Home > North Valley Bank > Securities
North Valley Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $3,000 | 4,452 |
| U.S. Government securities | $3,000 | 4,367 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $3,000 | 4,246 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $3,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,703 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $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) | $3,000 | 4,211 |
| Total debt securities | $3,000 | 4,426 |
| 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 | $1,988,000 | 4,374 |
| U.S. Government securities | $1,988,000 | 4,222 |
| U.S. Treasury securities | $1,985,000 | 2,337 |
| U.S. Government agency obligations | $3,000 | 4,269 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| 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 | $1,985,000 | 3,649 |
| Mortgage-backed securities | $3,000 | 3,830 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,705 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $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) | $1,988,000 | 4,111 |
| Total debt securities | $1,988,000 | 4,348 |
| 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 | $3,944,000 | 4,336 |
| U.S. Government securities | $3,944,000 | 4,115 |
| U.S. Treasury securities | $3,941,000 | 2,062 |
| U.S. Government agency obligations | $3,000 | 4,302 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| 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 | $3,941,000 | 3,413 |
| Mortgage-backed securities | $3,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,703 |
| 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) | $3,944,000 | 4,063 |
| Total debt securities | $3,944,000 | 4,309 |
| 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 | $2,970,000 | 4,448 |
| U.S. Government securities | $2,970,000 | 4,252 |
| U.S. Treasury securities | $2,967,000 | 2,266 |
| U.S. Government agency obligations | $3,000 | 4,326 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| 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 | $2,967,000 | 3,500 |
| Mortgage-backed securities | $3,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,740 |
| 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) | $2,970,000 | 4,168 |
| Total debt securities | $2,970,000 | 4,420 |
| 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 | $2,971,000 | 4,474 |
| U.S. Government securities | $2,971,000 | 4,277 |
| U.S. Treasury securities | $2,967,000 | 2,301 |
| U.S. Government agency obligations | $4,000 | 4,344 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| 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 | $2,967,000 | 3,434 |
| Mortgage-backed securities | $4,000 | 3,925 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,757 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $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) | $2,971,000 | 4,198 |
| Total debt securities | $2,971,000 | 4,449 |
| 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 | $2,958,000 | 4,516 |
| U.S. Government securities | $2,958,000 | 4,309 |
| U.S. Treasury securities | $2,954,000 | 2,341 |
| U.S. Government agency obligations | $4,000 | 4,385 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| 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 | $2,954,000 | 3,421 |
| Mortgage-backed securities | $4,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,769 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $2,958,000 | 4,240 |
| Total debt securities | $2,958,000 | 4,491 |
| 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 | $2,962,000 | 4,535 |
| U.S. Government securities | $2,962,000 | 4,324 |
| U.S. Treasury securities | $2,958,000 | 2,306 |
| U.S. Government agency obligations | $4,000 | 4,430 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| 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 | $2,958,000 | 3,423 |
| Mortgage-backed securities | $4,000 | 4,012 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,805 |
| 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) | $2,962,000 | 4,272 |
| Total debt securities | $2,962,000 | 4,519 |
| 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 | $1,998,000 | 4,553 |
| U.S. Government securities | $1,998,000 | 4,344 |
| U.S. Treasury securities | $1,994,000 | 2,225 |
| U.S. Government agency obligations | $4,000 | 4,439 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,994,000 | 3,585 |
| Mortgage-backed securities | $4,000 | 4,032 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,799 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $1,998,000 | 4,304 |
| Total debt securities | $1,998,000 | 4,535 |
| 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 | $3,021,000 | 4,500 |
| U.S. Government securities | $3,021,000 | 4,183 |
| U.S. Treasury securities | $3,016,000 | 1,608 |
| U.S. Government agency obligations | $5,000 | 4,451 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $5,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,797 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $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) | $3,021,000 | 4,271 |
| Total debt securities | $3,021,000 | 4,481 |
| 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 | $3,025,000 | 4,540 |
| U.S. Government securities | $3,025,000 | 4,194 |
| U.S. Treasury securities | $3,019,000 | 1,385 |
| U.S. Government agency obligations | $6,000 | 4,508 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $6,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,821 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $3,025,000 | 4,305 |
| Total debt securities | $3,025,000 | 4,517 |
| 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 | $3,033,000 | 4,556 |
| U.S. Government securities | $3,033,000 | 4,197 |
| U.S. Treasury securities | $3,027,000 | 1,286 |
| U.S. Government agency obligations | $6,000 | 4,545 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $6,000 | 4,114 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $6,000 | 2,874 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,818 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $3,033,000 | 4,314 |
| Total debt securities | $3,033,000 | 4,534 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $7,000 | 4,840 |
| U.S. Government securities | $7,000 | 4,643 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $7,000 | 4,552 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $7,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $7,000 | 2,845 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,787 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $7,000 | 4,570 |
| Total debt securities | $7,000 | 4,810 |
| 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 | $7,000 | 4,855 |
| U.S. Government securities | $7,000 | 4,639 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $7,000 | 4,548 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $7,000 | 4,113 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $7,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,788 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $7,000 | 4,584 |
| Total debt securities | $7,000 | 4,827 |
| 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 | $7,000 | 4,882 |
| U.S. Government securities | $7,000 | 4,669 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $7,000 | 4,579 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $7,000 | 4,122 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,000 | 2,851 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,792 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $7,000 | 4,611 |
| Total debt securities | $7,000 | 4,855 |
| 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 | $8,000 | 4,915 |
| U.S. Government securities | $8,000 | 4,702 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $8,000 | 4,612 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $8,000 | 4,135 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,000 | 2,846 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,793 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $8,000 | 4,644 |
| Total debt securities | $8,000 | 4,888 |
| 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 | $8,000 | 4,965 |
| U.S. Government securities | $8,000 | 4,769 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $8,000 | 4,672 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $8,000 | 4,170 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $8,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,791 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $8,000 | 4,702 |
| Total debt securities | $8,000 | 4,939 |
| 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 | $8,000 | 5,022 |
