Home > Integrity Bank Plus > Securities
Integrity Bank Plus, Securities
| 2023-12-31 | Rank | |
| Total securities | $17,988,000 | 3,667 |
| U.S. Government securities | $11,277,000 | 3,505 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $11,277,000 | 3,149 |
| Securities issued by states & political subdivisions | $6,711,000 | 2,747 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,452,000 | 2,591 |
| Mortgage-backed securities | $8,032,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,621,000 | 2,493 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,411,000 | 1,809 |
| 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) | $17,988,000 | 3,420 |
| Total debt securities | $17,988,000 | 3,646 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $17,456,000 | 3,708 |
| U.S. Government securities | $11,018,000 | 3,530 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $11,018,000 | 3,147 |
| Securities issued by states & political subdivisions | $6,438,000 | 2,792 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,763,000 | 2,596 |
| Mortgage-backed securities | $7,880,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,539,000 | 2,496 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,341,000 | 1,793 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $17,456,000 | 3,446 |
| Total debt securities | $17,456,000 | 3,685 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $18,429,000 | 3,699 |
| U.S. Government securities | $11,615,000 | 3,538 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $11,615,000 | 3,149 |
| Securities issued by states & political subdivisions | $6,814,000 | 2,796 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,554,000 | 2,538 |
| Mortgage-backed securities | $8,468,000 | 2,724 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,948,000 | 2,494 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,520,000 | 1,774 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $18,429,000 | 3,437 |
| Total debt securities | $18,428,000 | 3,679 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $18,921,000 | 3,764 |
| U.S. Government securities | $12,012,000 | 3,589 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $12,012,000 | 3,147 |
| Securities issued by states & political subdivisions | $6,909,000 | 2,837 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,820,000 | 3,080 |
| Mortgage-backed securities | $8,852,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,187,000 | 2,509 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,665,000 | 1,784 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $18,921,000 | 3,495 |
| Total debt securities | $18,920,000 | 3,742 |
| 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 | $21,017,000 | 3,707 |
| U.S. Government securities | $14,213,000 | 3,473 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $14,213,000 | 2,986 |
| Securities issued by states & political subdivisions | $6,804,000 | 2,876 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,565,000 | 3,015 |
| Mortgage-backed securities | $10,594,000 | 2,630 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,952,000 | 2,333 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,642,000 | 1,810 |
| 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) | $21,017,000 | 3,431 |
| Total debt securities | $21,015,000 | 3,683 |
| 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 | $20,816,000 | 3,726 |
| U.S. Government securities | $14,328,000 | 3,478 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $14,328,000 | 3,003 |
| Securities issued by states & political subdivisions | $6,488,000 | 2,930 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,416,000 | 2,992 |
| Mortgage-backed securities | $10,761,000 | 2,629 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,054,000 | 2,346 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,707,000 | 1,810 |
| 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) | $20,816,000 | 3,449 |
| Total debt securities | $20,817,000 | 3,703 |
| 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 | $20,911,000 | 3,749 |
| U.S. Government securities | $15,645,000 | 3,420 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $15,645,000 | 2,947 |
| Securities issued by states & political subdivisions | $5,266,000 | 3,107 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,641,000 | 3,072 |
| Mortgage-backed securities | $11,909,000 | 2,607 |
| Certificates of participation in pools of residential mortgages | $8,880,000 | 2,366 |
| Issued or guaranteed by U.S. | $8,880,000 | 2,302 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,029,000 | 1,858 |
| CMOs issued by government agencies or sponsored agencies | $3,029,000 | 1,781 |
| 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) | $20,911,000 | 3,480 |
| Total debt securities | $20,910,000 | 3,729 |
| 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 | $23,655,000 | 3,592 |
| U.S. Government securities | $18,222,000 | 3,184 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $18,222,000 | 2,791 |
| Securities issued by states & political subdivisions | $5,421,000 | 3,110 |
| Other domestic debt securities | $12,000 | 2,252 |
| Privately issued residential mortgage-backed securities | $12,000 | 691 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,780,000 | 3,037 |
| Mortgage-backed securities | $14,209,000 | 2,494 |
| Certificates of participation in pools of residential mortgages | $10,803,000 | 2,218 |
| Issued or guaranteed by U.S. | $10,803,000 | 2,168 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,406,000 | 1,805 |
| CMOs issued by government agencies or sponsored agencies | $3,394,000 | 1,739 |
| Privately issued | $12,000 | 507 |
| 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) | $23,655,000 | 3,372 |
| Total debt securities | $23,655,000 | 3,575 |
| 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 | $23,887,000 | 3,519 |
| U.S. Government securities | $17,918,000 | 3,067 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $17,918,000 | 2,784 |
| Securities issued by states & political subdivisions | $5,956,000 | 3,088 |
| Other domestic debt securities | $13,000 | 2,228 |
| Privately issued residential mortgage-backed securities | $13,000 | 662 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,281,000 | 2,986 |
| Mortgage-backed securities | $13,718,000 | 2,526 |
| Certificates of participation in pools of residential mortgages | $9,885,000 | 2,294 |
| Issued or guaranteed by U.S. | $9,885,000 | 2,231 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,833,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $3,820,000 | 1,671 |
| Privately issued | $13,000 | 466 |
| 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) | $23,887,000 | 3,309 |
| Total debt securities | $23,886,000 | 3,496 |
| 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 | $23,444,000 | 3,490 |
| U.S. Government securities | $19,774,000 | 2,885 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $19,774,000 | 2,668 |
| Securities issued by states & political subdivisions | $3,656,000 | 3,381 |
| Other domestic debt securities | $14,000 | 2,183 |
| Privately issued residential mortgage-backed securities | $14,000 | 638 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,965,000 | 3,035 |
| Mortgage-backed securities | $15,037,000 | 2,465 |
| Certificates of participation in pools of residential mortgages | $14,024,000 | 1,996 |
| Issued or guaranteed by U.S. | $14,024,000 | 1,941 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,013,000 | 2,306 |
| CMOs issued by government agencies or sponsored agencies | $999,000 | 2,260 |
| Privately issued | $14,000 | 455 |
| 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) | $23,444,000 | 3,288 |
| Total debt securities | $23,450,000 | 3,469 |
| 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 | $23,510,000 | 3,449 |
| U.S. Government securities | $19,819,000 | 2,848 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $19,819,000 | 2,646 |
| Securities issued by states & political subdivisions | $3,676,000 | 3,387 |
| Other domestic debt securities | $15,000 | 2,183 |
| Privately issued residential mortgage-backed securities | $15,000 | 643 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,959,000 | 3,032 |
| Mortgage-backed securities | $15,058,000 | 2,426 |
| Certificates of participation in pools of residential mortgages | $15,043,000 | 1,897 |
| Issued or guaranteed by U.S. | $15,043,000 | 1,849 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $15,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $15,000 | 443 |
| 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) | $23,510,000 | 3,254 |
| Total debt securities | $23,509,000 | 3,428 |
| 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 | $17,411,000 | 3,656 |
| U.S. Government securities | $14,221,000 | 3,064 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $14,221,000 | 2,889 |
| Securities issued by states & political subdivisions | $3,173,000 | 3,464 |
| Other domestic debt securities | $17,000 | 2,172 |
| Privately issued residential mortgage-backed securities | $17,000 | 648 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,249,000 | 2,989 |
| Mortgage-backed securities | $11,948,000 | 2,576 |
| Certificates of participation in pools of residential mortgages | $11,931,000 | 2,043 |
| Issued or guaranteed by U.S. | $11,931,000 | 1,985 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $17,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $17,000 | 438 |
| 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) | $17,411,000 | 3,440 |
| Total debt securities | $17,410,000 | 3,631 |
| 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 | $16,437,000 | 3,624 |
| U.S. Government securities | $13,120,000 | 3,009 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $13,120,000 | 2,857 |
| Securities issued by states & political subdivisions | $3,298,000 | 3,430 |
| Other domestic debt securities | $19,000 | 2,113 |
| Privately issued residential mortgage-backed securities | $19,000 | 624 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,119,000 | 2,899 |
| Mortgage-backed securities | $9,831,000 | 2,666 |
| Certificates of participation in pools of residential mortgages | $9,812,000 | 2,106 |
| Issued or guaranteed by U.S. | $9,812,000 | 2,051 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $19,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $19,000 | 432 |
| 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) | $16,437,000 | 3,408 |
| Total debt securities | $16,436,000 | 3,602 |
| 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 | $15,100,000 | 3,644 |
| U.S. Government securities | $12,018,000 | 3,071 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $12,018,000 | 2,924 |
| Securities issued by states & political subdivisions | $3,062,000 | 3,409 |
| Other domestic debt securities | $20,000 | 2,088 |
| Privately issued residential mortgage-backed securities | $20,000 | 622 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,036,000 | 2,918 |
| Mortgage-backed securities | $8,714,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $8,615,000 | 2,202 |
| Issued or guaranteed by U.S. | $8,615,000 | 2,138 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $99,000 | 2,770 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 2,731 |
