Home > Security Bank of the Ozarks > Securities
Security Bank of the Ozarks, Securities
| 2023-12-31 | Rank | |
| Total securities | $26,503,000 | 3,320 |
| U.S. Government securities | $6,152,000 | 3,884 |
| U.S. Treasury securities | $1,852,000 | 2,357 |
| U.S. Government agency obligations | $4,300,000 | 3,725 |
| Securities issued by states & political subdivisions | $20,000,000 | 1,778 |
| Other domestic debt securities | $351,000 | 2,204 |
| Privately issued residential mortgage-backed securities | $351,000 | 557 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,820,000 | 2,203 |
| Mortgage-backed securities | $3,248,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,243,000 | 3,162 |
| Privately issued | $351,000 | 168 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,654,000 | 1,986 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $26,503,000 | 3,065 |
| Total debt securities | $26,503,000 | 3,295 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $25,214,000 | 3,380 |
| U.S. Government securities | $6,410,000 | 3,885 |
| U.S. Treasury securities | $1,805,000 | 2,424 |
| U.S. Government agency obligations | $4,605,000 | 3,711 |
| Securities issued by states & political subdivisions | $18,804,000 | 1,822 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,055,000 | 2,235 |
| Mortgage-backed securities | $3,255,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,616,000 | 3,097 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,639,000 | 1,956 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $25,214,000 | 3,123 |
| Total debt securities | $25,214,000 | 3,356 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $26,132,000 | 3,399 |
| U.S. Government securities | $6,363,000 | 3,932 |
| U.S. Treasury securities | $1,809,000 | 2,445 |
| U.S. Government agency obligations | $4,554,000 | 3,759 |
| Securities issued by states & political subdivisions | $19,406,000 | 1,853 |
| Other domestic debt securities | $363,000 | 2,220 |
| Privately issued residential mortgage-backed securities | $363,000 | 543 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,086,000 | 2,291 |
| Mortgage-backed securities | $3,538,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,438,000 | 3,154 |
| Privately issued | $363,000 | 173 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,737,000 | 1,942 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $26,132,000 | 3,139 |
| Total debt securities | $26,132,000 | 3,377 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $28,132,000 | 3,409 |
| U.S. Government securities | $6,608,000 | 3,985 |
| U.S. Treasury securities | $1,832,000 | 2,523 |
| U.S. Government agency obligations | $4,776,000 | 3,756 |
| Securities issued by states & political subdivisions | $21,145,000 | 1,814 |
| Other domestic debt securities | $379,000 | 2,273 |
| Privately issued residential mortgage-backed securities | $379,000 | 567 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,330,000 | 2,244 |
| Mortgage-backed securities | $3,759,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,543,000 | 3,178 |
| Privately issued | $379,000 | 184 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,837,000 | 1,958 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $28,132,000 | 3,142 |
| Total debt securities | $28,132,000 | 3,382 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $31,449,000 | 3,324 |
| U.S. Government securities | $7,002,000 | 3,979 |
| U.S. Treasury securities | $1,794,000 | 2,561 |
| U.S. Government agency obligations | $5,208,000 | 3,712 |
| Securities issued by states & political subdivisions | $24,447,000 | 1,730 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,085,000 | 1,886 |
| Mortgage-backed securities | $3,822,000 | 3,239 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,980,000 | 3,115 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,842,000 | 1,972 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $31,449,000 | 3,057 |
| Total debt securities | $31,449,000 | 3,301 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $32,629,000 | 3,291 |
| U.S. Government securities | $6,800,000 | 4,014 |
| U.S. Treasury securities | $1,771,000 | 2,590 |
| U.S. Government agency obligations | $5,029,000 | 3,756 |
| Securities issued by states & political subdivisions | $25,455,000 | 1,672 |
| Other domestic debt securities | $374,000 | 2,268 |