| U.S. Government securities | $8,000 | 4,850 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $8,000 | 4,742 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $8,000 | 4,202 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,000 | 2,874 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,813 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $8,000 | 4,763 |
| Total debt securities | $8,000 | 4,997 |
| 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 | $9,000 | 5,107 |
| U.S. Government securities | $9,000 | 4,935 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $9,000 | 4,825 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $9,000 | 4,248 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,831 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $9,000 | 4,846 |
| Total debt securities | $9,000 | 5,084 |
| 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 | $9,000 | 5,156 |
| U.S. Government securities | $9,000 | 4,986 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,000 | 4,877 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $9,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $9,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,838 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $9,000 | 4,892 |
| Total debt securities | $9,000 | 5,133 |
| 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 | $9,000 | 5,206 |
| U.S. Government securities | $9,000 | 5,040 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $9,000 | 4,937 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $9,000 | 4,324 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,858 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $9,000 | 4,933 |
| Total debt securities | $9,000 | 5,184 |
| 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 | $10,000 | 5,251 |
| U.S. Government securities | $10,000 | 5,089 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $10,000 | 4,980 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $10,000 | 4,357 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,871 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $10,000 | 4,977 |
| Total debt securities | $10,000 | 5,231 |
| 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 | $10,000 | 5,323 |
| U.S. Government securities | $10,000 | 5,159 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $10,000 | 5,055 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $10,000 | 4,415 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,000 | 2,951 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,882 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $10,000 | 5,050 |
| Total debt securities | $10,000 | 5,302 |
| 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 | $10,000 | 5,385 |
| U.S. Government securities | $10,000 | 5,216 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,000 | 5,111 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $10,000 | 4,466 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $10,000 | 2,983 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,904 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $10,000 | 5,107 |
| Total debt securities | $10,000 | 5,363 |
| 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 | $11,000 | 5,449 |
| U.S. Government securities | $11,000 | 5,280 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $11,000 | 5,188 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $11,000 | 4,505 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,000 | 2,987 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 2,907 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $11,000 | 5,167 |
| Total debt securities | $11,000 | 5,427 |
| 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 | $12,000 | 5,514 |
| U.S. Government securities | $12,000 | 5,331 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $12,000 | 5,247 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000 | 4,817 |
| Mortgage-backed securities | $12,000 | 4,548 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,497 |
| Issued or guaranteed by U.S. | $1,000 | 4,491 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $11,000 | 3,003 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 2,917 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $12,000 | 5,233 |
| Total debt securities | $12,000 | 5,494 |
| 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 | $14,000 | 5,573 |
| U.S. Government securities | $14,000 | 5,388 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,000 | 5,306 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000 | 4,883 |
| Mortgage-backed securities | $14,000 | 4,599 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,538 |
| Issued or guaranteed by U.S. | $2,000 | 4,533 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $12,000 | 3,027 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 2,941 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $14,000 | 5,280 |
| Total debt securities | $14,000 | 5,553 |
| 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 | $17,000 | 5,626 |
| U.S. Government securities | $17,000 | 5,444 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $17,000 | 5,357 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000 | 4,925 |
| Mortgage-backed securities | $17,000 | 4,630 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,553 |
| Issued or guaranteed by U.S. | $4,000 | 4,547 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,964 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $17,000 | 5,322 |
| Total debt securities | $17,000 | 5,606 |
| 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 | $2,019,000 | 5,450 |
| U.S. Government securities | $2,019,000 | 5,058 |
| U.S. Treasury securities | $1,000,000 | 1,086 |
| U.S. Government agency obligations | $1,019,000 | 5,138 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,005,000 | 4,358 |
| Mortgage-backed securities | $19,000 | 4,693 |
| Certificates of participation in pools of residential mortgages | $6,000 | 4,595 |
| Issued or guaranteed by U.S. | $6,000 | 4,590 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,000 | 3,103 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,007 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $2,019,000 | 5,140 |
| Total debt securities | $2,019,000 | 5,423 |
| 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 | $5,029,000 | 5,164 |
| U.S. Government securities | $5,029,000 | 4,565 |
| U.S. Treasury securities | $3,007,000 | 734 |
| U.S. Government agency obligations | $2,022,000 | 4,951 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,015,000 | 3,724 |
| Mortgage-backed securities | $22,000 | 4,731 |
| Certificates of participation in pools of residential mortgages | $8,000 | 4,628 |
| Issued or guaranteed by U.S. | $8,000 | 4,622 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $14,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,004 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $5,029,000 | 4,844 |
| Total debt securities | $5,029,000 | 5,136 |
| 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 | $7,045,000 | 5,005 |
| U.S. Government securities | $7,045,000 | 4,280 |
| U.S. Treasury securities | $3,018,000 | 636 |
| U.S. Government agency obligations | $4,027,000 | 4,633 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,030,000 | 3,402 |
| Mortgage-backed securities | $26,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $11,000 | 4,654 |
| Issued or guaranteed by U.S. | $11,000 | 4,650 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,000 | 3,140 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,033 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $7,045,000 | 4,675 |
| Total debt securities | $7,045,000 | 4,984 |
| 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 | $8,056,000 | 4,959 |
| U.S. Government securities | $8,056,000 | 4,207 |
| U.S. Treasury securities | $4,026,000 | 592 |
| U.S. Government agency obligations | $4,030,000 | 4,719 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,014,000 | 3,460 |
| Mortgage-backed securities | $29,000 | 4,829 |
| Certificates of participation in pools of residential mortgages | $13,000 | 4,711 |
| Issued or guaranteed by U.S. | $13,000 | 4,705 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,058 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $8,056,000 | 4,618 |
| Total debt securities | $8,056,000 | 4,935 |
| 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 | $8,038,000 | 5,033 |
| U.S. Government securities | $8,038,000 | 4,330 |
| U.S. Treasury securities | $8,005,000 | 429 |
| U.S. Government agency obligations | $33,000 | 5,691 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,022,000 | 3,337 |
| Mortgage-backed securities | $33,000 | 4,863 |
| Certificates of participation in pools of residential mortgages | $17,000 | 4,735 |