| Privately issued | $20,000 | 422 |
| 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) | $15,100,000 | 3,422 |
| Total debt securities | $15,099,000 | 3,620 |
| 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 | $12,248,000 | 3,841 |
| U.S. Government securities | $9,971,000 | 3,264 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $9,971,000 | 3,116 |
| Securities issued by states & political subdivisions | $2,254,000 | 3,539 |
| Other domestic debt securities | $23,000 | 2,030 |
| Privately issued residential mortgage-backed securities | $23,000 | 602 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,213,000 | 3,166 |
| Mortgage-backed securities | $7,135,000 | 2,904 |
| Certificates of participation in pools of residential mortgages | $6,932,000 | 2,369 |
| Issued or guaranteed by U.S. | $6,932,000 | 2,302 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $203,000 | 2,702 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 2,672 |
| Privately issued | $23,000 | 404 |
| 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) | $12,248,000 | 3,602 |
| Total debt securities | $12,245,000 | 3,819 |
| 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 | $12,741,000 | 3,780 |
| U.S. Government securities | $10,508,000 | 3,253 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,508,000 | 3,110 |
| Securities issued by states & political subdivisions | $2,211,000 | 3,519 |
| Other domestic debt securities | $22,000 | 1,970 |
| Privately issued residential mortgage-backed securities | $22,000 | 627 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,256,000 | 3,125 |
| Mortgage-backed securities | $7,653,000 | 2,868 |
| Certificates of participation in pools of residential mortgages | $7,371,000 | 2,329 |
| Issued or guaranteed by U.S. | $7,371,000 | 2,257 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $282,000 | 2,662 |
| CMOs issued by government agencies or sponsored agencies | $260,000 | 2,625 |
| Privately issued | $22,000 | 415 |
| 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) | $12,741,000 | 3,550 |
| Total debt securities | $12,737,000 | 3,760 |
| 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 | $9,482,000 | 4,130 |
| U.S. Government securities | $7,179,000 | 3,699 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $7,179,000 | 3,545 |
| Securities issued by states & political subdivisions | $2,278,000 | 3,499 |
| Other domestic debt securities | $25,000 | 1,939 |
| Privately issued residential mortgage-backed securities | $25,000 | 590 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,947,000 | 3,232 |
| Mortgage-backed securities | $4,734,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $4,398,000 | 2,716 |
| Issued or guaranteed by U.S. | $4,398,000 | 2,633 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $336,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $311,000 | 2,614 |
| Privately issued | $25,000 | 404 |
| 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) | $9,482,000 | 3,864 |
| Total debt securities | $9,480,000 | 4,104 |
| 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 | $9,833,000 | 4,149 |
| U.S. Government securities | $7,524,000 | 3,728 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,524,000 | 3,560 |
| Securities issued by states & political subdivisions | $2,282,000 | 3,530 |
| Other domestic debt securities | $27,000 | 1,991 |
| Privately issued residential mortgage-backed securities | $27,000 | 632 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,064,000 | 3,269 |
| Mortgage-backed securities | $5,041,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $4,649,000 | 2,666 |
| Issued or guaranteed by U.S. | $4,649,000 | 2,581 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $392,000 | 2,635 |
| CMOs issued by government agencies or sponsored agencies | $365,000 | 2,603 |
| Privately issued | $27,000 | 405 |
| 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) | $9,833,000 | 3,888 |
| Total debt securities | $9,828,000 | 4,124 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $10,689,000 | 4,134 |
| U.S. Government securities | $7,891,000 | 3,756 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $7,891,000 | 3,587 |
| Securities issued by states & political subdivisions | $2,770,000 | 3,466 |
| Other domestic debt securities | $28,000 | 1,976 |
| Privately issued residential mortgage-backed securities | $28,000 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,032,000 | 3,320 |
| Mortgage-backed securities | $5,354,000 | 3,093 |
| Certificates of participation in pools of residential mortgages | $4,910,000 | 2,611 |
| Issued or guaranteed by U.S. | $4,910,000 | 2,543 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $444,000 | 2,614 |
| CMOs issued by government agencies or sponsored agencies | $416,000 | 2,582 |
| Privately issued | $28,000 | 418 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $10,689,000 | 3,866 |
| Total debt securities | $10,685,000 | 4,114 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $11,479,000 | 4,129 |
| U.S. Government securities | $8,137,000 | 3,767 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,137,000 | 3,602 |
| Securities issued by states & political subdivisions | $3,314,000 | 3,430 |
| Other domestic debt securities | $28,000 | 1,988 |
| Privately issued residential mortgage-backed securities | $28,000 | 622 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,876,000 | 3,414 |
| Mortgage-backed securities | $5,611,000 | 3,084 |
| Certificates of participation in pools of residential mortgages | $5,124,000 | 2,593 |
| Issued or guaranteed by U.S. | $5,124,000 | 2,527 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $487,000 | 2,614 |
| CMOs issued by government agencies or sponsored agencies | $459,000 | 2,577 |
| Privately issued | $28,000 | 433 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $11,479,000 | 3,859 |
| Total debt securities | $11,481,000 | 4,107 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $11,649,000 | 4,163 |
| U.S. Government securities | $8,296,000 | 3,783 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $8,296,000 | 3,611 |
| Securities issued by states & political subdivisions | $3,324,000 | 3,492 |
| Other domestic debt securities | $29,000 | 1,989 |
| Privately issued residential mortgage-backed securities | $29,000 | 592 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,535,000 | 3,486 |
| Mortgage-backed securities | $5,706,000 | 3,081 |
| Certificates of participation in pools of residential mortgages | $5,190,000 | 2,587 |
| Issued or guaranteed by U.S. | $5,190,000 | 2,543 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $516,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $487,000 | 2,574 |
| Privately issued | $29,000 | 434 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $11,649,000 | 3,887 |
| Total debt securities | $11,656,000 | 4,136 |
| 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 | $12,984,000 | 4,085 |
| U.S. Government securities | $9,663,000 | 3,660 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $9,663,000 | 3,515 |
| Securities issued by states & political subdivisions | $3,290,000 | 3,526 |
| Other domestic debt securities | $31,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $31,000 | 540 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,115,000 | 3,432 |
| Mortgage-backed securities | $6,578,000 | 3,000 |
| Certificates of participation in pools of residential mortgages | $6,007,000 | 2,500 |
| Issued or guaranteed by U.S. | $6,007,000 | 2,485 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $571,000 | 2,578 |
| CMOs issued by government agencies or sponsored agencies | $540,000 | 2,547 |
| Privately issued | $31,000 | 438 |
| 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) | $12,984,000 | 3,810 |
| Total debt securities | $12,984,000 | 4,059 |
| 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 | $14,555,000 | 4,020 |
| U.S. Government securities | $10,713,000 | 3,548 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,713,000 | 3,407 |
| Securities issued by states & political subdivisions | $3,316,000 | 3,569 |
| Other domestic debt securities | $526,000 | 1,836 |
| Privately issued residential mortgage-backed securities | $33,000 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $493,000 | 1,380 |
| 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 | $4,972,000 | 3,482 |
| Mortgage-backed securities | $7,007,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $6,372,000 | 2,499 |
| Issued or guaranteed by U.S. | $6,372,000 | 2,378 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $635,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $602,000 | 2,542 |
| Privately issued | $33,000 | 454 |
| 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) | $14,555,000 | 3,733 |
| Total debt securities | $14,563,000 | 3,994 |
| 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 | $16,046,000 | 3,947 |
| U.S. Government securities | $11,706,000 | 3,503 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $11,706,000 | 3,373 |
| Securities issued by states & political subdivisions | $3,310,000 | 3,615 |
| Other domestic debt securities | $1,030,000 | 1,439 |
| Privately issued residential mortgage-backed securities | $35,000 | 507 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $995,000 | 1,208 |
| 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 | $4,945,000 | 3,542 |
| Mortgage-backed securities | $7,414,000 | 2,922 |
| Certificates of participation in pools of residential mortgages | $6,706,000 | 2,488 |
| Issued or guaranteed by U.S. | $6,706,000 | 2,484 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $708,000 | 2,549 |
| CMOs issued by government agencies or sponsored agencies | $673,000 | 2,508 |
| Privately issued | $35,000 | 469 |
| 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) | $16,046,000 | 3,668 |
| Total debt securities | $16,047,000 | 3,922 |
| 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 | $16,702,000 | 3,964 |
| U.S. Government securities | $12,199,000 | 3,467 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $12,199,000 | 3,327 |
| Securities issued by states & political subdivisions | $3,456,000 | 3,654 |
| Other domestic debt securities | $1,047,000 | 1,443 |
| Privately issued residential mortgage-backed securities | $45,000 | 503 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,002,000 | 1,205 |
| 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 | $5,066,000 | 3,581 |
| Mortgage-backed securities | $7,875,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $7,097,000 | 2,473 |
| Issued or guaranteed by U.S. | $7,097,000 | 2,471 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $778,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $733,000 | 2,468 |
| Privately issued | $45,000 | 474 |
| 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) | $16,702,000 | 3,683 |
| Total debt securities | $16,703,000 | 3,940 |
| 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 | $17,277,000 | 3,958 |
| U.S. Government securities | $12,736,000 | 3,457 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $12,736,000 | 3,327 |
| Securities issued by states & political subdivisions | $3,500,000 | 3,694 |
| Other domestic debt securities | $1,041,000 | 1,465 |
