. Treasury securities | $708,000 | 1,038 |
| U.S. Government agency obligations | $2,720,000 | 4,866 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $500,000 | 1,853 |
| 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 | $500,000 | 1,515 |
| 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 | $1,799,000 | 4,514 |
| Mortgage-backed securities | $1,383,000 | 4,185 |
| Certificates of participation in pools of residential mortgages | $527,000 | 4,234 |
| Issued or guaranteed by U.S. | $527,000 | 4,230 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $856,000 | 2,579 |
| CMOs issued by government agencies or sponsored agencies | $856,000 | 2,510 |
| 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) | $3,928,000 | 5,005 |
| Total debt securities | $3,928,000 | 5,304 |
| 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 | $4,052,000 | 5,408 |
| U.S. Government securities | $3,552,000 | 4,936 |
| U.S. Treasury securities | $709,000 | 1,073 |
| U.S. Government agency obligations | $2,843,000 | 4,952 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $500,000 | 1,880 |
| 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 | $500,000 | 1,518 |
| 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 | $1,631,000 | 4,649 |
| Mortgage-backed securities | $1,501,000 | 4,202 |
| Certificates of participation in pools of residential mortgages | $582,000 | 4,264 |
| Issued or guaranteed by U.S. | $582,000 | 4,259 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $919,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $919,000 | 2,500 |
| 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) | $4,052,000 | 5,074 |
| Total debt securities | $4,052,000 | 5,387 |
| 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 | $4,162,000 | 5,464 |
| U.S. Government securities | $3,662,000 | 5,010 |
| U.S. Treasury securities | $705,000 | 1,099 |
| U.S. Government agency obligations | $2,957,000 | 5,027 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $500,000 | 1,890 |
| 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 | $500,000 | 1,520 |
| 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 | $1,678,000 | 4,680 |
| Mortgage-backed securities | $1,620,000 | 4,202 |
| Certificates of participation in pools of residential mortgages | $623,000 | 4,282 |
| Issued or guaranteed by U.S. | $623,000 | 4,278 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $997,000 | 2,558 |
| CMOs issued by government agencies or sponsored agencies | $997,000 | 2,484 |
| 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) | $4,162,000 | 5,118 |
| Total debt securities | $4,162,000 | 5,443 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $4,214,000 | 5,518 |
| U.S. Government securities | $3,682,000 | 5,079 |
| U.S. Treasury securities | $1,000,000 | 1,052 |
| U.S. Government agency obligations | $2,682,000 | 5,143 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $532,000 | 1,836 |
| 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 | $532,000 | 1,478 |
| 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 | $1,748,000 | 4,710 |
| Mortgage-backed securities | $1,351,000 | 4,295 |
| Certificates of participation in pools of residential mortgages | $696,000 | 4,278 |
| Issued or guaranteed by U.S. | $696,000 | 4,275 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $655,000 | 2,756 |
| CMOs issued by government agencies or sponsored agencies | $655,000 | 2,671 |
| 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) | $4,214,000 | 5,169 |
| Total debt securities | $4,214,000 | 5,491 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $4,760,000 | 5,548 |
| U.S. Government securities | $4,277,000 | 5,064 |
| U.S. Treasury securities | $1,006,000 | 984 |
| U.S. Government agency obligations | $3,271,000 | 5,138 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $483,000 | 1,945 |
| 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 | $483,000 | 1,572 |
| 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 | $1,798,000 | 4,760 |
| Mortgage-backed securities | $1,434,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $737,000 | 4,318 |
| Issued or guaranteed by U.S. | $737,000 | 4,313 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $697,000 | 2,776 |
| CMOs issued by government agencies or sponsored agencies | $697,000 | 2,691 |
| 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) | $4,760,000 | 5,177 |
| Total debt securities | $4,760,000 | 5,525 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $4,812,000 | 5,621 |
| U.S. Government securities | $4,361,000 | 5,161 |
| U.S. Treasury securities | $1,003,000 | 1,022 |
| U.S. Government agency obligations | $3,358,000 | 5,220 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $451,000 | 1,977 |
| 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 | $451,000 | 1,602 |
| 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 | $1,845,000 | 4,789 |
| Mortgage-backed securities | $1,527,000 | 4,389 |
| Certificates of participation in pools of residential mortgages | $787,000 | 4,376 |
| Issued or guaranteed by U.S. | $787,000 | 4,372 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $740,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $740,000 | 2,717 |
| 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) | $4,812,000 | 5,251 |
| Total debt securities | $4,812,000 | 5,596 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $4,912,000 | 5,667 |
| U.S. Government securities | $4,462,000 | 5,226 |
| U.S. Treasury securities | $1,006,000 | 1,000 |
| U.S. Government agency obligations | $3,456,000 | 5,288 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $450,000 | 2,033 |
| 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 | $450,000 | 1,634 |
| 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 | $1,689,000 | 4,894 |
| Mortgage-backed securities | $1,617,000 | 4,432 |
| Certificates of participation in pools of residential mortgages | $837,000 | 4,410 |
| Issued or guaranteed by U.S. | $837,000 | 4,405 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $780,000 | 2,827 |
| CMOs issued by government agencies or sponsored agencies | $780,000 | 2,735 |
| 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) | $4,912,000 | 5,303 |
| Total debt securities | $4,912,000 | 5,642 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $4,681,000 | 5,797 |
| U.S. Government securities | $4,229,000 | 5,352 |
| U.S. Treasury securities | $998,000 | 1,049 |
| U.S. Government agency obligations | $3,231,000 | 5,414 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $452,000 | 2,053 |
| 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 | $452,000 | 1,660 |
| 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 | $1,614,000 | 4,973 |
| Mortgage-backed securities | $1,406,000 | 4,579 |
| Certificates of participation in pools of residential mortgages | $890,000 | 4,469 |
| Issued or guaranteed by U.S. | $890,000 | 4,462 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $516,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $516,000 | 2,927 |
| 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) | $4,681,000 | 5,423 |
| Total debt securities | $4,681,000 | 5,777 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $5,221,000 | 5,807 |
| U.S. Government securities | $4,769,000 | 5,350 |
| U.S. Treasury securities | $1,396,000 | 942 |
| U.S. Government agency obligations | $3,373,000 | 5,477 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $452,000 | 2,118 |
| 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 | $452,000 | 1,696 |
| 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 | $1,719,000 | 5,012 |
| Mortgage-backed securities | $1,549,000 | 4,616 |