| Issued or guaranteed by U.S. | $17,000 | 4,732 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $16,000 | 3,193 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,083 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $8,038,000 | 4,688 |
| Total debt securities | $8,038,000 | 5,009 |
| 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 | $8,054,000 | 5,100 |
| U.S. Government securities | $8,054,000 | 4,372 |
| U.S. Treasury securities | $8,017,000 | 456 |
| U.S. Government agency obligations | $37,000 | 5,754 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,037,000 | 3,384 |
| Mortgage-backed securities | $37,000 | 4,900 |
| Certificates of participation in pools of residential mortgages | $20,000 | 4,765 |
| Issued or guaranteed by U.S. | $20,000 | 4,761 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,000 | 3,224 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,116 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $8,054,000 | 4,750 |
| Total debt securities | $8,054,000 | 5,079 |
| 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 | $10,071,000 | 4,977 |
| U.S. Government securities | $10,071,000 | 4,175 |
| U.S. Treasury securities | $10,029,000 | 363 |
| U.S. Government agency obligations | $42,000 | 5,843 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,052,000 | 3,418 |
| Mortgage-backed securities | $42,000 | 4,956 |
| Certificates of participation in pools of residential mortgages | $24,000 | 4,812 |
| Issued or guaranteed by U.S. | $24,000 | 4,807 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $18,000 | 3,271 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,159 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $10,071,000 | 4,616 |
| Total debt securities | $10,071,000 | 4,955 |
| 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 | $12,107,000 | 4,863 |
| U.S. Government securities | $12,107,000 | 4,033 |
| U.S. Treasury securities | $12,059,000 | 324 |
| U.S. Government agency obligations | $48,000 | 5,918 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,088,000 | 2,887 |
| Mortgage-backed securities | $48,000 | 5,024 |
| Certificates of participation in pools of residential mortgages | $29,000 | 4,877 |
| Issued or guaranteed by U.S. | $29,000 | 4,874 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $19,000 | 3,317 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,202 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $12,107,000 | 4,489 |
| Total debt securities | $12,107,000 | 4,842 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $9,084,000 | 5,220 |
| U.S. Government securities | $9,084,000 | 4,516 |
| U.S. Treasury securities | $9,031,000 | 403 |
| U.S. Government agency obligations | $53,000 | 5,986 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,064,000 | 3,342 |
| Mortgage-backed securities | $53,000 | 5,075 |
| Certificates of participation in pools of residential mortgages | $33,000 | 4,920 |
| Issued or guaranteed by U.S. | $33,000 | 4,913 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $20,000 | 3,346 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,227 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $9,084,000 | 4,850 |
| Total debt securities | $9,084,000 | 5,202 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $10,093,000 | 5,200 |
| U.S. Government securities | $10,093,000 | 4,435 |
| U.S. Treasury securities | $10,033,000 | 367 |
| U.S. Government agency obligations | $60,000 | 6,073 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,071,000 | 3,207 |
| Mortgage-backed securities | $60,000 | 5,149 |
| Certificates of participation in pools of residential mortgages | $39,000 | 4,984 |
| Issued or guaranteed by U.S. | $39,000 | 4,977 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $21,000 | 3,387 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,267 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $10,093,000 | 4,813 |
| Total debt securities | $10,093,000 | 5,179 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $12,136,000 | 5,080 |
| U.S. Government securities | $12,136,000 | 4,267 |
| U.S. Treasury securities | $12,069,000 | 325 |
| U.S. Government agency obligations | $67,000 | 6,158 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,113,000 | 3,091 |
| Mortgage-backed securities | $67,000 | 5,229 |
| Certificates of participation in pools of residential mortgages | $44,000 | 5,063 |
| Issued or guaranteed by U.S. | $44,000 | 5,058 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $23,000 | 3,446 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,316 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $12,136,000 | 4,697 |
| Total debt securities | $12,136,000 | 5,057 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $14,193,000 | 4,952 |
| U.S. Government securities | $14,193,000 | 4,085 |
| U.S. Treasury securities | $14,119,000 | 278 |
| U.S. Government agency obligations | $74,000 | 6,221 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,088,000 | 3,390 |
| Mortgage-backed securities | $74,000 | 5,270 |
| Certificates of participation in pools of residential mortgages | $50,000 | 5,099 |
| Issued or guaranteed by U.S. | $50,000 | 5,093 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $24,000 | 3,489 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,356 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $14,193,000 | 4,554 |
| Total debt securities | $14,193,000 | 4,928 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $13,150,000 | 5,117 |
| U.S. Government securities | $13,150,000 | 4,246 |
| U.S. Treasury securities | $13,068,000 | 278 |
| U.S. Government agency obligations | $82,000 | 6,284 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,124,000 | 2,876 |
| Mortgage-backed securities | $82,000 | 5,319 |
| Certificates of participation in pools of residential mortgages | $56,000 | 5,150 |
| Issued or guaranteed by U.S. | $56,000 | 5,144 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $26,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,389 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $13,150,000 | 4,712 |
| Total debt securities | $13,150,000 | 5,090 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $16,192,000 | 4,822 |
| U.S. Government securities | $16,192,000 | 3,884 |
| U.S. Treasury securities | $16,103,000 | 223 |
| U.S. Government agency obligations | $89,000 | 6,353 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,163,000 | 2,777 |
| Mortgage-backed securities | $89,000 | 5,356 |
| Certificates of participation in pools of residential mortgages | $62,000 | 5,185 |
| Issued or guaranteed by U.S. | $62,000 | 5,178 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $27,000 | 3,526 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,385 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $16,192,000 | 4,431 |
| Total debt securities | $16,191,000 | 4,798 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $8,161,000 | 5,697 |
| U.S. Government securities | $8,101,000 | 4,955 |
| U.S. Treasury securities | $8,006,000 | 343 |
| U.S. Government agency obligations | $95,000 | 6,425 |
| Securities issued by states & political subdivisions | $60,000 | 5,505 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,133,000 | 3,605 |
| Mortgage-backed securities | $95,000 | 5,397 |
| Certificates of participation in pools of residential mortgages | $67,000 | 5,225 |
| Issued or guaranteed by U.S. | $67,000 | 5,218 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $28,000 | 3,572 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,425 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $8,161,000 | 5,305 |
| Total debt securities | $8,161,000 | 5,669 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,182,000 | 6,439 |
| U.S. Government securities | $2,122,000 | 6,054 |
| U.S. Treasury securities | $2,014,000 | 660 |
| U.S. Government agency obligations | $108,000 | 6,451 |
| Securities issued by states & political subdivisions | $60,000 | 5,504 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,151,000 | 5,060 |
| Mortgage-backed securities | $108,000 | 5,408 |
| Certificates of participation in pools of residential mortgages | $77,000 | 5,217 |
| Issued or guaranteed by U.S. | $77,000 | 5,209 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $31,000 | 3,590 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,436 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $2,182,000 | 6,045 |
| Total debt securities | $2,183,000 | 6,410 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $4,219,000 | 6,231 |
| U.S. Government securities | $4,159,000 | 5,692 |
| U.S. Treasury securities | $4,039,000 | 510 |
| U.S. Government agency obligations | $120,000 | 6,506 |
| Securities issued by states & political subdivisions | $60,000 | 5,540 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,186,000 | 4,499 |
