Home > Odin State Bank > Securities
Odin State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $10,418,000 | 3,994 |
| U.S. Government securities | $8,417,000 | 3,702 |
| U.S. Treasury securities | $3,414,000 | 2,043 |
| U.S. Government agency obligations | $5,003,000 | 3,659 |
| Securities issued by states & political subdivisions | $1,742,000 | 3,378 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,510,000 | 3,296 |
| Mortgage-backed securities | $5,003,000 | 3,011 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,947,000 | 2,570 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 2,608 |
| 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) | $10,159,000 | 3,740 |
| Total debt securities | $10,159,000 | 3,976 |
| 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 | $10,162,000 | 4,018 |
| U.S. Government securities | $8,197,000 | 3,737 |
| U.S. Treasury securities | $3,368,000 | 2,117 |
| U.S. Government agency obligations | $4,829,000 | 3,688 |
| Securities issued by states & political subdivisions | $1,734,000 | 3,392 |
| 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 | $7,713,000 | 3,096 |
| Mortgage-backed securities | $4,829,000 | 3,022 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,769,000 | 2,586 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 2,602 |
| 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) | $9,931,000 | 3,752 |
| Total debt securities | $9,931,000 | 4,004 |
| 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 | $10,549,000 | 4,036 |
| U.S. Government securities | $8,561,000 | 3,749 |
| U.S. Treasury securities | $3,352,000 | 2,159 |
| U.S. Government agency obligations | $5,209,000 | 3,689 |
| Securities issued by states & political subdivisions | $1,767,000 | 3,435 |
| 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 | $7,961,000 | 3,044 |
| Mortgage-backed securities | $5,209,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,143,000 | 2,579 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 2,604 |
| 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) | $10,328,000 | 3,772 |
| Total debt securities | $10,330,000 | 4,028 |
| 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 | $10,791,000 | 4,105 |
| U.S. Government securities | $8,792,000 | 3,806 |
| U.S. Treasury securities | $3,364,000 | 2,220 |
| U.S. Government agency obligations | $5,428,000 | 3,683 |
| Securities issued by states & political subdivisions | $1,791,000 | 3,489 |
| 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 | $8,111,000 | 2,959 |
| Mortgage-backed securities | $5,428,000 | 3,044 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,356,000 | 2,600 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 2,634 |
| 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) | $10,583,000 | 3,826 |
| Total debt securities | $10,583,000 | 4,084 |
| 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 | $11,178,000 | 4,117 |
| U.S. Government securities | $8,847,000 | 3,833 |
| U.S. Treasury securities | $3,332,000 | 2,266 |
| U.S. Government agency obligations | $5,515,000 | 3,676 |
| Securities issued by states & political subdivisions | $2,141,000 | 3,466 |
| 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 | $8,207,000 | 2,874 |
| Mortgage-backed securities | $5,515,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,437,000 | 2,614 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 2,648 |
| 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) | $10,988,000 | 3,831 |
| Total debt securities | $10,988,000 | 4,103 |
| 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 | $11,086,000 | 4,151 |
| U.S. Government securities | $8,801,000 | 3,846 |
| U.S. Treasury securities | $3,315,000 | 2,307 |
| U.S. Government agency obligations | $5,486,000 | 3,703 |
| Securities issued by states & political subdivisions | $2,101,000 | 3,511 |
| 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 | $1,563,000 | 3,626 |
| Mortgage-backed securities | $5,486,000 | 3,087 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,400,000 | 2,630 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 2,655 |
| 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) | $10,902,000 | 3,872 |
| Total debt securities | $10,903,000 | 4,135 |
| 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 | $11,780,000 | 4,147 |
| U.S. Government securities | $9,430,000 | 3,825 |
| U.S. Treasury securities | $3,387,000 | 2,260 |
| U.S. Government agency obligations | $6,043,000 | 3,678 |
| Securities issued by states & political subdivisions | $2,166,000 | 3,545 |
| 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 | $1,611,000 | 3,643 |
| Mortgage-backed securities | $6,043,000 | 3,082 |
| Certificates of participation in pools of residential mortgages | $5,940,000 | 2,694 |
| Issued or guaranteed by U.S. | $5,940,000 | 2,616 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $103,000 | 2,741 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 2,671 |
| 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) | $11,596,000 | 3,873 |
| Total debt securities | $11,596,000 | 4,138 |
| 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 | $12,703,000 | 4,068 |
| U.S. Government securities | $10,058,000 | 3,702 |
| U.S. Treasury securities | $3,432,000 | 2,030 |
| U.S. Government agency obligations | $6,626,000 | 3,616 |
| Securities issued by states & political subdivisions | $2,443,000 | 3,509 |
| 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 | $1,869,000 | 3,604 |
| Mortgage-backed securities | $6,626,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $6,506,000 | 2,635 |
| Issued or guaranteed by U.S. | $6,506,000 | 2,563 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $120,000 | 2,724 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 2,657 |
| 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) | $12,501,000 | 3,821 |
| Total debt securities | $12,503,000 | 4,059 |
| 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 | $12,547,000 | 4,027 |
| U.S. Government securities | $9,017,000 | 3,667 |
| U.S. Treasury securities | $1,511,000 | 1,855 |
| U.S. Government agency obligations | $7,506,000 | 3,507 |
| Securities issued by states & political subdivisions | $3,313,000 | 3,401 |
| 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 | $1,845,000 | 3,622 |
| Mortgage-backed securities | $7,506,000 | 2,961 |
| Certificates of participation in pools of residential mortgages | $7,362,000 | 2,534 |
| Issued or guaranteed by U.S. | $7,362,000 | 2,455 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $144,000 | 2,696 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 2,641 |
| 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) | $12,330,000 | 3,819 |
| Total debt securities | $12,331,000 | 4,018 |
| 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 | $13,105,000 | 3,989 |
| U.S. Government securities | $9,567,000 | 3,592 |
| U.S. Treasury securities | $1,530,000 | 1,640 |
| U.S. Government agency obligations | $8,037,000 | 3,463 |
| Securities issued by states & political subdivisions | $3,331,000 | 3,429 |
| 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 | $1,909,000 | 3,642 |
| Mortgage-backed securities | $8,037,000 | 2,926 |
| Certificates of participation in pools of residential mortgages | $7,858,000 | 2,486 |
| Issued or guaranteed by U.S. | $7,858,000 | 2,420 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $179,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $179,000 | 2,653 |
| 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) | $12,898,000 | 3,788 |
| Total debt securities | $12,897,000 | 3,979 |
| 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 | $13,645,000 | 3,942 |
| U.S. Government securities | $10,106,000 | 3,507 |
| U.S. Treasury securities | $1,533,000 | 1,532 |
| U.S. Government agency obligations | $8,573,000 | 3,397 |
| Securities issued by states & political subdivisions | $3,344,000 | 3,442 |
| 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 | $1,917,000 | 3,651 |
| Mortgage-backed securities | $8,573,000 | 2,878 |
| Certificates of participation in pools of residential mortgages | $8,349,000 | 2,421 |
| Issued or guaranteed by U.S. | $8,349,000 | 2,351 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $224,000 | 2,673 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 2,620 |
| 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) | $13,450,000 | 3,738 |
| Total debt securities | $13,451,000 | 3,923 |
| 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 | $7,867,000 | 4,228 |
| U.S. Government securities | $2,226,000 | 4,249 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,226,000 | 4,101 |
| Securities issued by states & political subdivisions | $3,353,000 | 3,435 |
| Other domestic debt securities | $2,089,000 | 1,460 |
| Privately issued residential mortgage-backed securities | $2,089,000 | 361 |
| 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 | $1,923,000 | 3,651 |
| Mortgage-backed securities | $4,315,000 | 3,264 |
| Certificates of participation in pools of residential mortgages | $4,022,000 | 2,911 |
| Issued or guaranteed by U.S. | $1,933,000 | 3,190 |
| Privately issued | $2,089,000 | 152 |
| Collaterized mortgage obligations | $293,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $293,000 | 2,557 |
| 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) | $7,668,000 | 4,013 |
| Total debt securities | $7,668,000 | 4,222 |
| 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 | $8,382,000 | 4,157 |
| U.S. Government securities | $2,478,000 | 4,149 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,478,000 | 4,008 |
| Securities issued by states & political subdivisions | $3,395,000 | 3,417 |
| Other domestic debt securities | $2,336,000 | 1,382 |
| Privately issued residential mortgage-backed securities | $2,336,000 | 323 |
| 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 | $1,941,000 | 3,657 |
| Mortgage-backed securities | $4,814,000 | 3,178 |
| Certificates of participation in pools of residential mortgages | $4,357,000 | 2,804 |
| Issued or guaranteed by U.S. | $2,021,000 | 3,162 |
| Privately issued | $2,336,000 | 128 |
| Collaterized mortgage obligations | $457,000 | 2,538 |
| CMOs issued by government agencies or sponsored agencies | $457,000 | 2,484 |
| 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) | $8,209,000 | 3,921 |
| Total debt securities | $8,209,000 | 4,144 |
| 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 | $7,340,000 | 4,207 |
