Home > Progressive Ozark Bank > Securities
Progressive Ozark Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $6,377,000 | 4,166 |
| U.S. Government securities | $5,365,000 | 3,941 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $5,365,000 | 3,634 |
| Securities issued by states & political subdivisions | $1,012,000 | 3,525 |
| 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 | $6,322,000 | 3,227 |
| Mortgage-backed securities | $1,187,000 | 3,469 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,187,000 | 3,182 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,012,000 | 1,510 |
| Available-for-sale securities (fair market value) | $5,365,000 | 3,948 |
| Total debt securities | $6,376,000 | 4,141 |
| 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 | $6,246,000 | 4,204 |
| U.S. Government securities | $5,232,000 | 3,967 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $5,232,000 | 3,646 |
| Securities issued by states & political subdivisions | $1,014,000 | 3,557 |
| 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 | $5,918,000 | 3,223 |
| Mortgage-backed securities | $1,198,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,198,000 | 3,191 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,014,000 | 1,533 |
| Available-for-sale securities (fair market value) | $5,232,000 | 3,967 |
| Total debt securities | $6,246,000 | 4,175 |
| 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 | $6,242,000 | 4,229 |
| U.S. Government securities | $5,386,000 | 3,998 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $5,386,000 | 3,675 |
| Securities issued by states & political subdivisions | $856,000 | 3,639 |
| 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 | $5,098,000 | 3,283 |
| Mortgage-backed securities | $1,303,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,303,000 | 3,187 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $856,000 | 1,577 |
| Available-for-sale securities (fair market value) | $5,386,000 | 3,986 |
| Total debt securities | $6,241,000 | 4,203 |
| 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 | $6,742,000 | 4,277 |
| U.S. Government securities | $5,518,000 | 4,065 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $5,518,000 | 3,674 |
| Securities issued by states & political subdivisions | $1,224,000 | 3,612 |
| 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 | $4,469,000 | 3,314 |
| Mortgage-backed securities | $1,395,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,395,000 | 3,211 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,224,000 | 1,575 |
| Available-for-sale securities (fair market value) | $5,518,000 | 4,057 |
| Total debt securities | $6,741,000 | 4,254 |
| 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 | $7,041,000 | 4,305 |
| U.S. Government securities | $5,514,000 | 4,087 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $5,514,000 | 3,677 |
| Securities issued by states & political subdivisions | $1,527,000 | 3,581 |
| 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 | $3,891,000 | 3,315 |
| Mortgage-backed securities | $1,460,000 | 3,537 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,460,000 | 3,226 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,527,000 | 1,538 |
| Available-for-sale securities (fair market value) | $5,514,000 | 4,084 |
| Total debt securities | $7,041,000 | 4,281 |
| 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 | $7,101,000 | 4,335 |
| U.S. Government securities | $5,570,000 | 4,109 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $5,570,000 | 3,696 |
| Securities issued by states & political subdivisions | $1,531,000 | 3,619 |
| 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 | $3,924,000 | 3,283 |
| Mortgage-backed securities | $1,528,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,528,000 | 3,234 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,531,000 | 1,519 |
| Available-for-sale securities (fair market value) | $5,570,000 | 4,120 |
| Total debt securities | $7,102,000 | 4,312 |
| 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 | $6,633,000 | 4,382 |
| U.S. Government securities | $5,097,000 | 4,166 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $5,097,000 | 3,776 |
| Securities issued by states & political subdivisions | $1,536,000 | 3,660 |
| 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 | $4,125,000 | 3,273 |
| Mortgage-backed securities | $1,710,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $1,710,000 | 3,308 |
| Issued or guaranteed by U.S. | $1,710,000 | 3,218 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,536,000 | 1,452 |
| Available-for-sale securities (fair market value) | $5,097,000 | 4,177 |
| Total debt securities | $6,624,000 | 4,364 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $5,665,000 | 4,378 |
| U.S. Government securities | $3,925,000 | 4,178 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $3,925,000 | 3,872 |
| Securities issued by states & political subdivisions | $1,740,000 | 3,643 |
| 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 | $3,558,000 | 3,327 |
| Mortgage-backed securities | $1,518,000 | 3,602 |
| Certificates of participation in pools of residential mortgages | $1,518,000 | 3,367 |
| Issued or guaranteed by U.S. | $1,518,000 | 3,277 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $1,740,000 | 1,330 |
| Available-for-sale securities (fair market value) | $3,925,000 | 4,209 |
| Total debt securities | $5,665,000 | 4,360 |
| 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 | $5,663,000 | 4,356 |
| U.S. Government securities | $3,559,000 | 4,126 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $3,559,000 | 3,898 |
| Securities issued by states & political subdivisions | $2,104,000 | 3,605 |
| 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 | $2,761,000 | 3,472 |
| Mortgage-backed securities | $1,735,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $1,735,000 | 3,328 |
| Issued or guaranteed by U.S. | $1,735,000 | 3,230 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $1,744,000 | 1,235 |
| Available-for-sale securities (fair market value) | $3,919,000 | 4,233 |
| Total debt securities | $5,663,000 | 4,335 |
| 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 | $5,329,000 | 4,396 |
| U.S. Government securities | $3,220,000 | 4,174 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $3,220,000 | 3,972 |
| Securities issued by states & political subdivisions | $2,109,000 | 3,626 |
| 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 | $2,673,000 | 3,502 |
| Mortgage-backed securities | $1,928,000 | 3,605 |
| Certificates of participation in pools of residential mortgages | $1,928,000 | 3,322 |
| Issued or guaranteed by U.S. | $1,928,000 | 3,233 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,749,000 | 1,217 |
| Available-for-sale securities (fair market value) | $3,580,000 | 4,272 |
| Total debt securities | $5,329,000 | 4,376 |
| 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 | $5,439,000 | 4,399 |
| U.S. Government securities | $3,434,000 | 4,156 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,434,000 | 3,961 |
| Securities issued by states & political subdivisions | $2,005,000 | 3,665 |
| 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 | $3,377,000 | 3,394 |
| Mortgage-backed securities | $2,139,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $2,139,000 | 3,277 |
| Issued or guaranteed by U.S. | $2,139,000 | 3,178 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,645,000 | 1,217 |
| Available-for-sale securities (fair market value) | $3,794,000 | 4,270 |
| Total debt securities | $5,439,000 | 4,376 |
| 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 | $5,214,000 | 4,380 |
| U.S. Government securities | $3,203,000 | 4,114 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,203,000 | 3,946 |
| Securities issued by states & political subdivisions | $2,011,000 | 3,665 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,307,000 | 3,390 |
| Mortgage-backed securities | $2,403,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $2,403,000 | 3,178 |
| Issued or guaranteed by U.S. | $2,403,000 | 3,086 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,650,000 | 1,190 |
| Available-for-sale securities (fair market value) | $3,564,000 | 4,260 |
| Total debt securities | $5,214,000 | 4,355 |
| 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 | $5,213,000 | 4,372 |
| U.S. Government securities | $2,682,000 | 4,121 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,682,000 | 3,980 |
| Securities issued by states & political subdivisions | $2,531,000 | 3,566 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,702,000 | 3,322 |
| Mortgage-backed securities | $2,682,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $2,682,000 | 3,080 |
| Issued or guaranteed by U.S. | $2,682,000 | 3,001 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $2,168,000 | 1,112 |
| Available-for-sale securities (fair market value) | $3,045,000 | 4,287 |
| Total debt securities | $5,213,000 | 4,348 |
| 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 | $4,999,000 | 4,379 |
| U.S. Government securities | $2,983,000 | 4,091 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,983,000 | 3,932 |
| Securities issued by states & political subdivisions | $2,016,000 | 3,615 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,999,000 | 3,169 |
| Mortgage-backed securities | $2,983,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $2,983,000 | 3,012 |
| Issued or guaranteed by U.S. | $2,983,000 | 2,924 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,652,000 | 1,182 |