| Mortgage-backed securities | $120,000 | 5,450 |
| Certificates of participation in pools of residential mortgages | $87,000 | 5,250 |
| Issued or guaranteed by U.S. | $87,000 | 5,244 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $33,000 | 3,626 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,460 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $4,219,000 | 5,834 |
| Total debt securities | $4,219,000 | 6,203 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $8,267,000 | 5,760 |
| U.S. Government securities | $8,207,000 | 4,975 |
| U.S. Treasury securities | $8,071,000 | 345 |
| U.S. Government agency obligations | $136,000 | 6,563 |
| Securities issued by states & political subdivisions | $60,000 | 5,588 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,000 | 5,947 |
| Mortgage-backed securities | $136,000 | 5,481 |
| Certificates of participation in pools of residential mortgages | $99,000 | 5,267 |
| Issued or guaranteed by U.S. | $99,000 | 5,262 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $37,000 | 3,658 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,499 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $8,267,000 | 5,386 |
| Total debt securities | $8,267,000 | 5,729 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $569,000 | 6,881 |
| U.S. Government securities | $157,000 | 6,760 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $157,000 | 6,672 |
| Securities issued by states & political subdivisions | $412,000 | 5,377 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $157,000 | 5,562 |
| Certificates of participation in pools of residential mortgages | $119,000 | 5,352 |
| Issued or guaranteed by U.S. | $119,000 | 5,343 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $38,000 | 3,742 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,575 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $569,000 | 6,472 |
| Total debt securities | $569,000 | 6,855 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $593,000 | 6,943 |
| U.S. Government securities | $179,000 | 6,822 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $179,000 | 6,734 |
| Securities issued by states & political subdivisions | $414,000 | 5,382 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $481,000 | 5,989 |
| Mortgage-backed securities | $179,000 | 5,584 |
| Certificates of participation in pools of residential mortgages | $138,000 | 5,368 |
| Issued or guaranteed by U.S. | $138,000 | 5,359 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $41,000 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,575 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $593,000 | 6,529 |
| Total debt securities | $592,000 | 6,917 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,582,000 | 6,853 |
| U.S. Government securities | $203,000 | 6,880 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $203,000 | 6,780 |
| Securities issued by states & political subdivisions | $1,379,000 | 4,758 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,292,000 | 5,632 |
| Mortgage-backed securities | $203,000 | 5,594 |
| Certificates of participation in pools of residential mortgages | $160,000 | 5,371 |
| Issued or guaranteed by U.S. | $160,000 | 5,365 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $43,000 | 3,781 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,604 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,582,000 | 6,418 |
| Total debt securities | $1,581,000 | 6,820 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,604,000 | 6,887 |
| U.S. Government securities | $229,000 | 6,913 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $229,000 | 6,819 |
| Securities issued by states & political subdivisions | $1,375,000 | 4,759 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,486,000 | 5,302 |
| Mortgage-backed securities | $229,000 | 5,575 |
| Certificates of participation in pools of residential mortgages | $183,000 | 5,331 |
| Issued or guaranteed by U.S. | $183,000 | 5,318 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $46,000 | 3,733 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 3,462 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,604,000 | 6,433 |
| Total debt securities | $1,603,000 | 6,859 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,702,000 | 6,946 |
| U.S. Government securities | $266,000 | 6,974 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $266,000 | 6,874 |
| Securities issued by states & political subdivisions | $1,436,000 | 4,703 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,513,000 | 5,283 |
| Mortgage-backed securities | $266,000 | 5,576 |
| Certificates of participation in pools of residential mortgages | $217,000 | 5,302 |
| Issued or guaranteed by U.S. | $217,000 | 5,287 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $49,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,443 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $1,702,000 | 6,493 |
| Total debt securities | $1,702,000 | 6,915 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $4,096,000 | 6,686 |
| U.S. Government securities | $2,478,000 | 6,555 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,478,000 | 6,441 |
| Securities issued by states & political subdivisions | $1,618,000 | 4,583 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,903,000 | 4,546 |
| Mortgage-backed securities | $301,000 | 5,566 |
| Certificates of participation in pools of residential mortgages | $249,000 | 5,289 |
| Issued or guaranteed by U.S. | $249,000 | 5,274 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $52,000 | 3,720 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,432 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $4,096,000 | 6,209 |
| Total debt securities | $4,095,000 | 6,650 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $2,279,000 | 6,989 |
| U.S. Government securities | $330,000 | 7,098 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $330,000 | 6,991 |
| Securities issued by states & political subdivisions | $1,949,000 | 4,448 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,842,000 | 5,269 |
| Mortgage-backed securities | $330,000 | 5,533 |
| Certificates of participation in pools of residential mortgages | $276,000 | 5,244 |
| Issued or guaranteed by U.S. | $276,000 | 5,233 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $54,000 | 3,677 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,387 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $2,279,000 | 6,515 |
| Total debt securities | $2,278,000 | 6,954 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $3,430,000 | 6,815 |
| U.S. Government securities | $375,000 | 7,124 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $375,000 | 7,016 |
| Securities issued by states & political subdivisions | $3,055,000 | 4,015 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,794,000 | 4,935 |
| Mortgage-backed securities | $375,000 | 5,519 |
| Certificates of participation in pools of residential mortgages | $317,000 | 5,181 |
| Issued or guaranteed by U.S. | $317,000 | 5,169 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $58,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,361 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $3,430,000 | 6,310 |
| Total debt securities | $3,430,000 | 6,779 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $4,339,000 | 6,676 |
| U.S. Government securities | $435,000 | 7,176 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $435,000 | 7,074 |
| Securities issued by states & political subdivisions | $3,904,000 | 3,654 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,624,000 | 4,683 |
| Mortgage-backed securities | $435,000 | 5,532 |
| Certificates of participation in pools of residential mortgages | $369,000 | 5,139 |
| Issued or guaranteed by U.S. | $369,000 | 5,127 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $66,000 | 3,664 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 3,340 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $4,339,000 | 6,169 |
| Total debt securities | $4,339,000 | 6,638 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $4,359,000 | 6,757 |
| U.S. Government securities | $516,000 | 7,223 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $516,000 | 7,126 |
| Securities issued by states & political subdivisions | $3,843,000 | 3,605 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,642,000 | 4,735 |
| Mortgage-backed securities | $516,000 | 5,503 |
| Certificates of participation in pools of residential mortgages | $417,000 | 5,160 |
| Issued or guaranteed by U.S. | $417,000 | 5,149 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $99,000 | 3,540 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 3,222 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $4,359,000 | 6,245 |
