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Quality Bank, Securities
| 2018-03-31 | Rank | |
| Total securities | $1,020,000 | 5,296 |
| U.S. Government securities | $875,000 | 5,088 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $875,000 | 4,966 |
| Securities issued by states & political subdivisions | $145,000 | 4,585 |
| 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 | $875,000 | 4,480 |
| Mortgage-backed securities | $163,000 | 4,353 |
| Certificates of participation in pools of residential mortgages | $163,000 | 4,165 |
| Issued or guaranteed by U.S. | $163,000 | 4,157 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $1,020,000 | 5,021 |
| Total debt securities | $1,020,000 | 5,277 |
| Structured notes | ||
| Amortized cost | $199,000 | 880 |
| Fair value | $198,000 | 879 |
| 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 | $1,290,000 | 5,336 |
| U.S. Government securities | $1,145,000 | 5,057 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,145,000 | 4,940 |
| Securities issued by states & political subdivisions | $145,000 | 4,650 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,145,000 | 4,433 |
| Mortgage-backed securities | $178,000 | 4,389 |
| Certificates of participation in pools of residential mortgages | $178,000 | 4,205 |
| Issued or guaranteed by U.S. | $178,000 | 4,199 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $1,290,000 | 5,056 |
| Total debt securities | $1,290,000 | 5,318 |
| Structured notes | ||
| Amortized cost | $199,000 | 892 |
| Fair value | $199,000 | 890 |
| 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 | $1,324,000 | 5,392 |
| U.S. Government securities | $1,179,000 | 5,108 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,179,000 | 4,992 |
| Securities issued by states & political subdivisions | $145,000 | 4,691 |
| 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 | $1,178,000 | 4,490 |
| Mortgage-backed securities | $190,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $190,000 | 4,258 |
| Issued or guaranteed by U.S. | $190,000 | 4,253 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $1,324,000 | 5,099 |
| Total debt securities | $1,324,000 | 5,372 |
| Structured notes | ||
| Amortized cost | $199,000 | 926 |
| Fair value | $199,000 | 925 |
| 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 | $2,169,000 | 5,365 |
| U.S. Government securities | $2,024,000 | 4,986 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,024,000 | 4,864 |
| Securities issued by states & political subdivisions | $145,000 | 4,740 |
| 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 | $2,024,000 | 4,301 |
| Mortgage-backed securities | $206,000 | 4,471 |
| Certificates of participation in pools of residential mortgages | $206,000 | 4,285 |
| Issued or guaranteed by U.S. | $206,000 | 4,279 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,169,000 | 5,067 |
| Total debt securities | $2,169,000 | 5,342 |
| Structured notes | ||
| Amortized cost | $449,000 | 897 |
| Fair value | $449,000 | 894 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $2,695,000 | 5,368 |
| U.S. Government securities | $2,550,000 | 4,946 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,550,000 | 4,826 |
| Securities issued by states & political subdivisions | $145,000 | 4,800 |
| 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 | $1,533,000 | 4,485 |
| Mortgage-backed securities | $225,000 | 4,521 |
| Certificates of participation in pools of residential mortgages | $225,000 | 4,329 |
| Issued or guaranteed by U.S. | $225,000 | 4,325 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $2,695,000 | 5,062 |
| Total debt securities | $2,696,000 | 5,341 |
| Structured notes | ||
| Amortized cost | $948,000 | 773 |
| Fair value | $947,000 | 764 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $1,646,000 | 5,546 |
| U.S. Government securities | $1,501,000 | 5,207 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,501,000 | 5,086 |
| Securities issued by states & political subdivisions | $145,000 | 4,854 |
| 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 | $1,301,000 | 4,592 |
| Mortgage-backed securities | $238,000 | 4,544 |
| Certificates of participation in pools of residential mortgages | $238,000 | 4,356 |
| Issued or guaranteed by U.S. | $238,000 | 4,351 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,646,000 | 5,219 |
| Total debt securities | $1,646,000 | 5,527 |
| Structured notes | ||
| Amortized cost | $448,000 | 943 |
| Fair value | $448,000 | 941 |
| 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 | $1,774,000 | 5,591 |
| U.S. Government securities | $1,774,000 | 5,191 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,774,000 | 5,074 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,074,000 | 4,713 |
| Mortgage-backed securities | $247,000 | 4,585 |
| Certificates of participation in pools of residential mortgages | $247,000 | 4,389 |
| Issued or guaranteed by U.S. | $247,000 | 4,386 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,774,000 | 5,260 |
| Total debt securities | $1,774,000 | 5,570 |
| Structured notes | ||
| Amortized cost | $449,000 | 924 |
| Fair value | $449,000 | 925 |
| 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 | $1,797,000 | 5,661 |
| U.S. Government securities | $1,797,000 | 5,285 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,797,000 | 5,179 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,097,000 | 4,792 |
| Mortgage-backed securities | $264,000 | 4,625 |
| Certificates of participation in pools of residential mortgages | $264,000 | 4,431 |
| Issued or guaranteed by U.S. | $264,000 | 4,426 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,797,000 | 5,324 |
| Total debt securities | $1,798,000 | 5,643 |
| Structured notes | ||
| Amortized cost | $449,000 | 1,066 |
| Fair value | $449,000 | 1,070 |
| 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 | $1,867,000 | 5,732 |
| U.S. Government securities | $1,867,000 | 5,359 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,867,000 | 5,257 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,367,000 | 4,774 |
| Mortgage-backed securities | $279,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $279,000 | 4,466 |
| Issued or guaranteed by U.S. | $279,000 | 4,462 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $1,867,000 | 5,385 |
| Total debt securities | $1,867,000 | 5,712 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,132 |
| Fair value | $499,000 | 1,192 |
| 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 | $1,386,000 | 5,838 |
| U.S. Government securities | $1,386,000 | 5,523 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,386,000 | 5,420 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,386,000 | 4,808 |
| Mortgage-backed securities | $294,000 | 4,692 |
| Certificates of participation in pools of residential mortgages | $294,000 | 4,489 |
| Issued or guaranteed by U.S. | $294,000 | 4,486 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $1,386,000 | 5,482 |
| Total debt securities | $1,387,000 | 5,817 |
| 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 | $1,917,000 | 5,864 |
| U.S. Government securities | $1,917,000 | 5,526 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,917,000 | 5,430 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,661,000 | 4,794 |