| Available-for-sale securities (fair market value) | $3,347,000 | 4,281 |
| Total debt securities | $4,999,000 | 4,352 |
| 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 | $5,330,000 | 4,372 |
| U.S. Government securities | $3,311,000 | 4,070 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,311,000 | 3,908 |
| Securities issued by states & political subdivisions | $2,019,000 | 3,592 |
| 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 | $4,003,000 | 3,338 |
| Mortgage-backed securities | $3,311,000 | 3,380 |
| Certificates of participation in pools of residential mortgages | $3,311,000 | 2,948 |
| Issued or guaranteed by U.S. | $3,311,000 | 2,867 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,655,000 | 1,183 |
| Available-for-sale securities (fair market value) | $3,675,000 | 4,269 |
| Total debt securities | $5,330,000 | 4,349 |
| 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 | $5,603,000 | 4,376 |
| U.S. Government securities | $3,584,000 | 4,079 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,584,000 | 3,914 |
| Securities issued by states & political subdivisions | $2,019,000 | 3,565 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,211,000 | 3,297 |
| Mortgage-backed securities | $3,584,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $3,584,000 | 2,903 |
| Issued or guaranteed by U.S. | $3,584,000 | 2,810 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,658,000 | 1,194 |
| Available-for-sale securities (fair market value) | $3,945,000 | 4,281 |
| Total debt securities | $5,603,000 | 4,353 |
| 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 | $6,012,000 | 4,398 |
| U.S. Government securities | $3,736,000 | 4,144 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,736,000 | 3,977 |
| Securities issued by states & political subdivisions | $2,276,000 | 3,501 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,919,000 | 3,237 |
| Mortgage-backed securities | $3,736,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $3,736,000 | 2,831 |
| Issued or guaranteed by U.S. | $3,736,000 | 2,745 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,915,000 | 1,201 |
| Available-for-sale securities (fair market value) | $4,097,000 | 4,340 |
| Total debt securities | $6,012,000 | 4,378 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $6,841,000 | 4,415 |
| U.S. Government securities | $4,563,000 | 4,099 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,563,000 | 3,941 |
| Securities issued by states & political subdivisions | $2,278,000 | 3,532 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,370,000 | 3,221 |
| Mortgage-backed securities | $3,989,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $3,989,000 | 2,780 |
| Issued or guaranteed by U.S. | $3,989,000 | 2,697 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $1,918,000 | 1,262 |
| Available-for-sale securities (fair market value) | $4,923,000 | 4,331 |
| Total debt securities | $6,841,000 | 4,391 |
| 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 | $7,210,000 | 4,442 |
| U.S. Government securities | $5,031,000 | 4,102 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $5,031,000 | 3,943 |
| Securities issued by states & political subdivisions | $2,179,000 | 3,604 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,712,000 | 3,210 |
| Mortgage-backed securities | $4,209,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $4,209,000 | 2,740 |
| Issued or guaranteed by U.S. | $4,209,000 | 2,667 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,820,000 | 1,317 |
| Available-for-sale securities (fair market value) | $5,390,000 | 4,335 |
| Total debt securities | $7,210,000 | 4,419 |
| 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 | $7,356,000 | 4,491 |
| U.S. Government securities | $5,461,000 | 4,102 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,461,000 | 3,941 |
| Securities issued by states & political subdivisions | $1,895,000 | 3,751 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,539,000 | 3,152 |
| Mortgage-backed securities | $4,393,000 | 3,243 |
| Certificates of participation in pools of residential mortgages | $4,393,000 | 2,729 |
| Issued or guaranteed by U.S. | $4,393,000 | 2,655 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,540,000 | 1,377 |
| Available-for-sale securities (fair market value) | $5,816,000 | 4,349 |
| Total debt securities | $7,356,000 | 4,465 |
| 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 | $7,650,000 | 4,503 |
| U.S. Government securities | $5,616,000 | 4,121 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,616,000 | 3,979 |
| Securities issued by states & political subdivisions | $2,034,000 | 3,759 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,174,000 | 3,089 |
| Mortgage-backed securities | $3,952,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | $3,952,000 | 2,840 |
| Issued or guaranteed by U.S. | $3,952,000 | 2,784 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $1,676,000 | 1,387 |
| Available-for-sale securities (fair market value) | $5,974,000 | 4,370 |
| Total debt securities | $7,650,000 | 4,481 |
| 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 | $7,394,000 | 4,563 |
| U.S. Government securities | $5,984,000 | 4,122 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,984,000 | 3,981 |
| Securities issued by states & political subdivisions | $1,410,000 | 3,986 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,915,000 | 3,152 |
| Mortgage-backed securities | $4,082,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $4,082,000 | 2,849 |
| Issued or guaranteed by U.S. | $4,082,000 | 2,830 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,056,000 | 1,518 |
| Available-for-sale securities (fair market value) | $6,338,000 | 4,383 |
| Total debt securities | $7,394,000 | 4,540 |
| 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 | $7,642,000 | 4,591 |
| U.S. Government securities | $6,226,000 | 4,115 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,226,000 | 3,968 |
| Securities issued by states & political subdivisions | $1,416,000 | 4,039 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,394,000 | 3,125 |
| Mortgage-backed securities | $4,328,000 | 3,335 |
| Certificates of participation in pools of residential mortgages | $4,328,000 | 2,846 |
| Issued or guaranteed by U.S. | $4,328,000 | 2,703 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,056,000 | 1,546 |
| Available-for-sale securities (fair market value) | $6,586,000 | 4,410 |
| Total debt securities | $7,643,000 | 4,567 |
| 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 | $7,882,000 | 4,624 |
| U.S. Government securities | $6,469,000 | 4,152 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,469,000 | 4,004 |
| Securities issued by states & political subdivisions | $1,413,000 | 4,078 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,739,000 | 3,114 |
| Mortgage-backed securities | $4,566,000 | 3,326 |
| Certificates of participation in pools of residential mortgages | $4,566,000 | 2,855 |
| Issued or guaranteed by U.S. | $4,566,000 | 2,848 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,057,000 | 1,575 |
| Available-for-sale securities (fair market value) | $6,825,000 | 4,447 |
| Total debt securities | $7,882,000 | 4,599 |
| 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 | $7,905,000 | 4,689 |
| U.S. Government securities | $5,704,000 | 4,306 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,704,000 | 4,165 |
| Securities issued by states & political subdivisions | $2,201,000 | 3,939 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,612,000 | 3,166 |
| Mortgage-backed securities | $4,348,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | $4,348,000 | 2,930 |
| Issued or guaranteed by U.S. | $4,348,000 | 2,927 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,842,000 | 1,476 |
| Available-for-sale securities (fair market value) | $6,063,000 | 4,580 |
| Total debt securities | $7,905,000 | 4,663 |
| 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 | $8,172,000 | 4,713 |
| U.S. Government securities | $5,966,000 | 4,345 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,966,000 | 4,207 |
| Securities issued by states & political subdivisions | $2,206,000 | 3,986 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,512,000 | 3,233 |
| Mortgage-backed securities | $4,605,000 | 3,394 |
| Certificates of participation in pools of residential mortgages | $4,605,000 | 2,930 |
| Issued or guaranteed by U.S. | $4,605,000 | 2,928 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,843,000 | 1,526 |
| Available-for-sale securities (fair market value) | $6,329,000 | 4,606 |
| Total debt securities | $8,172,000 | 4,687 |
| 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 | $8,660,000 | 4,728 |
| U.S. Government securities | $6,454,000 | 4,309 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,454,000 | 4,176 |
| Securities issued by states & political subdivisions | $2,206,000 | 4,016 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,973,000 | 3,189 |
| Mortgage-backed securities | $4,843,000 | 3,386 |
| Certificates of participation in pools of residential mortgages | $4,843,000 | 2,928 |
| Issued or guaranteed by U.S. | $4,843,000 | 2,925 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,843,000 | 1,545 |
| Available-for-sale securities (fair market value) | $6,817,000 | 4,587 |
| Total debt securities | $8,652,000 | 4,703 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $9,022,000 | 4,744 |
| U.S. Government securities | $6,935,000 | 4,287 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,935,000 | 4,149 |