| Certificates of participation in pools of residential mortgages | $995,000 | 4,511 |
| Issued or guaranteed by U.S. | $995,000 | 4,508 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $554,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $554,000 | 2,947 |
| 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) | $5,221,000 | 5,433 |
| Total debt securities | $5,221,000 | 5,788 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $5,366,000 | 5,857 |
| U.S. Government securities | $4,913,000 | 5,401 |
| U.S. Treasury securities | $1,397,000 | 901 |
| U.S. Government agency obligations | $3,516,000 | 5,514 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $453,000 | 2,165 |
| 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 | $453,000 | 1,745 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,081,000 | 5,263 |
| Mortgage-backed securities | $1,689,000 | 4,641 |
| Certificates of participation in pools of residential mortgages | $1,090,000 | 4,515 |
| Issued or guaranteed by U.S. | $1,090,000 | 4,513 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $599,000 | 3,067 |
| CMOs issued by government agencies or sponsored agencies | $599,000 | 2,963 |
| 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) | $5,366,000 | 5,469 |
| Total debt securities | $5,366,000 | 5,837 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $5,067,000 | 5,950 |
| U.S. Government securities | $4,614,000 | 5,480 |
| U.S. Treasury securities | $1,000,000 | 873 |
| U.S. Government agency obligations | $3,614,000 | 5,542 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $453,000 | 2,218 |
| 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 | $453,000 | 1,786 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,118,000 | 5,287 |
| Mortgage-backed securities | $1,798,000 | 4,646 |
| Certificates of participation in pools of residential mortgages | $1,151,000 | 4,531 |
| Issued or guaranteed by U.S. | $1,151,000 | 4,527 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $647,000 | 3,067 |
| CMOs issued by government agencies or sponsored agencies | $647,000 | 2,966 |
| 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) | $5,067,000 | 5,566 |
| Total debt securities | $5,067,000 | 5,927 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $5,003,000 | 6,006 |
| U.S. Government securities | $4,549,000 | 5,522 |
| U.S. Treasury securities | $1,000,000 | 842 |
| U.S. Government agency obligations | $3,549,000 | 5,595 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $454,000 | 2,273 |
| 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 | $454,000 | 1,821 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,171,000 | 5,334 |
| Mortgage-backed securities | $1,933,000 | 4,646 |
| Certificates of participation in pools of residential mortgages | $1,225,000 | 4,526 |
| Issued or guaranteed by U.S. | $1,225,000 | 4,520 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $708,000 | 3,031 |
| CMOs issued by government agencies or sponsored agencies | $708,000 | 2,920 |
| 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) | $5,003,000 | 5,617 |
| Total debt securities | $5,003,000 | 5,982 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $5,202,000 | 6,034 |
| U.S. Government securities | $4,748,000 | 5,539 |
| U.S. Treasury securities | $999,000 | 845 |
| U.S. Government agency obligations | $3,749,000 | 5,629 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $454,000 | 2,330 |
| 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 | $454,000 | 1,857 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,237,000 | 5,365 |
| Mortgage-backed securities | $2,129,000 | 4,630 |
| Certificates of participation in pools of residential mortgages | $1,325,000 | 4,528 |
| Issued or guaranteed by U.S. | $1,325,000 | 4,523 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $804,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $804,000 | 2,890 |
| 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) | $5,202,000 | 5,646 |
| Total debt securities | $5,202,000 | 6,012 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $5,242,000 | 6,053 |
| U.S. Government securities | $4,788,000 | 5,541 |
| U.S. Treasury securities | $698,000 | 930 |
| U.S. Government agency obligations | $4,090,000 | 5,558 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $454,000 | 2,396 |
| 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 | $454,000 | 1,903 |
| 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 | $997,000 | 5,505 |
| Mortgage-backed securities | $2,378,000 | 4,579 |
| Certificates of participation in pools of residential mortgages | $1,461,000 | 4,451 |
| Issued or guaranteed by U.S. | $1,461,000 | 4,447 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $917,000 | 2,988 |
| CMOs issued by government agencies or sponsored agencies | $917,000 | 2,870 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $5,242,000 | 5,669 |
| Total debt securities | $5,242,000 | 6,026 |
| 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 | $5,471,000 | 6,061 |
| U.S. Government securities | $5,016,000 | 5,527 |
| U.S. Treasury securities | $700,000 | 949 |
| U.S. Government agency obligations | $4,316,000 | 5,549 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $455,000 | 2,387 |
| 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 | $455,000 | 1,876 |
| 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 | $1,085,000 | 5,501 |
| Mortgage-backed securities | $2,873,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $1,651,000 | 4,416 |
| Issued or guaranteed by U.S. | $1,651,000 | 4,414 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,222,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $1,222,000 | 2,781 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $5,471,000 | 5,695 |
| Total debt securities | $5,471,000 | 6,039 |
| 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 | $5,621,000 | 6,103 |
| U.S. Government securities | $4,415,000 | 5,688 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,415,000 | 5,572 |
| Securities issued by states & political subdivisions | $330,000 | 5,383 |
| Other domestic debt securities | $876,000 | 2,098 |
| 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 | $876,000 | 1,592 |
| 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 | $745,000 | 5,686 |
| Mortgage-backed securities | $3,020,000 | 4,512 |
| Certificates of participation in pools of residential mortgages | $1,894,000 | 4,355 |
| Issued or guaranteed by U.S. | $1,894,000 | 4,354 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,126,000 | 2,985 |
| CMOs issued by government agencies or sponsored agencies | $1,126,000 | 2,860 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $5,621,000 | 5,715 |
| Total debt securities | $5,621,000 | 6,076 |
| 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 | $6,455,000 | 6,087 |
| U.S. Government securities | $4,820,000 | 5,719 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,820,000 | 5,614 |
| Securities issued by states & political subdivisions | $332,000 | 5,427 |
| Other domestic debt securities | $1,303,000 | 1,864 |
| 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 | $1,303,000 | 1,405 |
| 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 | $847,000 | 5,726 |
| Mortgage-backed securities | $3,423,000 | 4,536 |
| Certificates of participation in pools of residential mortgages | $2,159,000 | 4,398 |
| Issued or guaranteed by U.S. | $2,159,000 | 4,396 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,264,000 | 3,007 |
| CMOs issued by government agencies or sponsored agencies | $1,264,000 | 2,883 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $6,455,000 | 5,695 |
| Total debt securities | $6,455,000 | 6,057 |
| 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 | $7,751,000 | 5,974 |