| Mortgage-backed securities | $314,000 | 4,757 |
| Certificates of participation in pools of residential mortgages | $314,000 | 4,538 |
| Issued or guaranteed by U.S. | $314,000 | 4,534 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,917,000 | 5,497 |
| Total debt securities | $1,911,000 | 5,843 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,650 |
| Fair value | $250,000 | 1,659 |
| 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 | $2,181,000 | 5,896 |
| U.S. Government securities | $2,181,000 | 5,543 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,181,000 | 5,446 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,682,000 | 4,830 |
| Mortgage-backed securities | $325,000 | 4,828 |
| Certificates of participation in pools of residential mortgages | $325,000 | 4,608 |
| Issued or guaranteed by U.S. | $325,000 | 4,605 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $2,181,000 | 5,521 |
| Total debt securities | $2,176,000 | 5,872 |
| Structured notes | ||
| Amortized cost | $450,000 | 1,716 |
| Fair value | $498,000 | 1,609 |
| 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 | $2,218,000 | 5,960 |
| U.S. Government securities | $2,218,000 | 5,613 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,218,000 | 5,520 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,218,000 | 4,741 |
| Mortgage-backed securities | $358,000 | 4,865 |
| Certificates of participation in pools of residential mortgages | $358,000 | 4,644 |
| Issued or guaranteed by U.S. | $358,000 | 4,638 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $2,218,000 | 5,579 |
| Total debt securities | $2,219,000 | 5,938 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $500,000 | 1,700 |
| 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 | $1,726,000 | 6,112 |
| U.S. Government securities | $1,726,000 | 5,804 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,726,000 | 5,708 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,701,000 | 4,951 |
| Mortgage-backed securities | $371,000 | 4,942 |
| Certificates of participation in pools of residential mortgages | $371,000 | 4,710 |
| Issued or guaranteed by U.S. | $371,000 | 4,705 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,726,000 | 5,740 |
| Total debt securities | $1,725,000 | 6,092 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,001 |
| Fair value | $246,000 | 2,038 |
| 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 | $2,268,000 | 6,137 |
| U.S. Government securities | $2,265,000 | 5,781 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,265,000 | 5,687 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $3,000 | 1,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,974,000 | 4,936 |
| Mortgage-backed securities | $628,000 | 4,919 |
| Certificates of participation in pools of residential mortgages | $628,000 | 4,661 |
| Issued or guaranteed by U.S. | $628,000 | 4,658 |
| 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) | $8,000 | 2,515 |
| Available-for-sale securities (fair market value) | $2,260,000 | 5,753 |
| Total debt securities | $2,260,000 | 6,117 |
| Structured notes | ||
| Amortized cost | $520,000 | 1,856 |
| Fair value | $515,000 | 1,857 |
| 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 | $2,278,000 | 6,199 |
| U.S. Government securities | $2,275,000 | 5,850 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,275,000 | 5,749 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $3,000 | 1,205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,987,000 | 4,976 |
| Mortgage-backed securities | $638,000 | 4,962 |
| Certificates of participation in pools of residential mortgages | $638,000 | 4,700 |
| Issued or guaranteed by U.S. | $638,000 | 4,698 |
| 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) | $8,000 | 2,547 |
| Available-for-sale securities (fair market value) | $2,270,000 | 5,816 |
| Total debt securities | $2,276,000 | 6,179 |
| Structured notes | ||
| Amortized cost | $520,000 | 1,898 |
| Fair value | $515,000 | 1,904 |
| 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 | $2,627,000 | 6,213 |
| U.S. Government securities | $2,624,000 | 5,821 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,624,000 | 5,721 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $3,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,227,000 | 4,946 |
| Mortgage-backed securities | $1,257,000 | 4,807 |
| Certificates of participation in pools of residential mortgages | $1,257,000 | 4,490 |
| Issued or guaranteed by U.S. | $1,257,000 | 4,486 |
| 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) | $9,000 | 2,565 |
| Available-for-sale securities (fair market value) | $2,618,000 | 5,822 |
| Total debt securities | $2,626,000 | 6,188 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,224 |
| Fair value | $242,000 | 2,263 |
| 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 | $2,676,000 | 6,285 |
| U.S. Government securities | $2,673,000 | 5,863 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,673,000 | 5,766 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $3,000 | 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 | $2,242,000 | 4,967 |
| Mortgage-backed securities | $1,278,000 | 4,828 |
| Certificates of participation in pools of residential mortgages | $1,278,000 | 4,507 |
| Issued or guaranteed by U.S. | $1,278,000 | 4,501 |
| 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) | $9,000 | 2,592 |
| Available-for-sale securities (fair market value) | $2,667,000 | 5,872 |
| Total debt securities | $2,673,000 | 6,259 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,222 |
| Fair value | $239,000 | 2,259 |
| 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 | $3,020,000 | 6,313 |
| U.S. Government securities | $3,016,000 | 5,863 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,016,000 | 5,763 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| 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 | $4,000 | 1,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,356,000 | 4,981 |
| Mortgage-backed securities | $1,356,000 | 4,843 |
| Certificates of participation in pools of residential mortgages | $1,356,000 | 4,518 |
| Issued or guaranteed by U.S. | $1,356,000 | 4,513 |
| 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) | $9,000 | 2,599 |
| Available-for-sale securities (fair market value) | $3,011,000 | 5,908 |
| Total debt securities | $3,017,000 | 6,285 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,220 |
| Fair value | $242,000 | 2,253 |
| 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 | $3,135,000 | 6,319 |
| U.S. Government securities | $3,132,000 | 5,843 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,132,000 | 5,738 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| 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 | $3,000 | 1,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,469,000 | 4,973 |
| Mortgage-backed securities | $1,472,000 | 4,817 |
| Certificates of participation in pools of residential mortgages | $1,472,000 | 4,445 |
| Issued or guaranteed by U.S. | $1,472,000 | 4,441 |
| 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) | $10,000 | 2,547 |
| Available-for-sale securities (fair market value) | $3,125,000 | 5,923 |
| Total debt securities | $3,130,000 | 6,289 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,211 |