| Privately issued residential mortgage-backed securities | $40,000 | 525 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,001,000 | 1,243 |
| 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 | $5,059,000 | 3,625 |
| Mortgage-backed securities | $7,353,000 | 3,000 |
| Certificates of participation in pools of residential mortgages | $6,495,000 | 2,597 |
| Issued or guaranteed by U.S. | $6,495,000 | 2,596 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $858,000 | 2,483 |
| CMOs issued by government agencies or sponsored agencies | $818,000 | 2,442 |
| Privately issued | $40,000 | 491 |
| 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) | $17,277,000 | 3,666 |
| Total debt securities | $17,277,000 | 3,933 |
| 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 | $13,330,000 | 4,317 |
| U.S. Government securities | $9,248,000 | 3,896 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,248,000 | 3,760 |
| Securities issued by states & political subdivisions | $3,030,000 | 3,830 |
| Other domestic debt securities | $1,052,000 | 1,475 |
| Privately issued residential mortgage-backed securities | $51,000 | 532 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,001,000 | 1,269 |
| 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 | $4,266,000 | 3,791 |
| Mortgage-backed securities | $3,841,000 | 3,551 |
| Certificates of participation in pools of residential mortgages | $2,890,000 | 3,342 |
| Issued or guaranteed by U.S. | $2,890,000 | 3,338 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $951,000 | 2,468 |
| CMOs issued by government agencies or sponsored agencies | $900,000 | 2,426 |
| Privately issued | $51,000 | 498 |
| 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) | $13,330,000 | 4,015 |
| Total debt securities | $13,331,000 | 4,297 |
| 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 | $8,200,000 | 4,822 |
| U.S. Government securities | $5,382,000 | 4,506 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,382,000 | 4,378 |
| Securities issued by states & political subdivisions | $1,778,000 | 4,177 |
| Other domestic debt securities | $1,040,000 | 1,525 |
| Privately issued residential mortgage-backed securities | $44,000 | 573 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $996,000 | 1,316 |
| 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 | $4,223,000 | 3,840 |
| Mortgage-backed securities | $1,024,000 | 4,208 |
| Certificates of participation in pools of residential mortgages | $980,000 | 3,977 |
| Issued or guaranteed by U.S. | $980,000 | 3,972 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $44,000 | 3,049 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $44,000 | 540 |
| 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) | $8,200,000 | 4,508 |
| Total debt securities | $8,198,000 | 4,793 |
| 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 | $6,810,000 | 4,980 |
| U.S. Government securities | $3,929,000 | 4,729 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,929,000 | 4,606 |
| Securities issued by states & political subdivisions | $1,839,000 | 4,189 |
| Other domestic debt securities | $1,042,000 | 1,526 |
| Privately issued residential mortgage-backed securities | $50,000 | 590 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $992,000 | 1,322 |
| 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 | $4,252,000 | 3,854 |
| Mortgage-backed securities | $550,000 | 4,417 |
| Certificates of participation in pools of residential mortgages | $500,000 | 4,213 |
| Issued or guaranteed by U.S. | $500,000 | 4,206 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $50,000 | 3,053 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $50,000 | 555 |
| 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) | $6,810,000 | 4,659 |
| Total debt securities | $6,809,000 | 4,956 |
| 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 | $5,955,000 | 5,112 |
| U.S. Government securities | $3,518,000 | 4,828 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,518,000 | 4,720 |
| Securities issued by states & political subdivisions | $1,404,000 | 4,342 |
| Other domestic debt securities | $1,033,000 | 1,537 |
| Privately issued residential mortgage-backed securities | $49,000 | 596 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $984,000 | 1,332 |
| 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 | $4,378,000 | 3,883 |
| Mortgage-backed securities | $49,000 | 4,725 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $49,000 | 3,084 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $49,000 | 564 |
| 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) | $5,955,000 | 4,783 |
| Total debt securities | $5,956,000 | 5,090 |
| 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 | $5,977,000 | 5,182 |
| U.S. Government securities | $3,528,000 | 4,944 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,528,000 | 4,828 |
| Securities issued by states & political subdivisions | $1,415,000 | 4,380 |
| Other domestic debt securities | $1,034,000 | 1,563 |
| Privately issued residential mortgage-backed securities | $55,000 | 610 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $979,000 | 1,331 |
| 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 | $4,393,000 | 3,947 |
| Mortgage-backed securities | $55,000 | 4,782 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $55,000 | 3,114 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $55,000 | 574 |
| 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) | $5,977,000 | 4,843 |
| Total debt securities | $5,977,000 | 5,162 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $5,931,000 | 5,246 |
| U.S. Government securities | $3,995,000 | 4,956 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,995,000 | 4,844 |
| Securities issued by states & political subdivisions | $892,000 | 4,617 |
| Other domestic debt securities | $1,044,000 | 1,583 |
| Privately issued residential mortgage-backed securities | $67,000 | 604 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $977,000 | 1,355 |
| 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 | $4,345,000 | 4,005 |
| Mortgage-backed securities | $67,000 | 4,810 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $67,000 | 3,119 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $67,000 | 573 |
| 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) | $5,931,000 | 4,908 |
| Total debt securities | $5,940,000 | 5,230 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $5,432,000 | 5,365 |
| U.S. Government securities | $3,948,000 | 5,032 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,948,000 | 4,921 |
| Securities issued by states & political subdivisions | $437,000 | 4,844 |
| Other domestic debt securities | $1,047,000 | 1,574 |
| Privately issued residential mortgage-backed securities | $72,000 | 605 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $975,000 | 1,351 |
| 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 | $3,948,000 | 4,120 |
| Mortgage-backed securities | $72,000 | 4,845 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $72,000 | 3,146 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $72,000 | 576 |
| 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) | $5,432,000 | 5,018 |
| Total debt securities | $5,432,000 | 5,343 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $5,447,000 | 5,461 |
| U.S. Government securities | $3,967,000 | 5,125 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,967,000 | 5,014 |
| Securities issued by states & political subdivisions | $418,000 | 4,907 |
| Other domestic debt securities | $1,062,000 | 1,565 |
| Privately issued residential mortgage-backed securities | $77,000 | 617 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $985,000 | 1,343 |
| 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 | $3,967,000 | 4,177 |
| Mortgage-backed securities | $77,000 | 4,903 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $77,000 | 3,189 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $77,000 | 587 |
| 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) | $5,447,000 | 5,096 |
| Total debt securities | $5,446,000 | 5,438 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $5,403,000 | 5,549 |
| U.S. Government securities | $3,920,000 | 5,233 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,920,000 | 5,119 |
| Securities issued by states & political subdivisions | $410,000 | 4,944 |
| Other domestic debt securities | $1,073,000 | 1,578 |
| Privately issued residential mortgage-backed securities | $83,000 | 635 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $990,000 | 1,348 |
| 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 | $3,920,000 | 4,244 |
| Mortgage-backed securities | $83,000 | 4,977 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $83,000 | 3,226 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $83,000 | 605 |
| 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) | $5,403,000 | 5,180 |
| Total debt securities | $5,404,000 | 5,529 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $495,000 | 1,633 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $5,467,000 | 5,601 |
| U.S. Government securities | $3,961,000 | 5,304 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,961,000 | 5,194 |
| Securities issued by states & political subdivisions | $422,000 | 4,948 |
| Other domestic debt securities | $1,084,000 | 1,612 |
| Privately issued residential mortgage-backed securities | $87,000 | 680 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $997,000 | 1,365 |
| 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 | $396,000 | 5,335 |
| Mortgage-backed securities | $87,000 | 5,027 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $87,000 | 3,253 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $87,000 | 646 |
| 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) | $5,467,000 | 5,234 |
| Total debt securities | $5,467,000 | 5,579 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,570 |
| Fair value | $750,000 | 1,580 |
| 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 | $4,975,000 | 5,761 |
| U.S. Government securities | $3,893,000 | 5,412 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,893,000 | 5,308 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,082,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $90,000 | 677 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $992,000 | 1,381 |
| 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 | $3,893,000 | 4,382 |
| Mortgage-backed securities | $90,000 | 5,114 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $90,000 | 3,295 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $90,000 | 642 |
| 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) | $4,975,000 | 5,386 |
| Total debt securities | $4,975,000 | 5,741 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,358 |
| Fair value | $1,244,000 | 1,366 |
| 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 | $5,734,000 | 5,747 |
| U.S. Government securities | $4,641,000 | 5,375 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $4,641,000 | 5,254 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,093,000 | 1,677 |
| Privately issued residential mortgage-backed securities | $93,000 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,000,000 | 1,387 |