| Privately issued residential mortgage-backed securities | $374,000 | 574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,735,000 | 1,962 |
| Mortgage-backed securities | $4,014,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,685,000 | 3,195 |
| Privately issued | $374,000 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,955,000 | 1,953 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $32,629,000 | 3,038 |
| Total debt securities | $32,629,000 | 3,265 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $29,153,000 | 3,435 |
| U.S. Government securities | $6,813,000 | 4,019 |
| U.S. Treasury securities | $1,919,000 | 2,506 |
| U.S. Government agency obligations | $4,894,000 | 3,800 |
| Securities issued by states & political subdivisions | $21,938,000 | 1,884 |
| Other domestic debt securities | $402,000 | 2,124 |
| Privately issued residential mortgage-backed securities | $402,000 | 582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,162,000 | 2,104 |
| Mortgage-backed securities | $4,350,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $2,262,000 | 3,196 |
| Issued or guaranteed by U.S. | $1,860,000 | 3,187 |
| Privately issued | $402,000 | 188 |
| Collaterized mortgage obligations | $2,088,000 | 2,023 |
| CMOs issued by government agencies or sponsored agencies | $2,088,000 | 1,950 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $29,153,000 | 3,186 |
| Total debt securities | $29,153,000 | 3,413 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $25,526,000 | 3,514 |
| U.S. Government securities | $6,292,000 | 3,982 |
| U.S. Treasury securities | $1,960,000 | 2,255 |
| U.S. Government agency obligations | $4,332,000 | 3,834 |
| Securities issued by states & political subdivisions | $18,788,000 | 2,061 |
| Other domestic debt securities | $446,000 | 2,102 |
| Privately issued residential mortgage-backed securities | $446,000 | 556 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,540,000 | 2,200 |
| Mortgage-backed securities | $4,303,000 | 3,261 |
| Certificates of participation in pools of residential mortgages | $1,988,000 | 3,263 |
| Issued or guaranteed by U.S. | $1,542,000 | 3,274 |
| Privately issued | $446,000 | 188 |
| Collaterized mortgage obligations | $2,315,000 | 1,977 |
| CMOs issued by government agencies or sponsored agencies | $2,315,000 | 1,914 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $25,526,000 | 3,292 |
| Total debt securities | $25,526,000 | 3,493 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $25,979,000 | 3,416 |
| U.S. Government securities | $4,826,000 | 4,013 |
| U.S. Treasury securities | $1,076,000 | 1,929 |
| U.S. Government agency obligations | $3,750,000 | 3,883 |
| Securities issued by states & political subdivisions | $20,661,000 | 2,018 |
| Other domestic debt securities | $492,000 | 2,052 |
| Privately issued residential mortgage-backed securities | $492,000 | 513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,049,000 | 2,176 |
| Mortgage-backed securities | $3,744,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | $2,246,000 | 3,222 |
| Issued or guaranteed by U.S. | $1,754,000 | 3,223 |
| Privately issued | $492,000 | 193 |
| Collaterized mortgage obligations | $1,498,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $1,498,000 | 2,096 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $25,979,000 | 3,219 |
| Total debt securities | $25,979,000 | 3,396 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $19,957,000 | 3,645 |
| U.S. Government securities | $2,080,000 | 4,294 |
| U.S. Treasury securities | $102,000 | 1,992 |
| U.S. Government agency obligations | $1,978,000 | 4,141 |
| Securities issued by states & political subdivisions | $17,877,000 | 2,140 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,350,000 | 2,243 |
| Mortgage-backed securities | $1,978,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $1,974,000 | 3,313 |
| Issued or guaranteed by U.S. | $1,974,000 | 3,223 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,828 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $19,957,000 | 3,429 |
| Total debt securities | $19,957,000 | 3,625 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $18,175,000 | 3,698 |
| U.S. Government securities | $2,305,000 | 4,290 |
| U.S. Treasury securities | $102,000 | 1,897 |
| U.S. Government agency obligations | $2,203,000 | 4,134 |
| Securities issued by states & political subdivisions | $15,869,000 | 2,229 |