| Fair value | $241,000 | 2,244 |
| 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 | $3,015,000 | 6,379 |
| U.S. Government securities | $3,012,000 | 5,920 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,012,000 | 5,812 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| 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 | $3,000 | 1,267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,531,000 | 4,996 |
| Mortgage-backed securities | $1,553,000 | 4,840 |
| Certificates of participation in pools of residential mortgages | $1,553,000 | 4,455 |
| Issued or guaranteed by U.S. | $1,553,000 | 4,453 |
| 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) | $10,000 | 2,547 |
| Available-for-sale securities (fair market value) | $3,005,000 | 5,987 |
| Total debt securities | $3,012,000 | 6,349 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,262 |
| Fair value | $250,000 | 2,278 |
| 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 | $2,945,000 | 6,434 |
| U.S. Government securities | $2,845,000 | 5,979 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,845,000 | 5,874 |
| Securities issued by states & political subdivisions | $100,000 | 5,568 |
| 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 | $2,653,000 | 4,979 |
| Mortgage-backed securities | $1,623,000 | 4,863 |
| Certificates of participation in pools of residential mortgages | $1,623,000 | 4,458 |
| Issued or guaranteed by U.S. | $1,623,000 | 4,457 |
| 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) | $10,000 | 2,583 |
| Available-for-sale securities (fair market value) | $2,935,000 | 6,029 |
| Total debt securities | $2,946,000 | 6,402 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,307 |
| Fair value | $251,000 | 2,319 |
| 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 | $3,332,000 | 6,477 |
| U.S. Government securities | $3,231,000 | 6,013 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,231,000 | 5,917 |
| Securities issued by states & political subdivisions | $101,000 | 5,613 |
| 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 | $3,029,000 | 4,906 |
| Mortgage-backed securities | $1,739,000 | 4,922 |
| Certificates of participation in pools of residential mortgages | $1,739,000 | 4,536 |
| Issued or guaranteed by U.S. | $1,739,000 | 4,534 |
| 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) | $11,000 | 2,640 |
| Available-for-sale securities (fair market value) | $3,321,000 | 6,076 |
| Total debt securities | $3,330,000 | 6,446 |
| Structured notes | ||
| Amortized cost | $749,000 | 2,053 |
| Fair value | $751,000 | 2,055 |
| 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 | $4,061,000 | 6,445 |
| U.S. Government securities | $3,960,000 | 5,974 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,960,000 | 5,872 |
| Securities issued by states & political subdivisions | $101,000 | 5,640 |
| 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 | $1,585,000 | 5,487 |
| Mortgage-backed securities | $1,810,000 | 4,953 |
| Certificates of participation in pools of residential mortgages | $1,810,000 | 4,550 |
| Issued or guaranteed by U.S. | $1,810,000 | 4,548 |
| 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) | $11,000 | 2,664 |
| Available-for-sale securities (fair market value) | $4,050,000 | 6,029 |
| Total debt securities | $4,061,000 | 6,416 |
| Structured notes | ||
| Amortized cost | $1,399,000 | 1,818 |
| Fair value | $1,402,000 | 1,818 |
| 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 | $5,338,000 | 6,340 |
| U.S. Government securities | $5,236,000 | 5,818 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,236,000 | 5,703 |
| Securities issued by states & political subdivisions | $102,000 | 5,631 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,660,000 | 5,487 |
| Mortgage-backed securities | $1,872,000 | 4,956 |
| Certificates of participation in pools of residential mortgages | $1,872,000 | 4,545 |
| Issued or guaranteed by U.S. | $1,872,000 | 4,541 |
| 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) | $12,000 | 2,723 |
| Available-for-sale securities (fair market value) | $5,326,000 | 5,918 |
| Total debt securities | $5,338,000 | 6,313 |
| Structured notes | ||
| Amortized cost | $1,749,000 | 1,865 |
| Fair value | $1,745,000 | 1,869 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $6,257,000 | 6,231 |
| U.S. Government securities | $6,156,000 | 5,640 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,156,000 | 5,528 |
| Securities issued by states & political subdivisions | $101,000 | 5,628 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,208,000 | 5,029 |
| Mortgage-backed securities | $1,929,000 | 4,927 |
| Certificates of participation in pools of residential mortgages | $1,929,000 | 4,468 |
| Issued or guaranteed by U.S. | $1,929,000 | 4,462 |
| 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 | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $12,000 | 2,842 |
| Available-for-sale securities (fair market value) | $6,245,000 | 5,794 |
| Total debt securities | $6,251,000 | 6,198 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,393 |
| Fair value | $2,999,000 | 1,403 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $4,851,000 | 6,491 |
| U.S. Government securities | $4,749,000 | 5,954 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,749,000 | 5,836 |
| Securities issued by states & political subdivisions | $102,000 | 5,646 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,240,000 | 5,041 |
| Mortgage-backed securities | $2,002,000 | 4,883 |
| Certificates of participation in pools of residential mortgages | $2,002,000 | 4,402 |
| Issued or guaranteed by U.S. | $2,002,000 | 4,389 |
| 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 | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $13,000 | 2,875 |
| Available-for-sale securities (fair market value) | $4,838,000 | 6,030 |
| Total debt securities | $4,851,000 | 6,455 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,735 |
| Fair value | $2,003,000 | 1,798 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $8,033,000 | 6,104 |
| U.S. Government securities | $6,971,000 | 5,607 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,971,000 | 5,497 |
| Securities issued by states & political subdivisions | $1,062,000 | 4,864 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,990,000 | 4,517 |
| Mortgage-backed securities | $2,982,000 | 4,601 |
| Certificates of participation in pools of residential mortgages | $2,982,000 | 4,050 |
| Issued or guaranteed by U.S. | $2,982,000 | 4,036 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $13,000 | 2,929 |
| Available-for-sale securities (fair market value) | $8,020,000 | 5,653 |
| Total debt securities | $8,034,000 | 6,071 |
| Structured notes | ||
| Amortized cost | $2,501,000 | 1,788 |
| Fair value | $2,509,000 | 1,792 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $6,287,000 | 6,363 |
| U.S. Government securities | $5,252,000 | 5,979 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,252,000 | 5,849 |
| Securities issued by states & political subdivisions | $1,035,000 | 4,891 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,517,000 | 4,366 |
| Mortgage-backed securities | $3,114,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $3,114,000 | 3,963 |
| Issued or guaranteed by U.S. | $3,114,000 | 3,952 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $14,000 | 2,944 |