| U.S. Government securities | $5,113,000 | 5,729 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,113,000 | 5,633 |
| Securities issued by states & political subdivisions | $333,000 | 5,435 |
| Other domestic debt securities | $2,052,000 | 1,609 |
| 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 | $2,052,000 | 1,190 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $253,000 | 854 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $925,000 | 5,767 |
| Mortgage-backed securities | $3,952,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $2,350,000 | 4,381 |
| Issued or guaranteed by U.S. | $2,350,000 | 4,380 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,602,000 | 2,904 |
| CMOs issued by government agencies or sponsored agencies | $1,602,000 | 2,773 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $7,751,000 | 5,581 |
| Total debt securities | $7,498,000 | 5,975 |
| 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 | $8,906,000 | 5,867 |
| U.S. Government securities | $6,004,000 | 5,675 |
| U.S. Treasury securities | $495,000 | 1,010 |
| U.S. Government agency obligations | $5,509,000 | 5,649 |
| Securities issued by states & political subdivisions | $334,000 | 5,432 |
| Other domestic debt securities | $2,312,000 | 1,506 |
| 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 | $2,312,000 | 1,105 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $256,000 | 826 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,006,000 | 5,752 |
| Mortgage-backed securities | $4,020,000 | 4,474 |
| Certificates of participation in pools of residential mortgages | $2,593,000 | 4,319 |
| Issued or guaranteed by U.S. | $2,593,000 | 4,317 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,427,000 | 2,997 |
| CMOs issued by government agencies or sponsored agencies | $1,427,000 | 2,860 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $8,906,000 | 5,471 |
| Total debt securities | $8,650,000 | 5,880 |
| 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 | $9,761,000 | 5,766 |
| U.S. Government securities | $6,869,000 | 5,508 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,869,000 | 5,406 |
| Securities issued by states & political subdivisions | $333,000 | 5,430 |
| Other domestic debt securities | $2,300,000 | 1,497 |
| 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 | $2,300,000 | 1,042 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $259,000 | 817 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,078,000 | 5,447 |
| Mortgage-backed securities | $4,304,000 | 4,356 |
| Certificates of participation in pools of residential mortgages | $2,750,000 | 4,218 |
| Issued or guaranteed by U.S. | $2,750,000 | 4,211 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,554,000 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $1,554,000 | 2,697 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $9,761,000 | 5,349 |
| Total debt securities | $9,502,000 | 5,767 |
| 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 | $8,972,000 | 5,879 |
| U.S. Government securities | $6,524,000 | 5,568 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,524,000 | 5,453 |
| Securities issued by states & political subdivisions | $334,000 | 5,435 |
| Other domestic debt securities | $1,853,000 | 1,664 |
| 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 | $1,853,000 | 1,154 |
| Foreign debt securities | $261,000 | 128 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,148,000 | 5,434 |
| Mortgage-backed securities | $4,187,000 | 4,348 |
| Certificates of participation in pools of residential mortgages | $2,978,000 | 4,089 |
| Issued or guaranteed by U.S. | $2,978,000 | 4,074 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,209,000 | 3,027 |
| CMOs issued by government agencies or sponsored agencies | $1,209,000 | 2,790 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $8,972,000 | 5,442 |
| Total debt securities | $8,972,000 | 5,841 |
| 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 | $8,018,000 | 6,106 |
| U.S. Government securities | $6,393,000 | 5,733 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,393,000 | 5,613 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $1,428,000 | 1,729 |
| 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 | $1,428,000 | 1,174 |
| Foreign debt securities | $197,000 | 131 |
| 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 | $255,000 | 5,898 |
| Mortgage-backed securities | $2,730,000 | 4,670 |
| Certificates of participation in pools of residential mortgages | $1,731,000 | 4,485 |
| Issued or guaranteed by U.S. | $1,731,000 | 4,475 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $652,000 | 3,238 |
| CMOs issued by government agencies or sponsored agencies | $652,000 | 2,975 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $347,000 | 363 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $347,000 | 140 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $8,018,000 | 5,654 |
| Total debt securities | $8,018,000 | 6,073 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,000,000 | 2,552 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $7,713,000 | 6,136 |
| U.S. Government securities | $6,538,000 | 5,704 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,538,000 | 5,579 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $1,175,000 | 1,878 |
| 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 | $1,175,000 | 1,282 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,470,000 | 4,690 |
| Mortgage-backed securities | $2,558,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $1,499,000 | 4,554 |
| Issued or guaranteed by U.S. | $1,499,000 | 4,546 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $707,000 | 3,166 |
| CMOs issued by government agencies or sponsored agencies | $707,000 | 2,896 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $352,000 | 350 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $352,000 | 137 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,713,000 | 5,665 |
| Total debt securities | $7,713,000 | 6,106 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $1,001,000 | 2,529 |
| 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 | $9,640,000 | 5,765 |
| U.S. Government securities | $8,465,000 | 5,155 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,465,000 | 5,051 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,175,000 | 1,995 |
| 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 | $1,175,000 | 1,282 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,916,000 | 4,530 |
| Mortgage-backed securities | $1,875,000 | 4,815 |
| Certificates of participation in pools of residential mortgages | $1,077,000 | 4,657 |
| Issued or guaranteed by U.S. | $1,077,000 | 4,650 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $798,000 | 3,112 |
| CMOs issued by government agencies or sponsored agencies | $798,000 | 2,833 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $9,640,000 | 5,321 |
| Total debt securities | $9,640,000 | 5,728 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $1,002,000 | 2,385 |
| 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 | $11,022,000 | 5,522 |
| U.S. Government securities | $9,521,000 | 4,930 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,521,000 | 4,815 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,501,000 | 1,899 |
| 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 | $1,501,000 | 1,173 |
| 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 | $4,501,000 | 4,396 |
| Mortgage-backed securities | $2,188,000 | 4,739 |
| Certificates of participation in pools of residential mortgages | $1,338,000 | 4,528 |