| Securities issued by states & political subdivisions | $2,087,000 | 4,098 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,246,000 | 3,185 |
| Mortgage-backed securities | $5,072,000 | 3,408 |
| Certificates of participation in pools of residential mortgages | $5,072,000 | 2,942 |
| Issued or guaranteed by U.S. | $5,072,000 | 2,939 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,729,000 | 1,592 |
| Available-for-sale securities (fair market value) | $7,293,000 | 4,602 |
| Total debt securities | $9,022,000 | 4,719 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $9,418,000 | 4,723 |
| U.S. Government securities | $7,201,000 | 4,228 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,201,000 | 4,089 |
| Securities issued by states & political subdivisions | $2,217,000 | 4,099 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,194,000 | 3,196 |
| Mortgage-backed securities | $5,336,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $5,336,000 | 2,909 |
| Issued or guaranteed by U.S. | $5,336,000 | 2,903 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,864,000 | 1,584 |
| Available-for-sale securities (fair market value) | $7,554,000 | 4,586 |
| Total debt securities | $9,418,000 | 4,698 |
| 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 | $9,713,000 | 4,718 |
| U.S. Government securities | $7,479,000 | 4,212 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,479,000 | 4,095 |
| Securities issued by states & political subdivisions | $2,234,000 | 4,105 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,974,000 | 3,125 |
| Mortgage-backed securities | $5,546,000 | 3,374 |
| Certificates of participation in pools of residential mortgages | $5,546,000 | 2,888 |
| Issued or guaranteed by U.S. | $5,546,000 | 2,887 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,865,000 | 1,600 |
| Available-for-sale securities (fair market value) | $7,848,000 | 4,588 |
| Total debt securities | $9,712,000 | 4,694 |
| 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 | $10,087,000 | 4,749 |
| U.S. Government securities | $7,852,000 | 4,248 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,852,000 | 4,121 |
| Securities issued by states & political subdivisions | $2,235,000 | 4,135 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,173,000 | 3,154 |
| Mortgage-backed securities | $5,887,000 | 3,353 |
| Certificates of participation in pools of residential mortgages | $5,887,000 | 2,882 |
| Issued or guaranteed by U.S. | $5,887,000 | 2,880 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,865,000 | 1,652 |
| Available-for-sale securities (fair market value) | $8,222,000 | 4,605 |
| Total debt securities | $10,086,000 | 4,728 |
| 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 | $9,920,000 | 4,843 |
| U.S. Government securities | $8,373,000 | 4,275 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,373,000 | 4,162 |
| Securities issued by states & political subdivisions | $1,547,000 | 4,350 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,312,000 | 3,298 |
| Mortgage-backed securities | $6,157,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $6,157,000 | 2,854 |
| Issued or guaranteed by U.S. | $6,157,000 | 2,853 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,175,000 | 1,801 |
| Available-for-sale securities (fair market value) | $8,745,000 | 4,612 |
| Total debt securities | $9,920,000 | 4,819 |
| 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 | $9,989,000 | 4,902 |
| U.S. Government securities | $8,283,000 | 4,340 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,283,000 | 4,212 |
| Securities issued by states & political subdivisions | $1,706,000 | 4,336 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,988,000 | 3,109 |
| Mortgage-backed securities | $6,075,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $6,075,000 | 2,864 |
| Issued or guaranteed by U.S. | $6,075,000 | 2,862 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,342,000 | 1,801 |
| Available-for-sale securities (fair market value) | $8,647,000 | 4,681 |
| Total debt securities | $9,988,000 | 4,881 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $10,840,000 | 4,897 |
| U.S. Government securities | $9,134,000 | 4,307 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,134,000 | 4,195 |
| Securities issued by states & political subdivisions | $1,706,000 | 4,396 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,840,000 | 3,028 |
| Mortgage-backed securities | $6,412,000 | 3,329 |
| Certificates of participation in pools of residential mortgages | $6,412,000 | 2,848 |
| Issued or guaranteed by U.S. | $6,412,000 | 2,846 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,343,000 | 1,809 |
| Available-for-sale securities (fair market value) | $9,497,000 | 4,686 |
| Total debt securities | $10,840,000 | 4,874 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $10,005,000 | 5,071 |
| U.S. Government securities | $8,303,000 | 4,550 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,303,000 | 4,442 |
| Securities issued by states & political subdivisions | $1,702,000 | 4,420 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,694,000 | 3,206 |
| Mortgage-backed securities | $5,685,000 | 3,520 |
| Certificates of participation in pools of residential mortgages | $5,685,000 | 3,040 |
| Issued or guaranteed by U.S. | $5,685,000 | 3,037 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,345,000 | 1,838 |
| Available-for-sale securities (fair market value) | $8,660,000 | 4,839 |
| Total debt securities | $10,005,000 | 5,051 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $9,788,000 | 5,154 |
| U.S. Government securities | $8,080,000 | 4,657 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,080,000 | 4,545 |
| Securities issued by states & political subdivisions | $1,708,000 | 4,435 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,806,000 | 3,697 |
| Mortgage-backed securities | $5,693,000 | 3,583 |
| Certificates of participation in pools of residential mortgages | $5,693,000 | 3,095 |
| Issued or guaranteed by U.S. | $5,693,000 | 3,093 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,346,000 | 1,840 |
| Available-for-sale securities (fair market value) | $8,442,000 | 4,935 |
| Total debt securities | $9,787,000 | 5,136 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $10,300,000 | 5,182 |
| U.S. Government securities | $8,394,000 | 4,653 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,394,000 | 4,533 |
| Securities issued by states & political subdivisions | $1,906,000 | 4,449 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,841,000 | 3,554 |
| Mortgage-backed securities | $5,622,000 | 3,659 |
| Certificates of participation in pools of residential mortgages | $5,622,000 | 3,161 |
| Issued or guaranteed by U.S. | $5,622,000 | 3,159 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,550,000 | 1,824 |
| Available-for-sale securities (fair market value) | $8,750,000 | 4,955 |
| Total debt securities | $10,306,000 | 5,158 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $10,473,000 | 5,256 |
| U.S. Government securities | $8,564,000 | 4,743 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,564,000 | 4,627 |
| Securities issued by states & political subdivisions | $1,909,000 | 4,489 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,678,000 | 3,625 |
| Mortgage-backed securities | $5,791,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | $5,791,000 | 3,210 |
| Issued or guaranteed by U.S. | $5,791,000 | 3,207 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,552,000 | 1,854 |
| Available-for-sale securities (fair market value) | $8,921,000 | 5,041 |
| Total debt securities | $10,472,000 | 5,235 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $10,304,000 | 5,327 |
| U.S. Government securities | $8,398,000 | 4,824 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,398,000 | 4,714 |
| Securities issued by states & political subdivisions | $1,906,000 | 4,534 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,817,000 | 4,245 |
| Mortgage-backed securities | $6,063,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $6,063,000 | 3,226 |
| Issued or guaranteed by U.S. | $6,063,000 | 3,224 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,553,000 | 1,861 |
| Available-for-sale securities (fair market value) | $8,751,000 | 5,104 |
| Total debt securities | $10,304,000 | 5,308 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $10,265,000 | 5,380 |
| U.S. Government securities | $8,163,000 | 4,902 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,163,000 | 4,801 |
| Securities issued by states & political subdivisions | $2,102,000 | 4,483 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,901,000 | 4,244 |
| Mortgage-backed securities | $5,827,000 | 3,786 |
| Certificates of participation in pools of residential mortgages | $5,827,000 | 3,301 |
| Issued or guaranteed by U.S. | $5,827,000 | 3,298 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,754,000 | 1,823 |
| Available-for-sale securities (fair market value) | $8,511,000 | 5,177 |
| Total debt securities | $10,264,000 | 5,356 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $10,234,000 | 5,404 |
| U.S. Government securities | $8,142,000 | 4,910 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,142,000 | 4,813 |
| Securities issued by states & political subdivisions | $2,092,000 | 4,521 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,907,000 | 4,260 |
| Mortgage-backed securities | $5,815,000 | 3,793 |
| Certificates of participation in pools of residential mortgages | $5,815,000 | 3,299 |