| 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 | $3,893,000 | 4,434 |
| Mortgage-backed securities | $93,000 | 5,198 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $93,000 | 3,353 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $93,000 | 678 |
| 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) | $5,734,000 | 5,378 |
| Total debt securities | $5,734,000 | 5,727 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,141 |
| Fair value | $1,976,000 | 1,205 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $6,220,000 | 5,755 |
| U.S. Government securities | $5,124,000 | 5,362 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,124,000 | 5,249 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,096,000 | 1,722 |
| Privately issued residential mortgage-backed securities | $96,000 | 730 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,000,000 | 1,423 |
| 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 | $4,381,000 | 4,356 |
| Mortgage-backed securities | $96,000 | 5,244 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $96,000 | 3,391 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $96,000 | 700 |
| 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) | $6,220,000 | 5,361 |
| Total debt securities | $6,220,000 | 5,735 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 987 |
| Fair value | $2,954,000 | 1,008 |
| 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 | $8,171,000 | 5,603 |
| U.S. Government securities | $5,522,000 | 5,339 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,522,000 | 5,229 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $2,649,000 | 1,299 |
| Privately issued residential mortgage-backed securities | $100,000 | 755 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,549,000 | 1,002 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,790,000 | 4,275 |
| Mortgage-backed securities | $100,000 | 5,298 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $100,000 | 3,424 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $100,000 | 724 |
| 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) | $8,171,000 | 5,209 |
| Total debt securities | $8,172,000 | 5,578 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 998 |
| Fair value | $2,905,000 | 1,032 |
| 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 | $8,061,000 | 5,659 |
| U.S. Government securities | $5,423,000 | 5,366 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,423,000 | 5,265 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $2,638,000 | 1,332 |
| Privately issued residential mortgage-backed securities | $102,000 | 791 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,536,000 | 1,022 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,707,000 | 4,288 |
| Mortgage-backed securities | $102,000 | 5,346 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $102,000 | 3,430 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $102,000 | 756 |
| 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) | $8,061,000 | 5,267 |
| Total debt securities | $8,061,000 | 5,634 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 977 |
| Fair value | $2,845,000 | 1,016 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $10,124,000 | 5,475 |
| U.S. Government securities | $7,464,000 | 5,050 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,464,000 | 4,953 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $2,660,000 | 1,371 |
| Privately issued residential mortgage-backed securities | $107,000 | 813 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,553,000 | 1,053 |
| 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 | $5,081,000 | 4,243 |
| Mortgage-backed securities | $107,000 | 5,389 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $107,000 | 3,461 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $107,000 | 778 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $10,124,000 | 5,089 |
| Total debt securities | $10,123,000 | 5,446 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 907 |
| Fair value | $3,355,000 | 907 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $10,666,000 | 5,420 |
| U.S. Government securities | $8,008,000 | 4,957 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,008,000 | 4,853 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $2,658,000 | 1,397 |
| Privately issued residential mortgage-backed securities | $119,000 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,539,000 | 1,078 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,171,000 | 4,470 |
| Mortgage-backed securities | $119,000 | 5,395 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $119,000 | 3,479 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $119,000 | 793 |
| 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) | $10,666,000 | 5,055 |
| Total debt securities | $10,666,000 | 5,389 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 844 |
| Fair value | $3,890,000 | 830 |
| 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 | $9,319,000 | 5,624 |
| U.S. Government securities | $7,535,000 | 5,099 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,535,000 | 4,988 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,784,000 | 1,679 |
| Privately issued residential mortgage-backed securities | $130,000 | 864 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,654,000 | 1,296 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,041,000 | 4,550 |
| Mortgage-backed securities | $130,000 | 5,443 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $130,000 | 3,504 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $130,000 | 829 |
| 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) | $9,319,000 | 5,250 |
| Total debt securities | $9,320,000 | 5,586 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 845 |
| Fair value | $4,003,000 | 814 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $6,337,000 | 5,999 |
| U.S. Government securities | $4,555,000 | 5,651 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,555,000 | 5,536 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,782,000 | 1,657 |
| Privately issued residential mortgage-backed securities | $135,000 | 899 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,647,000 | 1,263 |
| 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 | $4,054,000 | 4,527 |
| Mortgage-backed securities | $135,000 | 5,482 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $135,000 | 3,552 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $135,000 | 864 |
| 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) | $6,337,000 | 5,618 |
| Total debt securities | $6,337,000 | 5,969 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,149 |
| Fair value | $2,497,000 | 1,146 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $7,907,000 | 5,901 |
| U.S. Government securities | $6,110,000 | 5,493 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,110,000 | 5,381 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,797,000 | 1,698 |
| Privately issued residential mortgage-backed securities | $136,000 | 947 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,661,000 | 1,306 |
| 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 | $4,056,000 | 4,591 |
| Mortgage-backed securities | $136,000 | 5,575 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $136,000 | 3,619 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $136,000 | 909 |
| 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) | $7,907,000 | 5,515 |
| Total debt securities | $7,906,000 | 5,873 |
| Structured notes | ||
| Amortized cost | $3,548,000 | 982 |
| Fair value | $3,548,000 | 984 |
| 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 | $6,790,000 | 6,095 |
| U.S. Government securities | $5,561,000 | 5,658 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,561,000 | 5,553 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,229,000 | 1,910 |
| Privately issued residential mortgage-backed securities | $139,000 | 999 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,090,000 | 1,467 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,052,000 | 4,617 |
| Mortgage-backed securities | $139,000 | 5,617 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $139,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $139,000 | 960 |
| 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) | $6,790,000 | 5,685 |
| Total debt securities | $6,788,000 | 6,068 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,368 |
| Fair value | $2,498,000 | 1,378 |
| 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 | $7,751,000 | 6,022 |
| U.S. Government securities | $6,509,000 | 5,596 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,509,000 | 5,480 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,242,000 | 1,878 |
| Privately issued residential mortgage-backed securities | $159,000 | 1,013 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,083,000 | 1,459 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,037,000 | 4,648 |
| Mortgage-backed securities | $159,000 | 5,631 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $159,000 | 3,658 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $159,000 | 977 |
| 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) | $7,751,000 | 5,609 |
| Total debt securities | $7,751,000 | 5,997 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,443 |
| Fair value | $2,996,000 | 1,419 |
| 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 | $6,790,000 | 6,154 |
| U.S. Government securities | $5,533,000 | 5,750 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,533,000 | 5,637 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $1,257,000 | 1,847 |
| Privately issued residential mortgage-backed securities | $170,000 | 1,098 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,087,000 | 1,383 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,535,000 | 4,313 |
| Mortgage-backed securities | $170,000 | 5,622 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $170,000 | 3,602 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $170,000 | 1,043 |
| 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) | $6,790,000 | 5,717 |
| Total debt securities | $6,791,000 | 6,125 |
| Structured notes | ||
| Amortized cost | $3,498,000 | 1,276 |
| Fair value | $3,505,000 | 1,266 |
| 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 | $7,322,000 | 6,098 |
| U.S. Government securities | $6,044,000 | 5,666 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,044,000 | 5,553 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $1,278,000 | 1,842 |
| Privately issued residential mortgage-backed securities | $193,000 | 1,106 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,085,000 | 1,365 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,788,000 | 4,541 |
| Mortgage-backed securities | $193,000 | 5,630 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $193,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $193,000 | 1,046 |
| 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) | $7,322,000 | 5,657 |
| Total debt securities | $7,321,000 | 6,066 |
| Structured notes | ||
| Amortized cost | $3,497,000 | 1,351 |
| Fair value | $3,507,000 | 1,336 |
| 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 | $7,064,000 | 6,223 |