| Issued or guaranteed by U.S. | $1,338,000 | 4,521 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $850,000 | 3,069 |
| CMOs issued by government agencies or sponsored agencies | $850,000 | 2,780 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $11,022,000 | 5,073 |
| Total debt securities | $11,022,000 | 5,484 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,003,000 | 2,482 |
| 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 | $11,941,000 | 5,418 |
| U.S. Government securities | $10,440,000 | 4,845 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,440,000 | 4,733 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $1,501,000 | 1,895 |
| 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 | $1,501,000 | 1,129 |
| 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 | $5,745,000 | 4,096 |
| Mortgage-backed securities | $2,472,000 | 4,674 |
| Certificates of participation in pools of residential mortgages | $1,530,000 | 4,496 |
| Issued or guaranteed by U.S. | $1,530,000 | 4,489 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $942,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $942,000 | 2,635 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $11,941,000 | 4,966 |
| Total debt securities | $11,941,000 | 5,386 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $12,416,000 | 5,391 |
| U.S. Government securities | $10,915,000 | 4,815 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,915,000 | 4,700 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,501,000 | 1,950 |
| 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 | $1,501,000 | 1,149 |
| 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 | $6,589,000 | 3,956 |
| Mortgage-backed securities | $2,653,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $1,669,000 | 4,560 |
| Issued or guaranteed by U.S. | $1,669,000 | 4,550 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $984,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $984,000 | 2,580 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $12,416,000 | 4,940 |
| Total debt securities | $12,416,000 | 5,350 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $13,327,000 | 5,257 |
| U.S. Government securities | $11,046,000 | 4,780 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,046,000 | 4,678 |
| Securities issued by states & political subdivisions | $306,000 | 5,479 |
| Other domestic debt securities | $1,975,000 | 1,839 |
| 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 | $1,975,000 | 1,071 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,628,000 | 5,616 |
| Mortgage-backed securities | $3,097,000 | 4,637 |
| Certificates of participation in pools of residential mortgages | $2,012,000 | 4,492 |
| Issued or guaranteed by U.S. | $2,012,000 | 4,486 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,085,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $1,085,000 | 2,499 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $13,327,000 | 4,815 |
| Total debt securities | $13,327,000 | 5,218 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,633 |
| Fair value | $298,000 | 2,644 |
| 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 | $13,358,000 | 5,288 |
| U.S. Government securities | $11,128,000 | 4,775 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,128,000 | 4,681 |
| Securities issued by states & political subdivisions | $310,000 | 5,507 |
| Other domestic debt securities | $1,920,000 | 1,961 |
| 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 | $1,920,000 | 1,151 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,707,000 | 5,599 |
| Mortgage-backed securities | $3,399,000 | 4,647 |
| Certificates of participation in pools of residential mortgages | $2,195,000 | 4,525 |
| Issued or guaranteed by U.S. | $2,195,000 | 4,518 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,204,000 | 2,788 |
| CMOs issued by government agencies or sponsored agencies | $1,204,000 | 2,430 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $13,358,000 | 4,847 |
| Total debt securities | $13,358,000 | 5,242 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,264 |
| Fair value | $302,000 | 2,260 |
| 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 | $15,189,000 | 5,019 |
| U.S. Government securities | $12,800,000 | 4,475 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,800,000 | 4,383 |
| Securities issued by states & political subdivisions | $479,000 | 5,380 |
| Other domestic debt securities | $1,910,000 | 1,984 |
| 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 | $1,910,000 | 1,166 |
| 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 | $8,317,000 | 3,661 |
| Mortgage-backed securities | $3,544,000 | 4,641 |
| Certificates of participation in pools of residential mortgages | $2,961,000 | 4,314 |
| Issued or guaranteed by U.S. | $2,961,000 | 4,300 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $583,000 | 3,137 |
| CMOs issued by government agencies or sponsored agencies | $583,000 | 2,777 |
| 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) | $190,000 | 3,047 |
| Available-for-sale securities (fair market value) | $14,999,000 | 4,605 |
| Total debt securities | $15,189,000 | 4,970 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,780 |
| Fair value | $301,000 | 1,778 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $14,730,000 | 5,134 |
| U.S. Government securities | $12,853,000 | 4,555 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,853,000 | 4,475 |
| Securities issued by states & political subdivisions | $486,000 | 5,305 |
| Other domestic debt securities | $1,391,000 | 2,125 |
| 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 | $1,391,000 | 1,364 |
| 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 | $9,471,000 | 3,505 |
| Mortgage-backed securities | $3,210,000 | 4,818 |
| Certificates of participation in pools of residential mortgages | $3,210,000 | 4,306 |
| Issued or guaranteed by U.S. | $3,210,000 | 4,294 |
| 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) | $190,000 | 3,085 |
| Available-for-sale securities (fair market value) | $14,540,000 | 4,671 |
| Total debt securities | $14,730,000 | 5,091 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,517 |
| Fair value | $297,000 | 1,533 |
| 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 | $15,206,000 | 5,082 |
| U.S. Government securities | $13,022,000 | 4,572 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,022,000 | 4,488 |
| Securities issued by states & political subdivisions | $489,000 | 5,261 |
| Other domestic debt securities | $1,695,000 | 1,943 |
| 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 | $1,695,000 | 1,220 |
| 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 | $9,081,000 | 3,596 |
| Mortgage-backed securities | $2,534,000 | 5,003 |
| Certificates of participation in pools of residential mortgages | $2,534,000 | 4,527 |
| Issued or guaranteed by U.S. | $2,534,000 | 4,515 |
| 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) | $190,000 | 3,111 |
| Available-for-sale securities (fair market value) | $15,016,000 | 4,607 |
| Total debt securities | $15,206,000 | 5,045 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,553 |
| Fair value | $301,000 | 1,558 |
| 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 | $14,714,000 | 5,110 |
| U.S. Government securities | $12,524,000 | 4,626 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,524,000 | 4,539 |
| Securities issued by states & political subdivisions | $492,000 | 5,245 |
| Other domestic debt securities | $1,698,000 | 1,906 |
| 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 | $1,698,000 | 1,202 |
| 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 | $6,630,000 | 4,104 |
| Mortgage-backed securities | $2,603,000 | 4,936 |