| Issued or guaranteed by U.S. | $5,815,000 | 3,296 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,756,000 | 1,817 |
| Available-for-sale securities (fair market value) | $8,478,000 | 5,217 |
| Total debt securities | $10,233,000 | 5,378 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $10,212,000 | 5,467 |
| U.S. Government securities | $8,117,000 | 4,953 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,117,000 | 4,849 |
| Securities issued by states & political subdivisions | $2,095,000 | 4,522 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,769,000 | 4,581 |
| Mortgage-backed securities | $6,080,000 | 3,784 |
| Certificates of participation in pools of residential mortgages | $6,080,000 | 3,274 |
| Issued or guaranteed by U.S. | $6,080,000 | 3,270 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,757,000 | 1,800 |
| Available-for-sale securities (fair market value) | $8,455,000 | 5,270 |
| Total debt securities | $10,212,000 | 5,439 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $6,868,000 | 5,849 |
| U.S. Government securities | $5,529,000 | 5,403 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,529,000 | 5,295 |
| Securities issued by states & political subdivisions | $1,339,000 | 4,807 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,298,000 | 4,723 |
| Mortgage-backed securities | $4,868,000 | 4,038 |
| Certificates of participation in pools of residential mortgages | $4,868,000 | 3,499 |
| Issued or guaranteed by U.S. | $4,868,000 | 3,496 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,003,000 | 1,908 |
| Available-for-sale securities (fair market value) | $5,865,000 | 5,589 |
| Total debt securities | $6,867,000 | 5,819 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $5,554,000 | 6,051 |
| U.S. Government securities | $4,524,000 | 5,622 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,524,000 | 5,510 |
| Securities issued by states & political subdivisions | $1,030,000 | 4,917 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,448,000 | 4,714 |
| Mortgage-backed securities | $4,211,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $4,211,000 | 3,723 |
| Issued or guaranteed by U.S. | $4,211,000 | 3,719 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $675,000 | 2,015 |
| Available-for-sale securities (fair market value) | $4,879,000 | 5,765 |
| Total debt securities | $5,554,000 | 6,026 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $5,535,000 | 6,112 |
| U.S. Government securities | $5,022,000 | 5,560 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,022,000 | 5,441 |
| Securities issued by states & political subdivisions | $513,000 | 5,252 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,656,000 | 4,640 |
| Mortgage-backed securities | $4,208,000 | 4,252 |
| Certificates of participation in pools of residential mortgages | $4,208,000 | 3,713 |
| Issued or guaranteed by U.S. | $4,208,000 | 3,710 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $513,000 | 2,104 |
| Available-for-sale securities (fair market value) | $5,022,000 | 5,780 |
| Total debt securities | $5,535,000 | 6,085 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $5,965,000 | 6,151 |
| U.S. Government securities | $5,451,000 | 5,603 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,451,000 | 5,492 |
| Securities issued by states & political subdivisions | $514,000 | 5,292 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,681,000 | 5,027 |
| Mortgage-backed securities | $4,634,000 | 4,289 |
| Certificates of participation in pools of residential mortgages | $4,634,000 | 3,774 |
| Issued or guaranteed by U.S. | $4,634,000 | 3,772 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $514,000 | 2,145 |
| Available-for-sale securities (fair market value) | $5,451,000 | 5,812 |
| Total debt securities | $5,965,000 | 6,123 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $6,212,000 | 6,168 |
| U.S. Government securities | $5,697,000 | 5,635 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,697,000 | 5,527 |
| Securities issued by states & political subdivisions | $515,000 | 5,289 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,114,000 | 4,919 |
| Mortgage-backed securities | $4,882,000 | 4,278 |
| Certificates of participation in pools of residential mortgages | $4,882,000 | 3,732 |
| Issued or guaranteed by U.S. | $4,882,000 | 3,730 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $515,000 | 2,171 |
| Available-for-sale securities (fair market value) | $5,697,000 | 5,825 |
| Total debt securities | $6,212,000 | 6,137 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $5,464,000 | 6,321 |
| U.S. Government securities | $4,948,000 | 5,885 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,948,000 | 5,779 |
| Securities issued by states & political subdivisions | $516,000 | 5,289 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,875,000 | 5,042 |
| Mortgage-backed securities | $4,138,000 | 4,453 |
| Certificates of participation in pools of residential mortgages | $4,138,000 | 3,908 |
| Issued or guaranteed by U.S. | $4,138,000 | 3,903 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $516,000 | 2,213 |
| Available-for-sale securities (fair market value) | $4,948,000 | 5,979 |
| Total debt securities | $5,467,000 | 6,292 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $3,860,000 | 6,557 |
| U.S. Government securities | $3,343,000 | 6,190 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,343,000 | 6,089 |
| Securities issued by states & political subdivisions | $517,000 | 5,279 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,181,000 | 4,842 |
| Certificates of participation in pools of residential mortgages | $2,181,000 | 4,385 |
| Issued or guaranteed by U.S. | $2,181,000 | 4,376 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $642,000 | 2,236 |
| Available-for-sale securities (fair market value) | $3,218,000 | 6,186 |
| Total debt securities | $3,860,000 | 6,524 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $4,699,000 | 6,512 |
| U.S. Government securities | $4,500,000 | 6,002 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,500,000 | 5,883 |
| Securities issued by states & political subdivisions | $199,000 | 5,569 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,383,000 | 4,772 |
| Certificates of participation in pools of residential mortgages | $2,383,000 | 4,264 |
| Issued or guaranteed by U.S. | $2,383,000 | 4,249 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $342,000 | 2,457 |
| Available-for-sale securities (fair market value) | $4,357,000 | 6,085 |
| Total debt securities | $4,699,000 | 6,475 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $6,106,000 | 6,362 |
| U.S. Government securities | $5,903,000 | 5,839 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,903,000 | 5,713 |
| Securities issued by states & political subdivisions | $199,000 | 5,568 |
| Other domestic debt securities | $4,000 | 2,797 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,558,000 | 4,716 |
| Certificates of participation in pools of residential mortgages | $2,554,000 | 4,191 |
| Issued or guaranteed by U.S. | $2,554,000 | 4,178 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,000 | 3,824 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $4,000 | 1,229 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $306,000 | 2,516 |
| Available-for-sale securities (fair market value) | $5,800,000 | 5,956 |
| Total debt securities | $6,106,000 | 6,330 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $6,278,000 | 6,364 |
| U.S. Government securities | $6,062,000 | 5,796 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,062,000 | 5,674 |
| Securities issued by states & political subdivisions | $199,000 | 5,586 |
| Other domestic debt securities | $17,000 | 2,824 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,298 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,664,000 | 4,635 |
| Certificates of participation in pools of residential mortgages | $2,647,000 | 4,111 |
| Issued or guaranteed by U.S. | $2,647,000 | 4,100 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $17,000 | 3,751 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $17,000 | 1,239 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $257,000 | 2,554 |
| Available-for-sale securities (fair market value) | $6,021,000 | 5,927 |
| Total debt securities | $6,278,000 | 6,328 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $3,872,000 | 6,735 |
| U.S. Government securities | $3,638,000 | 6,250 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,638,000 | 6,127 |
| Securities issued by states & political subdivisions | $199,000 | 5,603 |
| Other domestic debt securities | $35,000 | 2,961 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,329 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,398,000 | 4,995 |
| Certificates of participation in pools of residential mortgages | $1,363,000 | 4,512 |
| Issued or guaranteed by U.S. | $1,363,000 | 4,507 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $35,000 | 3,713 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $35,000 | 1,266 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $270,000 | 2,577 |
| Available-for-sale securities (fair market value) | $3,602,000 | 6,279 |
| Total debt securities | $3,872,000 | 6,703 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $4,225,000 | 6,703 |
| U.S. Government securities | $3,973,000 | 6,173 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,973,000 | 6,054 |
| Securities issued by states & political subdivisions | $199,000 | 5,595 |
| Other domestic debt securities | $53,000 | 3,014 |