| U.S. Government securities | $6,270,000 | 5,758 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,270,000 | 5,636 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $794,000 | 2,072 |
| Privately issued residential mortgage-backed securities | $204,000 | 1,121 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $590,000 | 1,536 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,771,000 | 4,590 |
| Mortgage-backed securities | $204,000 | 5,629 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $204,000 | 3,565 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $204,000 | 1,067 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $7,064,000 | 5,773 |
| Total debt securities | $7,064,000 | 6,191 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 1,440 |
| Fair value | $3,753,000 | 1,443 |
| 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 | $6,926,000 | 6,257 |
| U.S. Government securities | $6,134,000 | 5,778 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,134,000 | 5,655 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $792,000 | 2,122 |
| Privately issued residential mortgage-backed securities | $224,000 | 1,145 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $568,000 | 1,580 |
| 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 | $3,697,000 | 4,611 |
| Mortgage-backed securities | $224,000 | 5,613 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $224,000 | 3,508 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $224,000 | 1,091 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $6,926,000 | 5,788 |
| Total debt securities | $6,926,000 | 6,229 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 1,504 |
| Fair value | $3,674,000 | 1,511 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $7,719,000 | 6,066 |
| U.S. Government securities | $6,150,000 | 5,639 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,150,000 | 5,524 |
| Securities issued by states & political subdivisions | $85,000 | 5,729 |
| Other domestic debt securities | $1,484,000 | 1,872 |
| Privately issued residential mortgage-backed securities | $251,000 | 1,183 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,233,000 | 1,266 |
| 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 | $3,733,000 | 4,601 |
| Mortgage-backed securities | $260,000 | 5,600 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $260,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,468 |
| Privately issued | $251,000 | 1,126 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $7,719,000 | 5,609 |
| Total debt securities | $7,719,000 | 6,031 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 1,381 |
| Fair value | $3,685,000 | 1,389 |
| 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 | $6,769,000 | 6,233 |
| U.S. Government securities | $5,151,000 | 5,873 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,151,000 | 5,748 |
| Securities issued by states & political subdivisions | $86,000 | 5,718 |
| Other domestic debt securities | $1,532,000 | 1,885 |
| Privately issued residential mortgage-backed securities | $263,000 | 1,255 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,269,000 | 1,252 |
| 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 | $2,348,000 | 5,149 |
| Mortgage-backed securities | $361,000 | 5,576 |
| Certificates of participation in pools of residential mortgages | $32,000 | 5,639 |
| Issued or guaranteed by U.S. | $32,000 | 5,626 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $329,000 | 3,406 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 3,340 |
| Privately issued | $263,000 | 1,196 |
| 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) | $6,769,000 | 5,735 |
| Total debt securities | $6,769,000 | 6,195 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 1,431 |
| Fair value | $3,523,000 | 1,427 |
| 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 | $5,365,000 | 6,565 |
| U.S. Government securities | $3,775,000 | 6,367 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,775,000 | 6,246 |
| Securities issued by states & political subdivisions | $86,000 | 5,706 |
| Other domestic debt securities | $1,504,000 | 1,893 |
| Privately issued residential mortgage-backed securities | $267,000 | 1,293 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,237,000 | 1,225 |
| 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 | $2,409,000 | 5,168 |
| Mortgage-backed securities | $497,000 | 5,519 |
| Certificates of participation in pools of residential mortgages | $79,000 | 5,583 |
| Issued or guaranteed by U.S. | $79,000 | 5,571 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $418,000 | 3,260 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 3,169 |
| Privately issued | $267,000 | 1,236 |
| 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) | $5,365,000 | 6,047 |
| Total debt securities | $5,365,000 | 6,524 |
| Structured notes | ||
| Amortized cost | $2,249,000 | 1,894 |
| Fair value | $2,263,000 | 1,890 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $5,520,000 | 6,626 |
| U.S. Government securities | $3,956,000 | 6,407 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,956,000 | 6,295 |
| Securities issued by states & political subdivisions | $86,000 | 5,735 |
| Other domestic debt securities | $1,478,000 | 1,966 |
| Privately issued residential mortgage-backed securities | $279,000 | 1,327 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,199,000 | 1,258 |
| 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 | $2,309,000 | 5,292 |
| Mortgage-backed securities | $1,448,000 | 5,128 |
| Certificates of participation in pools of residential mortgages | $863,000 | 4,971 |
| Issued or guaranteed by U.S. | $863,000 | 4,962 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $585,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $306,000 | 2,998 |
| Privately issued | $279,000 | 1,274 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $5,520,000 | 6,104 |
| Total debt securities | $5,521,000 | 6,585 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,024 |
| Fair value | $1,500,000 | 2,056 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $5,323,000 | 6,663 |
| U.S. Government securities | $3,738,000 | 6,456 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,738,000 | 6,355 |
| Securities issued by states & political subdivisions | $97,000 | 5,762 |
| Other domestic debt securities | $1,488,000 | 2,012 |
| Privately issued residential mortgage-backed securities | $302,000 | 1,353 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,186,000 | 1,298 |
| 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 | $2,115,000 | 5,392 |
| Mortgage-backed securities | $1,753,000 | 5,092 |
| Certificates of participation in pools of residential mortgages | $957,000 | 4,991 |
| Issued or guaranteed by U.S. | $957,000 | 4,982 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $796,000 | 3,008 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 2,863 |
| Privately issued | $302,000 | 1,294 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $5,323,000 | 6,138 |
| Total debt securities | $5,323,000 | 6,624 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $491,000 | 2,525 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $6,140,000 | 6,567 |
| U.S. Government securities | $4,054,000 | 6,419 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,054,000 | 6,325 |
| Securities issued by states & political subdivisions | $97,000 | 5,801 |
| Other domestic debt securities | $1,989,000 | 1,931 |
| Privately issued residential mortgage-backed securities | $315,000 | 1,400 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,674,000 | 1,217 |
| 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 | $2,375,000 | 5,326 |
| Mortgage-backed securities | $1,766,000 | 5,164 |
| Certificates of participation in pools of residential mortgages | $770,000 | 5,200 |
| Issued or guaranteed by U.S. | $770,000 | 5,185 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $996,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $681,000 | 2,720 |
| Privately issued | $315,000 | 1,338 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $6,140,000 | 6,035 |
| Total debt securities | $6,143,000 | 6,526 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,422 |
| Fair value | $1,301,000 | 1,426 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $6,105,000 | 6,578 |
| U.S. Government securities | $3,602,000 | 6,575 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,602,000 | 6,489 |
| Securities issued by states & political subdivisions | $96,000 | 5,859 |
| Other domestic debt securities | $2,407,000 | 1,823 |
| Privately issued residential mortgage-backed securities | $290,000 | 1,430 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,117,000 | 1,095 |
| 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 | $2,633,000 | 5,244 |
| Mortgage-backed securities | $2,050,000 | 5,113 |
| Certificates of participation in pools of residential mortgages | $884,000 | 5,171 |
| Issued or guaranteed by U.S. | $884,000 | 5,156 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,166,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $876,000 | 2,601 |
| Privately issued | $290,000 | 1,365 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $6,105,000 | 6,060 |
| Total debt securities | $6,105,000 | 6,533 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 1,099 |
| Fair value | $1,043,000 | 1,113 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $7,152,000 | 6,423 |
| U.S. Government securities | $4,443,000 | 6,451 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,443,000 | 6,371 |
| Securities issued by states & political subdivisions | $96,000 | 5,802 |
| Other domestic debt securities | $2,613,000 | 1,680 |
| Privately issued residential mortgage-backed securities | $320,000 | 1,436 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,293,000 | 1,071 |
| 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 | $2,939,000 | 5,191 |
| Mortgage-backed securities | $2,665,000 | 4,988 |
| Certificates of participation in pools of residential mortgages | $1,190,000 | 5,091 |
| Issued or guaranteed by U.S. | $1,190,000 | 5,074 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,475,000 | 2,682 |
| CMOs issued by government agencies or sponsored agencies | $1,155,000 | 2,452 |
| Privately issued | $320,000 | 1,376 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $7,152,000 | 5,889 |
| Total debt securities | $7,152,000 | 6,377 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 868 |
| Fair value | $1,047,000 | 877 |
| 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 | $7,119,000 | 6,479 |
| U.S. Government securities | $4,794,000 | 6,465 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,794,000 | 6,371 |
| Securities issued by states & political subdivisions | $96,000 | 5,760 |
| Other domestic debt securities | $2,229,000 | 1,751 |
| Privately issued residential mortgage-backed securities | $275,000 | 1,417 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,954,000 | 1,141 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,226,000 | 5,128 |
| Mortgage-backed securities | $3,002,000 | 4,862 |
| Certificates of participation in pools of residential mortgages | $1,326,000 | 5,012 |
| Issued or guaranteed by U.S. | $1,326,000 | 4,998 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,676,000 | 2,538 |