| Available-for-sale securities (fair market value) | $6,273,000 | 5,897 |
| Total debt securities | $6,287,000 | 6,327 |
| Structured notes | ||
| Amortized cost | $1,752,000 | 2,164 |
| Fair value | $1,748,000 | 2,165 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $6,410,000 | 6,282 |
| U.S. Government securities | $5,401,000 | 5,828 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,401,000 | 5,697 |
| Securities issued by states & political subdivisions | $1,009,000 | 4,927 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,650,000 | 4,303 |
| Mortgage-backed securities | $3,257,000 | 4,423 |
| Certificates of participation in pools of residential mortgages | $3,257,000 | 3,819 |
| Issued or guaranteed by U.S. | $3,257,000 | 3,809 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $14,000 | 2,972 |
| Available-for-sale securities (fair market value) | $6,396,000 | 5,803 |
| Total debt securities | $6,410,000 | 6,248 |
| Structured notes | ||
| Amortized cost | $1,752,000 | 2,028 |
| Fair value | $1,752,000 | 2,033 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $6,076,000 | 6,361 |
| U.S. Government securities | $5,605,000 | 5,776 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,605,000 | 5,652 |
| Securities issued by states & political subdivisions | $471,000 | 5,302 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,841,000 | 4,299 |
| Mortgage-backed securities | $3,446,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $3,432,000 | 3,755 |
| Issued or guaranteed by U.S. | $3,432,000 | 3,747 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,000 | 3,765 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,436 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $14,000 | 3,053 |
| Available-for-sale securities (fair market value) | $6,062,000 | 5,864 |
| Total debt securities | $6,076,000 | 6,319 |
| Structured notes | ||
| Amortized cost | $1,753,000 | 2,063 |
| Fair value | $1,765,000 | 2,068 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $6,094,000 | 6,442 |
| U.S. Government securities | $5,636,000 | 5,875 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,636,000 | 5,766 |
| Securities issued by states & political subdivisions | $458,000 | 5,274 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,332,000 | 4,199 |
| Mortgage-backed securities | $3,826,000 | 4,307 |
| Certificates of participation in pools of residential mortgages | $3,794,000 | 3,690 |
| Issued or guaranteed by U.S. | $3,794,000 | 3,684 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $32,000 | 3,652 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,332 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $15,000 | 3,114 |
| Available-for-sale securities (fair market value) | $6,079,000 | 5,933 |
| Total debt securities | $6,094,000 | 6,404 |
| Structured notes | ||
| Amortized cost | $1,404,000 | 2,335 |
| Fair value | $1,415,000 | 2,333 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,557,000 | 6,437 |
| U.S. Government securities | $6,135,000 | 5,833 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,135,000 | 5,719 |
| Securities issued by states & political subdivisions | $422,000 | 5,338 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,184,000 | 4,608 |
| Mortgage-backed securities | $4,236,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $4,186,000 | 3,673 |
| Issued or guaranteed by U.S. | $4,186,000 | 3,667 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $50,000 | 3,614 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,277 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,336,000 | 1,948 |
| Available-for-sale securities (fair market value) | $4,221,000 | 6,340 |
| Total debt securities | $6,557,000 | 6,396 |
| Structured notes | ||
| Amortized cost | $1,128,000 | 2,208 |
| Fair value | $1,483,000 | 2,107 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $4,504,000 | 6,828 |
| U.S. Government securities | $4,068,000 | 6,347 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,068,000 | 6,251 |
| Securities issued by states & political subdivisions | $436,000 | 5,343 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,444,000 | 4,556 |
| Mortgage-backed securities | $4,068,000 | 4,378 |
| Certificates of participation in pools of residential mortgages | $4,000,000 | 3,805 |
| Issued or guaranteed by U.S. | $4,000,000 | 3,798 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $68,000 | 3,598 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,248 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $18,000 | 3,222 |
| Available-for-sale securities (fair market value) | $4,486,000 | 6,312 |
| Total debt securities | $4,501,000 | 6,789 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $4,788,000 | 6,848 |
| U.S. Government securities | $4,357,000 | 6,336 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,357,000 | 6,243 |
| Securities issued by states & political subdivisions | $431,000 | 5,386 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,697,000 | 4,480 |
| Mortgage-backed securities | $4,357,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $4,269,000 | 3,821 |
| Issued or guaranteed by U.S. | $4,269,000 | 3,811 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $88,000 | 3,571 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,216 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $17,000 | 3,314 |
| Available-for-sale securities (fair market value) | $4,771,000 | 6,318 |
| Total debt securities | $4,788,000 | 6,805 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $5,296,000 | 6,749 |
| U.S. Government securities | $4,873,000 | 6,196 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,873,000 | 6,105 |
| Securities issued by states & political subdivisions | $423,000 | 5,414 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,809,000 | 4,815 |
| Mortgage-backed securities | $4,569,000 | 4,398 |
| Certificates of participation in pools of residential mortgages | $4,457,000 | 3,822 |
| Issued or guaranteed by U.S. | $4,457,000 | 3,811 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $112,000 | 3,538 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 3,173 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $17,000 | 3,362 |
| Available-for-sale securities (fair market value) | $5,279,000 | 6,219 |
| Total debt securities | $5,296,000 | 6,709 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $5,556,000 | 6,757 |
| U.S. Government securities | $5,140,000 | 6,249 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,140,000 | 6,166 |
| Securities issued by states & political subdivisions | $416,000 | 5,362 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,940,000 | 4,839 |
| Mortgage-backed securities | $4,837,000 | 4,401 |
| Certificates of participation in pools of residential mortgages | $4,700,000 | 3,851 |
| Issued or guaranteed by U.S. | $4,700,000 | 3,838 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $137,000 | 3,535 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 3,161 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,000 | 3,398 |
| Available-for-sale securities (fair market value) | $5,538,000 | 6,205 |
| Total debt securities | $5,556,000 | 6,718 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $4,298,000 | 7,058 |