| Privately issued residential mortgage-backed securities | $53,000 | 1,388 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,500,000 | 4,993 |
| Certificates of participation in pools of residential mortgages | $1,447,000 | 4,466 |
| Issued or guaranteed by U.S. | $1,447,000 | 4,459 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $53,000 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $53,000 | 1,321 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $325,000 | 2,597 |
| Available-for-sale securities (fair market value) | $3,900,000 | 6,263 |
| Total debt securities | $4,225,000 | 6,667 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $4,256,000 | 6,779 |
| U.S. Government securities | $3,988,000 | 6,307 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,988,000 | 6,192 |
| Securities issued by states & political subdivisions | $199,000 | 5,571 |
| Other domestic debt securities | $69,000 | 2,994 |
| Privately issued residential mortgage-backed securities | $69,000 | 1,402 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,729,000 | 4,912 |
| Certificates of participation in pools of residential mortgages | $1,660,000 | 4,430 |
| Issued or guaranteed by U.S. | $1,660,000 | 4,421 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $69,000 | 3,579 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $69,000 | 1,338 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $335,000 | 2,652 |
| Available-for-sale securities (fair market value) | $3,921,000 | 6,336 |
| Total debt securities | $4,256,000 | 6,734 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $3,529,000 | 7,007 |
| U.S. Government securities | $3,244,000 | 6,605 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,244,000 | 6,495 |
| Securities issued by states & political subdivisions | $199,000 | 5,602 |
| Other domestic debt securities | $86,000 | 3,041 |
| Privately issued residential mortgage-backed securities | $86,000 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,827,000 | 4,981 |
| Certificates of participation in pools of residential mortgages | $1,741,000 | 4,521 |
| Issued or guaranteed by U.S. | $1,741,000 | 4,512 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $86,000 | 3,554 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $86,000 | 1,367 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $269,000 | 2,776 |
| Available-for-sale securities (fair market value) | $3,260,000 | 6,516 |
| Total debt securities | $3,529,000 | 6,962 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $3,462,000 | 7,027 |
| U.S. Government securities | $2,337,000 | 6,867 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,337,000 | 6,768 |
| Securities issued by states & political subdivisions | $1,024,000 | 4,872 |
| Other domestic debt securities | $101,000 | 3,066 |
| Privately issued residential mortgage-backed securities | $101,000 | 1,458 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,944,000 | 5,028 |
| Certificates of participation in pools of residential mortgages | $1,843,000 | 4,569 |
| Issued or guaranteed by U.S. | $1,843,000 | 4,561 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $101,000 | 3,545 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $101,000 | 1,387 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $832,000 | 2,450 |
| Available-for-sale securities (fair market value) | $2,630,000 | 6,652 |
| Total debt securities | $3,462,000 | 6,990 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $3,090,000 | 7,162 |
| U.S. Government securities | $1,946,000 | 7,051 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,946,000 | 6,953 |
| Securities issued by states & political subdivisions | $1,027,000 | 4,900 |
| Other domestic debt securities | $117,000 | 3,144 |
| Privately issued residential mortgage-backed securities | $117,000 | 1,502 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,063,000 | 5,063 |
| Certificates of participation in pools of residential mortgages | $1,946,000 | 4,625 |
| Issued or guaranteed by U.S. | $1,946,000 | 4,617 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $117,000 | 3,527 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $117,000 | 1,431 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $847,000 | 2,525 |
| Available-for-sale securities (fair market value) | $2,243,000 | 6,788 |
| Total debt securities | $3,090,000 | 7,129 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $3,288,000 | 7,153 |
| U.S. Government securities | $2,124,000 | 7,010 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,124,000 | 6,916 |
| Securities issued by states & political subdivisions | $1,028,000 | 4,897 |
| Other domestic debt securities | $136,000 | 3,218 |
| Privately issued residential mortgage-backed securities | $136,000 | 1,510 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,260,000 | 5,041 |
| Certificates of participation in pools of residential mortgages | $2,124,000 | 4,600 |
| Issued or guaranteed by U.S. | $2,124,000 | 4,587 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $136,000 | 3,514 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $136,000 | 1,439 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $839,000 | 2,555 |
| Available-for-sale securities (fair market value) | $2,449,000 | 6,788 |
| Total debt securities | $3,288,000 | 7,109 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $3,553,000 | 7,153 |
| U.S. Government securities | $2,366,000 | 7,040 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,366,000 | 6,950 |
| Securities issued by states & political subdivisions | $1,028,000 | 4,825 |
| Other domestic debt securities | $159,000 | 3,150 |
| Privately issued residential mortgage-backed securities | $159,000 | 1,530 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,525,000 | 5,028 |
| Certificates of participation in pools of residential mortgages | $2,366,000 | 4,605 |
| Issued or guaranteed by U.S. | $2,366,000 | 4,594 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $159,000 | 3,508 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $159,000 | 1,458 |
| 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) | $849,000 | 2,595 |
| Available-for-sale securities (fair market value) | $2,704,000 | 6,779 |
| Total debt securities | $3,553,000 | 7,107 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $3,664,000 | 7,213 |
| U.S. Government securities | $2,459,000 | 7,137 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,459,000 | 7,049 |
| Securities issued by states & political subdivisions | $1,028,000 | 4,793 |
| Other domestic debt securities | $177,000 | 3,050 |
| Privately issued residential mortgage-backed securities | $177,000 | 1,468 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,636,000 | 4,973 |
| Certificates of participation in pools of residential mortgages | $2,459,000 | 4,550 |
| Issued or guaranteed by U.S. | $2,459,000 | 4,538 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $177,000 | 3,464 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $177,000 | 1,399 |
| 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) | $817,000 | 2,623 |
| Available-for-sale securities (fair market value) | $2,847,000 | 6,811 |
| Total debt securities | $3,664,000 | 7,174 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $3,811,000 | 7,201 |
| U.S. Government securities | $2,589,000 | 7,126 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,589,000 | 7,025 |
| Securities issued by states & political subdivisions | $1,029,000 | 4,786 |
| Other domestic debt securities | $193,000 | 2,986 |
| Privately issued residential mortgage-backed securities | $193,000 | 1,435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,782,000 | 4,863 |
| Certificates of participation in pools of residential mortgages | $2,589,000 | 4,443 |
| Issued or guaranteed by U.S. | $2,589,000 | 4,430 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $193,000 | 3,377 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $193,000 | 1,369 |
| 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) | $794,000 | 2,663 |
| Available-for-sale securities (fair market value) | $3,017,000 | 6,776 |
| Total debt securities | $3,811,000 | 7,159 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $3,981,000 | 7,224 |
| U.S. Government securities | $2,738,000 | 7,145 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,738,000 | 7,050 |
| Securities issued by states & political subdivisions | $1,032,000 | 4,818 |
| Other domestic debt securities | $211,000 | 2,927 |
| Privately issued residential mortgage-backed securities | $211,000 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,949,000 | 4,810 |
| Certificates of participation in pools of residential mortgages | $2,738,000 | 4,388 |
| Issued or guaranteed by U.S. | $2,738,000 | 4,372 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $211,000 | 3,358 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $211,000 | 1,322 |
| 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) | $791,000 | 2,671 |
| Available-for-sale securities (fair market value) | $3,190,000 | 6,804 |
| Total debt securities | $3,981,000 | 7,166 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $4,265,000 | 7,183 |
| U.S. Government securities | $3,001,000 | 7,076 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,001,000 | 6,973 |
| Securities issued by states & political subdivisions | $1,034,000 | 4,845 |
| Other domestic debt securities | $230,000 | 2,867 |
| Privately issued residential mortgage-backed securities | $230,000 | 1,375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,231,000 | 4,615 |