| U.S. Government securities | $2,745,000 | 4,127 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,745,000 | 3,974 |
| Securities issued by states & political subdivisions | $3,403,000 | 3,353 |
| Other domestic debt securities | $1,029,000 | 1,642 |
| Privately issued residential mortgage-backed securities | $1,029,000 | 403 |
| 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 | $1,948,000 | 3,693 |
| Mortgage-backed securities | $3,774,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $3,105,000 | 2,982 |
| Issued or guaranteed by U.S. | $2,076,000 | 3,118 |
| Privately issued | $1,029,000 | 166 |
| Collaterized mortgage obligations | $669,000 | 2,444 |
| CMOs issued by government agencies or sponsored agencies | $669,000 | 2,393 |
| 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) | $7,177,000 | 3,968 |
| Total debt securities | $7,177,000 | 4,189 |
| 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 | $4,458,000 | 4,451 |
| U.S. Government securities | $901,000 | 4,482 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $901,000 | 4,359 |
| Securities issued by states & political subdivisions | $3,394,000 | 3,341 |
| 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 | $2,681,000 | 3,571 |
| Mortgage-backed securities | $901,000 | 3,812 |
| 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 | $901,000 | 2,378 |
| CMOs issued by government agencies or sponsored agencies | $901,000 | 2,336 |
| 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) | $4,295,000 | 4,220 |
| Total debt securities | $4,295,000 | 4,433 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $4,493,000 | 4,475 |
| U.S. Government securities | $1,069,000 | 4,507 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,069,000 | 4,384 |
| Securities issued by states & political subdivisions | $3,325,000 | 3,292 |
| 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 | $99,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,868,000 | 3,761 |
| Mortgage-backed securities | $1,069,000 | 3,800 |
| 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 | $1,069,000 | 2,320 |
| CMOs issued by government agencies or sponsored agencies | $1,069,000 | 2,273 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $4,493,000 | 4,227 |
| Total debt securities | $4,392,000 | 4,462 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $4,602,000 | 4,532 |
| U.S. Government securities | $1,171,000 | 4,570 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,171,000 | 4,432 |
| Securities issued by states & political subdivisions | $3,333,000 | 3,285 |
| 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 | $98,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,774,000 | 3,842 |
| Mortgage-backed securities | $1,171,000 | 3,776 |
| 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 | $1,171,000 | 2,296 |
| CMOs issued by government agencies or sponsored agencies | $1,171,000 | 2,252 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $4,602,000 | 4,287 |
| Total debt securities | $4,504,000 | 4,522 |
| 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 | $4,719,000 | 4,602 |
| U.S. Government securities | $1,294,000 | 4,640 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,294,000 | 4,499 |
| Securities issued by states & political subdivisions | $3,326,000 | 3,318 |
| 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 | $99,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,472,000 | 3,996 |
| Mortgage-backed securities | $1,294,000 | 3,766 |
| 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 | $1,294,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $1,294,000 | 2,239 |
| 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) | $4,719,000 | 4,355 |
| Total debt securities | $4,620,000 | 4,591 |
| 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 | $4,685,000 | 4,655 |
| U.S. Government securities | $1,402,000 | 4,682 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,402,000 | 4,545 |
| Securities issued by states & political subdivisions | $3,186,000 | 3,381 |
| 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 | $97,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,498,000 | 4,036 |
| Mortgage-backed securities | $1,402,000 | 3,743 |
| 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 | $1,402,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $1,402,000 | 2,188 |
| 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) | $4,685,000 | 4,403 |
| Total debt securities | $4,588,000 | 4,642 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $4,729,000 | 4,726 |
| U.S. Government securities | $1,482,000 | 4,720 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,482,000 | 4,583 |
| Securities issued by states & political subdivisions | $3,151,000 | 3,469 |
| 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 | $96,000 | 278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,478,000 | 4,082 |
| Mortgage-backed securities | $1,482,000 | 3,754 |
| 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 | $1,482,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $1,482,000 | 2,162 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $4,729,000 | 4,455 |
| Total debt securities | $4,634,000 | 4,715 |
| 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 | $5,113,000 | 4,715 |
| U.S. Government securities | $1,525,000 | 4,746 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,525,000 | 4,602 |
| Securities issued by states & political subdivisions | $3,493,000 | 3,469 |
| 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 | $95,000 | 411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,458,000 | 4,134 |
| Mortgage-backed securities | $1,525,000 | 3,756 |
| 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 | $1,525,000 | 2,209 |
| CMOs issued by government agencies or sponsored agencies | $1,525,000 | 2,159 |
| 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) | $5,113,000 | 4,449 |
| Total debt securities | $5,017,000 | 4,703 |
| 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 | $5,271,000 | 4,753 |
| U.S. Government securities | $1,597,000 | 4,811 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,597,000 | 4,665 |
| Securities issued by states & political subdivisions | $3,563,000 | 3,483 |
| 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 | $111,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,413,000 | 4,192 |
| Mortgage-backed securities | $1,597,000 | 3,788 |
| 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 | $1,597,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $1,597,000 | 2,140 |
| 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) | $5,271,000 | 4,481 |
| Total debt securities | $5,160,000 | 4,749 |
| 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 | $5,289,000 | 4,814 |
| U.S. Government securities | $1,724,000 | 4,819 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,724,000 | 4,674 |
| Securities issued by states & political subdivisions | $3,454,000 | 3,542 |
| 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 | $111,000 | 456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,416,000 | 4,244 |
| Mortgage-backed securities | $1,724,000 | 3,809 |
| 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 | $1,724,000 | 2,175 |
| CMOs issued by government agencies or sponsored agencies | $1,724,000 | 2,120 |
| 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) | $5,289,000 | 4,536 |
| Total debt securities | $5,178,000 | 4,807 |
| 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 | $5,400,000 | 4,859 |
| U.S. Government securities | $1,836,000 | 4,875 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,836,000 | 4,740 |
| Securities issued by states & political subdivisions | $3,453,000 | 3,588 |
| 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 | $111,000 | 498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,158,000 | 4,355 |
| Mortgage-backed securities | $1,836,000 | 3,804 |
| 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 | $1,836,000 | 2,128 |
| CMOs issued by government agencies or sponsored agencies | $1,836,000 | 2,071 |
| 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) | $5,400,000 | 4,586 |
| Total debt securities | $5,289,000 | 4,851 |
| 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 | $5,910,000 | 4,879 |
| U.S. Government securities | $1,971,000 | 4,900 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,971,000 | 4,779 |
| Securities issued by states & political subdivisions | $3,828,000 | 3,586 |
| 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 | $111,000 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,177,000 | 4,424 |
| Mortgage-backed securities | $1,971,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,971,000 | 2,073 |
| CMOs issued by government agencies or sponsored agencies | $1,971,000 | 2,015 |
| 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) | $5,910,000 | 4,602 |
| Total debt securities | $5,799,000 | 4,865 |
| 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 | $5,978,000 | 4,933 |
| U.S. Government securities | $2,107,000 | 4,915 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,107,000 | 4,800 |
| Securities issued by states & political subdivisions | $3,760,000 | 3,643 |
| 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 | $111,000 | 778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,193,000 | 4,486 |
| Mortgage-backed securities | $2,107,000 | 3,838 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,107,000 | 2,057 |
| CMOs issued by government agencies or sponsored agencies | $2,107,000 | 2,000 |
| 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) | $5,978,000 | 4,647 |
| Total debt securities | $5,867,000 | 4,921 |
| 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 | $6,112,000 | 4,965 |
| U.S. Government securities | $2,228,000 | 4,950 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,228,000 | 4,832 |
| Securities issued by states & political subdivisions | $3,774,000 | 3,692 |
| 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 | $110,000 | 790 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,199,000 | 4,507 |
| Mortgage-backed securities | $2,228,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,228,000 | 2,060 |
| CMOs issued by government agencies or sponsored agencies | $2,228,000 | 1,996 |
| 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) | $6,112,000 | 4,672 |
| Total debt securities | $6,002,000 | 4,952 |
| 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 | $5,861,000 | 5,038 |