| Other domestic debt securities | $1,000 | 2,196 |
| Privately issued residential mortgage-backed securities | $1,000 | 672 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,866,000 | 2,332 |
| Mortgage-backed securities | $2,204,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | $2,197,000 | 3,266 |
| Issued or guaranteed by U.S. | $2,196,000 | 3,167 |
| Privately issued | $1,000 | 246 |
| Collaterized mortgage obligations | $7,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,815 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,000 | 1,671 |
| Available-for-sale securities (fair market value) | $18,174,000 | 3,477 |
| Total debt securities | $18,175,000 | 3,674 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $16,570,000 | 3,704 |
| U.S. Government securities | $2,557,000 | 4,208 |
| U.S. Treasury securities | $102,000 | 1,615 |
| U.S. Government agency obligations | $2,455,000 | 4,073 |
| Securities issued by states & political subdivisions | $14,012,000 | 2,300 |
| Other domestic debt securities | $1,000 | 2,188 |
| Privately issued residential mortgage-backed securities | $1,000 | 678 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,743,000 | 2,319 |
| Mortgage-backed securities | $2,456,000 | 3,498 |
| Certificates of participation in pools of residential mortgages | $2,450,000 | 3,164 |
| Issued or guaranteed by U.S. | $2,449,000 | 3,072 |
| Privately issued | $1,000 | 259 |
| Collaterized mortgage obligations | $6,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,789 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,000 | 1,673 |
| Available-for-sale securities (fair market value) | $16,569,000 | 3,480 |
| Total debt securities | $16,570,000 | 3,679 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $16,575,000 | 3,616 |
| U.S. Government securities | $2,829,000 | 4,092 |
| U.S. Treasury securities | $103,000 | 1,177 |
| U.S. Government agency obligations | $2,726,000 | 3,971 |
| Securities issued by states & political subdivisions | $13,745,000 | 2,285 |
| Other domestic debt securities | $1,000 | 2,135 |
| Privately issued residential mortgage-backed securities | $1,000 | 663 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,160,000 | 2,344 |
| Mortgage-backed securities | $2,727,000 | 3,459 |
| Certificates of participation in pools of residential mortgages | $2,719,000 | 3,071 |
| Issued or guaranteed by U.S. | $2,718,000 | 2,993 |
| Privately issued | $1,000 | 244 |
| Collaterized mortgage obligations | $8,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,786 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,000 | 1,668 |
| Available-for-sale securities (fair market value) | $16,574,000 | 3,401 |
| Total debt securities | $16,575,000 | 3,593 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $16,346,000 | 3,566 |
| U.S. Government securities | $3,084,000 | 4,072 |
| U.S. Treasury securities | $103,000 | 1,194 |
| U.S. Government agency obligations | $2,981,000 | 3,934 |
| Securities issued by states & political subdivisions | $13,261,000 | 2,222 |
| Other domestic debt securities | $1,000 | 2,114 |
| Privately issued residential mortgage-backed securities | $1,000 | 665 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,694,000 | 2,525 |
| Mortgage-backed securities | $2,982,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | $2,973,000 | 3,014 |
| Issued or guaranteed by U.S. | $2,972,000 | 2,927 |
| Privately issued | $1,000 | 249 |
| Collaterized mortgage obligations | $9,000 | 2,846 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,788 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,000 | 1,671 |
| Available-for-sale securities (fair market value) | $16,345,000 | 3,343 |
| Total debt securities | $16,346,000 | 3,543 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $11,149,000 | 3,906 |
| U.S. Government securities | $3,411,000 | 4,058 |
| U.S. Treasury securities | $104,000 | 1,236 |
| U.S. Government agency obligations | $3,307,000 | 3,909 |
| Securities issued by states & political subdivisions | $7,737,000 | 2,680 |
| Other domestic debt securities | $1,000 | 2,058 |
| Privately issued residential mortgage-backed securities | $1,000 | 653 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,089,000 | 2,596 |
| Mortgage-backed securities | $3,308,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $3,299,000 | 2,949 |
| Issued or guaranteed by U.S. | $3,298,000 | 2,869 |