| Certificates of participation in pools of residential mortgages | $3,001,000 | 4,183 |
| Issued or guaranteed by U.S. | $3,001,000 | 4,168 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $230,000 | 3,329 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $230,000 | 1,304 |
| 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) | $819,000 | 2,684 |
| Available-for-sale securities (fair market value) | $3,446,000 | 6,782 |
| Total debt securities | $4,265,000 | 7,126 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $4,484,000 | 7,218 |
| U.S. Government securities | $3,202,000 | 7,135 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,202,000 | 7,018 |
| Securities issued by states & political subdivisions | $1,034,000 | 4,858 |
| Other domestic debt securities | $248,000 | 2,685 |
| Privately issued residential mortgage-backed securities | $248,000 | 1,260 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,450,000 | 4,313 |
| Certificates of participation in pools of residential mortgages | $3,202,000 | 3,822 |
| Issued or guaranteed by U.S. | $3,202,000 | 3,807 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $248,000 | 3,234 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $248,000 | 1,199 |
| 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) | $801,000 | 2,770 |
| Available-for-sale securities (fair market value) | $3,683,000 | 6,757 |
| Total debt securities | $4,484,000 | 7,161 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $4,697,000 | 7,202 |
| U.S. Government securities | $3,400,000 | 7,141 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,400,000 | 7,022 |
| Securities issued by states & political subdivisions | $1,033,000 | 4,868 |
| Other domestic debt securities | $264,000 | 2,600 |
| Privately issued residential mortgage-backed securities | $264,000 | 1,215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,664,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $3,400,000 | 3,585 |
| Issued or guaranteed by U.S. | $3,400,000 | 3,568 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $264,000 | 3,167 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $264,000 | 1,153 |
| 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) | $782,000 | 2,847 |
| Available-for-sale securities (fair market value) | $3,915,000 | 6,735 |
| Total debt securities | $4,697,000 | 7,157 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $5,166,000 | 7,130 |
| U.S. Government securities | $3,611,000 | 7,132 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,611,000 | 7,008 |
| Securities issued by states & political subdivisions | $1,273,000 | 4,690 |
| Other domestic debt securities | $282,000 | 2,529 |
| Privately issued residential mortgage-backed securities | $282,000 | 1,167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,893,000 | 3,965 |
| Certificates of participation in pools of residential mortgages | $3,611,000 | 3,470 |
| Issued or guaranteed by U.S. | $3,611,000 | 3,455 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $282,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $282,000 | 1,100 |
| 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) | $751,000 | 2,897 |
| Available-for-sale securities (fair market value) | $4,415,000 | 6,641 |
| Total debt securities | $5,166,000 | 7,092 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $5,396,000 | 7,133 |
| U.S. Government securities | $3,815,000 | 7,106 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,815,000 | 6,972 |
| Securities issued by states & political subdivisions | $1,277,000 | 4,727 |
| Other domestic debt securities | $304,000 | 2,521 |
| Privately issued residential mortgage-backed securities | $304,000 | 1,121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,119,000 | 3,884 |
| Certificates of participation in pools of residential mortgages | $3,815,000 | 3,377 |
| Issued or guaranteed by U.S. | $3,815,000 | 3,359 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $304,000 | 3,066 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $304,000 | 1,048 |
| 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) | $773,000 | 2,918 |
| Available-for-sale securities (fair market value) | $4,623,000 | 6,630 |
| Total debt securities | $5,396,000 | 7,089 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $5,586,000 | 7,135 |
| U.S. Government securities | $3,985,000 | 7,106 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,985,000 | 6,978 |
| Securities issued by states & political subdivisions | $1,279,000 | 4,749 |
| Other domestic debt securities | $322,000 | 2,536 |
| Privately issued residential mortgage-backed securities | $322,000 | 1,089 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,307,000 | 3,830 |
| Certificates of participation in pools of residential mortgages | $3,985,000 | 3,318 |
| Issued or guaranteed by U.S. | $3,985,000 | 3,304 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $322,000 | 3,041 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $322,000 | 1,025 |
| 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) | $756,000 | 2,997 |
| Available-for-sale securities (fair market value) | $4,830,000 | 6,610 |
| Total debt securities | $5,586,000 | 7,086 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $5,858,000 | 7,139 |
| U.S. Government securities | $4,235,000 | 7,099 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,235,000 | 6,961 |
| Securities issued by states & political subdivisions | $1,281,000 | 4,784 |
| Other domestic debt securities | $342,000 | 2,567 |
| Privately issued residential mortgage-backed securities | $342,000 | 1,063 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,577,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | $4,235,000 | 3,241 |
| Issued or guaranteed by U.S. | $4,235,000 | 3,225 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $342,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $342,000 | 991 |
| 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) | $758,000 | 3,057 |
| Available-for-sale securities (fair market value) | $5,100,000 | 6,589 |
| Total debt securities | $5,858,000 | 7,084 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $6,119,000 | 7,095 |
| U.S. Government securities | $4,463,000 | 7,057 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,463,000 | 6,920 |
| Securities issued by states & political subdivisions | $1,280,000 | 4,802 |
| Other domestic debt securities | $376,000 | 2,563 |
| Privately issued residential mortgage-backed securities | $376,000 | 1,031 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,839,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $4,463,000 | 3,182 |
| Issued or guaranteed by U.S. | $4,463,000 | 3,171 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $376,000 | 2,959 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $376,000 | 967 |
| 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) | $707,000 | 3,122 |
| Available-for-sale securities (fair market value) | $5,412,000 | 6,523 |
| Total debt securities | $6,119,000 | 7,041 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $6,440,000 | 7,092 |
| U.S. Government securities | $4,753,000 | 7,013 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,753,000 | 6,872 |
| Securities issued by states & political subdivisions | $1,285,000 | 4,823 |
| Other domestic debt securities | $402,000 | 2,605 |
| Privately issued residential mortgage-backed securities | $402,000 | 1,003 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,155,000 | 3,602 |
| Certificates of participation in pools of residential mortgages | $4,753,000 | 3,138 |
| Issued or guaranteed by U.S. | $4,753,000 | 3,125 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $402,000 | 2,932 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $402,000 | 940 |
| 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) | $742,000 | 3,152 |
| Available-for-sale securities (fair market value) | $5,698,000 | 6,507 |
| Total debt securities | $6,440,000 | 7,035 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $6,709,000 | 7,061 |
| U.S. Government securities | $4,993,000 | 6,955 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,993,000 | 6,803 |
| Securities issued by states & political subdivisions | $1,288,000 | 4,846 |
| Other domestic debt securities | $428,000 | 2,667 |
| Privately issued residential mortgage-backed securities | $428,000 | 958 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,421,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | $4,993,000 | 3,113 |
| Issued or guaranteed by U.S. | $4,993,000 | 3,101 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $428,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $428,000 | 893 |
| 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) | $765,000 | 3,218 |
| Available-for-sale securities (fair market value) | $5,944,000 | 6,499 |
| Total debt securities | $6,709,000 | 7,002 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $7,140,000 | 6,978 |
| U.S. Government securities | $5,385,000 | 6,845 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,385,000 | 6,700 |
| Securities issued by states & political subdivisions | $1,293,000 | 4,843 |
| Other domestic debt securities | $462,000 | 2,686 |
| Privately issued residential mortgage-backed securities | $462,000 | 932 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,847,000 | 3,501 |
| Certificates of participation in pools of residential mortgages | $5,385,000 | 3,033 |
| Issued or guaranteed by U.S. | $5,385,000 | 3,019 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $462,000 | 2,913 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $462,000 | 867 |