| U.S. Government securities | $2,324,000 | 4,996 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,324,000 | 4,876 |
| Securities issued by states & political subdivisions | $3,426,000 | 3,788 |
| 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 | $111,000 | 802 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,305,000 | 4,541 |
| Mortgage-backed securities | $2,324,000 | 3,887 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,324,000 | 2,060 |
| CMOs issued by government agencies or sponsored agencies | $2,324,000 | 1,992 |
| 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) | $5,861,000 | 4,739 |
| Total debt securities | $5,750,000 | 5,021 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $6,592,000 | 5,002 |
| U.S. Government securities | $2,114,000 | 5,056 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,114,000 | 4,935 |
| Securities issued by states & political subdivisions | $4,367,000 | 3,641 |
| 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 | $111,000 | 810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,270,000 | 4,597 |
| Mortgage-backed securities | $2,114,000 | 3,958 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,114,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $2,114,000 | 2,043 |
| 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) | $6,592,000 | 4,679 |
| Total debt securities | $6,481,000 | 4,991 |
| 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 | $7,046,000 | 5,004 |
| U.S. Government securities | $2,804,000 | 4,969 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,804,000 | 4,855 |
| Securities issued by states & political subdivisions | $4,131,000 | 3,703 |
| 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 | $111,000 | 785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,305,000 | 4,655 |
| Mortgage-backed securities | $2,304,000 | 3,960 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,304,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $2,304,000 | 2,024 |
| 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) | $7,046,000 | 4,674 |
| Total debt securities | $6,935,000 | 4,999 |
| 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 | $6,669,000 | 5,109 |
| U.S. Government securities | $2,401,000 | 5,157 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,401,000 | 5,047 |
| Securities issued by states & political subdivisions | $4,157,000 | 3,722 |
| 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 | $111,000 | 804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,838 |
| Mortgage-backed securities | $1,396,000 | 4,230 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,396,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $1,396,000 | 2,321 |
| 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) | $6,669,000 | 4,765 |
| Total debt securities | $6,560,000 | 5,100 |
| 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 | $6,310,000 | 5,211 |
| U.S. Government securities | $2,506,000 | 5,210 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,506,000 | 5,109 |
| Securities issued by states & political subdivisions | $3,693,000 | 3,810 |
| 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 | $111,000 | 807 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,894 |
| Mortgage-backed securities | $1,502,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,502,000 | 2,375 |
| CMOs issued by government agencies or sponsored agencies | $1,502,000 | 2,305 |
| 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) | $6,310,000 | 4,866 |
| Total debt securities | $6,200,000 | 5,207 |
| 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 | $7,776,000 | 5,120 |
| U.S. Government securities | $3,766,000 | 5,063 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,766,000 | 4,952 |
| Securities issued by states & political subdivisions | $3,899,000 | 3,807 |
| 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 | $111,000 | 815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,105,000 | 4,886 |
| Mortgage-backed securities | $1,582,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,582,000 | 2,372 |
| CMOs issued by government agencies or sponsored agencies | $1,582,000 | 2,302 |
| 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) | $7,776,000 | 4,774 |
| Total debt securities | $7,664,000 | 5,107 |
| 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 | $8,189,000 | 5,171 |
| U.S. Government securities | $4,404,000 | 5,043 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,404,000 | 4,937 |
| Securities issued by states & political subdivisions | $3,674,000 | 3,894 |
| 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 | $111,000 | 843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,677,000 | 4,791 |
| Mortgage-backed securities | $1,707,000 | 4,257 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,915 |
| Issued or guaranteed by U.S. | $4,000 | 4,909 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,703,000 | 2,354 |
| CMOs issued by government agencies or sponsored agencies | $1,703,000 | 2,282 |
| 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) | $8,189,000 | 4,803 |
| Total debt securities | $8,079,000 | 5,166 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,132 |
| Fair value | $989,000 | 1,252 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $8,262,000 | 5,251 |
| U.S. Government securities | $4,493,000 | 5,140 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,493,000 | 5,033 |
| Securities issued by states & political subdivisions | $3,658,000 | 3,907 |
| 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 | $111,000 | 853 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,105,000 | 4,993 |
| Mortgage-backed securities | $1,829,000 | 4,310 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,990 |
| Issued or guaranteed by U.S. | $4,000 | 4,986 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,825,000 | 2,378 |
| CMOs issued by government agencies or sponsored agencies | $1,825,000 | 2,303 |
| 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) | $8,262,000 | 4,883 |
| Total debt securities | $8,152,000 | 5,239 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $974,000 | 1,409 |
| 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 | $8,587,000 | 5,277 |
| U.S. Government securities | $4,769,000 | 5,179 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,769,000 | 5,070 |
| Securities issued by states & political subdivisions | $3,707,000 | 3,889 |
| 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 | $111,000 | 858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,327,000 | 4,980 |
| Mortgage-backed securities | $2,786,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,050 |
| Issued or guaranteed by U.S. | $4,000 | 5,041 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,782,000 | 2,138 |
| CMOs issued by government agencies or sponsored agencies | $2,782,000 | 2,069 |
| 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) | $8,587,000 | 4,910 |
| Total debt securities | $8,477,000 | 5,273 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $989,000 | 1,493 |
| 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 | $8,856,000 | 5,332 |
| U.S. Government securities | $4,887,000 | 5,258 |
| U.S. Treasury securities | $498,000 | 1,216 |
| U.S. Government agency obligations | $4,389,000 | 5,208 |
| Securities issued by states & political subdivisions | $3,858,000 | 3,892 |
| 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 | $111,000 | 866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,337,000 | 5,048 |
| Mortgage-backed securities | $2,938,000 | 4,195 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,132 |
| Issued or guaranteed by U.S. | $4,000 | 5,123 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,934,000 | 2,154 |
| CMOs issued by government agencies or sponsored agencies | $2,934,000 | 2,087 |
| 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) | $8,856,000 | 4,938 |
| Total debt securities | $8,745,000 | 5,322 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $970,000 | 1,579 |
| 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 | $8,989,000 | 5,413 |
| U.S. Government securities | $4,999,000 | 5,309 |
| U.S. Treasury securities | $496,000 | 1,236 |
| U.S. Government agency obligations | $4,503,000 | 5,278 |
| Securities issued by states & political subdivisions | $3,879,000 | 3,937 |
| 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 | $111,000 | 890 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,198,000 | 5,166 |
| Mortgage-backed securities | $3,066,000 | 4,248 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,220 |
| Issued or guaranteed by U.S. | $4,000 | 5,213 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,062,000 | 2,180 |
| CMOs issued by government agencies or sponsored agencies | $3,062,000 | 2,102 |
| 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) | $8,989,000 | 5,031 |
| Total debt securities | $8,878,000 | 5,404 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $960,000 | 1,681 |
| 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 | $9,829,000 | 5,375 |
| U.S. Government securities | $5,847,000 | 5,256 |
| U.S. Treasury securities | $498,000 | 1,195 |
| U.S. Government agency obligations | $5,349,000 | 5,218 |
| Securities issued by states & political subdivisions | $3,871,000 | 3,977 |
| 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 | $111,000 | 920 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,380,000 | 5,171 |
| Mortgage-backed securities | $3,218,000 | 4,271 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,272 |
| Issued or guaranteed by U.S. | $4,000 | 5,266 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,214,000 | 2,170 |
| CMOs issued by government agencies or sponsored agencies | $3,214,000 | 2,098 |
| 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) | $9,829,000 | 4,985 |
| Total debt securities | $9,717,000 | 5,365 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,576 |
| Fair value | $955,000 | 1,717 |
| 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 | $9,378,000 | 5,474 |
| U.S. Government securities | $5,414,000 | 5,356 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,414,000 | 5,242 |
| Securities issued by states & political subdivisions | $3,853,000 | 4,012 |
| 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 | $111,000 | 932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,390,000 | 5,205 |