| CMOs issued by government agencies or sponsored agencies | $1,401,000 | 2,320 |
| Privately issued | $275,000 | 1,354 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $7,119,000 | 5,938 |
| Total debt securities | $7,118,000 | 6,441 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,335 |
| Fair value | $504,000 | 1,348 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $5,718,000 | 6,751 |
| U.S. Government securities | $4,373,000 | 6,582 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,373,000 | 6,488 |
| Securities issued by states & political subdivisions | $95,000 | 5,780 |
| Other domestic debt securities | $1,250,000 | 2,101 |
| Privately issued residential mortgage-backed securities | $431,000 | 1,327 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $819,000 | 1,617 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,347,000 | 5,102 |
| Mortgage-backed securities | $3,309,000 | 4,699 |
| Certificates of participation in pools of residential mortgages | $1,402,000 | 4,950 |
| Issued or guaranteed by U.S. | $1,402,000 | 4,934 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,907,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $1,476,000 | 2,210 |
| Privately issued | $431,000 | 1,268 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $5,718,000 | 6,174 |
| Total debt securities | $5,718,000 | 6,713 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $494,000 | 1,400 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $6,549,000 | 6,632 |
| U.S. Government securities | $5,063,000 | 6,417 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,063,000 | 6,333 |
| Securities issued by states & political subdivisions | $94,000 | 5,843 |
| Other domestic debt securities | $1,392,000 | 2,069 |
| Privately issued residential mortgage-backed securities | $448,000 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $944,000 | 1,619 |
| 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 | $3,199,000 | 5,140 |
| Mortgage-backed securities | $3,509,000 | 4,640 |
| Certificates of participation in pools of residential mortgages | $1,468,000 | 4,929 |
| Issued or guaranteed by U.S. | $1,468,000 | 4,910 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,041,000 | 2,333 |
| CMOs issued by government agencies or sponsored agencies | $1,593,000 | 2,169 |
| Privately issued | $448,000 | 1,239 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $6,549,000 | 6,056 |
| Total debt securities | $6,549,000 | 6,570 |
| Structured notes | ||
| Amortized cost | $497,000 | 1,482 |
| Fair value | $500,000 | 1,409 |
| 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 | $8,045,000 | 6,341 |
| U.S. Government securities | $6,506,000 | 6,011 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,506,000 | 5,918 |
| Securities issued by states & political subdivisions | $96,000 | 5,843 |
| Other domestic debt securities | $1,443,000 | 1,973 |
| Privately issued residential mortgage-backed securities | $467,000 | 1,279 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $976,000 | 1,549 |
| 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 | $3,666,000 | 4,933 |
| Mortgage-backed securities | $3,913,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $1,579,000 | 4,818 |
| Issued or guaranteed by U.S. | $1,579,000 | 4,796 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,334,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $1,867,000 | 2,065 |
| Privately issued | $467,000 | 1,213 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $8,045,000 | 5,782 |
| Total debt securities | $8,044,000 | 6,272 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $507,000 | 1,510 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $10,908,000 | 5,865 |
| U.S. Government securities | $10,319,000 | 5,188 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,319,000 | 5,085 |
| Securities issued by states & political subdivisions | $95,000 | 5,884 |
| Other domestic debt securities | $494,000 | 2,443 |
| Privately issued residential mortgage-backed securities | $494,000 | 1,169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,067,000 | 4,806 |
| Mortgage-backed securities | $4,173,000 | 4,072 |
| Certificates of participation in pools of residential mortgages | $1,649,000 | 4,557 |
| Issued or guaranteed by U.S. | $1,649,000 | 4,539 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,524,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $2,030,000 | 1,918 |
| Privately issued | $494,000 | 1,111 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $10,908,000 | 5,288 |
| Total debt securities | $10,908,000 | 5,797 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $1,001,000 | 1,553 |
| 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 | $10,991,000 | 5,897 |
| U.S. Government securities | $10,897,000 | 5,169 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,897,000 | 5,072 |
| Securities issued by states & political subdivisions | $94,000 | 5,923 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,209,000 | 4,784 |
| Mortgage-backed securities | $3,410,000 | 4,198 |
| Certificates of participation in pools of residential mortgages | $1,179,000 | 4,674 |
| Issued or guaranteed by U.S. | $1,179,000 | 4,660 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,231,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $2,231,000 | 1,816 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $10,991,000 | 5,304 |
| Total debt securities | $10,991,000 | 5,839 |
| Structured notes | ||
| Amortized cost | $946,000 | 1,938 |
| Fair value | $950,000 | 1,932 |
| 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 | $11,130,000 | 5,888 |
| U.S. Government securities | $11,037,000 | 5,180 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,037,000 | 5,068 |
| Securities issued by states & political subdivisions | $93,000 | 5,976 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,206,000 | 4,823 |
| Mortgage-backed securities | $3,650,000 | 4,060 |
| Certificates of participation in pools of residential mortgages | $1,222,000 | 4,635 |
| Issued or guaranteed by U.S. | $1,222,000 | 4,622 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,428,000 | 2,023 |
| CMOs issued by government agencies or sponsored agencies | $2,428,000 | 1,747 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $11,130,000 | 5,283 |
| Total debt securities | $11,130,000 | 5,833 |
| Structured notes | ||
| Amortized cost | $945,000 | 2,032 |
| Fair value | $943,000 | 2,022 |
| 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 | $11,137,000 | 5,899 |
| U.S. Government securities | $11,042,000 | 5,193 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,042,000 | 5,070 |
| Securities issued by states & political subdivisions | $95,000 | 6,025 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,077,000 | 4,551 |
| Mortgage-backed securities | $3,858,000 | 3,977 |
| Certificates of participation in pools of residential mortgages | $1,282,000 | 4,602 |
| Issued or guaranteed by U.S. | $1,282,000 | 4,584 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,576,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $2,576,000 | 1,695 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $11,137,000 | 5,280 |
| Total debt securities | $11,137,000 | 5,842 |
| Structured notes | ||
| Amortized cost | $945,000 | 2,096 |
| Fair value | $944,000 | 2,086 |
| 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 | $10,639,000 | 6,046 |
| U.S. Government securities | $10,544,000 | 5,355 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,544,000 | 5,232 |
| Securities issued by states & political subdivisions | $95,000 | 6,072 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,056,000 | 4,549 |
| Mortgage-backed securities | $3,889,000 | 3,967 |
| Certificates of participation in pools of residential mortgages | $1,324,000 | 4,577 |
| Issued or guaranteed by U.S. | $1,324,000 | 4,562 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,565,000 | 1,969 |
| CMOs issued by government agencies or sponsored agencies | $2,565,000 | 1,712 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $10,639,000 | 5,411 |
| Total debt securities | $10,638,000 | 5,991 |
| Structured notes | ||
| Amortized cost | $1,445,000 | 1,796 |
| Fair value | $1,440,000 | 1,790 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $12,011,000 | 5,827 |
| U.S. Government securities | $11,916,000 | 5,114 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,916,000 | 5,002 |
| Securities issued by states & political subdivisions | $95,000 | 6,142 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,044,000 | 4,589 |
| Mortgage-backed securities | $3,922,000 | 3,973 |
| Certificates of participation in pools of residential mortgages | $1,362,000 | 4,563 |
| Issued or guaranteed by U.S. | $1,362,000 | 4,538 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,560,000 | 1,941 |
| CMOs issued by government agencies or sponsored agencies | $2,560,000 | 1,694 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $12,011,000 | 5,197 |
| Total debt securities | $12,011,000 | 5,778 |
| Structured notes | ||
| Amortized cost | $1,945,000 | 1,652 |
| Fair value | $1,936,000 | 1,641 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $11,368,000 | 5,961 |
| U.S. Government securities | $11,276,000 | 5,283 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,276,000 | 5,148 |
| Securities issued by states & political subdivisions | $92,000 | 6,201 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,947,000 | 4,649 |
| Mortgage-backed securities | $3,926,000 | 3,925 |
| Certificates of participation in pools of residential mortgages | $1,409,000 | 4,544 |
| Issued or guaranteed by U.S. | $1,409,000 | 4,523 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,517,000 | 1,934 |
| CMOs issued by government agencies or sponsored agencies | $2,517,000 | 1,686 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $11,368,000 | 5,305 |
| Total debt securities | $11,368,000 | 5,903 |
| Structured notes | ||
| Amortized cost | $1,445,000 | 1,953 |
| Fair value | $1,417,000 | 1,946 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $11,556,000 | 5,963 |
| U.S. Government securities | $11,462,000 | 5,251 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,462,000 | 5,114 |
| Securities issued by states & political subdivisions | $94,000 | 6,218 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,825,000 | 5,036 |
| Mortgage-backed securities | $4,026,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $1,483,000 | 4,524 |
| Issued or guaranteed by U.S. | $1,483,000 | 4,505 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,543,000 | 1,934 |
| CMOs issued by government agencies or sponsored agencies | $2,543,000 | 1,686 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $11,556,000 | 5,289 |
| Total debt securities | $11,556,000 | 5,906 |
| Structured notes | ||
| Amortized cost | $1,428,000 | 1,952 |
| Fair value | $1,445,000 | 1,932 |
| 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 | $11,491,000 | 6,015 |
| U.S. Government securities | $11,397,000 | 5,264 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,397,000 | 5,122 |
| Securities issued by states & political subdivisions | $94,000 | 6,267 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,852,000 | 5,019 |
| Mortgage-backed securities | $4,123,000 | 3,930 |