| Privately issued | $1,000 | 249 |
| Collaterized mortgage obligations | $9,000 | 2,845 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,792 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,000 | 1,685 |
| Available-for-sale securities (fair market value) | $11,148,000 | 3,667 |
| Total debt securities | $11,149,000 | 3,883 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $10,250,000 | 4,008 |
| U.S. Government securities | $3,355,000 | 4,115 |
| U.S. Treasury securities | $104,000 | 1,280 |
| U.S. Government agency obligations | $3,251,000 | 3,974 |
| Securities issued by states & political subdivisions | $6,894,000 | 2,696 |
| Other domestic debt securities | $1,000 | 1,996 |
| Privately issued residential mortgage-backed securities | $1,000 | 673 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,192,000 | 2,533 |
| Mortgage-backed securities | $3,252,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $3,243,000 | 2,968 |
| Issued or guaranteed by U.S. | $3,242,000 | 2,877 |
| Privately issued | $1,000 | 265 |
| Collaterized mortgage obligations | $9,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,789 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,000 | 1,700 |
| Available-for-sale securities (fair market value) | $10,249,000 | 3,753 |
| Total debt securities | $10,249,000 | 3,983 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $10,980,000 | 3,995 |
| U.S. Government securities | $3,512,000 | 4,179 |
| U.S. Treasury securities | $100,000 | 1,347 |
| U.S. Government agency obligations | $3,412,000 | 4,034 |
| Securities issued by states & political subdivisions | $7,467,000 | 2,620 |
| Other domestic debt securities | $1,000 | 1,969 |
| Privately issued residential mortgage-backed securities | $1,000 | 646 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,979,000 | 2,497 |
| Mortgage-backed securities | $3,413,000 | 3,363 |
| Certificates of participation in pools of residential mortgages | $3,403,000 | 2,899 |
| Issued or guaranteed by U.S. | $3,402,000 | 2,810 |
| Privately issued | $1,000 | 245 |
| Collaterized mortgage obligations | $10,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,805 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,000 | 1,747 |
| Available-for-sale securities (fair market value) | $10,979,000 | 3,746 |
| Total debt securities | $10,980,000 | 3,969 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $11,537,000 | 4,005 |
| U.S. Government securities | $4,043,000 | 4,176 |
| U.S. Treasury securities | $101,000 | 1,410 |
| U.S. Government agency obligations | $3,942,000 | 4,030 |
| Securities issued by states & political subdivisions | $7,493,000 | 2,628 |
| Other domestic debt securities | $1,000 | 2,022 |
| Privately issued residential mortgage-backed securities | $1,000 | 691 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,755,000 | 2,564 |
| Mortgage-backed securities | $3,641,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $3,631,000 | 2,843 |
| Issued or guaranteed by U.S. | $3,630,000 | 2,756 |
| Privately issued | $1,000 | 282 |
| Collaterized mortgage obligations | $10,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,829 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $1,000 | 1,822 |
| Available-for-sale securities (fair market value) | $11,536,000 | 3,748 |
| Total debt securities | $11,537,000 | 3,982 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $11,760,000 | 4,048 |
| U.S. Government securities | $4,303,000 | 4,210 |
| U.S. Treasury securities | $101,000 | 1,447 |
| U.S. Government agency obligations | $4,202,000 | 4,061 |
| Securities issued by states & political subdivisions | $7,456,000 | 2,693 |
| Other domestic debt securities | $1,000 | 2,009 |
| Privately issued residential mortgage-backed securities | $1,000 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,981,000 | 2,599 |
| Mortgage-backed securities | $3,899,000 | 3,293 |
| Certificates of participation in pools of residential mortgages | $3,855,000 | 2,818 |
| Issued or guaranteed by U.S. | $3,854,000 | 2,739 |
| Privately issued | $1,000 | 241 |
| Collaterized mortgage obligations | $44,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 2,790 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,000 | 1,867 |
| Available-for-sale securities (fair market value) | $11,759,000 | 3,779 |
| Total debt securities | $11,759,000 | 4,025 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $11,154,000 | 4,162 |