| Mortgage-backed securities | $3,322,000 | 4,282 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,291 |
| Issued or guaranteed by U.S. | $7,000 | 5,283 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,315,000 | 2,138 |
| CMOs issued by government agencies or sponsored agencies | $3,315,000 | 2,070 |
| 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) | $9,378,000 | 5,084 |
| Total debt securities | $9,267,000 | 5,461 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $933,000 | 1,758 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $10,710,000 | 5,364 |
| U.S. Government securities | $6,244,000 | 5,212 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,244,000 | 5,109 |
| Securities issued by states & political subdivisions | $4,355,000 | 3,904 |
| 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 | $111,000 | 942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,211,000 | 5,320 |
| Mortgage-backed securities | $3,452,000 | 4,272 |
| Certificates of participation in pools of residential mortgages | $14,000 | 5,300 |
| Issued or guaranteed by U.S. | $14,000 | 5,292 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,438,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $3,438,000 | 2,030 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $10,710,000 | 4,971 |
| Total debt securities | $10,600,000 | 5,347 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $909,000 | 1,758 |
| 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 | $11,469,000 | 5,346 |
| U.S. Government securities | $6,995,000 | 5,136 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,995,000 | 5,040 |
| Securities issued by states & political subdivisions | $4,363,000 | 3,921 |
| 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 | $111,000 | 948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,508,000 | 5,260 |
| Mortgage-backed securities | $3,670,000 | 4,272 |
| Certificates of participation in pools of residential mortgages | $27,000 | 5,310 |
| Issued or guaranteed by U.S. | $27,000 | 5,303 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,643,000 | 2,099 |
| CMOs issued by government agencies or sponsored agencies | $3,643,000 | 2,018 |
| 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) | $11,469,000 | 4,960 |
| Total debt securities | $11,358,000 | 5,327 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $910,000 | 1,766 |
| 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 | $9,421,000 | 5,562 |
| U.S. Government securities | $5,343,000 | 5,448 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,343,000 | 5,338 |
| Securities issued by states & political subdivisions | $3,967,000 | 4,017 |
| 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 | $111,000 | 949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,585,000 | 5,262 |
| Mortgage-backed securities | $3,448,000 | 4,333 |
| Certificates of participation in pools of residential mortgages | $62,000 | 5,236 |
| Issued or guaranteed by U.S. | $62,000 | 5,228 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,386,000 | 2,188 |
| CMOs issued by government agencies or sponsored agencies | $3,386,000 | 2,102 |
| 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) | $9,421,000 | 5,179 |
| Total debt securities | $9,312,000 | 5,540 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $926,000 | 1,739 |
| 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 | $11,013,000 | 5,445 |
| U.S. Government securities | $6,820,000 | 5,206 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $6,820,000 | 5,097 |
| Securities issued by states & political subdivisions | $4,082,000 | 3,977 |
| 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 | $111,000 | 974 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,621,000 | 5,306 |
| Mortgage-backed securities | $3,822,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $102,000 | 5,231 |
| Issued or guaranteed by U.S. | $102,000 | 5,225 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,720,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $3,720,000 | 2,084 |
| 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) | $11,013,000 | 5,075 |
| Total debt securities | $10,902,000 | 5,426 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $1,996,000 | 1,269 |
| 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 | $9,706,000 | 5,574 |
| U.S. Government securities | $5,330,000 | 5,496 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,330,000 | 5,384 |
| Securities issued by states & political subdivisions | $4,265,000 | 3,934 |
| 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 | $111,000 | 943 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,670,000 | 5,310 |
| Mortgage-backed securities | $3,824,000 | 4,327 |
| Certificates of participation in pools of residential mortgages | $147,000 | 5,225 |
| Issued or guaranteed by U.S. | $147,000 | 5,222 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,677,000 | 2,246 |
| CMOs issued by government agencies or sponsored agencies | $3,677,000 | 2,151 |
| 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) | $9,706,000 | 5,191 |
| Total debt securities | $9,596,000 | 5,557 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,000,000 | 1,733 |
| 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 | $11,046,000 | 5,517 |
| U.S. Government securities | $6,644,000 | 5,378 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,644,000 | 5,270 |
| Securities issued by states & political subdivisions | $4,291,000 | 3,902 |
| 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 | $111,000 | 946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,670,000 | 5,393 |
| Mortgage-backed securities | $4,142,000 | 4,379 |
| Certificates of participation in pools of residential mortgages | $196,000 | 5,279 |
| Issued or guaranteed by U.S. | $196,000 | 5,271 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,946,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $3,946,000 | 2,198 |
| 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) | $11,046,000 | 5,127 |
| Total debt securities | $10,935,000 | 5,497 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $1,994,000 | 1,421 |
| 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 | $10,352,000 | 5,642 |
| U.S. Government securities | $6,452,000 | 5,499 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,452,000 | 5,386 |
| Securities issued by states & political subdivisions | $3,789,000 | 3,986 |
| 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 | $111,000 | 957 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,671,000 | 5,448 |
| Mortgage-backed securities | $3,444,000 | 4,577 |
| Certificates of participation in pools of residential mortgages | $253,000 | 5,249 |
| Issued or guaranteed by U.S. | $253,000 | 5,241 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,191,000 | 2,472 |
| CMOs issued by government agencies or sponsored agencies | $3,191,000 | 2,357 |
| 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) | $10,352,000 | 5,262 |
| Total debt securities | $10,244,000 | 5,629 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $1,998,000 | 1,600 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $9,589,000 | 5,792 |
| U.S. Government securities | $5,703,000 | 5,723 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,703,000 | 5,613 |
| Securities issued by states & political subdivisions | $3,775,000 | 3,927 |
| 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 | $111,000 | 933 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,411,000 | 5,582 |
| Mortgage-backed securities | $3,699,000 | 4,547 |
| Certificates of participation in pools of residential mortgages | $318,000 | 5,226 |
| Issued or guaranteed by U.S. | $318,000 | 5,220 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,381,000 | 2,447 |
| CMOs issued by government agencies or sponsored agencies | $3,381,000 | 2,332 |
| 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) | $9,589,000 | 5,403 |
| Total debt securities | $9,479,000 | 5,778 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $502,000 | 2,709 |
| 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 | $11,049,000 | 5,599 |
| U.S. Government securities | $6,502,000 | 5,586 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,502,000 | 5,479 |
| Securities issued by states & political subdivisions | $4,436,000 | 3,731 |
| 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 | $111,000 | 932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,470,000 | 5,306 |
| Mortgage-backed securities | $3,996,000 | 4,427 |
| Certificates of participation in pools of residential mortgages | $390,000 | 5,154 |
| Issued or guaranteed by U.S. | $390,000 | 5,140 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,606,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $3,606,000 | 2,179 |
| 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) | $11,049,000 | 5,179 |
| Total debt securities | $10,939,000 | 5,587 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $503,000 | 2,601 |
| 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 | $10,185,000 | 5,690 |
| U.S. Government securities | $6,035,000 | 5,669 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,035,000 | 5,556 |
| Securities issued by states & political subdivisions | $4,040,000 | 3,777 |
| 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 | $110,000 | 985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,497,000 | 5,304 |
| Mortgage-backed securities | $3,523,000 | 4,510 |
| Certificates of participation in pools of residential mortgages | $464,000 | 5,116 |
| Issued or guaranteed by U.S. | $464,000 | 5,100 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,059,000 | 2,458 |
| CMOs issued by government agencies or sponsored agencies | $3,059,000 | 2,263 |
| 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) | $10,185,000 | 5,270 |
| Total debt securities | $10,074,000 | 5,668 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,637 |
| Fair value | $504,000 | 2,664 |
| 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 | $10,782,000 | 5,705 |
| U.S. Government securities | $7,250,000 | 5,549 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,250,000 | 5,439 |
| Securities issued by states & political subdivisions | $3,422,000 | 3,917 |
| 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 | $110,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,202,000 | 5,452 |
| Mortgage-backed securities | $3,747,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $571,000 | 5,045 |