| 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) | $778,000 | 3,250 |
| Available-for-sale securities (fair market value) | $6,362,000 | 6,403 |
| Total debt securities | $7,140,000 | 6,917 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $8,985,000 | 6,584 |
| U.S. Government securities | $5,851,000 | 6,749 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,851,000 | 6,605 |
| Securities issued by states & political subdivisions | $1,297,000 | 4,833 |
| Other domestic debt securities | $1,837,000 | 1,755 |
| Privately issued residential mortgage-backed securities | $487,000 | 911 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,350,000 | 1,540 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,338,000 | 3,473 |
| Certificates of participation in pools of residential mortgages | $5,851,000 | 2,996 |
| Issued or guaranteed by U.S. | $5,851,000 | 2,983 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $487,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $487,000 | 839 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,193,000 | 2,639 |
| Available-for-sale securities (fair market value) | $6,792,000 | 6,328 |
| Total debt securities | $8,985,000 | 6,524 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $11,701,000 | 6,111 |
| U.S. Government securities | $6,336,000 | 6,669 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,336,000 | 6,508 |
| Securities issued by states & political subdivisions | $1,295,000 | 4,835 |
| Other domestic debt securities | $4,070,000 | 1,248 |
| Privately issued residential mortgage-backed securities | $518,000 | 884 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,552,000 | 982 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,854,000 | 3,452 |
| Certificates of participation in pools of residential mortgages | $6,336,000 | 2,956 |
| Issued or guaranteed by U.S. | $6,336,000 | 2,946 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $518,000 | 2,928 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $518,000 | 818 |
| 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) | $4,376,000 | 2,129 |
| Available-for-sale securities (fair market value) | $7,325,000 | 6,254 |
| Total debt securities | $11,701,000 | 6,041 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $11,692,000 | 6,143 |
| U.S. Government securities | $6,840,000 | 6,516 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,840,000 | 6,369 |
| Securities issued by states & political subdivisions | $1,303,000 | 4,851 |
| Other domestic debt securities | $3,549,000 | 1,366 |
| Privately issued residential mortgage-backed securities | $546,000 | 858 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,003,000 | 1,141 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,386,000 | 3,383 |
| Certificates of participation in pools of residential mortgages | $6,840,000 | 2,872 |
| Issued or guaranteed by U.S. | $6,840,000 | 2,863 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $546,000 | 2,950 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $546,000 | 793 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,885,000 | 2,254 |
| Available-for-sale securities (fair market value) | $7,807,000 | 6,160 |
| Total debt securities | $11,692,000 | 6,074 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $9,199,000 | 6,683 |
| U.S. Government securities | $7,308,000 | 6,415 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,308,000 | 6,250 |
| Securities issued by states & political subdivisions | $1,308,000 | 4,863 |
| Other domestic debt securities | $583,000 | 2,666 |
| Privately issued residential mortgage-backed securities | $583,000 | 796 |
| 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 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,891,000 | 3,301 |
| Certificates of participation in pools of residential mortgages | $7,308,000 | 2,816 |
| Issued or guaranteed by U.S. | $7,308,000 | 2,808 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $583,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $583,000 | 736 |
| 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) | $975,000 | 3,323 |
| Available-for-sale securities (fair market value) | $8,224,000 | 6,105 |
| Total debt securities | $9,199,000 | 6,618 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $11,677,000 | 6,234 |
| U.S. Government securities | $6,474,000 | 6,753 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,474,000 | 6,587 |
| Securities issued by states & political subdivisions | $1,300,000 | 4,877 |
| Other domestic debt securities | $3,903,000 | 1,357 |
| Privately issued residential mortgage-backed securities | $624,000 | 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 | $3,279,000 | 1,158 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,098,000 | 3,519 |
| Certificates of participation in pools of residential mortgages | $6,474,000 | 3,028 |
| Issued or guaranteed by U.S. | $6,474,000 | 3,021 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $624,000 | 2,961 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $624,000 | 722 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,138,000 | 2,215 |
| Available-for-sale securities (fair market value) | $7,539,000 | 6,356 |
| Total debt securities | $11,677,000 | 6,159 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $11,062,000 | 6,348 |
| U.S. Government securities | $3,943,000 | 7,505 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,943,000 | 7,351 |
| Securities issued by states & political subdivisions | $1,117,000 | 5,050 |
| Other domestic debt securities | $6,002,000 | 1,151 |
| Privately issued residential mortgage-backed securities | $699,000 | 788 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,303,000 | 927 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,642,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $3,943,000 | 3,781 |
| Issued or guaranteed by U.S. | $3,943,000 | 3,772 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $699,000 | 2,972 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $699,000 | 733 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,069,000 | 1,883 |
| Available-for-sale securities (fair market value) | $4,993,000 | 6,951 |
| Total debt securities | $11,062,000 | 6,264 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $6,099,000 | 7,531 |
| U.S. Government securities | $4,933,000 | 7,259 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,933,000 | 7,078 |
| Securities issued by states & political subdivisions | $1,115,000 | 5,098 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $51,000 | 2,100 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,933,000 | 4,082 |
| Certificates of participation in pools of residential mortgages | $4,194,000 | 3,661 |
| Issued or guaranteed by U.S. | $4,194,000 | 3,648 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $739,000 | 2,974 |
| CMOs issued by government agencies or sponsored agencies | $739,000 | 2,831 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,020,000 | 2,849 |
| Available-for-sale securities (fair market value) | $4,079,000 | 7,200 |
| Total debt securities | $6,048,000 | 7,471 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $5,416,000 | 7,680 |
| U.S. Government securities | $4,254,000 | 7,361 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,254,000 | 7,180 |
| Securities issued by states & political subdivisions | $1,111,000 | 5,112 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $51,000 | 2,161 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,254,000 | 4,283 |
| Certificates of participation in pools of residential mortgages | $4,254,000 | 3,654 |
| Issued or guaranteed by U.S. | $4,254,000 | 3,642 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,407,000 | 2,022 |
| Available-for-sale securities (fair market value) | $9,000 | 8,352 |
| Total debt securities | $5,365,000 | 7,598 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $6,311,000 | 7,406 |
| U.S. Government securities | $5,143,000 | 7,032 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,143,000 | 6,855 |
| Securities issued by states & political subdivisions | $1,117,000 | 5,075 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $51,000 | 2,163 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,143,000 | 4,088 |
| Certificates of participation in pools of residential mortgages | $5,143,000 | 3,392 |
| Issued or guaranteed by U.S. | $5,143,000 | 3,381 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| 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) | $813,000 | 3,605 |
| Available-for-sale securities (fair market value) | $5,498,000 | 6,812 |
| Total debt securities | $6,260,000 | 7,326 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $9,893,000 | 6,526 |
| U.S. Government securities | $7,730,000 | 6,228 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,730,000 | 6,056 |
| Securities issued by states & political subdivisions | $1,112,000 | 5,023 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,051,000 | 1,341 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,230,000 | 3,567 |
| Certificates of participation in pools of residential mortgages | $7,230,000 | 2,833 |
| Issued or guaranteed by U.S. | $7,230,000 | 2,822 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| 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) | $1,443,000 | 3,220 |
| Available-for-sale securities (fair market value) | $8,450,000 | 6,060 |
| Total debt securities | $8,842,000 | 6,657 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $8,349,000 | 6,929 |
| U.S. Government securities | $7,168,000 | 6,436 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,168,000 | 6,238 |