| Certificates of participation in pools of residential mortgages | $1,555,000 | 4,521 |
| Issued or guaranteed by U.S. | $1,555,000 | 4,502 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,568,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $2,568,000 | 1,675 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $11,491,000 | 5,311 |
| Total debt securities | $11,491,000 | 5,957 |
| Structured notes | ||
| Amortized cost | $1,445,000 | 1,940 |
| Fair value | $1,433,000 | 1,932 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $10,695,000 | 6,190 |
| U.S. Government securities | $10,600,000 | 5,416 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,600,000 | 5,277 |
| Securities issued by states & political subdivisions | $95,000 | 6,309 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,372,000 | 4,821 |
| Mortgage-backed securities | $4,275,000 | 3,927 |
| Certificates of participation in pools of residential mortgages | $1,663,000 | 4,504 |
| Issued or guaranteed by U.S. | $1,663,000 | 4,488 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,612,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $2,612,000 | 1,679 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $10,695,000 | 5,465 |
| Total debt securities | $10,695,000 | 6,129 |
| Structured notes | ||
| Amortized cost | $945,000 | 2,333 |
| Fair value | $942,000 | 2,332 |
| 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 | $10,813,000 | 6,206 |
| U.S. Government securities | $10,813,000 | 5,426 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,813,000 | 5,285 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,122,000 | 5,285 |
| Mortgage-backed securities | $4,416,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $1,763,000 | 4,526 |
| Issued or guaranteed by U.S. | $1,763,000 | 4,507 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,653,000 | 1,944 |
| CMOs issued by government agencies or sponsored agencies | $2,653,000 | 1,715 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $10,813,000 | 5,473 |
| Total debt securities | $10,813,000 | 6,141 |
| Structured notes | ||
| Amortized cost | $944,000 | 2,329 |
| Fair value | $948,000 | 2,325 |
| 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 | $12,067,000 | 6,036 |
| U.S. Government securities | $12,067,000 | 5,200 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,067,000 | 5,047 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,054,000 | 5,367 |
| Mortgage-backed securities | $4,450,000 | 4,042 |
| Certificates of participation in pools of residential mortgages | $1,816,000 | 4,558 |
| Issued or guaranteed by U.S. | $1,816,000 | 4,543 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,634,000 | 1,976 |
| CMOs issued by government agencies or sponsored agencies | $2,634,000 | 1,761 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $12,067,000 | 5,295 |
| Total debt securities | $12,067,000 | 5,965 |
| Structured notes | ||
| Amortized cost | $944,000 | 2,322 |
| Fair value | $936,000 | 2,322 |
| 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 | $11,534,000 | 6,175 |
| U.S. Government securities | $11,534,000 | 5,343 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,534,000 | 5,185 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,953,000 | 5,463 |
| Mortgage-backed securities | $4,671,000 | 4,043 |
| Certificates of participation in pools of residential mortgages | $1,885,000 | 4,543 |
| Issued or guaranteed by U.S. | $1,885,000 | 4,527 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,786,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $2,786,000 | 1,743 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $11,534,000 | 5,410 |
| Total debt securities | $11,534,000 | 6,108 |
| Structured notes | ||
| Amortized cost | $944,000 | 2,268 |
| Fair value | $945,000 | 2,264 |
| 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 | $14,240,000 | 5,661 |
| U.S. Government securities | $14,240,000 | 4,767 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $14,240,000 | 4,622 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,655,000 | 5,569 |
| Mortgage-backed securities | $4,415,000 | 4,131 |
| Certificates of participation in pools of residential mortgages | $918,000 | 5,214 |
| Issued or guaranteed by U.S. | $918,000 | 5,200 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,497,000 | 1,799 |
| CMOs issued by government agencies or sponsored agencies | $3,497,000 | 1,602 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $14,240,000 | 4,945 |
| Total debt securities | $14,240,000 | 5,594 |
| Structured notes | ||
| Amortized cost | $2,713,000 | 1,332 |
| Fair value | $2,720,000 | 1,332 |
| 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 | $15,766,000 | 5,427 |
| U.S. Government securities | $15,766,000 | 4,543 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,766,000 | 4,384 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,840,000 | 5,490 |
| Mortgage-backed securities | $4,586,000 | 4,155 |
| Certificates of participation in pools of residential mortgages | $936,000 | 5,269 |
| Issued or guaranteed by U.S. | $936,000 | 5,253 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,650,000 | 1,798 |
| CMOs issued by government agencies or sponsored agencies | $3,650,000 | 1,590 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $15,766,000 | 4,767 |
| Total debt securities | $15,766,000 | 5,354 |
| Structured notes | ||
| Amortized cost | $3,262,000 | 1,142 |
| Fair value | $3,235,000 | 1,137 |
| 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 | $14,858,000 | 5,587 |
| U.S. Government securities | $14,823,000 | 4,678 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,823,000 | 4,535 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $35,000 | 3,681 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,605,000 | 5,562 |
| Mortgage-backed securities | $3,604,000 | 4,515 |
| Certificates of participation in pools of residential mortgages | $493,000 | 5,736 |
| Issued or guaranteed by U.S. | $493,000 | 5,719 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,111,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $3,076,000 | 1,744 |
| Privately issued | $35,000 | 1,063 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $14,858,000 | 4,912 |
| Total debt securities | $14,858,000 | 5,504 |
| Structured notes | ||
| Amortized cost | $3,071,000 | 1,022 |
| Fair value | $3,088,000 | 1,023 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $15,061,000 | 5,621 |
| U.S. Government securities | $14,276,000 | 4,820 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $14,276,000 | 4,676 |
| Securities issued by states & political subdivisions | $434,000 | 5,907 |
| Other domestic debt securities | $351,000 | 3,246 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,020 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $313,000 | 2,929 |
| 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 | $2,471,000 | 5,598 |
| Mortgage-backed securities | $2,660,000 | 4,865 |
| Certificates of participation in pools of residential mortgages | $499,000 | 5,768 |
| Issued or guaranteed by U.S. | $499,000 | 5,749 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,161,000 | 2,222 |
| CMOs issued by government agencies or sponsored agencies | $2,123,000 | 2,099 |
| Privately issued | $38,000 | 886 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $15,061,000 | 4,899 |
| Total debt securities | $15,061,000 | 5,533 |
| Structured notes | ||
| Amortized cost | $2,360,000 | 1,125 |
| Fair value | $2,358,000 | 1,125 |
| 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 | $7,300,000 | 7,177 |
| U.S. Government securities | $6,255,000 | 6,716 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,255,000 | 6,535 |
| Securities issued by states & political subdivisions | $698,000 | 5,580 |
| Other domestic debt securities | $347,000 | 3,386 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,098 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $304,000 | 3,051 |
| 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 | $2,268,000 | 5,654 |
| Mortgage-backed securities | $1,786,000 | 5,321 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,786,000 | 2,431 |
| CMOs issued by government agencies or sponsored agencies | $1,743,000 | 2,324 |
| Privately issued | $43,000 | 956 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $7,300,000 | 6,379 |
| Total debt securities | $7,300,000 | 7,081 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $501,000 | 1,850 |
| 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 | $3,689,000 | 8,109 |
| U.S. Government securities | $2,621,000 | 7,967 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,621,000 | 7,791 |
| Securities issued by states & political subdivisions | $701,000 | 5,555 |
| Other domestic debt securities | $367,000 | 3,408 |
| Privately issued residential mortgage-backed securities | $61,000 | 1,121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $306,000 | 3,077 |
| 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 | $2,562,000 | 5,505 |
| Mortgage-backed securities | $1,138,000 | 5,819 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,138,000 | 2,904 |
| CMOs issued by government agencies or sponsored agencies | $1,077,000 | 2,794 |
| Privately issued | $61,000 | 988 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $3,689,000 | 7,282 |
| Total debt securities | $3,688,000 | 8,029 |
| 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 | $4,377,000 | 7,994 |
| U.S. Government securities | $3,009,000 | 7,888 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,009,000 | 7,701 |
| Securities issued by states & political subdivisions | $998,000 | 5,164 |
| Other domestic debt securities | $370,000 | 3,459 |
| Privately issued residential mortgage-backed securities | $76,000 | 1,123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $294,000 | 3,135 |
| 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 | $2,536,000 | 5,560 |
| Mortgage-backed securities | $1,545,000 | 5,584 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,545,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $1,469,000 | 2,715 |
| Privately issued | $76,000 | 996 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $4,377,000 | 7,138 |
| Total debt securities | $4,377,000 | 7,911 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $501,000 | 1,425 |
| 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 | $4,197,000 | 8,055 |
| U.S. Government securities | $2,804,000 | 8,021 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,804,000 | 7,823 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,174 |
| Other domestic debt securities | $393,000 | 3,484 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $293,000 | 3,171 |
| 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 | $2,827,000 | 5,417 |
| Mortgage-backed securities | $1,862,000 | 5,387 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,862,000 | 2,693 |
| CMOs issued by government agencies or sponsored agencies | $1,762,000 | 2,614 |
| Privately issued | $100,000 | 1,013 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $4,197,000 | 7,168 |
| Total debt securities | $4,197,000 | 7,972 |
| 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 | $5,963,000 | 7,635 |