| Issued or guaranteed by U.S. | $571,000 | 5,032 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,176,000 | 2,405 |
| CMOs issued by government agencies or sponsored agencies | $3,176,000 | 2,199 |
| 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) | $10,782,000 | 5,268 |
| Total debt securities | $10,672,000 | 5,682 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,001,000 | 2,518 |
| 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 | $9,826,000 | 5,825 |
| U.S. Government securities | $6,341,000 | 5,744 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,341,000 | 5,615 |
| Securities issued by states & political subdivisions | $3,374,000 | 3,900 |
| 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 | $111,000 | 1,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,599,000 | 5,343 |
| Mortgage-backed securities | $3,385,000 | 4,444 |
| Certificates of participation in pools of residential mortgages | $666,000 | 4,958 |
| Issued or guaranteed by U.S. | $666,000 | 4,950 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,719,000 | 2,467 |
| CMOs issued by government agencies or sponsored agencies | $2,719,000 | 2,241 |
| 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) | $9,826,000 | 5,383 |
| Total debt securities | $9,715,000 | 5,813 |
| 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 | $8,666,000 | 5,915 |
| U.S. Government securities | $5,342,000 | 5,845 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,342,000 | 5,716 |
| Securities issued by states & political subdivisions | $3,214,000 | 3,954 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $110,000 | 984 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,571,000 | 5,383 |
| Mortgage-backed securities | $3,277,000 | 4,416 |
| Certificates of participation in pools of residential mortgages | $771,000 | 4,840 |
| Issued or guaranteed by U.S. | $771,000 | 4,832 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,506,000 | 2,478 |
| CMOs issued by government agencies or sponsored agencies | $2,506,000 | 2,241 |
| 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) | $8,666,000 | 5,463 |
| Total debt securities | $8,555,000 | 5,891 |
| 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 | $8,699,000 | 5,886 |
| U.S. Government securities | $5,138,000 | 5,875 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,138,000 | 5,750 |
| Securities issued by states & political subdivisions | $3,451,000 | 3,805 |
| 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 | $110,000 | 1,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,721 |
| Mortgage-backed securities | $4,033,000 | 4,243 |
| Certificates of participation in pools of residential mortgages | $872,000 | 4,794 |
| Issued or guaranteed by U.S. | $872,000 | 4,786 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,161,000 | 2,281 |
| CMOs issued by government agencies or sponsored agencies | $3,161,000 | 2,039 |
| 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) | $8,699,000 | 5,421 |
| Total debt securities | $8,588,000 | 5,869 |
| 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 | $9,219,000 | 5,866 |
| U.S. Government securities | $5,948,000 | 5,818 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,948,000 | 5,703 |
| Securities issued by states & political subdivisions | $3,165,000 | 3,835 |
| 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 | $106,000 | 1,075 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,260,000 | 5,646 |
| Mortgage-backed securities | $4,585,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $959,000 | 4,780 |
| Issued or guaranteed by U.S. | $959,000 | 4,773 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,626,000 | 2,131 |
| CMOs issued by government agencies or sponsored agencies | $3,626,000 | 1,877 |
| 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) | $9,219,000 | 5,387 |
| Total debt securities | $9,113,000 | 5,860 |
| 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 | $9,769,000 | 5,844 |
| U.S. Government securities | $6,516,000 | 5,750 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,516,000 | 5,635 |
| Securities issued by states & political subdivisions | $3,147,000 | 3,841 |
| 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 | $106,000 | 1,122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,254,000 | 5,716 |
| Mortgage-backed securities | $4,847,000 | 4,135 |
| Certificates of participation in pools of residential mortgages | $1,144,000 | 4,802 |
| Issued or guaranteed by U.S. | $1,144,000 | 4,793 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,703,000 | 2,074 |
| CMOs issued by government agencies or sponsored agencies | $3,703,000 | 1,805 |
| 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) | $9,769,000 | 5,356 |
| Total debt securities | $9,664,000 | 5,828 |
| 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 | $9,530,000 | 5,886 |
| U.S. Government securities | $6,441,000 | 5,734 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,441,000 | 5,630 |
| Securities issued by states & political subdivisions | $2,983,000 | 3,905 |
| 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 | $106,000 | 1,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,460,000 | 5,697 |
| Mortgage-backed securities | $5,060,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $1,313,000 | 4,810 |
| Issued or guaranteed by U.S. | $1,313,000 | 4,800 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,747,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $3,747,000 | 1,771 |
| 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) | $9,530,000 | 5,404 |
| Total debt securities | $9,424,000 | 5,860 |
| 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 | $10,216,000 | 5,795 |
| U.S. Government securities | $7,179,000 | 5,596 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,179,000 | 5,505 |
| Securities issued by states & political subdivisions | $2,931,000 | 3,952 |
| 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 | $106,000 | 1,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,560,000 | 5,661 |
| Mortgage-backed securities | $5,387,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $1,612,000 | 4,774 |
| Issued or guaranteed by U.S. | $1,612,000 | 4,764 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,775,000 | 2,049 |
| CMOs issued by government agencies or sponsored agencies | $3,775,000 | 1,751 |
| 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) | $10,216,000 | 5,312 |
| Total debt securities | $10,110,000 | 5,773 |
| 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 | $9,796,000 | 5,858 |
| U.S. Government securities | $7,426,000 | 5,516 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,426,000 | 5,430 |
| Securities issued by states & political subdivisions | $2,264,000 | 4,220 |
| 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 | $106,000 | 1,239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,559,000 | 5,685 |
| Mortgage-backed securities | $5,721,000 | 4,114 |
| Certificates of participation in pools of residential mortgages | $1,892,000 | 4,694 |
| Issued or guaranteed by U.S. | $1,892,000 | 4,679 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,829,000 | 2,013 |
| CMOs issued by government agencies or sponsored agencies | $3,829,000 | 1,702 |
| 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) | $9,796,000 | 5,351 |
| Total debt securities | $9,690,000 | 5,831 |
| 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 | $10,778,000 | 5,753 |
| U.S. Government securities | $8,322,000 | 5,439 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,322,000 | 5,358 |
| Securities issued by states & political subdivisions | $2,350,000 | 4,091 |
| 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 | $106,000 | 1,243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,607,000 | 5,709 |
| Mortgage-backed securities | $6,016,000 | 4,132 |
| Certificates of participation in pools of residential mortgages | $2,129,000 | 4,693 |
| Issued or guaranteed by U.S. | $2,129,000 | 4,679 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,887,000 | 2,042 |
| CMOs issued by government agencies or sponsored agencies | $3,887,000 | 1,705 |
| 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) | $10,778,000 | 5,246 |
| Total debt securities | $10,672,000 | 5,725 |
| 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 | $9,850,000 | 5,950 |
| U.S. Government securities | $7,338,000 | 5,765 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,338,000 | 5,684 |
| Securities issued by states & political subdivisions | $2,406,000 | 4,022 |
| 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 | $106,000 | 1,230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,756,000 | 4,305 |
| Mortgage-backed securities | $3,725,000 | 4,651 |
| Certificates of participation in pools of residential mortgages | $567,000 | 5,441 |
| Issued or guaranteed by U.S. | $567,000 | 5,425 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,158,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $3,158,000 | 1,805 |
| 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) | $9,850,000 | 5,422 |
| Total debt securities | $9,745,000 | 5,914 |
| 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 | $10,424,000 | 5,797 |
| U.S. Government securities | $8,103,000 | 5,547 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,103,000 | 5,457 |
| Securities issued by states & political subdivisions | $2,215,000 | 4,088 |
| 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 | $106,000 | 1,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,620,000 | 4,352 |
| Mortgage-backed securities | $3,114,000 | 4,754 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,240 |
| Issued or guaranteed by U.S. | $12,000 | 6,219 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,102,000 | 2,072 |
| CMOs issued by government agencies or sponsored agencies | $3,102,000 | 1,737 |
| 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) | $10,424,000 | 5,265 |
| Total debt securities | $10,318,000 | 5,773 |
| 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 | $9,184,000 | 6,079 |
| U.S. Government securities | $7,282,000 | 5,787 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,282,000 | 5,705 |
| Securities issued by states & political subdivisions | $1,796,000 | 4,351 |
| 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 | $106,000 | 1,653 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,493,000 | 4,381 |