| Certificates of participation in pools of residential mortgages | $2,603,000 | 4,439 |
| Issued or guaranteed by U.S. | $2,603,000 | 4,426 |
| 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) | $190,000 | 3,131 |
| Available-for-sale securities (fair market value) | $14,524,000 | 4,622 |
| Total debt securities | $14,714,000 | 5,067 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,547 |
| Fair value | $295,000 | 1,563 |
| 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 | $14,921,000 | 5,130 |
| U.S. Government securities | $12,430,000 | 4,672 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,430,000 | 4,591 |
| Securities issued by states & political subdivisions | $491,000 | 5,294 |
| Other domestic debt securities | $2,000,000 | 1,833 |
| 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 | $2,000,000 | 1,183 |
| 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 | $6,347,000 | 4,156 |
| Mortgage-backed securities | $2,683,000 | 4,912 |
| Certificates of participation in pools of residential mortgages | $2,683,000 | 4,412 |
| Issued or guaranteed by U.S. | $2,683,000 | 4,396 |
| 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) | $190,000 | 3,151 |
| Available-for-sale securities (fair market value) | $14,731,000 | 4,657 |
| Total debt securities | $14,921,000 | 5,076 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,593 |
| Fair value | $290,000 | 1,618 |
| 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 | $14,998,000 | 5,116 |
| U.S. Government securities | $12,480,000 | 4,659 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,480,000 | 4,576 |
| Securities issued by states & political subdivisions | $494,000 | 5,305 |
| Other domestic debt securities | $2,024,000 | 1,735 |
| 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 | $2,024,000 | 1,120 |
| 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 | $6,175,000 | 4,150 |
| Mortgage-backed securities | $2,417,000 | 4,929 |
| Certificates of participation in pools of residential mortgages | $2,417,000 | 4,430 |
| Issued or guaranteed by U.S. | $2,417,000 | 4,413 |
| 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) | $190,000 | 3,198 |
| Available-for-sale securities (fair market value) | $14,808,000 | 4,656 |
| Total debt securities | $14,998,000 | 5,057 |
| 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 | $15,334,000 | 5,105 |
| U.S. Government securities | $12,807,000 | 4,724 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,807,000 | 4,624 |
| Securities issued by states & political subdivisions | $495,000 | 5,323 |
| Other domestic debt securities | $2,032,000 | 1,600 |
| 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 | $2,032,000 | 1,047 |
| 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 | $5,657,000 | 4,327 |
| Mortgage-backed securities | $2,466,000 | 4,677 |
| Certificates of participation in pools of residential mortgages | $2,466,000 | 4,138 |
| Issued or guaranteed by U.S. | $2,466,000 | 4,122 |
| 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) | $190,000 | 3,248 |
| Available-for-sale securities (fair market value) | $15,144,000 | 4,588 |
| Total debt securities | $15,334,000 | 5,057 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $14,143,000 | 5,342 |
| U.S. Government securities | $12,439,000 | 4,870 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,439,000 | 4,774 |
| Securities issued by states & political subdivisions | $190,000 | 5,764 |
| Other domestic debt securities | $1,514,000 | 1,726 |
| 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 | $1,514,000 | 1,180 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,407,000 | 4,416 |
| Mortgage-backed securities | $2,115,000 | 4,678 |
| Certificates of participation in pools of residential mortgages | $2,115,000 | 4,141 |
| Issued or guaranteed by U.S. | $2,115,000 | 4,128 |
| 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) | $190,000 | 3,318 |
| Available-for-sale securities (fair market value) | $13,953,000 | 4,801 |
| Total debt securities | $14,142,000 | 5,295 |
| Structured notes | ||
| Amortized cost | $399,000 | 2,410 |
| Fair value | $400,000 | 2,404 |
| 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 | $14,276,000 | 5,330 |
| U.S. Government securities | $12,558,000 | 4,872 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,558,000 | 4,764 |
| Securities issued by states & political subdivisions | $190,000 | 5,809 |
| Other domestic debt securities | $1,528,000 | 1,648 |
| 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 | $1,528,000 | 1,130 |
| 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 | $5,238,000 | 4,486 |
| Mortgage-backed securities | $2,163,000 | 4,640 |
| Certificates of participation in pools of residential mortgages | $2,163,000 | 4,083 |
| Issued or guaranteed by U.S. | $2,163,000 | 4,071 |
| 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) | $190,000 | 3,343 |
| Available-for-sale securities (fair market value) | $14,086,000 | 4,758 |
| Total debt securities | $14,276,000 | 5,287 |
| Structured notes | ||
| Amortized cost | $399,000 | 2,499 |
| Fair value | $398,000 | 2,490 |
| 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 | $14,258,000 | 5,373 |
| U.S. Government securities | $12,032,000 | 4,995 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,032,000 | 4,876 |
| Securities issued by states & political subdivisions | $190,000 | 5,872 |
| Other domestic debt securities | $2,036,000 | 1,493 |
| 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 | $2,036,000 | 997 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,861,000 | 4,643 |
| Mortgage-backed securities | $1,774,000 | 4,843 |
| Certificates of participation in pools of residential mortgages | $1,774,000 | 4,317 |
| Issued or guaranteed by U.S. | $1,774,000 | 4,300 |
| 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) | $190,000 | 3,415 |
| Available-for-sale securities (fair market value) | $14,068,000 | 4,788 |
| Total debt securities | $14,257,000 | 5,326 |
| Structured notes | ||
| Amortized cost | $399,000 | 2,561 |
| Fair value | $396,000 | 2,563 |
| 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 | $13,982,000 | 5,446 |
| U.S. Government securities | $11,689,000 | 5,105 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,689,000 | 4,985 |
| Securities issued by states & political subdivisions | $190,000 | 5,913 |
| Other domestic debt securities | $2,103,000 | 1,478 |
| 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 | $2,103,000 | 1,012 |
| 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 | $4,441,000 | 4,765 |
| Mortgage-backed securities | $1,833,000 | 4,817 |
| Certificates of participation in pools of residential mortgages | $1,833,000 | 4,289 |
| Issued or guaranteed by U.S. | $1,833,000 | 4,274 |
| 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) | $190,000 | 3,500 |
| Available-for-sale securities (fair market value) | $13,792,000 | 4,873 |
| Total debt securities | $13,982,000 | 5,398 |
| Structured notes | ||
| Amortized cost | $399,000 | 2,670 |
| Fair value | $395,000 | 2,674 |
| 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 | $13,785,000 | 5,509 |
| U.S. Government securities | $11,487,000 | 5,194 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,487,000 | 5,079 |
| Securities issued by states & political subdivisions | $190,000 | 5,985 |
| Other domestic debt securities | $2,108,000 | 1,482 |
| 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 | $2,108,000 | 1,017 |
| 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 | $4,444,000 | 4,786 |
| Mortgage-backed securities | $1,566,000 | 4,948 |
| Certificates of participation in pools of residential mortgages | $1,566,000 | 4,433 |