| U.S. Government securities | $4,542,000 | 4,230 |
| U.S. Treasury securities | $99,000 | 1,504 |
| U.S. Government agency obligations | $4,443,000 | 4,081 |
| Securities issued by states & political subdivisions | $6,611,000 | 2,870 |
| Other domestic debt securities | $1,000 | 2,020 |
| Privately issued residential mortgage-backed securities | $1,000 | 687 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,153,000 | 2,610 |
| Mortgage-backed securities | $4,138,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $4,049,000 | 2,804 |
| Issued or guaranteed by U.S. | $4,048,000 | 2,724 |
| Privately issued | $1,000 | 243 |
| Collaterized mortgage obligations | $89,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 2,780 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,000 | 1,897 |
| Available-for-sale securities (fair market value) | $11,153,000 | 3,890 |
| Total debt securities | $11,153,000 | 4,143 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $11,424,000 | 4,178 |
| U.S. Government securities | $4,687,000 | 4,240 |
| U.S. Treasury securities | $97,000 | 1,505 |
| U.S. Government agency obligations | $4,590,000 | 4,101 |
| Securities issued by states & political subdivisions | $6,637,000 | 2,917 |
| Other domestic debt securities | $100,000 | 1,937 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $100,000 | 1,509 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,223,000 | 2,630 |
| Mortgage-backed securities | $4,283,000 | 3,270 |
| Certificates of participation in pools of residential mortgages | $4,189,000 | 2,782 |
| Issued or guaranteed by U.S. | $4,189,000 | 2,731 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $94,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 2,789 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $1,000 | 1,947 |
| Available-for-sale securities (fair market value) | $11,423,000 | 3,909 |
| Total debt securities | $11,424,000 | 4,154 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $11,712,000 | 4,211 |
| U.S. Government securities | $4,949,000 | 4,265 |
| U.S. Treasury securities | $96,000 | 1,492 |
| U.S. Government agency obligations | $4,853,000 | 4,135 |
| Securities issued by states & political subdivisions | $6,661,000 | 2,948 |
| Other domestic debt securities | $102,000 | 1,914 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $102,000 | 1,519 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,608,000 | 2,579 |
| Mortgage-backed securities | $4,545,000 | 3,257 |
| Certificates of participation in pools of residential mortgages | $4,446,000 | 2,765 |
| Issued or guaranteed by U.S. | $4,446,000 | 2,747 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $99,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 2,791 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $2,000 | 1,973 |
| Available-for-sale securities (fair market value) | $11,710,000 | 3,938 |
| Total debt securities | $11,711,000 | 4,190 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $12,100,000 | 4,231 |
| U.S. Government securities | $5,246,000 | 4,259 |
| U.S. Treasury securities | $96,000 | 1,466 |
| U.S. Government agency obligations | $5,150,000 | 4,124 |
| Securities issued by states & political subdivisions | $6,746,000 | 2,993 |
| Other domestic debt securities | $108,000 | 2,110 |
| Privately issued residential mortgage-backed securities | $2,000 | 902 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $106,000 | 1,523 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,513,000 | 2,633 |
| Mortgage-backed securities | $4,842,000 | 3,257 |
| Certificates of participation in pools of residential mortgages | $4,737,000 | 2,765 |
| Issued or guaranteed by U.S. | $4,735,000 | 2,633 |
| Privately issued | $2,000 | 442 |
| Collaterized mortgage obligations | $105,000 | 2,875 |
| CMOs issued by government agencies or sponsored agencies | $105,000 | 2,806 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $2,000 | 2,003 |
| Available-for-sale securities (fair market value) | $12,098,000 | 3,954 |
| Total debt securities | $12,100,000 | 4,207 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $12,410,000 | 4,246 |
| U.S. Government securities | $5,568,000 | 4,272 |
| U.S. Treasury securities | $97,000 | 1,414 |
| U.S. Government agency obligations | $5,471,000 | 4,147 |
| Securities issued by states & political subdivisions | $6,739,000 | 3,029 |