| Mortgage-backed securities | $3,269,000 | 4,709 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,257 |
| Issued or guaranteed by U.S. | $13,000 | 6,230 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,256,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $3,256,000 | 1,713 |
| 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) | $9,184,000 | 5,557 |
| Total debt securities | $9,079,000 | 6,026 |
| 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 | $8,503,000 | 6,234 |
| U.S. Government securities | $6,579,000 | 5,991 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,579,000 | 5,899 |
| Securities issued by states & political subdivisions | $1,818,000 | 4,345 |
| 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 | $106,000 | 1,650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,645,000 | 4,028 |
| Mortgage-backed securities | $3,345,000 | 4,593 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,245 |
| Issued or guaranteed by U.S. | $13,000 | 6,214 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,332,000 | 1,991 |
| CMOs issued by government agencies or sponsored agencies | $3,332,000 | 1,671 |
| 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) | $8,503,000 | 5,682 |
| Total debt securities | $8,397,000 | 6,189 |
| 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 | $9,882,000 | 6,043 |
| U.S. Government securities | $8,178,000 | 5,685 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,178,000 | 5,579 |
| Securities issued by states & political subdivisions | $1,599,000 | 4,474 |
| 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 | $105,000 | 1,604 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,636,000 | 4,081 |
| Mortgage-backed securities | $3,363,000 | 4,352 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,181 |
| Issued or guaranteed by U.S. | $14,000 | 6,160 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,349,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $3,349,000 | 1,598 |
| 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) | $9,882,000 | 5,461 |
| Total debt securities | $9,775,000 | 5,982 |
| 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 | $9,711,000 | 6,128 |
| U.S. Government securities | $8,122,000 | 5,810 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,122,000 | 5,704 |
| Securities issued by states & political subdivisions | $1,484,000 | 4,553 |
| 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 | $105,000 | 1,549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,606,000 | 4,093 |
| Mortgage-backed securities | $3,437,000 | 4,184 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,125 |
| Issued or guaranteed by U.S. | $15,000 | 6,102 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,422,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $3,422,000 | 1,543 |
| 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) | $9,711,000 | 5,521 |
| Total debt securities | $9,606,000 | 6,088 |
| 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 | $9,312,000 | 6,234 |
| U.S. Government securities | $7,767,000 | 5,907 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,767,000 | 5,798 |
| Securities issued by states & political subdivisions | $1,440,000 | 4,601 |
| 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 | $105,000 | 1,571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,289,000 | 4,186 |
| Mortgage-backed securities | $3,373,000 | 4,162 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,145 |
| Issued or guaranteed by U.S. | $16,000 | 6,124 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,357,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $3,357,000 | 1,542 |
| 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) | $9,312,000 | 5,618 |
| Total debt securities | $9,207,000 | 6,198 |
| 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 | $9,466,000 | 6,249 |
| U.S. Government securities | $7,910,000 | 5,922 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,910,000 | 5,804 |
| Securities issued by states & political subdivisions | $1,451,000 | 4,614 |
| 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 | $105,000 | 1,586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,363,000 | 4,183 |
| Mortgage-backed securities | $3,464,000 | 4,123 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,122 |
| Issued or guaranteed by U.S. | $22,000 | 6,099 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,442,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $3,442,000 | 1,517 |
| 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) | $9,466,000 | 5,601 |
| Total debt securities | $9,364,000 | 6,213 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $9,455,000 | 6,286 |
| U.S. Government securities | $7,898,000 | 5,954 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,898,000 | 5,832 |
| Securities issued by states & political subdivisions | $1,452,000 | 4,629 |
| 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 | $105,000 | 1,629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,499,000 | 4,419 |
| Mortgage-backed securities | $3,472,000 | 4,130 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,135 |
| Issued or guaranteed by U.S. | $24,000 | 6,111 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,448,000 | 1,776 |
| CMOs issued by government agencies or sponsored agencies | $3,448,000 | 1,531 |
| 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) | $9,455,000 | 5,635 |
| Total debt securities | $9,349,000 | 6,246 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $9,421,000 | 6,324 |
| U.S. Government securities | $7,858,000 | 6,038 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,858,000 | 5,915 |
| Securities issued by states & political subdivisions | $1,457,000 | 4,657 |
| 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 | $106,000 | 1,670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,444,000 | 4,476 |
| Mortgage-backed securities | $3,449,000 | 4,128 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,175 |
| Issued or guaranteed by U.S. | $26,000 | 6,147 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,423,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $3,423,000 | 1,504 |
| 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) | $9,421,000 | 5,649 |
| Total debt securities | $9,315,000 | 6,295 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $9,229,000 | 6,397 |
| U.S. Government securities | $7,742,000 | 6,084 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,742,000 | 5,951 |
| Securities issued by states & political subdivisions | $1,381,000 | 4,721 |
| 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 | $106,000 | 1,696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,426,000 | 4,486 |
| Mortgage-backed securities | $3,391,000 | 4,114 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,216 |
| Issued or guaranteed by U.S. | $28,000 | 6,190 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,363,000 | 1,736 |
| CMOs issued by government agencies or sponsored agencies | $3,363,000 | 1,508 |
| 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) | $9,229,000 | 5,710 |
| Total debt securities | $9,123,000 | 6,361 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $9,388,000 | 6,444 |
| U.S. Government securities | $7,987,000 | 6,074 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,987,000 | 5,930 |
| Securities issued by states & political subdivisions | $1,295,000 | 4,815 |
| 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 | $106,000 | 1,736 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,441,000 | 4,480 |
| Mortgage-backed securities | $3,444,000 | 4,146 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,228 |
| Issued or guaranteed by U.S. | $31,000 | 6,206 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,413,000 | 1,733 |
| CMOs issued by government agencies or sponsored agencies | $3,413,000 | 1,501 |
| 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) | $9,388,000 | 5,727 |
| Total debt securities | $9,281,000 | 6,404 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $9,517,000 | 6,451 |
| U.S. Government securities | $8,013,000 | 6,055 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,013,000 | 5,907 |
| Securities issued by states & political subdivisions | $1,397,000 | 4,764 |
| 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 | $107,000 | 1,745 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,161,000 | 4,542 |
| Mortgage-backed securities | $3,462,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $33,000 | 6,276 |
| Issued or guaranteed by U.S. | $33,000 | 6,255 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,429,000 | 1,726 |
| CMOs issued by government agencies or sponsored agencies | $3,429,000 | 1,502 |
| 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) | $9,517,000 | 5,724 |
| Total debt securities | $9,410,000 | 6,412 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $9,970,000 | 6,329 |
| U.S. Government securities | $8,504,000 | 5,934 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,504,000 | 5,788 |
| Securities issued by states & political subdivisions | $1,359,000 | 4,789 |
| 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 | $107,000 | 1,752 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,170,000 | 4,547 |
| Mortgage-backed securities | $3,930,000 | 4,043 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,253 |
| Issued or guaranteed by U.S. | $45,000 | 6,235 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,885,000 | 1,646 |
| CMOs issued by government agencies or sponsored agencies | $3,885,000 | 1,427 |
| 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) | $75,000 | 4,040 |
| Available-for-sale securities (fair market value) | $9,895,000 | 5,617 |
| Total debt securities | $9,839,000 | 6,299 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $11,494,000 | 6,067 |
| U.S. Government securities | $9,844,000 | 5,647 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,844,000 | 5,507 |
| Securities issued by states & political subdivisions | $1,543,000 | 4,645 |
| 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 | $107,000 | 1,779 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,390,000 | 4,472 |
| Mortgage-backed securities | $5,230,000 | 3,737 |
| Certificates of participation in pools of residential mortgages | $55,000 | 6,264 |
| Issued or guaranteed by U.S. | $55,000 | 6,245 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,175,000 | 1,482 |
| CMOs issued by government agencies or sponsored agencies | $5,175,000 | 1,297 |