| Issued or guaranteed by U.S. | $1,566,000 | 4,408 |
| 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) | $190,000 | 3,573 |
| Available-for-sale securities (fair market value) | $13,595,000 | 4,908 |
| Total debt securities | $13,784,000 | 5,461 |
| Structured notes | ||
| Amortized cost | $399,000 | 2,802 |
| Fair value | $394,000 | 2,801 |
| 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 | $13,898,000 | 5,500 |
| U.S. Government securities | $11,492,000 | 5,240 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,492,000 | 5,101 |
| Securities issued by states & political subdivisions | $290,000 | 5,824 |
| Other domestic debt securities | $2,116,000 | 1,487 |
| 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 | $2,116,000 | 1,034 |
| 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 | $4,279,000 | 4,868 |
| Mortgage-backed securities | $1,627,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $1,627,000 | 4,407 |
| Issued or guaranteed by U.S. | $1,627,000 | 4,390 |
| 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) | $290,000 | 3,505 |
| Available-for-sale securities (fair market value) | $13,608,000 | 4,899 |
| Total debt securities | $13,897,000 | 5,453 |
| Structured notes | ||
| Amortized cost | $399,000 | 2,864 |
| Fair value | $392,000 | 2,853 |
| 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 | $14,009,000 | 5,529 |
| U.S. Government securities | $11,089,000 | 5,343 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,089,000 | 5,207 |
| Securities issued by states & political subdivisions | $290,000 | 5,850 |
| Other domestic debt securities | $2,630,000 | 1,403 |
| 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 | $2,630,000 | 960 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,973,000 | 4,969 |
| Mortgage-backed securities | $1,208,000 | 5,221 |
| Certificates of participation in pools of residential mortgages | $1,208,000 | 4,721 |
| Issued or guaranteed by U.S. | $1,208,000 | 4,701 |
| 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) | $290,000 | 3,563 |
| Available-for-sale securities (fair market value) | $13,719,000 | 4,920 |
| Total debt securities | $14,007,000 | 5,479 |
| Structured notes | ||
| Amortized cost | $399,000 | 2,856 |
| Fair value | $393,000 | 2,850 |
| 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 | $13,714,000 | 5,602 |
| U.S. Government securities | $10,797,000 | 5,396 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,797,000 | 5,258 |
| Securities issued by states & political subdivisions | $290,000 | 5,876 |
| Other domestic debt securities | $2,627,000 | 1,448 |
| 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 | $2,627,000 | 1,020 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,221,000 | 4,871 |
| Mortgage-backed securities | $1,254,000 | 5,247 |
| Certificates of participation in pools of residential mortgages | $1,254,000 | 4,728 |
| Issued or guaranteed by U.S. | $1,254,000 | 4,708 |
| 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) | $290,000 | 3,630 |
| Available-for-sale securities (fair market value) | $13,424,000 | 4,972 |
| Total debt securities | $13,714,000 | 5,552 |
| Structured notes | ||
| Amortized cost | $399,000 | 2,851 |
| Fair value | $393,000 | 2,847 |
| 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 | $13,830,000 | 5,563 |
| U.S. Government securities | $10,911,000 | 5,343 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,911,000 | 5,196 |
| Securities issued by states & political subdivisions | $290,000 | 5,913 |
| Other domestic debt securities | $2,629,000 | 1,469 |
| 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 | $2,629,000 | 1,059 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,279,000 | 4,849 |
| Mortgage-backed securities | $1,339,000 | 5,231 |
| Certificates of participation in pools of residential mortgages | $1,339,000 | 4,720 |
| Issued or guaranteed by U.S. | $1,339,000 | 4,701 |
| 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) | $290,000 | 3,687 |
| Available-for-sale securities (fair market value) | $13,540,000 | 4,932 |
| Total debt securities | $13,832,000 | 5,509 |
| Structured notes | ||
| Amortized cost | $399,000 | 2,800 |
| Fair value | $397,000 | 2,793 |
| 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 | $13,840,000 | 5,604 |
| U.S. Government securities | $10,924,000 | 5,396 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,924,000 | 5,251 |
| Securities issued by states & political subdivisions | $290,000 | 5,922 |
| Other domestic debt securities | $2,626,000 | 1,498 |
| 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 | $2,626,000 | 1,099 |
| 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 | $5,068,000 | 4,558 |
| Mortgage-backed securities | $1,442,000 | 5,244 |
| Certificates of participation in pools of residential mortgages | $1,442,000 | 4,714 |
| Issued or guaranteed by U.S. | $1,442,000 | 4,693 |
| 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) | $290,000 | 3,737 |
| Available-for-sale securities (fair market value) | $13,550,000 | 4,963 |
| Total debt securities | $13,841,000 | 5,541 |
| Structured notes | ||
| Amortized cost | $399,000 | 2,778 |
| Fair value | $398,000 | 2,773 |
| 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 | $13,853,000 | 5,685 |
| U.S. Government securities | $10,937,000 | 5,462 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,937,000 | 5,317 |
| Securities issued by states & political subdivisions | $290,000 | 5,940 |
| Other domestic debt securities | $2,626,000 | 1,544 |
| 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 | $2,626,000 | 1,170 |
| 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 | $5,572,000 | 4,430 |
| Mortgage-backed securities | $1,221,000 | 5,447 |
| Certificates of participation in pools of residential mortgages | $1,221,000 | 4,923 |
| Issued or guaranteed by U.S. | $1,221,000 | 4,909 |
| 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) | $290,000 | 3,783 |
| Available-for-sale securities (fair market value) | $13,563,000 | 5,027 |
| Total debt securities | $13,853,000 | 5,618 |
| 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 | $14,370,000 | 5,622 |
| U.S. Government securities | $11,446,000 | 5,359 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,446,000 | 5,207 |
| Securities issued by states & political subdivisions | $290,000 | 5,989 |
| Other domestic debt securities | $2,634,000 | 1,585 |
| 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 | $2,634,000 | 1,214 |
| 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 | $5,974,000 | 4,300 |
| Mortgage-backed securities | $1,309,000 | 5,442 |
| Certificates of participation in pools of residential mortgages | $1,309,000 | 4,892 |
| Issued or guaranteed by U.S. | $1,309,000 | 4,878 |
| 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) | $290,000 | 3,844 |
| Available-for-sale securities (fair market value) | $14,080,000 | 4,974 |
| Total debt securities | $14,370,000 | 5,550 |
| 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 | $14,378,000 | 5,631 |
| U.S. Government securities | $11,461,000 | 5,369 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,461,000 | 5,211 |
| Securities issued by states & political subdivisions | $290,000 | 6,046 |
| Other domestic debt securities | $2,627,000 | 1,605 |
| 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 | $2,627,000 | 1,267 |
| 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 | $6,230,000 | 4,200 |
| Mortgage-backed securities | $1,386,000 | 5,392 |
| Certificates of participation in pools of residential mortgages | $1,386,000 | 4,862 |
| Issued or guaranteed by U.S. | $1,386,000 | 4,851 |
| 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) | $290,000 | 3,912 |