| Securities issued by states & political subdivisions | $1,130,000 | 5,021 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $51,000 | 2,168 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,668,000 | 3,699 |
| Certificates of participation in pools of residential mortgages | $6,668,000 | 2,930 |
| Issued or guaranteed by U.S. | $6,668,000 | 2,920 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| 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) | $1,243,000 | 3,432 |
| Available-for-sale securities (fair market value) | $7,106,000 | 6,421 |
| Total debt securities | $8,298,000 | 6,845 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $13,243,000 | 5,742 |
| U.S. Government securities | $10,159,000 | 5,478 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,159,000 | 5,234 |
| Securities issued by states & political subdivisions | $1,627,000 | 4,621 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,457,000 | 1,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,625,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | $6,625,000 | 2,713 |
| Issued or guaranteed by U.S. | $6,625,000 | 2,697 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,841,000 | 2,545 |
| Available-for-sale securities (fair market value) | $9,402,000 | 5,766 |
| Total debt securities | $11,786,000 | 5,978 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $10,626,000 | 6,610 |
| U.S. Government securities | $7,530,000 | 6,701 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,530,000 | 6,336 |
| Securities issued by states & political subdivisions | $1,647,000 | 4,685 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,449,000 | 1,963 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,532,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $4,532,000 | 2,781 |
| Issued or guaranteed by U.S. | $4,532,000 | 2,762 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| 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) | $4,182,000 | 3,001 |
| Available-for-sale securities (fair market value) | $6,444,000 | 6,765 |
| Total debt securities | $9,177,000 | 6,909 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $8,069,000 | 7,624 |
| U.S. Government securities | $1,744,000 | 9,433 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,744,000 | 9,049 |
| Securities issued by states & political subdivisions | $884,000 | 5,803 |
| Other domestic debt securities | $4,000,000 | 1,335 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,635 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,998,000 | 1,086 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,441,000 | 1,882 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,746,000 | 5,253 |
| Certificates of participation in pools of residential mortgages | $1,746,000 | 4,384 |
| Issued or guaranteed by U.S. | $1,744,000 | 4,368 |
| Privately issued | $2,000 | 303 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $4,884,000 | 3,107 |
| Available-for-sale securities (fair market value) | $3,185,000 | 8,021 |
| Total debt securities | $6,628,000 | 7,995 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $8,762,000 | 7,472 |
| U.S. Government securities | $3,488,000 | 8,760 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,488,000 | 7,958 |
| Securities issued by states & political subdivisions | $1,069,000 | 5,673 |
| Other domestic debt securities | $2,752,000 | 1,493 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,684 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,749,000 | 1,211 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,453,000 | 1,854 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,491,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $3,491,000 | 3,574 |
| Issued or guaranteed by U.S. | $3,488,000 | 3,559 |
| Privately issued | $3,000 | 341 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,803,000 | 3,858 |
| Available-for-sale securities (fair market value) | $4,959,000 | 7,377 |
| Total debt securities | $7,309,000 | 7,792 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $11,778,000 | 6,880 |
| U.S. Government securities | $6,153,000 | 8,016 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,153,000 | 6,734 |
| Securities issued by states & political subdivisions | $1,463,000 | 5,179 |
| Other domestic debt securities | $2,255,000 | 1,279 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,737 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,251,000 | 1,002 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,907,000 | 1,541 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,157,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $6,157,000 | 2,600 |
| Issued or guaranteed by U.S. | $6,153,000 | 2,589 |
| Privately issued | $4,000 | 385 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,755,000 | 4,671 |
| Available-for-sale securities (fair market value) | $8,023,000 | 6,346 |
| Total debt securities | $9,871,000 | 7,333 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $13,675,000 | 6,803 |
| U.S. Government securities | $8,572,000 | 7,581 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,572,000 | 6,003 |
| Securities issued by states & political subdivisions | $1,813,000 | 4,992 |
| Other domestic debt securities | $1,746,000 | 1,627 |
| 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 | $1,746,000 | 1,202 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,457,000 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-87,000 | 1,013 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,572,000 | 3,174 |
| Certificates of participation in pools of residential mortgages | $8,572,000 | 2,371 |
| Issued or guaranteed by U.S. | $8,572,000 | 2,352 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,384,000 | 5,458 |
| Available-for-sale securities (fair market value) | $10,291,000 | 5,913 |
| Total debt securities | $12,131,000 | 7,101 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $14,936,000 | 6,729 |
| U.S. Government securities | $10,643,000 | 7,065 |
| U.S. Treasury securities | $499,000 | 9,481 |
| U.S. Government agency obligations | $10,144,000 | 5,424 |
| Securities issued by states & political subdivisions | $1,363,000 | 5,749 |
| Other domestic debt securities | $2,758,000 | 1,520 |
| 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 | $2,758,000 | 1,151 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 6,736 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-108,000 | 1,099 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,144,000 | 3,064 |
| Certificates of participation in pools of residential mortgages | $10,144,000 | 2,158 |
| Issued or guaranteed by U.S. | $10,144,000 | 2,133 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| 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) | $4,792,000 | 5,101 |
| Available-for-sale securities (fair market value) | $10,144,000 | 6,105 |
| Total debt securities | $14,764,000 | 6,647 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $29,882,000 | 4,277 |
| U.S. Government securities | $17,728,000 | 5,414 |
| U.S. Treasury securities | $2,458,000 | 7,712 |
| U.S. Government agency obligations | $15,270,000 | 3,952 |
| Securities issued by states & political subdivisions | $1,392,000 | 5,997 |
| Other domestic debt securities | $8,236,000 | 849 |
| 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 | $8,236,000 | 622 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,317,000 | 1,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-209,000 | 1,265 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,270,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $15,270,000 | 1,682 |
| Issued or guaranteed by U.S. | $15,270,000 | 1,663 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $28,448,000 | 2,558 |
| Available-for-sale securities (fair market value) | $1,434,000 | 9,324 |
| Total debt securities | $27,356,000 | 4,532 |
| 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 | $39,620,000 | 3,498 |
| U.S. Government securities | $32,212,000 | 3,369 |
| U.S. Treasury securities | $2,244,000 | 8,157 |
| U.S. Government agency obligations | $29,968,000 | 2,291 |
| Securities issued by states & political subdivisions | $195,000 | 8,918 |
| Other domestic debt securities | $1,498,000 | 2,778 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,498,000 | 2,123 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,347,000 | 681 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-368,000 | 1,440 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,968,000 | 1,671 |
| Certificates of participation in pools of residential mortgages | $29,968,000 | 1,096 |
| Issued or guaranteed by U.S. | $29,968,000 | 1,064 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $33,905,000 | 3,939 |
| 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 | $43,162,000 | 3,153 |
| U.S. Government securities | $32,876,000 | 3,290 |
| U.S. Treasury securities | $3,844,000 | 6,747 |
| U.S. Government agency obligations | $29,032,000 | 2,349 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $4,983,000 | 1,701 |
| 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 | $4,983,000 | 1,200 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,043,000 | 622 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-260,000 | 1,626 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,032,000 | 1,746 |
| Certificates of participation in pools of residential mortgages | $29,032,000 | 1,124 |
| Issued or guaranteed by U.S. | $29,032,000 | 1,097 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $37,859,000 | 3,548 |
| 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 |