| 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) | $75,000 | 4,087 |
| Available-for-sale securities (fair market value) | $11,419,000 | 5,350 |
| Total debt securities | $11,365,000 | 6,020 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $11,552,000 | 6,143 |
| U.S. Government securities | $9,914,000 | 5,700 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,914,000 | 5,549 |
| Securities issued by states & political subdivisions | $1,531,000 | 4,676 |
| 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 | $107,000 | 1,811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,289,000 | 4,528 |
| Mortgage-backed securities | $5,089,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $66,000 | 6,301 |
| Issued or guaranteed by U.S. | $66,000 | 6,283 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,023,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $5,023,000 | 1,345 |
| 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) | $75,000 | 4,167 |
| Available-for-sale securities (fair market value) | $11,477,000 | 5,407 |
| Total debt securities | $11,420,000 | 6,102 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $10,930,000 | 6,286 |
| U.S. Government securities | $9,341,000 | 5,843 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,341,000 | 5,695 |
| Securities issued by states & political subdivisions | $1,482,000 | 4,708 |
| 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 | $107,000 | 1,846 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,975,000 | 4,299 |
| Mortgage-backed securities | $5,695,000 | 3,738 |
| Certificates of participation in pools of residential mortgages | $76,000 | 6,315 |
| Issued or guaranteed by U.S. | $76,000 | 6,299 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,619,000 | 1,468 |
| CMOs issued by government agencies or sponsored agencies | $5,619,000 | 1,288 |
| 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) | $190,000 | 3,997 |
| Available-for-sale securities (fair market value) | $10,740,000 | 5,562 |
| Total debt securities | $10,798,000 | 6,242 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $11,551,000 | 6,187 |
| U.S. Government securities | $10,004,000 | 5,699 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,004,000 | 5,546 |
| Securities issued by states & political subdivisions | $1,440,000 | 4,750 |
| 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 | $107,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,275,000 | 4,179 |
| Mortgage-backed securities | $5,780,000 | 3,768 |
| Certificates of participation in pools of residential mortgages | $82,000 | 6,327 |
| Issued or guaranteed by U.S. | $82,000 | 6,314 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,698,000 | 1,469 |
| CMOs issued by government agencies or sponsored agencies | $5,698,000 | 1,295 |
| 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) | $190,000 | 4,049 |
| Available-for-sale securities (fair market value) | $11,361,000 | 5,458 |
| Total debt securities | $11,419,000 | 6,147 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $12,184,000 | 6,123 |
| U.S. Government securities | $10,637,000 | 5,631 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,637,000 | 5,474 |
| Securities issued by states & political subdivisions | $1,440,000 | 4,771 |
| 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 | $107,000 | 1,908 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,009,000 | 4,582 |
| Mortgage-backed securities | $6,194,000 | 3,714 |
| Certificates of participation in pools of residential mortgages | $109,000 | 6,317 |
| Issued or guaranteed by U.S. | $109,000 | 6,300 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,085,000 | 1,438 |
| CMOs issued by government agencies or sponsored agencies | $6,085,000 | 1,272 |
| 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) | $192,000 | 4,103 |
| Available-for-sale securities (fair market value) | $11,992,000 | 5,415 |
| Total debt securities | $12,077,000 | 6,071 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $10,890,000 | 6,385 |
| U.S. Government securities | $9,400,000 | 5,891 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,400,000 | 5,734 |
| Securities issued by states & political subdivisions | $1,380,000 | 4,816 |
| 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 | $110,000 | 1,938 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,464,000 | 4,389 |
| Mortgage-backed securities | $5,692,000 | 3,871 |
| Certificates of participation in pools of residential mortgages | $123,000 | 6,305 |
| Issued or guaranteed by U.S. | $123,000 | 6,284 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,569,000 | 1,539 |
| CMOs issued by government agencies or sponsored agencies | $5,569,000 | 1,364 |
| 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) | $242,000 | 4,063 |
| Available-for-sale securities (fair market value) | $10,648,000 | 5,697 |
| Total debt securities | $10,780,000 | 6,319 |
| 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 | $13,505,000 | 5,888 |
| U.S. Government securities | $11,956,000 | 5,316 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,956,000 | 5,156 |
| Securities issued by states & political subdivisions | $1,439,000 | 4,809 |
| 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 | $110,000 | 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 | $7,591,000 | 3,710 |
| Mortgage-backed securities | $5,695,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $137,000 | 6,322 |
| Issued or guaranteed by U.S. | $137,000 | 6,298 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,558,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $5,558,000 | 1,413 |
| 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) | $310,000 | 4,029 |
| Available-for-sale securities (fair market value) | $13,195,000 | 5,205 |
| Total debt securities | $13,395,000 | 5,820 |
| 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 | $12,358,000 | 6,045 |
| U.S. Government securities | $10,787,000 | 5,434 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,787,000 | 5,267 |
| Securities issued by states & political subdivisions | $1,462,000 | 4,802 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $109,000 | 2,029 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,852,000 | 4,143 |
| Mortgage-backed securities | $6,018,000 | 3,757 |
| Certificates of participation in pools of residential mortgages | $194,000 | 6,252 |
| Issued or guaranteed by U.S. | $194,000 | 6,224 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,824,000 | 1,506 |
| CMOs issued by government agencies or sponsored agencies | $5,824,000 | 1,400 |
| 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) | $310,000 | 4,057 |
| Available-for-sale securities (fair market value) | $12,048,000 | 5,390 |
| Total debt securities | $12,249,000 | 5,985 |
| 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 | $12,207,000 | 6,016 |
| U.S. Government securities | $10,531,000 | 5,430 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,531,000 | 5,271 |
| Securities issued by states & political subdivisions | $1,564,000 | 4,681 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $112,000 | 2,037 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,587,000 | 3,859 |
| Mortgage-backed securities | $6,931,000 | 3,638 |
| Certificates of participation in pools of residential mortgages | $210,000 | 6,244 |
| Issued or guaranteed by U.S. | $210,000 | 6,222 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $6,721,000 | 1,512 |
| CMOs issued by government agencies or sponsored agencies | $6,721,000 | 1,413 |
| 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) | $311,000 | 4,098 |
| Available-for-sale securities (fair market value) | $11,896,000 | 5,345 |
| Total debt securities | $12,094,000 | 5,942 |
| 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 | $11,655,000 | 6,177 |
| U.S. Government securities | $9,160,000 | 5,796 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,160,000 | 5,620 |
| Securities issued by states & political subdivisions | $1,595,000 | 4,589 |
| Other domestic debt securities | $787,000 | 2,992 |
| Privately issued residential mortgage-backed securities | $787,000 | 759 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $113,000 | 2,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,383,000 | 4,653 |
| Mortgage-backed securities | $6,648,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $274,000 | 6,144 |
| Issued or guaranteed by U.S. | $274,000 | 6,126 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,374,000 | 1,598 |
| CMOs issued by government agencies or sponsored agencies | $5,587,000 | 1,601 |
| Privately issued | $787,000 | 673 |
| 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) | $314,000 | 4,167 |
| Available-for-sale securities (fair market value) | $11,341,000 | 5,453 |
| Total debt securities | $11,541,000 | 6,104 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $12,525,000 | 5,957 |
| U.S. Government securities | $9,004,000 | 5,858 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,004,000 | 5,657 |
| Securities issued by states & political subdivisions | $1,762,000 | 4,455 |
| Other domestic debt securities | $1,649,000 | 2,366 |
| Privately issued residential mortgage-backed securities | $1,649,000 | 584 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $110,000 | 2,048 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,500,000 | 4,234 |
| Mortgage-backed securities | $7,847,000 | 3,405 |
| Certificates of participation in pools of residential mortgages | $361,000 | 6,001 |
| Issued or guaranteed by U.S. | $361,000 | 5,982 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,486,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $5,837,000 | 1,606 |
| Privately issued | $1,649,000 | 521 |
| 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) | $465,000 | 4,090 |
| Available-for-sale securities (fair market value) | $12,060,000 | 5,273 |
| Total debt securities | $12,415,000 | 5,884 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $12,449,000 | 5,910 |
| U.S. Government securities | $8,551,000 | 5,928 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,551,000 | 5,700 |
| Securities issued by states & political subdivisions | $1,841,000 | 4,435 |
| Other domestic debt securities | $1,947,000 | 2,309 |
| Privately issued residential mortgage-backed securities | $1,947,000 | 634 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $110,000 | 1,985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,110,000 | 4,359 |