| Other domestic debt securities | $103,000 | 1,938 |
| 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 | $103,000 | 1,569 |
| 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 | $11,285,000 | 2,690 |
| Mortgage-backed securities | $5,157,000 | 3,231 |
| Certificates of participation in pools of residential mortgages | $5,047,000 | 2,762 |
| Issued or guaranteed by U.S. | $5,047,000 | 2,758 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $110,000 | 2,872 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 2,803 |
| 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) | $2,000 | 2,035 |
| Available-for-sale securities (fair market value) | $12,408,000 | 3,963 |
| Total debt securities | $12,408,000 | 4,222 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $11,892,000 | 4,338 |
| U.S. Government securities | $5,730,000 | 4,300 |
| U.S. Treasury securities | $98,000 | 1,318 |
| U.S. Government agency obligations | $5,632,000 | 4,182 |
| Securities issued by states & political subdivisions | $6,058,000 | 3,218 |
| Other domestic debt securities | $104,000 | 1,944 |
| 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 | $104,000 | 1,583 |
| 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 | $10,391,000 | 2,813 |
| Mortgage-backed securities | $5,314,000 | 3,233 |
| Certificates of participation in pools of residential mortgages | $5,197,000 | 2,760 |
| Issued or guaranteed by U.S. | $5,197,000 | 2,757 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $117,000 | 2,870 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 2,798 |
| 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) | $2,000 | 2,070 |
| Available-for-sale securities (fair market value) | $11,890,000 | 4,054 |
| Total debt securities | $11,887,000 | 4,316 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $12,354,000 | 4,344 |
| U.S. Government securities | $6,130,000 | 4,308 |
| U.S. Treasury securities | $100,000 | 1,291 |
| U.S. Government agency obligations | $6,030,000 | 4,185 |
| Securities issued by states & political subdivisions | $6,117,000 | 3,237 |
| Other domestic debt securities | $107,000 | 1,966 |
| 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 | $107,000 | 1,618 |
| 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 | $9,513,000 | 2,948 |
| Mortgage-backed securities | $5,708,000 | 3,218 |
| Certificates of participation in pools of residential mortgages | $5,583,000 | 2,741 |
| Issued or guaranteed by U.S. | $5,583,000 | 2,739 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $125,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $125,000 | 2,819 |
| 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) | $2,000 | 2,125 |
| Available-for-sale securities (fair market value) | $12,352,000 | 4,055 |
| Total debt securities | $12,355,000 | 4,318 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $10,591,000 | 4,565 |
| U.S. Government securities | $6,492,000 | 4,296 |
| U.S. Treasury securities | $100,000 | 1,329 |
| U.S. Government agency obligations | $6,392,000 | 4,189 |
| Securities issued by states & political subdivisions | $3,990,000 | 3,645 |
| Other domestic debt securities | $109,000 | 2,005 |
| 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 | $109,000 | 1,649 |
| 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 | $9,683,000 | 2,960 |
| Mortgage-backed securities | $6,067,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $5,935,000 | 2,726 |
| Issued or guaranteed by U.S. | $5,935,000 | 2,725 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $132,000 | 2,918 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 2,838 |
| 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) | $2,000 | 2,156 |
| Available-for-sale securities (fair market value) | $10,589,000 | 4,266 |
| Total debt securities | $10,592,000 | 4,541 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $9,368,000 | 4,716 |
| U.S. Government securities | $6,820,000 | 4,303 |
| U.S. Treasury securities | $99,000 | 1,376 |
| U.S. Government agency obligations | $6,721,000 | 4,176 |
| Securities issued by states & political subdivisions | $2,439,000 | 4,013 |
| Other domestic debt securities | $109,000 | 2,060 |
| 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 | $109,000 | 1,685 |
| 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 | $9,158,000 | 3,063 |
| Mortgage-backed securities | $6,394,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $6,256,000 | 2,714 |