| U.S. Government securities | $3,902,000 | 6,726 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,902,000 | 6,627 |
| Securities issued by states & political subdivisions | $396,000 | 5,349 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,786,000 | 4,934 |
| Mortgage-backed securities | $3,595,000 | 4,691 |
| Certificates of participation in pools of residential mortgages | $3,441,000 | 4,207 |
| Issued or guaranteed by U.S. | $3,441,000 | 4,194 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $154,000 | 3,490 |
| CMOs issued by government agencies or sponsored agencies | $154,000 | 3,141 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,000 | 3,418 |
| Available-for-sale securities (fair market value) | $4,280,000 | 6,498 |
| Total debt securities | $4,298,000 | 7,016 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,138,000 | 7,111 |
| U.S. Government securities | $4,138,000 | 6,652 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,138,000 | 6,553 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,017,000 | 4,848 |
| Mortgage-backed securities | $3,833,000 | 4,541 |
| Certificates of participation in pools of residential mortgages | $3,664,000 | 4,064 |
| Issued or guaranteed by U.S. | $3,664,000 | 4,052 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $169,000 | 3,400 |
| CMOs issued by government agencies or sponsored agencies | $169,000 | 3,046 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,000 | 3,452 |
| Available-for-sale securities (fair market value) | $4,119,000 | 6,533 |
| Total debt securities | $4,131,000 | 7,069 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,547 |
| Fair value | $305,000 | 1,545 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $4,420,000 | 7,112 |
| U.S. Government securities | $4,420,000 | 6,614 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,420,000 | 6,516 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,322,000 | 4,725 |
| Mortgage-backed securities | $4,113,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $3,930,000 | 3,990 |
| Issued or guaranteed by U.S. | $3,930,000 | 3,975 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $183,000 | 3,390 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 3,052 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,000 | 3,479 |
| Available-for-sale securities (fair market value) | $4,401,000 | 6,522 |
| Total debt securities | $4,416,000 | 7,055 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,593 |
| Fair value | $307,000 | 1,591 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $5,066,000 | 6,990 |
| U.S. Government securities | $5,066,000 | 6,450 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,066,000 | 6,356 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,590,000 | 4,965 |
| Mortgage-backed securities | $4,504,000 | 4,253 |
| Certificates of participation in pools of residential mortgages | $4,299,000 | 3,740 |
| Issued or guaranteed by U.S. | $4,299,000 | 3,725 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $205,000 | 3,355 |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 3,008 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,000 | 3,513 |
| Available-for-sale securities (fair market value) | $5,045,000 | 6,415 |
| Total debt securities | $5,059,000 | 6,927 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,748 |
| Fair value | $312,000 | 1,740 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,819,000 | 7,131 |
| U.S. Government securities | $4,819,000 | 6,657 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,819,000 | 6,548 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,813,000 | 4,918 |
| Mortgage-backed securities | $3,963,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $3,748,000 | 3,626 |
| Issued or guaranteed by U.S. | $3,748,000 | 3,611 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $215,000 | 3,270 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 2,940 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,000 | 3,569 |
| Available-for-sale securities (fair market value) | $4,797,000 | 6,499 |
| Total debt securities | $4,819,000 | 7,077 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,234 |
| Fair value | $306,000 | 2,233 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,581,000 | 7,225 |
| U.S. Government securities | $4,581,000 | 6,794 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,581,000 | 6,684 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,453,000 | 4,713 |
| Mortgage-backed securities | $3,485,000 | 4,157 |
| Certificates of participation in pools of residential mortgages | $3,253,000 | 3,634 |
| Issued or guaranteed by U.S. | $3,253,000 | 3,618 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $232,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $232,000 | 2,884 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,000 | 3,619 |
| Available-for-sale securities (fair market value) | $4,558,000 | 6,585 |
| Total debt securities | $4,582,000 | 7,181 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,455 |
| Fair value | $303,000 | 2,455 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $4,692,000 | 7,243 |
| U.S. Government securities | $4,692,000 | 6,811 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,692,000 | 6,691 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,559,000 | 4,710 |
| Mortgage-backed securities | $3,608,000 | 4,076 |
| Certificates of participation in pools of residential mortgages | $3,361,000 | 3,553 |
| Issued or guaranteed by U.S. | $3,361,000 | 3,539 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $247,000 | 3,168 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 2,850 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,000 | 3,659 |
| Available-for-sale securities (fair market value) | $4,668,000 | 6,591 |
| Total debt securities | $4,690,000 | 7,198 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,538 |
| Fair value | $298,000 | 2,546 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,949,000 | 7,247 |
| U.S. Government securities | $4,949,000 | 6,790 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,949,000 | 6,653 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,087,000 | 4,872 |
| Mortgage-backed securities | $3,863,000 | 3,974 |
| Certificates of participation in pools of residential mortgages | $3,591,000 | 3,450 |
| Issued or guaranteed by U.S. | $3,591,000 | 3,431 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $272,000 | 3,117 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 2,825 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,000 | 3,718 |
| Available-for-sale securities (fair market value) | $4,923,000 | 6,567 |
| Total debt securities | $4,948,000 | 7,202 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,606 |
| Fair value | $301,000 | 2,606 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,666,000 | 7,340 |
| U.S. Government securities | $4,666,000 | 6,897 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,666,000 | 6,774 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,293,000 | 4,812 |
| Mortgage-backed securities | $3,585,000 | 4,081 |
| Certificates of participation in pools of residential mortgages | $3,295,000 | 3,593 |
| Issued or guaranteed by U.S. | $3,295,000 | 3,581 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $290,000 | 3,091 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 2,801 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,000 | 3,798 |