| Mortgage-backed securities | $7,485,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $653,000 | 5,534 |
| Issued or guaranteed by U.S. | $653,000 | 5,512 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,832,000 | 1,582 |
| CMOs issued by government agencies or sponsored agencies | $4,885,000 | 1,769 |
| Privately issued | $1,947,000 | 568 |
| 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) | $637,000 | 4,136 |
| Available-for-sale securities (fair market value) | $11,812,000 | 5,195 |
| Total debt securities | $12,339,000 | 5,838 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $12,343,000 | 6,156 |
| U.S. Government securities | $8,830,000 | 6,230 |
| U.S. Treasury securities | $400,000 | 3,626 |
| U.S. Government agency obligations | $8,430,000 | 6,013 |
| Securities issued by states & political subdivisions | $2,058,000 | 4,360 |
| Other domestic debt securities | $967,000 | 2,539 |
| Privately issued residential mortgage-backed securities | $967,000 | 751 |
| 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 | $488,000 | 3,888 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,044,000 | 3,657 |
| Mortgage-backed securities | $4,288,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | $243,000 | 5,956 |
| Issued or guaranteed by U.S. | $243,000 | 5,936 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,045,000 | 1,671 |
| CMOs issued by government agencies or sponsored agencies | $3,078,000 | 1,781 |
| Privately issued | $967,000 | 661 |
| 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) | $878,000 | 4,568 |
| Available-for-sale securities (fair market value) | $11,465,000 | 5,364 |
| Total debt securities | $11,854,000 | 6,145 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $11,885,000 | 6,546 |
| U.S. Government securities | $8,054,000 | 6,773 |
| U.S. Treasury securities | $398,000 | 4,791 |
| U.S. Government agency obligations | $7,656,000 | 6,390 |
| Securities issued by states & political subdivisions | $2,599,000 | 4,180 |
| Other domestic debt securities | $963,000 | 2,415 |
| Privately issued residential mortgage-backed securities | $963,000 | 777 |
| 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 | $269,000 | 5,097 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,010,000 | 5,680 |
| Mortgage-backed securities | $3,374,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $337,000 | 6,056 |
| Issued or guaranteed by U.S. | $337,000 | 6,041 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,037,000 | 2,060 |
| CMOs issued by government agencies or sponsored agencies | $2,074,000 | 2,259 |
| Privately issued | $963,000 | 687 |
| 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) | $1,236,000 | 4,704 |
| Available-for-sale securities (fair market value) | $10,649,000 | 5,693 |
| Total debt securities | $11,616,000 | 6,519 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,188 |
| Fair value | $199,000 | 1,197 |
| 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 | $8,092,000 | 7,676 |
| U.S. Government securities | $5,097,000 | 7,986 |
| U.S. Treasury securities | $508,000 | 5,833 |
| U.S. Government agency obligations | $4,589,000 | 7,418 |
| Securities issued by states & political subdivisions | $2,773,000 | 4,138 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $222,000 | 5,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,216,000 | 5,969 |
| Mortgage-backed securities | $854,000 | 6,259 |
| Certificates of participation in pools of residential mortgages | $585,000 | 5,828 |
| Issued or guaranteed by U.S. | $585,000 | 5,814 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $269,000 | 4,127 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 3,957 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,336,000 | 5,178 |
| Available-for-sale securities (fair market value) | $6,756,000 | 6,750 |
| Total debt securities | $7,870,000 | 7,612 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,269 |
| Fair value | $301,000 | 1,276 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $8,340,000 | 7,978 |
| U.S. Government securities | $5,513,000 | 8,304 |
| U.S. Treasury securities | $601,000 | 6,981 |
| U.S. Government agency obligations | $4,912,000 | 7,334 |
| Securities issued by states & political subdivisions | $2,510,000 | 4,175 |
| Other domestic debt securities | $100,000 | 3,251 |
| 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 | $100,000 | 2,574 |
| Foreign debt securities | NA | NA |
| Equity securities | $217,000 | 5,249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 7,282 |
| Mortgage-backed securities | $932,000 | 6,419 |
| Certificates of participation in pools of residential mortgages | $932,000 | 5,479 |
| Issued or guaranteed by U.S. | $932,000 | 5,458 |
| 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) | $1,612,000 | 5,869 |
| Available-for-sale securities (fair market value) | $6,728,000 | 6,797 |
| Total debt securities | $8,123,000 | 7,926 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,328 |
| Fair value | $296,000 | 2,389 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,662,000 | 9,120 |
| U.S. Government securities | $4,551,000 | 9,384 |
| U.S. Treasury securities | $998,000 | 7,315 |
| U.S. Government agency obligations | $3,553,000 | 8,477 |
| Securities issued by states & political subdivisions | $1,874,000 | 4,934 |
| Other domestic debt securities | $100,000 | 3,782 |
| 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 | $100,000 | 2,902 |
| Foreign debt securities | NA | NA |
| Equity securities | $137,000 | 5,913 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 8,207 |
| Mortgage-backed securities | $349,000 | 7,826 |
| Certificates of participation in pools of residential mortgages | $349,000 | 7,043 |
| Issued or guaranteed by U.S. | $349,000 | 7,024 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,456,000 | 6,688 |
| Available-for-sale securities (fair market value) | $5,206,000 | 7,685 |
| Total debt securities | $6,525,000 | 9,073 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,918 |
| Fair value | $390,000 | 2,976 |
| 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 | $4,673,000 | 10,358 |
| U.S. Government securities | $3,209,000 | 10,471 |
| U.S. Treasury securities | $552,000 | 9,225 |
| U.S. Government agency obligations | $2,657,000 | 9,246 |
| Securities issued by states & political subdivisions | $1,227,000 | 5,966 |
| Other domestic debt securities | $100,000 | 4,419 |
| 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 | $100,000 | 3,460 |
| Foreign debt securities | NA | NA |
| Equity securities | $137,000 | 5,693 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $850,000 | 8,358 |
| Mortgage-backed securities | $606,000 | 7,819 |
| Certificates of participation in pools of residential mortgages | $477,000 | 7,054 |
| Issued or guaranteed by U.S. | $477,000 | 7,022 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $129,000 | 5,640 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 5,375 |
| 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) | $1,314,000 | 7,170 |
| Available-for-sale securities (fair market value) | $3,359,000 | 8,770 |
| Total debt securities | $4,536,000 | 10,307 |
| Structured notes | ||
| Amortized cost | $400,000 | 3,850 |
| Fair value | $390,000 | 3,908 |
| 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 | $4,108,000 | 11,214 |
| U.S. Government securities | $2,830,000 | 11,362 |
| U.S. Treasury securities | $539,000 | 10,323 |
| U.S. Government agency obligations | $2,291,000 | 9,660 |
| Securities issued by states & political subdivisions | $1,050,000 | 6,563 |
| Other domestic debt securities | $93,000 | 5,161 |
| 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 | $93,000 | 4,128 |
| Foreign debt securities | NA | NA |
| Equity securities | $135,000 | 5,497 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,097,000 | 8,266 |
| Mortgage-backed securities | $771,000 | 8,098 |
| Certificates of participation in pools of residential mortgages | $451,000 | 7,520 |
| Issued or guaranteed by U.S. | $451,000 | 7,486 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $320,000 | 5,616 |
| CMOs issued by government agencies or sponsored agencies | $320,000 | 5,370 |
| 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) | $1,513,000 | 10,375 |
| Available-for-sale securities (fair market value) | $2,595,000 | 8,406 |
| Total debt securities | $3,973,000 | 11,173 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $4,215,000 | 11,640 |
| U.S. Government securities | $2,601,000 | 11,859 |
| U.S. Treasury securities | $450,000 | 11,023 |
| U.S. Government agency obligations | $2,151,000 | 10,098 |
| Securities issued by states & political subdivisions | $1,165,000 | 6,504 |
| Other domestic debt securities | $302,000 | 4,821 |
| Privately issued residential mortgage-backed securities | $202,000 | 2,334 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 4,513 |
| Foreign debt securities | NA | NA |
| Equity securities | $147,000 | 5,049 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,060,000 | 8,403 |
| Mortgage-backed securities | $1,304,000 | 8,030 |
| Certificates of participation in pools of residential mortgages | $484,000 | 8,138 |
| Issued or guaranteed by U.S. | $282,000 | 8,648 |
| Privately issued | $202,000 | 524 |
| Collaterized mortgage obligations | $820,000 | 5,229 |
| CMOs issued by government agencies or sponsored agencies | $820,000 | 5,012 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,068,000 | 11,576 |
| 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 | $3,804,000 | 12,220 |
| U.S. Government securities | $2,442,000 | 12,434 |
| U.S. Treasury securities | $892,000 | 10,678 |
| U.S. Government agency obligations | $1,550,000 | 10,954 |
| Securities issued by states & political subdivisions | $1,114,000 | 6,362 |
| Other domestic debt securities | $102,000 | 6,628 |
| 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 | $102,000 | 5,118 |
| Foreign debt securities | NA | NA |
| Equity securities | $146,000 | 4,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $841,000 | 9,046 |
| Mortgage-backed securities | $600,000 | 9,581 |
| Certificates of participation in pools of residential mortgages | $600,000 | 8,344 |
| Issued or guaranteed by U.S. | $600,000 | 8,281 |
| 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 | $3,658,000 | 12,165 |
| 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 |