| Available-for-sale securities (fair market value) | $14,088,000 | 4,971 |
| Total debt securities | $14,378,000 | 5,560 |
| 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 | $14,247,000 | 5,710 |
| U.S. Government securities | $11,329,000 | 5,480 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,329,000 | 5,320 |
| Securities issued by states & political subdivisions | $290,000 | 6,079 |
| Other domestic debt securities | $2,628,000 | 1,667 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,628,000 | 1,327 |
| 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 | $7,159,000 | 3,918 |
| Mortgage-backed securities | $1,474,000 | 5,424 |
| Certificates of participation in pools of residential mortgages | $1,474,000 | 4,880 |
| Issued or guaranteed by U.S. | $1,474,000 | 4,868 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $290,000 | 3,952 |
| Available-for-sale securities (fair market value) | $13,957,000 | 5,073 |
| Total debt securities | $14,247,000 | 5,639 |
| 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 | $14,784,000 | 5,606 |
| U.S. Government securities | $11,852,000 | 5,287 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,852,000 | 5,137 |
| Securities issued by states & political subdivisions | $290,000 | 6,082 |
| Other domestic debt securities | $2,642,000 | 1,758 |
| 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 | $2,642,000 | 1,409 |
| 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 | $7,381,000 | 3,823 |
| Mortgage-backed securities | $1,639,000 | 5,374 |
| Certificates of participation in pools of residential mortgages | $1,639,000 | 4,820 |
| Issued or guaranteed by U.S. | $1,639,000 | 4,806 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $290,000 | 4,004 |
| Available-for-sale securities (fair market value) | $14,494,000 | 4,973 |
| Total debt securities | $14,784,000 | 5,525 |
| 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 | $14,537,000 | 5,708 |
| U.S. Government securities | $11,415,000 | 5,428 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,415,000 | 5,262 |
| Securities issued by states & political subdivisions | $490,000 | 5,831 |
| Other domestic debt securities | $2,632,000 | 1,799 |
| 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 | $2,632,000 | 1,519 |
| 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 | $7,300,000 | 3,773 |
| Mortgage-backed securities | $1,746,000 | 5,323 |
| Certificates of participation in pools of residential mortgages | $1,746,000 | 4,755 |
| Issued or guaranteed by U.S. | $1,746,000 | 4,737 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $490,000 | 3,829 |
| Available-for-sale securities (fair market value) | $14,047,000 | 5,051 |
| Total debt securities | $14,538,000 | 5,622 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $13,793,000 | 5,761 |
| U.S. Government securities | $11,185,000 | 5,332 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,185,000 | 5,171 |
| Securities issued by states & political subdivisions | $490,000 | 5,866 |
| Other domestic debt securities | $2,118,000 | 2,057 |
| 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 | $2,118,000 | 1,779 |
| 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 | $7,461,000 | 3,648 |
| Mortgage-backed securities | $1,661,000 | 5,394 |
| Certificates of participation in pools of residential mortgages | $1,661,000 | 4,821 |
| Issued or guaranteed by U.S. | $1,661,000 | 4,800 |
| 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) | $490,000 | 3,881 |
| Available-for-sale securities (fair market value) | $13,303,000 | 5,127 |
| Total debt securities | $13,793,000 | 5,676 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $13,699,000 | 5,737 |
| U.S. Government securities | $10,599,000 | 5,411 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,599,000 | 5,251 |
| Securities issued by states & political subdivisions | $491,000 | 5,861 |
| Other domestic debt securities | $2,609,000 | 1,957 |
| 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 | $2,609,000 | 1,680 |
| 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 | $5,357,000 | 4,250 |
| Mortgage-backed securities | $2,571,000 | 5,018 |
| Certificates of participation in pools of residential mortgages | $2,270,000 | 4,517 |
| Issued or guaranteed by U.S. | $2,270,000 | 4,500 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $301,000 | 3,666 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 3,493 |
| 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) | $491,000 | 3,907 |
| Available-for-sale securities (fair market value) | $13,208,000 | 5,099 |
| Total debt securities | $13,700,000 | 5,640 |
| 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 | $12,969,000 | 5,875 |
| U.S. Government securities | $10,874,000 | 5,400 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $10,874,000 | 5,227 |
| Securities issued by states & political subdivisions | $491,000 | 5,827 |
| Other domestic debt securities | $1,604,000 | 2,377 |
| 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 | $1,604,000 | 2,075 |
| 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 | $4,955,000 | 4,467 |
| Mortgage-backed securities | $3,371,000 | 4,725 |
| Certificates of participation in pools of residential mortgages | $3,013,000 | 4,180 |
| Issued or guaranteed by U.S. | $3,013,000 | 4,163 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $358,000 | 3,713 |
| CMOs issued by government agencies or sponsored agencies | $358,000 | 3,546 |
| 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) | $491,000 | 3,976 |
| Available-for-sale securities (fair market value) | $12,478,000 | 5,230 |
| Total debt securities | $12,969,000 | 5,776 |
| 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 | $12,630,000 | 5,928 |
| U.S. Government securities | $11,539,000 | 5,229 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,539,000 | 5,050 |
| Securities issued by states & political subdivisions | $491,000 | 5,839 |
| Other domestic debt securities | $600,000 | 3,156 |
| 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 | $600,000 | 2,788 |
| 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 | $7,000,000 | 3,736 |
| Mortgage-backed securities | $4,274,000 | 4,383 |
| Certificates of participation in pools of residential mortgages | $3,735,000 | 3,832 |
| Issued or guaranteed by U.S. | $3,735,000 | 3,818 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $539,000 | 3,547 |
| CMOs issued by government agencies or sponsored agencies | $539,000 | 3,393 |
| 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) | $491,000 | 4,063 |
| Available-for-sale securities (fair market value) | $12,139,000 | 5,253 |
| Total debt securities | $12,628,000 | 5,834 |
| 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 | $14,017,000 | 5,572 |
| U.S. Government securities | $12,775,000 | 4,837 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $12,775,000 | 4,620 |
| Securities issued by states & political subdivisions | $642,000 | 5,705 |
| Other domestic debt securities | $600,000 | 3,238 |
| 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 | $600,000 | 2,791 |
| 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 | $4,271,000 | 4,698 |
| Mortgage-backed securities | $6,650,000 | 3,549 |
| Certificates of participation in pools of residential mortgages | $5,942,000 | 2,896 |
| Issued or guaranteed by U.S. | $5,942,000 | 2,879 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $708,000 | 3,549 |
| CMOs issued by government agencies or sponsored agencies | $708,000 | 3,379 |
| 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) | $12,284,000 | 1,347 |
| Available-for-sale securities (fair market value) | $1,733,000 | 8,026 |