| Available-for-sale securities (fair market value) | $4,639,000 | 6,644 |
| Total debt securities | $4,666,000 | 7,290 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,710 |
| Fair value | $301,000 | 2,708 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,656,000 | 7,417 |
| U.S. Government securities | $4,656,000 | 6,972 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,656,000 | 6,841 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,438,000 | 4,788 |
| Mortgage-backed securities | $3,580,000 | 4,093 |
| Certificates of participation in pools of residential mortgages | $3,270,000 | 3,598 |
| Issued or guaranteed by U.S. | $3,270,000 | 3,579 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $310,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $310,000 | 2,747 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,000 | 3,879 |
| Available-for-sale securities (fair market value) | $4,627,000 | 6,688 |
| Total debt securities | $4,657,000 | 7,364 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,832 |
| Fair value | $300,000 | 2,831 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,144,000 | 7,333 |
| U.S. Government securities | $5,144,000 | 6,842 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,144,000 | 6,705 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,604,000 | 4,761 |
| Mortgage-backed securities | $3,835,000 | 3,959 |
| Certificates of participation in pools of residential mortgages | $3,505,000 | 3,490 |
| Issued or guaranteed by U.S. | $3,505,000 | 3,477 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $330,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $330,000 | 2,708 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,000 | 3,933 |
| Available-for-sale securities (fair market value) | $5,114,000 | 6,596 |
| Total debt securities | $5,145,000 | 7,282 |
| Structured notes | ||
| Amortized cost | $299,000 | 2,909 |
| Fair value | $299,000 | 2,888 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,161,000 | 7,381 |
| U.S. Government securities | $5,161,000 | 6,875 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,161,000 | 6,735 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,344,000 | 4,825 |
| Mortgage-backed securities | $3,847,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $3,488,000 | 3,540 |
| Issued or guaranteed by U.S. | $3,488,000 | 3,524 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $359,000 | 2,988 |
| CMOs issued by government agencies or sponsored agencies | $359,000 | 2,681 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,000 | 3,994 |
| Available-for-sale securities (fair market value) | $5,128,000 | 6,653 |
| Total debt securities | $5,161,000 | 7,325 |
| Structured notes | ||
| Amortized cost | $298,000 | 2,904 |
| Fair value | $296,000 | 2,890 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $4,858,000 | 7,494 |
| U.S. Government securities | $4,858,000 | 7,008 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,858,000 | 6,857 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,330,000 | 5,239 |
| Mortgage-backed securities | $3,544,000 | 4,120 |
| Certificates of participation in pools of residential mortgages | $3,160,000 | 3,672 |
| Issued or guaranteed by U.S. | $3,160,000 | 3,658 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $384,000 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $384,000 | 2,682 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,000 | 4,067 |
| Available-for-sale securities (fair market value) | $4,822,000 | 6,745 |
| Total debt securities | $4,855,000 | 7,437 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,137,000 | 7,453 |
| U.S. Government securities | $5,137,000 | 6,910 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,137,000 | 6,767 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,708,000 | 5,062 |
| Mortgage-backed securities | $3,911,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $3,414,000 | 3,631 |
| Issued or guaranteed by U.S. | $3,414,000 | 3,618 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $497,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $497,000 | 2,571 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,000 | 4,118 |
| Available-for-sale securities (fair market value) | $5,099,000 | 6,692 |
| Total debt securities | $5,137,000 | 7,396 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $5,559,000 | 7,390 |
| U.S. Government securities | $5,559,000 | 6,827 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,559,000 | 6,683 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,872,000 | 4,986 |
| Mortgage-backed securities | $4,328,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $3,649,000 | 3,646 |
| Issued or guaranteed by U.S. | $3,649,000 | 3,631 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $679,000 | 2,789 |
| CMOs issued by government agencies or sponsored agencies | $679,000 | 2,519 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,000 | 4,163 |
| Available-for-sale securities (fair market value) | $5,518,000 | 6,616 |
| Total debt securities | $5,558,000 | 7,322 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,512,000 | 7,474 |
| U.S. Government securities | $5,512,000 | 6,912 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,512,000 | 6,760 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,823,000 | 5,504 |
| Mortgage-backed securities | $3,842,000 | 4,256 |
| Certificates of participation in pools of residential mortgages | $3,027,000 | 3,957 |
| Issued or guaranteed by U.S. | $3,027,000 | 3,947 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $815,000 | 2,746 |
| CMOs issued by government agencies or sponsored agencies | $815,000 | 2,486 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,000 | 4,225 |
| Available-for-sale securities (fair market value) | $5,468,000 | 6,695 |
| Total debt securities | $5,513,000 | 7,406 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,049,000 | 7,383 |
| U.S. Government securities | $6,049,000 | 6,767 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,049,000 | 6,610 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,035,000 | 5,396 |
| Mortgage-backed securities | $3,608,000 | 4,390 |
| Certificates of participation in pools of residential mortgages | $3,159,000 | 3,959 |
| Issued or guaranteed by U.S. | $3,159,000 | 3,948 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $449,000 | 3,067 |
| CMOs issued by government agencies or sponsored agencies | $449,000 | 2,795 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,000 | 4,286 |
| Available-for-sale securities (fair market value) | $6,002,000 | 6,594 |
| Total debt securities | $6,064,000 | 7,306 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,454,000 | 7,333 |
| U.S. Government securities | $6,454,000 | 6,665 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,454,000 | 6,510 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,542,000 | 6,161 |
| Mortgage-backed securities | $3,486,000 | 4,464 |
| Certificates of participation in pools of residential mortgages | $3,006,000 | 4,024 |
| Issued or guaranteed by U.S. | $3,006,000 | 4,015 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $480,000 | 3,052 |
| CMOs issued by government agencies or sponsored agencies | $480,000 | 2,795 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,000 | 4,327 |