| Total debt securities | $4,360,000 | 6,711 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,213,000 | 6,503 |
| U.S. Government securities | $592,000 | 7,314 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $592,000 | 7,213 |
| Securities issued by states & political subdivisions | $5,621,000 | 3,091 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,489,000 | 4,253 |
| Mortgage-backed securities | $592,000 | 5,554 |
| Certificates of participation in pools of residential mortgages | $461,000 | 5,252 |
| Issued or guaranteed by U.S. | $461,000 | 5,240 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $131,000 | 3,500 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 3,164 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $6,213,000 | 5,980 |
| Total debt securities | $6,213,000 | 6,461 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,235,000 | 6,487 |
| U.S. Government securities | $671,000 | 7,319 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $671,000 | 7,221 |
| Securities issued by states & political subdivisions | $5,564,000 | 3,102 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,504,000 | 4,262 |
| Mortgage-backed securities | $671,000 | 5,581 |
| Certificates of participation in pools of residential mortgages | $509,000 | 5,287 |
| Issued or guaranteed by U.S. | $509,000 | 5,272 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $162,000 | 3,484 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 3,137 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $6,235,000 | 5,965 |
| Total debt securities | $6,233,000 | 6,454 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $6,805,000 | 6,414 |
| U.S. Government securities | $846,000 | 7,348 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $846,000 | 7,256 |
| Securities issued by states & political subdivisions | $5,959,000 | 3,014 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,004,000 | 4,122 |
| Mortgage-backed securities | $846,000 | 5,560 |
| Certificates of participation in pools of residential mortgages | $656,000 | 5,269 |
| Issued or guaranteed by U.S. | $656,000 | 5,254 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $190,000 | 3,464 |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 3,111 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $6,805,000 | 5,898 |
| Total debt securities | $6,805,000 | 6,372 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $7,007,000 | 6,394 |
| U.S. Government securities | $965,000 | 7,376 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $965,000 | 7,292 |
| Securities issued by states & political subdivisions | $6,042,000 | 2,943 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,938,000 | 4,142 |
| Mortgage-backed securities | $965,000 | 5,550 |
| Certificates of participation in pools of residential mortgages | $745,000 | 5,271 |
| Issued or guaranteed by U.S. | $745,000 | 5,251 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $220,000 | 3,434 |
| CMOs issued by government agencies or sponsored agencies | $220,000 | 3,072 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,007,000 | 5,889 |
| Total debt securities | $7,007,000 | 6,350 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $8,831,000 | 6,113 |
| U.S. Government securities | $2,203,000 | 7,101 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,203,000 | 7,014 |
| Securities issued by states & political subdivisions | $6,628,000 | 2,747 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,366,000 | 3,691 |
| Mortgage-backed securities | $2,203,000 | 5,150 |
| Certificates of participation in pools of residential mortgages | $1,945,000 | 4,777 |
| Issued or guaranteed by U.S. | $1,945,000 | 4,763 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $258,000 | 3,425 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 3,052 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,831,000 | 5,587 |
| Total debt securities | $8,831,000 | 6,056 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $11,368,000 | 5,679 |
| U.S. Government securities | $2,418,000 | 7,149 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,418,000 | 7,063 |
| Securities issued by states & political subdivisions | $8,950,000 | 2,255 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,018,000 | 3,290 |
| Mortgage-backed securities | $2,418,000 | 5,051 |
| Certificates of participation in pools of residential mortgages | $2,128,000 | 4,687 |
| Issued or guaranteed by U.S. | $2,128,000 | 4,673 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $290,000 | 3,351 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 3,021 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $11,368,000 | 5,164 |
| Total debt securities | $11,368,000 | 5,639 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $11,739,000 | 5,582 |
| U.S. Government securities | $2,573,000 | 7,130 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,573,000 | 7,028 |
| Securities issued by states & political subdivisions | $9,166,000 | 2,189 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,294,000 | 3,250 |
| Mortgage-backed securities | $2,573,000 | 4,948 |
| Certificates of participation in pools of residential mortgages | $2,252,000 | 4,591 |
| Issued or guaranteed by U.S. | $2,252,000 | 4,577 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $321,000 | 3,251 |
| CMOs issued by government agencies or sponsored agencies | $321,000 | 2,915 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $11,739,000 | 5,060 |
| Total debt securities | $11,739,000 | 5,541 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $11,980,000 | 5,586 |
| U.S. Government securities | $2,868,000 | 7,118 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,868,000 | 7,020 |
| Securities issued by states & political subdivisions | $9,112,000 | 2,232 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,538,000 | 3,161 |
| Mortgage-backed securities | $2,868,000 | 4,847 |
| Certificates of participation in pools of residential mortgages | $2,510,000 | 4,496 |
| Issued or guaranteed by U.S. | $2,510,000 | 4,478 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $358,000 | 3,242 |
| CMOs issued by government agencies or sponsored agencies | $358,000 | 2,904 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $11,980,000 | 5,084 |
| Total debt securities | $11,980,000 | 5,526 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $14,891,000 | 5,133 |
| U.S. Government securities | $5,402,000 | 6,347 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,402,000 | 6,252 |
| Securities issued by states & political subdivisions | $9,489,000 | 2,145 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,430,000 | 2,715 |
| Mortgage-backed securities | $5,402,000 | 4,011 |
| Certificates of participation in pools of residential mortgages | $4,985,000 | 3,525 |
| Issued or guaranteed by U.S. | $4,985,000 | 3,511 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $417,000 | 3,173 |
| CMOs issued by government agencies or sponsored agencies | $417,000 | 2,830 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $14,891,000 | 4,641 |
| Total debt securities | $14,891,000 | 5,077 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $16,404,000 | 4,953 |
| U.S. Government securities | $6,484,000 | 6,159 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,484,000 | 6,053 |
| Securities issued by states & political subdivisions | $9,920,000 | 2,075 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,942,000 | 2,591 |
| Mortgage-backed securities | $6,484,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $6,037,000 | 2,990 |
| Issued or guaranteed by U.S. | $6,037,000 | 2,975 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $447,000 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $447,000 | 2,720 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $16,404,000 | 4,407 |
| Total debt securities | $16,405,000 | 4,907 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $17,839,000 | 4,772 |
| U.S. Government securities | $17,839,000 | 3,941 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $17,839,000 | 3,853 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $17,293,000 | 2,437 |
| Mortgage-backed securities | $6,699,000 | 3,302 |
| Certificates of participation in pools of residential mortgages | $6,221,000 | 2,793 |
| Issued or guaranteed by U.S. | $6,221,000 | 2,778 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $478,000 | 2,970 |
| CMOs issued by government agencies or sponsored agencies | $478,000 | 2,649 |
| 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) | $17,839,000 | 4,232 |
| Total debt securities | $17,838,000 | 4,721 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $15,865,000 | 5,071 |