| U.S. Government securities | $4,300,000 | 7,518 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,300,000 | 7,259 |
| Securities issued by states & political subdivisions | $1,145,000 | 5,076 |
| Other domestic debt securities | $492,000 | 3,430 |
| Privately issued residential mortgage-backed securities | $189,000 | 1,157 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $303,000 | 3,143 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $26,000 | 2,177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,478,000 | 5,085 |
| Mortgage-backed securities | $2,627,000 | 4,915 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,627,000 | 2,489 |
| CMOs issued by government agencies or sponsored agencies | $2,438,000 | 2,391 |
| Privately issued | $189,000 | 1,038 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $5,963,000 | 6,694 |
| Total debt securities | $5,937,000 | 7,537 |
| 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 | $10,028,000 | 6,787 |
| U.S. Government securities | $6,509,000 | 7,116 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,509,000 | 6,753 |
| Securities issued by states & political subdivisions | $1,292,000 | 5,010 |
| Other domestic debt securities | $2,078,000 | 1,878 |
| Privately issued residential mortgage-backed securities | $477,000 | 917 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,601,000 | 1,805 |
| Foreign debt securities | NA | NA |
| Equity securities | $149,000 | 6,288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,600,000 | 5,324 |
| Mortgage-backed securities | $2,887,000 | 4,251 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,887,000 | 1,967 |
| CMOs issued by government agencies or sponsored agencies | $2,410,000 | 1,987 |
| Privately issued | $477,000 | 802 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $10,028,000 | 5,723 |
| Total debt securities | $9,879,000 | 6,694 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $11,300,000 | 6,708 |
| U.S. Government securities | $7,802,000 | 6,861 |
| U.S. Treasury securities | $200,000 | 5,118 |
| U.S. Government agency obligations | $7,602,000 | 6,415 |
| Securities issued by states & political subdivisions | $1,474,000 | 5,107 |
| Other domestic debt securities | $1,913,000 | 1,904 |
| Privately issued residential mortgage-backed securities | $515,000 | 913 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,398,000 | 1,783 |
| Foreign debt securities | NA | NA |
| Equity securities | $111,000 | 6,630 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,807,000 | 5,830 |
| Mortgage-backed securities | $3,413,000 | 4,273 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,413,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $2,898,000 | 1,962 |
| Privately issued | $515,000 | 799 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $11,300,000 | 5,530 |
| Total debt securities | $11,189,000 | 6,624 |
| 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 | $10,153,000 | 7,058 |
| U.S. Government securities | $5,789,000 | 7,676 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $5,789,000 | 6,814 |
| Securities issued by states & political subdivisions | $2,526,000 | 4,325 |
| Other domestic debt securities | $1,815,000 | 1,812 |
| Privately issued residential mortgage-backed securities | $622,000 | 846 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,193,000 | 1,678 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,000 | 7,589 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $869,000 | 7,340 |
| Mortgage-backed securities | $4,611,000 | 3,983 |
| Certificates of participation in pools of residential mortgages | $165,000 | 6,757 |
| Issued or guaranteed by U.S. | $165,000 | 6,737 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,446,000 | 1,861 |
| CMOs issued by government agencies or sponsored agencies | $3,824,000 | 1,873 |
| Privately issued | $622,000 | 722 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $10,153,000 | 5,732 |
| Total debt securities | $10,130,000 | 6,921 |
| 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 | $8,930,000 | 7,777 |
| U.S. Government securities | $5,728,000 | 8,203 |
| U.S. Treasury securities | $200,000 | 7,718 |
| U.S. Government agency obligations | $5,528,000 | 7,032 |
| Securities issued by states & political subdivisions | $2,480,000 | 4,195 |
| Other domestic debt securities | $699,000 | 2,088 |
| Privately issued residential mortgage-backed securities | $116,000 | 1,203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $583,000 | 1,747 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,000 | 7,595 |
| 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 | 7,482 |
| Mortgage-backed securities | $4,617,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | $243,000 | 6,792 |
| Issued or guaranteed by U.S. | $243,000 | 6,771 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,374,000 | 1,852 |
| CMOs issued by government agencies or sponsored agencies | $4,258,000 | 1,800 |
| Privately issued | $116,000 | 986 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $8,930,000 | 6,072 |
| Total debt securities | $8,907,000 | 7,654 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,431 |
| Fair value | $248,000 | 2,536 |
| 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 | $10,453,000 | 7,779 |
| U.S. Government securities | $6,171,000 | 8,594 |
| U.S. Treasury securities | $200,000 | 8,577 |
| U.S. Government agency obligations | $5,971,000 | 7,154 |
| Securities issued by states & political subdivisions | $3,351,000 | 3,683 |
| Other domestic debt securities | $908,000 | 2,173 |
| Privately issued residential mortgage-backed securities | $326,000 | 1,136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $582,000 | 1,924 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,000 | 7,680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,155,000 | 7,635 |
| Mortgage-backed securities | $5,629,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $460,000 | 6,787 |
| Issued or guaranteed by U.S. | $460,000 | 6,767 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,169,000 | 1,893 |
| CMOs issued by government agencies or sponsored agencies | $4,843,000 | 1,893 |
| Privately issued | $326,000 | 904 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,567,000 | 6,603 |
| Available-for-sale securities (fair market value) | $8,886,000 | 6,333 |
| Total debt securities | $10,430,000 | 7,658 |
| Structured notes | ||
| Amortized cost | $599,000 | 2,380 |
| Fair value | $593,000 | 2,365 |
| 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 | $7,346,000 | 9,246 |
| U.S. Government securities | $2,527,000 | 10,847 |
| U.S. Treasury securities | $398,000 | 9,697 |
| U.S. Government agency obligations | $2,129,000 | 9,631 |
| Securities issued by states & political subdivisions | $3,566,000 | 3,580 |
| Other domestic debt securities | $1,230,000 | 2,251 |
| Privately issued residential mortgage-backed securities | $412,000 | 1,267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $818,000 | 2,097 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,000 | 7,744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,840,000 | 7,043 |
| Mortgage-backed securities | $1,801,000 | 6,450 |
| Certificates of participation in pools of residential mortgages | $566,000 | 6,861 |
| Issued or guaranteed by U.S. | $566,000 | 6,830 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,235,000 | 4,011 |
| CMOs issued by government agencies or sponsored agencies | $823,000 | 4,298 |
| Privately issued | $412,000 | 1,007 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,940,000 | 6,715 |
| Available-for-sale securities (fair market value) | $5,406,000 | 7,825 |
| Total debt securities | $7,323,000 | 9,141 |
| Structured notes | ||
| Amortized cost | $448,000 | 3,825 |
| Fair value | $443,000 | 3,810 |
| 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 | $8,536,000 | 9,321 |
| U.S. Government securities | $3,264,000 | 11,091 |
| U.S. Treasury securities | $489,000 | 10,535 |
| U.S. Government agency obligations | $2,775,000 | 9,321 |
| Securities issued by states & political subdivisions | $3,693,000 | 3,667 |
| Other domestic debt securities | $1,556,000 | 2,272 |
| Privately issued residential mortgage-backed securities | $347,000 | 1,512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,209,000 | 2,022 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,000 | 7,794 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 8,908 |
| Mortgage-backed securities | $2,167,000 | 6,488 |
| Certificates of participation in pools of residential mortgages | $677,000 | 6,999 |
| Issued or guaranteed by U.S. | $677,000 | 6,973 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,490,000 | 4,055 |
| CMOs issued by government agencies or sponsored agencies | $1,143,000 | 4,164 |
| Privately issued | $347,000 | 1,243 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,387,000 | 7,784 |
| Available-for-sale securities (fair market value) | $3,149,000 | 8,015 |
| Total debt securities | $8,513,000 | 9,233 |
| 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 | $9,450,000 | 9,283 |
| U.S. Government securities | $2,678,000 | 11,822 |
| U.S. Treasury securities | $402,000 | 11,060 |
| U.S. Government agency obligations | $2,276,000 | 9,999 |
| Securities issued by states & political subdivisions | $3,391,000 | 3,971 |
| Other domestic debt securities | $3,358,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $1,280,000 | 1,068 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,078,000 | 1,747 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,000 | 7,685 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $692,000 | 9,170 |
| Mortgage-backed securities | $3,083,000 | 6,375 |
| Certificates of participation in pools of residential mortgages | $1,125,000 | 6,858 |
| Issued or guaranteed by U.S. | $596,000 | 7,798 |
| Privately issued | $529,000 | 435 |
| Collaterized mortgage obligations | $1,958,000 | 4,125 |
| CMOs issued by government agencies or sponsored agencies | $1,207,000 | 4,516 |
| Privately issued | $751,000 | 1,091 |
| 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 | $9,427,000 | 9,158 |
| 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 | $9,440,000 | 9,392 |
| U.S. Government securities | $3,555,000 | 11,733 |
| U.S. Treasury securities | $403,000 | 11,532 |
| U.S. Government agency obligations | $3,152,000 | 9,400 |
| Securities issued by states & political subdivisions | $2,067,000 | 4,959 |
| Other domestic debt securities | $3,795,000 | 2,025 |
| Privately issued residential mortgage-backed securities | $315,000 | 2,734 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,480,000 | 1,505 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,000 | 7,509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $730,000 | 9,253 |
| Mortgage-backed securities | $3,178,000 | 6,624 |
| Certificates of participation in pools of residential mortgages | $1,077,000 | 7,381 |
| Issued or guaranteed by U.S. | $1,077,000 | 7,323 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,101,000 | 3,974 |
| CMOs issued by government agencies or sponsored agencies | $1,786,000 | 3,894 |
| Privately issued | $315,000 | 2,320 |
| 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 | $9,417,000 | 9,255 |
| 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 |