| Available-for-sale securities (fair market value) | $6,401,000 | 6,534 |
| Total debt securities | $6,444,000 | 7,265 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $6,740,000 | 7,334 |
| U.S. Government securities | $6,740,000 | 6,669 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,740,000 | 6,503 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,325,000 | 6,337 |
| Mortgage-backed securities | $3,589,000 | 4,489 |
| Certificates of participation in pools of residential mortgages | $3,073,000 | 4,044 |
| Issued or guaranteed by U.S. | $3,073,000 | 4,036 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $516,000 | 3,041 |
| CMOs issued by government agencies or sponsored agencies | $516,000 | 2,790 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,000 | 4,373 |
| Available-for-sale securities (fair market value) | $6,684,000 | 6,527 |
| Total debt securities | $6,740,000 | 7,259 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $7,285,000 | 7,191 |
| U.S. Government securities | $7,285,000 | 6,428 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,285,000 | 6,270 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,325,000 | 6,309 |
| Mortgage-backed securities | $3,799,000 | 4,458 |
| Certificates of participation in pools of residential mortgages | $3,221,000 | 4,045 |
| Issued or guaranteed by U.S. | $3,221,000 | 4,037 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $578,000 | 3,057 |
| CMOs issued by government agencies or sponsored agencies | $578,000 | 2,794 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $64,000 | 4,405 |
| Available-for-sale securities (fair market value) | $7,221,000 | 6,408 |
| Total debt securities | $7,282,000 | 7,100 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $5,011,000 | 7,810 |
| U.S. Government securities | $5,011,000 | 7,226 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,011,000 | 7,039 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,194,000 | 6,380 |
| Mortgage-backed securities | $1,592,000 | 5,419 |
| Certificates of participation in pools of residential mortgages | $1,468,000 | 4,930 |
| Issued or guaranteed by U.S. | $1,468,000 | 4,911 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $124,000 | 3,645 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 3,470 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $70,000 | 4,451 |
| Available-for-sale securities (fair market value) | $4,941,000 | 7,001 |
| Total debt securities | $5,009,000 | 7,729 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,271,000 | 8,222 |
| U.S. Government securities | $3,256,000 | 7,729 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,256,000 | 7,541 |
| Securities issued by states & political subdivisions | $15,000 | 6,757 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,650,000 | 6,059 |
| Mortgage-backed securities | $81,000 | 6,875 |
| Certificates of participation in pools of residential mortgages | $81,000 | 6,517 |
| Issued or guaranteed by U.S. | $81,000 | 6,493 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $96,000 | 4,436 |
| Available-for-sale securities (fair market value) | $3,175,000 | 7,405 |
| Total debt securities | $3,270,000 | 8,137 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,306,000 | 8,233 |
| U.S. Government securities | $3,291,000 | 7,722 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,291,000 | 7,528 |
| Securities issued by states & political subdivisions | $15,000 | 6,778 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $93,000 | 6,900 |
| Certificates of participation in pools of residential mortgages | $93,000 | 6,508 |
| Issued or guaranteed by U.S. | $93,000 | 6,491 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $108,000 | 4,428 |
| Available-for-sale securities (fair market value) | $3,198,000 | 7,419 |
| Total debt securities | $3,306,000 | 8,163 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,799,000 | 8,430 |
| U.S. Government securities | $2,784,000 | 7,978 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,784,000 | 7,795 |
| Securities issued by states & political subdivisions | $15,000 | 6,780 |
| 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 | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $101,000 | 6,908 |
| Certificates of participation in pools of residential mortgages | $101,000 | 6,491 |
| Issued or guaranteed by U.S. | $101,000 | 6,471 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $116,000 | 4,473 |
| Available-for-sale securities (fair market value) | $2,683,000 | 7,606 |
| Total debt securities | $2,801,000 | 8,350 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,256,000 | 8,621 |
| U.S. Government securities | $2,241,000 | 8,221 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,241,000 | 8,035 |
| Securities issued by states & political subdivisions | $15,000 | 6,808 |
| 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 | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $117,000 | 6,881 |
| Certificates of participation in pools of residential mortgages | $117,000 | 6,428 |
| Issued or guaranteed by U.S. | $117,000 | 6,408 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $332,000 | 4,224 |
| Available-for-sale securities (fair market value) | $1,924,000 | 7,844 |
| Total debt securities | $2,256,000 | 8,534 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,499,000 | 9,004 |
| U.S. Government securities | $1,174,000 | 8,818 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,174,000 | 8,639 |
| Securities issued by states & political subdivisions | $325,000 | 6,229 |
| 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 | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,530 |
| Mortgage-backed securities | $178,000 | 6,824 |
| Certificates of participation in pools of residential mortgages | $178,000 | 6,298 |
| Issued or guaranteed by U.S. | $178,000 | 6,273 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $903,000 | 3,914 |
| Available-for-sale securities (fair market value) | $596,000 | 8,369 |
| Total debt securities | $1,500,000 | 8,921 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $2,760,000 | 9,075 |
| U.S. Government securities | $2,262,000 | 8,881 |
| U.S. Treasury securities | $100,000 | 4,079 |
| U.S. Government agency obligations | $2,162,000 | 8,627 |
| Securities issued by states & political subdivisions | $495,000 | 6,096 |
| 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 | $3,000 | 8,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 6,947 |
| Mortgage-backed securities | $277,000 | 6,467 |
| Certificates of participation in pools of residential mortgages | $277,000 | 5,877 |
| Issued or guaranteed by U.S. | $277,000 | 5,856 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,470,000 | 4,163 |
| Available-for-sale securities (fair market value) | $1,290,000 | 8,419 |
| Total debt securities | $2,757,000 | 8,955 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $2,771,000 | 9,390 |
| U.S. Government securities | $2,404,000 | 9,167 |
| U.S. Treasury securities | $200,000 | 5,118 |
| U.S. Government agency obligations | $2,204,000 | 8,819 |
| Securities issued by states & political subdivisions | $364,000 | 6,636 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 8,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 7,054 |