| U.S. Government securities | $6,480,000 | 6,284 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,480,000 | 6,165 |
| Securities issued by states & political subdivisions | $9,385,000 | 2,117 |
| 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 | $14,562,000 | 2,722 |
| Mortgage-backed securities | $5,487,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | $4,972,000 | 3,014 |
| Issued or guaranteed by U.S. | $4,972,000 | 3,000 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $515,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $515,000 | 2,584 |
| 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) | $15,865,000 | 4,493 |
| Total debt securities | $15,867,000 | 5,031 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $15,906,000 | 5,100 |
| U.S. Government securities | $7,126,000 | 6,132 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,126,000 | 6,014 |
| Securities issued by states & political subdivisions | $8,780,000 | 2,236 |
| 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 | $14,942,000 | 2,692 |
| Mortgage-backed securities | $5,638,000 | 3,455 |
| Certificates of participation in pools of residential mortgages | $5,071,000 | 2,980 |
| Issued or guaranteed by U.S. | $5,071,000 | 2,965 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $567,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $567,000 | 2,542 |
| 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) | $15,906,000 | 4,505 |
| Total debt securities | $15,905,000 | 5,059 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,461 |
| Fair value | $499,000 | 2,344 |
| 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 | $15,202,000 | 5,257 |
| U.S. Government securities | $7,396,000 | 6,096 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,396,000 | 5,972 |
| Securities issued by states & political subdivisions | $7,806,000 | 2,423 |
| 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 | $14,763,000 | 2,714 |
| Mortgage-backed securities | $5,914,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $5,309,000 | 2,929 |
| Issued or guaranteed by U.S. | $5,309,000 | 2,915 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $605,000 | 2,787 |
| CMOs issued by government agencies or sponsored agencies | $605,000 | 2,507 |
| 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) | $15,202,000 | 4,648 |
| Total debt securities | $15,202,000 | 5,219 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,568 |
| Fair value | $497,000 | 2,474 |
| 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 | $15,377,000 | 5,268 |
| U.S. Government securities | $7,650,000 | 6,085 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,650,000 | 5,964 |
| Securities issued by states & political subdivisions | $7,727,000 | 2,436 |
| 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 | $15,333,000 | 2,639 |
| Mortgage-backed securities | $5,180,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $4,532,000 | 3,159 |
| Issued or guaranteed by U.S. | $4,532,000 | 3,144 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $648,000 | 2,733 |
| CMOs issued by government agencies or sponsored agencies | $648,000 | 2,455 |
| 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) | $15,377,000 | 4,637 |
| Total debt securities | $15,378,000 | 5,226 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,699 |
| Fair value | $494,000 | 2,643 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $13,248,000 | 5,634 |
| U.S. Government securities | $6,707,000 | 6,363 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,707,000 | 6,230 |
| Securities issued by states & political subdivisions | $6,541,000 | 2,660 |
| 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 | $12,506,000 | 3,013 |
| Mortgage-backed securities | $3,756,000 | 3,996 |
| Certificates of participation in pools of residential mortgages | $3,068,000 | 3,676 |
| Issued or guaranteed by U.S. | $3,068,000 | 3,661 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $688,000 | 2,694 |
| CMOs issued by government agencies or sponsored agencies | $688,000 | 2,412 |
| 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) | $13,248,000 | 4,965 |
| Total debt securities | $13,246,000 | 5,581 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,759 |
| Fair value | $490,000 | 2,693 |
| 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 | $13,718,000 | 5,596 |
| U.S. Government securities | $7,473,000 | 6,209 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,473,000 | 6,064 |
| Securities issued by states & political subdivisions | $6,245,000 | 2,718 |
| 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 | $13,310,000 | 2,876 |
| Mortgage-backed securities | $4,026,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $3,278,000 | 3,624 |
| Issued or guaranteed by U.S. | $3,278,000 | 3,608 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $748,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $748,000 | 2,371 |
| 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) | $13,718,000 | 4,921 |
| Total debt securities | $13,716,000 | 5,542 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,746 |
| Fair value | $490,000 | 2,725 |
| 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 | $14,357,000 | 5,490 |
| U.S. Government securities | $8,117,000 | 6,030 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,117,000 | 5,881 |
| Securities issued by states & political subdivisions | $6,240,000 | 2,715 |
| 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 | $13,896,000 | 2,779 |
| Mortgage-backed securities | $4,278,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | $3,475,000 | 3,557 |
| Issued or guaranteed by U.S. | $3,475,000 | 3,541 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $803,000 | 2,628 |
| CMOs issued by government agencies or sponsored agencies | $803,000 | 2,346 |
| 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) | $14,357,000 | 4,810 |
| Total debt securities | $14,355,000 | 5,440 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,748 |
| Fair value | $490,000 | 2,748 |
| 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 | $14,431,000 | 5,468 |
| U.S. Government securities | $7,944,000 | 6,075 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,944,000 | 5,941 |
| Securities issued by states & political subdivisions | $6,487,000 | 2,640 |
| 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 | $14,431,000 | 2,675 |
| Mortgage-backed securities | $4,091,000 | 3,987 |
| Certificates of participation in pools of residential mortgages | $3,213,000 | 3,711 |
| Issued or guaranteed by U.S. | $3,213,000 | 3,697 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $878,000 | 2,605 |
| CMOs issued by government agencies or sponsored agencies | $878,000 | 2,322 |
| 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) | $14,431,000 | 4,796 |
| Total debt securities | $14,430,000 | 5,416 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,703 |
| Fair value | $494,000 | 2,677 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $14,219,000 | 5,548 |
| U.S. Government securities | $8,443,000 | 5,994 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,443,000 | 5,852 |
| Securities issued by states & political subdivisions | $5,776,000 | 2,787 |
| 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 | $14,219,000 | 2,698 |
| Mortgage-backed securities | $4,490,000 | 3,946 |
| Certificates of participation in pools of residential mortgages | $3,535,000 | 3,686 |
| Issued or guaranteed by U.S. | $3,535,000 | 3,672 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $955,000 | 2,631 |
| CMOs issued by government agencies or sponsored agencies | $955,000 | 2,365 |
| 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) | $14,219,000 | 4,865 |
| Total debt securities | $14,218,000 | 5,480 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,689 |
| Fair value | $495,000 | 2,680 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $13,179,000 | 5,799 |
| U.S. Government securities | $8,739,000 | 6,009 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,739,000 | 5,862 |
| Securities issued by states & political subdivisions | $4,440,000 | 3,224 |
| 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 | $11,932,000 | 3,025 |
| Mortgage-backed securities | $4,799,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | $3,770,000 | 3,679 |
| Issued or guaranteed by U.S. | $3,770,000 | 3,670 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,029,000 | 2,596 |
| CMOs issued by government agencies or sponsored agencies | $1,029,000 | 2,345 |
| 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) | $13,179,000 | 5,099 |
| Total debt securities | $13,180,000 | 5,736 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,667 |
| Fair value | $492,000 | 2,603 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $14,972,000 | 5,511 |