| Total debt securities | $14,017,000 | 5,482 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $12,986,000 | 6,002 |
| U.S. Government securities | $12,144,000 | 5,227 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,144,000 | 4,909 |
| Securities issued by states & political subdivisions | $842,000 | 5,565 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,536,000 | 5,350 |
| Mortgage-backed securities | $2,261,000 | 4,617 |
| Certificates of participation in pools of residential mortgages | $2,261,000 | 3,793 |
| Issued or guaranteed by U.S. | $2,261,000 | 3,778 |
| 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) | $12,986,000 | 1,607 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $12,986,000 | 5,877 |
| 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 | $16,382,000 | 5,524 |
| U.S. Government securities | $14,054,000 | 4,968 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $14,054,000 | 4,501 |
| Securities issued by states & political subdivisions | $2,328,000 | 4,361 |
| Other domestic debt securities | $0 | 3,983 |
| 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 | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,423,000 | 5,428 |
| Mortgage-backed securities | $3,317,000 | 4,325 |
| Certificates of participation in pools of residential mortgages | $3,317,000 | 3,442 |
| Issued or guaranteed by U.S. | $3,317,000 | 3,430 |
| 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) | $16,382,000 | 1,491 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $16,382,000 | 5,399 |
| 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 | $16,273,000 | 5,532 |
| U.S. Government securities | $13,984,000 | 5,016 |
| U.S. Treasury securities | $502,000 | 5,989 |
| U.S. Government agency obligations | $13,482,000 | 4,409 |
| Securities issued by states & political subdivisions | $2,289,000 | 4,483 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,051,000 | 5,348 |
| Mortgage-backed securities | $3,833,000 | 4,323 |
| Certificates of participation in pools of residential mortgages | $3,753,000 | 3,450 |
| Issued or guaranteed by U.S. | $3,753,000 | 3,434 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $80,000 | 4,528 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 4,333 |
| 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) | $15,822,000 | 1,673 |
| Available-for-sale securities (fair market value) | $451,000 | 9,155 |
| Total debt securities | $16,273,000 | 5,393 |
| 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 | $15,304,000 | 5,928 |
| U.S. Government securities | $13,188,000 | 5,489 |
| U.S. Treasury securities | $1,306,000 | 5,953 |
| U.S. Government agency obligations | $11,882,000 | 4,697 |
| Securities issued by states & political subdivisions | $2,116,000 | 4,508 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,049,000 | 5,594 |
| Mortgage-backed securities | $2,341,000 | 5,174 |
| Certificates of participation in pools of residential mortgages | $2,149,000 | 4,266 |
| Issued or guaranteed by U.S. | $2,149,000 | 4,253 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $192,000 | 4,557 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 4,397 |
| 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) | $14,251,000 | 2,186 |
| Available-for-sale securities (fair market value) | $1,053,000 | 9,163 |
| Total debt securities | $15,304,000 | 5,800 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $14,929,000 | 6,440 |
| U.S. Government securities | $13,027,000 | 6,020 |
| U.S. Treasury securities | $952,000 | 7,459 |
| U.S. Government agency obligations | $12,075,000 | 4,898 |
| Securities issued by states & political subdivisions | $1,902,000 | 4,900 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,099,000 | 5,776 |
| Mortgage-backed securities | $2,980,000 | 5,224 |
| Certificates of participation in pools of residential mortgages | $2,716,000 | 4,272 |
| Issued or guaranteed by U.S. | $2,716,000 | 4,251 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $264,000 | 4,853 |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 4,671 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,478,000 | 2,445 |
| Available-for-sale securities (fair market value) | $451,000 | 9,857 |
| Total debt securities | $14,929,000 | 6,311 |
| 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 | $13,609,000 | 7,087 |
| U.S. Government securities | $11,513,000 | 6,746 |
| U.S. Treasury securities | $2,717,000 | 6,319 |
| U.S. Government agency obligations | $8,796,000 | 5,940 |
| Securities issued by states & political subdivisions | $2,096,000 | 4,789 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,800,000 | 6,139 |
| Mortgage-backed securities | $2,639,000 | 5,767 |
| Certificates of participation in pools of residential mortgages | $2,101,000 | 4,821 |
| Issued or guaranteed by U.S. | $2,101,000 | 4,792 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $538,000 | 4,797 |
| CMOs issued by government agencies or sponsored agencies | $538,000 | 4,611 |
| 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) | $11,704,000 | 3,048 |
| Available-for-sale securities (fair market value) | $1,905,000 | 9,466 |
| Total debt securities | $13,609,000 | 6,954 |
| Structured notes | ||
| Amortized cost | $500,000 | 3,409 |
| Fair value | $500,000 | 3,443 |
| 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 | $15,629,000 | 6,942 |
| U.S. Government securities | $13,620,000 | 6,441 |
| U.S. Treasury securities | $4,596,000 | 5,810 |
| U.S. Government agency obligations | $9,024,000 | 5,737 |
| Securities issued by states & political subdivisions | $1,921,000 | 5,305 |
| Other domestic debt securities | $88,000 | 5,178 |
| Privately issued residential mortgage-backed securities | $88,000 | 2,218 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,505,000 | 6,523 |
| Mortgage-backed securities | $3,063,000 | 5,818 |
| Certificates of participation in pools of residential mortgages | $2,228,000 | 4,981 |
| Issued or guaranteed by U.S. | $2,228,000 | 4,956 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $835,000 | 4,784 |
| CMOs issued by government agencies or sponsored agencies | $747,000 | 4,693 |
| Privately issued | $88,000 | 1,910 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,855,000 | 4,820 |
| Available-for-sale securities (fair market value) | $2,774,000 | 8,277 |
| Total debt securities | $15,629,000 | 6,827 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $13,683,000 | 7,817 |
| U.S. Government securities | $12,589,000 | 6,995 |
| U.S. Treasury securities | $3,138,000 | 7,185 |
| U.S. Government agency obligations | $9,451,000 | 5,771 |
| Securities issued by states & political subdivisions | $1,094,000 | 6,631 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,516,000 | 6,421 |
| Mortgage-backed securities | $3,848,000 | 5,910 |
| Certificates of participation in pools of residential mortgages | $3,848,000 | 4,346 |
| Issued or guaranteed by U.S. | $3,848,000 | 4,307 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,683,000 | 7,652 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $13,736,000 | 7,745 |
| U.S. Government securities | $12,834,000 | 6,944 |
| U.S. Treasury securities | $2,125,000 | 8,518 |
| U.S. Government agency obligations | $10,709,000 | 5,276 |
| Securities issued by states & political subdivisions | $902,000 | 6,782 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,524,000 | 6,466 |
| Mortgage-backed securities | $3,584,000 | 6,324 |
| Certificates of participation in pools of residential mortgages | $3,584,000 | 4,714 |
| Issued or guaranteed by U.S. | $3,584,000 | 4,665 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,736,000 | 7,632 |
| 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 |