| Mortgage-backed securities | $361,000 | 6,674 |
| Certificates of participation in pools of residential mortgages | $361,000 | 6,008 |
| Issued or guaranteed by U.S. | $361,000 | 5,995 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,523,000 | 4,529 |
| Available-for-sale securities (fair market value) | $1,248,000 | 8,669 |
| Total debt securities | $2,768,000 | 9,300 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $2,760,000 | 9,577 |
| U.S. Government securities | $2,332,000 | 9,292 |
| U.S. Treasury securities | $200,000 | 6,616 |
| U.S. Government agency obligations | $2,132,000 | 8,661 |
| Securities issued by states & political subdivisions | $425,000 | 6,740 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 8,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,050,000 | 7,052 |
| Mortgage-backed securities | $484,000 | 6,716 |
| Certificates of participation in pools of residential mortgages | $477,000 | 6,025 |
| Issued or guaranteed by U.S. | $477,000 | 6,010 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $7,000 | 4,824 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 4,541 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,059,000 | 4,708 |
| Available-for-sale securities (fair market value) | $701,000 | 9,009 |
| Total debt securities | $2,757,000 | 9,466 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,715,000 | 10,085 |
| U.S. Government securities | $2,160,000 | 9,956 |
| U.S. Treasury securities | $400,000 | 7,418 |
| U.S. Government agency obligations | $1,760,000 | 9,205 |
| Securities issued by states & political subdivisions | $465,000 | 6,805 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 6,514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $549,000 | 8,045 |
| Mortgage-backed securities | $712,000 | 6,678 |
| Certificates of participation in pools of residential mortgages | $676,000 | 5,858 |
| Issued or guaranteed by U.S. | $676,000 | 5,839 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $36,000 | 4,969 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 4,715 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,625,000 | 5,243 |
| Available-for-sale securities (fair market value) | $90,000 | 9,886 |
| Total debt securities | $2,625,000 | 10,011 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $2,783,000 | 10,625 |
| U.S. Government securities | $2,147,000 | 10,539 |
| U.S. Treasury securities | $1,049,000 | 7,056 |
| U.S. Government agency obligations | $1,098,000 | 10,091 |
| Securities issued by states & political subdivisions | $545,000 | 6,955 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $91,000 | 6,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $973,000 | 6,894 |
| Certificates of participation in pools of residential mortgages | $924,000 | 5,942 |
| Issued or guaranteed by U.S. | $924,000 | 5,927 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $49,000 | 5,396 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 5,125 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,692,000 | 5,837 |
| Available-for-sale securities (fair market value) | $91,000 | 10,243 |
| Total debt securities | $2,692,000 | 10,558 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,007,000 | 11,022 |
| U.S. Government securities | $2,389,000 | 10,916 |
| U.S. Treasury securities | $954,000 | 8,766 |
| U.S. Government agency obligations | $1,435,000 | 10,180 |
| Securities issued by states & political subdivisions | $325,000 | 7,796 |
| Other domestic debt securities | $203,000 | 3,996 |
| 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 | $203,000 | 3,122 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 6,331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 9,509 |
| Mortgage-backed securities | $1,335,000 | 6,901 |
| Certificates of participation in pools of residential mortgages | $1,188,000 | 5,833 |
| Issued or guaranteed by U.S. | $1,188,000 | 5,798 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $147,000 | 5,601 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 5,347 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,917,000 | 6,072 |
| Available-for-sale securities (fair market value) | $90,000 | 10,702 |
| Total debt securities | $2,917,000 | 10,952 |
| Structured notes | ||
| Amortized cost | $100,000 | 4,437 |
| Fair value | $99,000 | 4,492 |
| 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 | $3,712,000 | 11,372 |
| U.S. Government securities | $3,171,000 | 11,146 |
| U.S. Treasury securities | $1,208,000 | 9,302 |
| U.S. Government agency obligations | $1,963,000 | 9,988 |
| Securities issued by states & political subdivisions | $370,000 | 8,068 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $171,000 | 5,074 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $1,563,000 | 7,077 |
| Certificates of participation in pools of residential mortgages | $1,496,000 | 5,750 |
| Issued or guaranteed by U.S. | $1,496,000 | 5,724 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $67,000 | 6,312 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 5,952 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,541,000 | 8,933 |
| Available-for-sale securities (fair market value) | $171,000 | 10,576 |
| Total debt securities | $3,541,000 | 11,358 |
| 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 | $3,806,000 | 11,821 |
| U.S. Government securities | $3,013,000 | 11,640 |
| U.S. Treasury securities | $549,000 | 10,698 |
| U.S. Government agency obligations | $2,464,000 | 9,845 |
| Securities issued by states & political subdivisions | $474,000 | 7,979 |
| Other domestic debt securities | $226,000 | 5,161 |
| 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 | $226,000 | 4,043 |
| Foreign debt securities | NA | NA |
| Equity securities | $93,000 | 5,783 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $2,064,000 | 7,208 |
| Certificates of participation in pools of residential mortgages | $1,807,000 | 5,965 |
| Issued or guaranteed by U.S. | $1,807,000 | 5,914 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $257,000 | 6,200 |
| CMOs issued by government agencies or sponsored agencies | $257,000 | 5,927 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,713,000 | 11,724 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $3,298,000 | 12,442 |
| U.S. Government securities | $2,599,000 | 12,340 |
| U.S. Treasury securities | $350,000 | 11,624 |
| U.S. Government agency obligations | $2,249,000 | 10,272 |
| Securities issued by states & political subdivisions | $485,000 | 7,782 |
| Other domestic debt securities | $114,000 | 6,555 |
| Privately issued residential mortgage-backed securities | $12,000 | 4,025 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,000 | 5,118 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 5,128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 10,489 |
| Mortgage-backed securities | $1,361,000 | 8,428 |
| Certificates of participation in pools of residential mortgages | $1,092,000 | 7,355 |
| Issued or guaranteed by U.S. | $1,092,000 | 7,297 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $269,000 | 6,424 |
| CMOs issued by government agencies or sponsored agencies | $257,000 | 5,984 |
| Privately issued | $12,000 | 3,459 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,198,000 | 12,368 |
| 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 |