| U.S. Government securities | $11,139,000 | 5,449 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,139,000 | 5,281 |
| Securities issued by states & political subdivisions | $3,833,000 | 3,484 |
| 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 | $13,366,000 | 2,778 |
| Mortgage-backed securities | $5,160,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $4,048,000 | 3,612 |
| Issued or guaranteed by U.S. | $4,048,000 | 3,604 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,112,000 | 2,600 |
| CMOs issued by government agencies or sponsored agencies | $1,112,000 | 2,347 |
| 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) | $14,972,000 | 4,822 |
| Total debt securities | $14,973,000 | 5,441 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,599 |
| Fair value | $498,000 | 2,536 |
| 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 | $16,269,000 | 5,304 |
| U.S. Government securities | $12,337,000 | 5,186 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,337,000 | 5,029 |
| Securities issued by states & political subdivisions | $3,932,000 | 3,449 |
| 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 | $16,189,000 | 2,391 |
| Mortgage-backed securities | $5,824,000 | 3,751 |
| Certificates of participation in pools of residential mortgages | $4,447,000 | 3,501 |
| Issued or guaranteed by U.S. | $4,447,000 | 3,495 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,377,000 | 2,479 |
| CMOs issued by government agencies or sponsored agencies | $1,377,000 | 2,237 |
| 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) | $16,269,000 | 4,613 |
| Total debt securities | $16,269,000 | 5,234 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,575 |
| Fair value | $500,000 | 2,486 |
| 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 | $16,907,000 | 5,268 |
| U.S. Government securities | $13,608,000 | 4,972 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,608,000 | 4,815 |
| Securities issued by states & political subdivisions | $3,299,000 | 3,701 |
| 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 | $16,832,000 | 2,318 |
| Mortgage-backed securities | $6,173,000 | 3,722 |
| Certificates of participation in pools of residential mortgages | $4,730,000 | 3,481 |
| Issued or guaranteed by U.S. | $4,730,000 | 3,474 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,443,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $1,443,000 | 2,263 |
| 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) | $16,907,000 | 4,610 |
| Total debt securities | $16,907,000 | 5,193 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,536 |
| Fair value | $490,000 | 2,507 |
| 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 | $8,577,000 | 6,861 |
| U.S. Government securities | $5,926,000 | 6,869 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,926,000 | 6,712 |
| Securities issued by states & political subdivisions | $2,651,000 | 3,996 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $8,466,000 | 3,558 |
| Mortgage-backed securities | $4,417,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $3,844,000 | 3,818 |
| Issued or guaranteed by U.S. | $3,844,000 | 3,809 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $573,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $573,000 | 2,799 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $8,577,000 | 6,111 |
| Total debt securities | $8,578,000 | 6,787 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $9,582,000 | 6,710 |
| U.S. Government securities | $6,256,000 | 6,828 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,256,000 | 6,648 |
| Securities issued by states & political subdivisions | $3,326,000 | 3,731 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| 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 | $9,489,000 | 3,261 |
| Mortgage-backed securities | $4,750,000 | 4,129 |
| Certificates of participation in pools of residential mortgages | $4,126,000 | 3,681 |
| Issued or guaranteed by U.S. | $4,126,000 | 3,668 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $624,000 | 3,045 |
| CMOs issued by government agencies or sponsored agencies | $624,000 | 2,904 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $9,582,000 | 5,958 |
| Total debt securities | $9,581,000 | 6,634 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $12,097,000 | 6,100 |
| U.S. Government securities | $8,390,000 | 6,065 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,390,000 | 5,878 |
| Securities issued by states & political subdivisions | $3,617,000 | 3,578 |
| Other domestic debt securities | $90,000 | 3,767 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $90,000 | 388 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| 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 | $11,987,000 | 2,722 |
| Mortgage-backed securities | $5,364,000 | 3,939 |
| Certificates of participation in pools of residential mortgages | $4,675,000 | 3,513 |
| Issued or guaranteed by U.S. | $4,675,000 | 3,500 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $689,000 | 3,048 |
| CMOs issued by government agencies or sponsored agencies | $689,000 | 2,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 4,670 |
| Available-for-sale securities (fair market value) | $12,091,000 | 5,382 |
| Total debt securities | $12,096,000 | 6,012 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $11,445,000 | 6,160 |
| U.S. Government securities | $6,708,000 | 6,497 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,708,000 | 6,316 |
| Securities issued by states & political subdivisions | $4,130,000 | 3,351 |
| Other domestic debt securities | $607,000 | 3,103 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $105,000 | 404 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 2,915 |
| 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 | $9,603,000 | 3,127 |
| Mortgage-backed securities | $4,176,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $3,717,000 | 3,861 |
| Issued or guaranteed by U.S. | $3,717,000 | 3,850 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $459,000 | 3,508 |
| CMOs issued by government agencies or sponsored agencies | $459,000 | 3,345 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 4,685 |
| Available-for-sale securities (fair market value) | $11,439,000 | 5,422 |
| Total debt securities | $11,444,000 | 6,071 |
| 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 | $14,911,000 | 5,504 |
| U.S. Government securities | $10,582,000 | 5,464 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $10,582,000 | 5,285 |
| Securities issued by states & political subdivisions | $3,707,000 | 3,456 |
| Other domestic debt securities | $622,000 | 3,121 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $112,000 | 407 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $510,000 | 2,889 |
| 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 | $9,295,000 | 3,219 |
| Mortgage-backed securities | $6,190,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $6,190,000 | 3,084 |
| Issued or guaranteed by U.S. | $6,190,000 | 3,071 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $484,000 | 3,983 |
| Available-for-sale securities (fair market value) | $14,427,000 | 4,876 |
| Total debt securities | $14,910,000 | 5,405 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $15,878,000 | 5,304 |
| U.S. Government securities | $10,941,000 | 5,361 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,941,000 | 5,175 |
| Securities issued by states & political subdivisions | $4,226,000 | 3,210 |
| Other domestic debt securities | $711,000 | 3,066 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $194,000 | 405 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $517,000 | 2,887 |
| 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 | $8,894,000 | 3,292 |
| Mortgage-backed securities | $6,266,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $6,266,000 | 3,021 |
| Issued or guaranteed by U.S. | $6,266,000 | 3,007 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $476,000 | 4,077 |
| Available-for-sale securities (fair market value) | $15,402,000 | 4,660 |
| Total debt securities | $15,878,000 | 5,218 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $501,000 | 1,277 |
| 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 | $21,639,000 | 4,269 |
| U.S. Government securities | $13,204,000 | 4,729 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $13,204,000 | 4,519 |
| Securities issued by states & political subdivisions | $7,542,000 | 2,168 |
| Other domestic debt securities | $893,000 | 3,043 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $367,000 | 419 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $526,000 | 2,859 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,120,000 | 3,388 |
| Mortgage-backed securities | $6,754,000 | 3,523 |
| Certificates of participation in pools of residential mortgages | $6,754,000 | 2,686 |
| Issued or guaranteed by U.S. | $6,754,000 | 2,670 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 4,282 |
| Available-for-sale securities (fair market value) | $21,139,000 | 3,682 |
| Total debt securities | $21,639,000 | 4,184 |
| 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 | $20,740,000 | 4,519 |
| U.S. Government securities | $16,257,000 | 4,263 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $16,257,000 | 3,976 |
| Securities issued by states & political subdivisions | $3,871,000 | 3,261 |
| Other domestic debt securities | $586,000 | 2,833 |
| Privately issued residential mortgage-backed securities | $586,000 | 855 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 7,651 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,018,000 | 3,664 |
| Mortgage-backed securities | $6,947,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | $6,361,000 | 2,296 |
| Issued or guaranteed by U.S. | $6,361,000 | 2,283 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $586,000 | 3,226 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $586,000 | 757 |
| 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) | $364,000 | 5,082 |
| Available-for-sale securities (fair market value) | $20,376,000 | 3,725 |
| Total debt securities | $20,714,000 | 4,404 |
| 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 | $24,369,000 | 4,213 |
| U.S. Government securities | $18,606,000 | 4,085 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $18,606,000 | 3,684 |
| Securities issued by states & political subdivisions | $4,941,000 | 2,931 |
| Other domestic debt securities | $796,000 | 2,542 |
| Privately issued residential mortgage-backed securities | $796,000 | 828 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 7,642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,099,000 | 2,934 |
| Mortgage-backed securities | $8,541,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $7,745,000 | 2,168 |
| Issued or guaranteed by U.S. | $7,745,000 | 2,157 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $796,000 | 3,235 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $796,000 | 732 |
| 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) | $483,000 | 5,382 |
| Available-for-sale securities (fair market value) | $23,886,000 | 3,402 |
| Total debt securities | $24,343,000 | 4,104 |
| 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 | $20,996,000 | 4,686 |
| U.S. Government securities | $17,911,000 | 4,232 |
| U.S. Treasury securities | $504,000 | 5,904 |
| U.S. Government agency obligations | $17,407,000 | 3,693 |
| Securities issued by states & political subdivisions | $2,067,000 | 4,654 |
| Other domestic debt securities | $992,000 | 2,256 |
| Privately issued residential mortgage-backed securities | $992,000 | 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 | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 7,501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,016,000 | 3,881 |
| Mortgage-backed securities | $10,072,000 | 2,694 |
| Certificates of participation in pools of residential mortgages | $9,080,000 | 2,114 |
| Issued or guaranteed by U.S. | $9,080,000 | 2,101 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $992,000 | 3,282 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $992,000 | 627 |
| 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) | $788,000 | 5,598 |
| Available-for-sale securities (fair market value) | $20,208,000 | 3,766 |
| Total debt securities | $20,970,000 | 4,572 |
| 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 | $24,054,000 | 4,321 |
| U.S. Government securities | $21,226,000 | 3,905 |
| U.S. Treasury securities | $3,513,000 | 3,950 |
| U.S. Government agency obligations | $17,713,000 | 3,541 |
| Securities issued by states & political subdivisions | $2,800,000 | 3,969 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 7,439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,323,000 | 4,349 |
| Mortgage-backed securities | $8,331,000 | 2,923 |
| Certificates of participation in pools of residential mortgages | $8,331,000 | 2,181 |
| Issued or guaranteed by U.S. | $8,331,000 | 2,168 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,598,000 | 5,878 |
| Available-for-sale securities (fair market value) | $22,456,000 | 3,308 |
| Total debt securities | $24,026,000 | 4,214 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $23,139,000 | 4,780 |
| U.S. Government securities | $16,980,000 | 4,999 |
| U.S. Treasury securities | $6,540,000 | 3,116 |
| U.S. Government agency obligations | $10,440,000 | 5,367 |
| Securities issued by states & political subdivisions | $6,134,000 | 2,386 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,930,000 | 3,832 |
| Mortgage-backed securities | $4,181,000 | 4,601 |
| Certificates of participation in pools of residential mortgages | $4,181,000 | 3,513 |
| Issued or guaranteed by U.S. | $4,181,000 | 3,493 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,720,000 | 5,820 |
| Available-for-sale securities (fair market value) | $20,419,000 | 3,747 |
| Total debt securities | $23,114,000 | 4,679 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $20,831,000 | 5,395 |
| U.S. Government securities | $16,770,000 | 5,302 |
| U.S. Treasury securities | $6,573,000 | 3,770 |
| U.S. Government agency obligations | $10,197,000 | 5,411 |
| Securities issued by states & political subdivisions | $4,035,000 | 3,323 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 7,601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,526,000 | 3,995 |
| Mortgage-backed securities | $4,075,000 | 4,914 |
| Certificates of participation in pools of residential mortgages | $3,688,000 | 3,832 |
| Issued or guaranteed by U.S. | $3,688,000 | 3,801 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $387,000 | 5,110 |
| CMOs issued by government agencies or sponsored agencies | $387,000 | 4,911 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,483,000 | 4,806 |
| Available-for-sale securities (fair market value) | $15,348,000 | 4,816 |
| Total debt securities | $20,805,000 | 5,303 |
| Structured notes | ||
| Amortized cost | $499,000 | 3,713 |
| Fair value | $499,000 | 3,505 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $20,538,000 | 5,766 |
| U.S. Government securities | $19,204,000 | 5,084 |
| U.S. Treasury securities | $7,377,000 | 4,283 |
| U.S. Government agency obligations | $11,827,000 | 4,776 |
| Securities issued by states & political subdivisions | $1,308,000 | 6,126 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 7,632 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,596,000 | 3,633 |
| Mortgage-backed securities | $2,754,000 | 6,031 |
| Certificates of participation in pools of residential mortgages | $1,876,000 | 5,320 |
| Issued or guaranteed by U.S. | $1,876,000 | 5,295 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $878,000 | 4,733 |
| CMOs issued by government agencies or sponsored agencies | $878,000 | 4,542 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,771,000 | 7,573 |
| Available-for-sale securities (fair market value) | $14,767,000 | 3,616 |
| Total debt securities | $20,512,000 | 5,679 |
| 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 | $18,347,000 | 6,514 |
| U.S. Government securities | $16,620,000 | 5,863 |
| U.S. Treasury securities | $8,083,000 | 4,124 |
| U.S. Government agency obligations | $8,537,000 | 6,144 |
| Securities issued by states & political subdivisions | $1,701,000 | 5,704 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 7,513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,003,000 | 3,323 |
| Mortgage-backed securities | $3,382,000 | 6,176 |
| Certificates of participation in pools of residential mortgages | $2,394,000 | 5,375 |
| Issued or guaranteed by U.S. | $2,394,000 | 5,337 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $988,000 | 5,050 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 4,833 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $18,321,000 | 6,389 |
| 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 | $18,976,000 | 6,318 |
| U.S. Government securities | $18,950,000 | 5,277 |
| U.S. Treasury securities | $14,337,000 | 2,593 |
| U.S. Government agency obligations | $4,613,000 | 8,256 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 7,305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,482,000 | 2,374 |
| Mortgage-backed securities | $389,000 | 10,014 |
| Certificates of participation in pools of residential mortgages | $389,000 | 8,886 |
| Issued or guaranteed by U.S. | $389,000 | 8,821 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $18,950,000 | 6,213 |
| 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 |