| Issued or guaranteed by U.S. | $6,256,000 | 2,712 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $138,000 | 2,959 |
| CMOs issued by government agencies or sponsored agencies | $138,000 | 2,878 |
| 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) | $2,000 | 2,195 |
| Available-for-sale securities (fair market value) | $9,366,000 | 4,411 |
| Total debt securities | $9,368,000 | 4,692 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $9,276,000 | 4,743 |
| U.S. Government securities | $7,142,000 | 4,235 |
| U.S. Treasury securities | $98,000 | 1,353 |
| U.S. Government agency obligations | $7,044,000 | 4,121 |
| Securities issued by states & political subdivisions | $2,025,000 | 4,143 |
| Other domestic debt securities | $109,000 | 2,078 |
| 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 | $109,000 | 1,697 |
| 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 | $9,110,000 | 3,073 |
| Mortgage-backed securities | $6,716,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $6,572,000 | 2,697 |
| Issued or guaranteed by U.S. | $6,572,000 | 2,692 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $144,000 | 2,960 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 2,866 |
| 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) | $2,000 | 2,220 |
| Available-for-sale securities (fair market value) | $9,274,000 | 4,425 |
| Total debt securities | $9,278,000 | 4,718 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $9,149,000 | 4,782 |
| U.S. Government securities | $6,938,000 | 4,309 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,938,000 | 4,189 |
| Securities issued by states & political subdivisions | $2,099,000 | 4,137 |
| Other domestic debt securities | $112,000 | 2,086 |
| 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 | $112,000 | 1,702 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,489,000 | 3,193 |
| Mortgage-backed securities | $6,602,000 | 3,200 |
| Certificates of participation in pools of residential mortgages | $6,451,000 | 2,723 |
| Issued or guaranteed by U.S. | $6,451,000 | 2,720 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $151,000 | 2,989 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 2,897 |
| 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) | $2,000 | 2,246 |
| Available-for-sale securities (fair market value) | $9,147,000 | 4,445 |
| Total debt securities | $9,150,000 | 4,755 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $8,079,000 | 4,956 |
| U.S. Government securities | $5,753,000 | 4,592 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $5,753,000 | 4,466 |
| Securities issued by states & political subdivisions | $2,213,000 | 4,141 |
| Other domestic debt securities | $113,000 | 2,123 |
| 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 | $113,000 | 1,717 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,943,000 | 3,329 |
| Mortgage-backed securities | $5,013,000 | 3,478 |
| Certificates of participation in pools of residential mortgages | $4,853,000 | 3,065 |
| Issued or guaranteed by U.S. | $4,853,000 | 3,062 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $160,000 | 3,018 |
| CMOs issued by government agencies or sponsored agencies | $160,000 | 2,919 |
| 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) | $3,000 | 2,292 |
| Available-for-sale securities (fair market value) | $8,076,000 | 4,614 |
| Total debt securities | $8,080,000 | 4,932 |
| Structured notes | ||
| Amortized cost | $399,000 | 1,083 |
| Fair value | $400,000 | 1,082 |
| 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 | $7,458,000 | 5,098 |
| U.S. Government securities | $5,183,000 | 4,752 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,183,000 | 4,637 |
| Securities issued by states & political subdivisions | $2,162,000 | 4,176 |
| Other domestic debt securities | $113,000 | 2,146 |
| 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 | $113,000 | 1,735 |
| 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 | $6,086,000 | 3,678 |
| Mortgage-backed securities | $3,713,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $3,547,000 | 3,349 |
| Issued or guaranteed by U.S. | $3,547,000 | 3,348 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $166,000 | 3,034 |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 2,941 |
| 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) | $7,458,000 | 4,755 |
| Total debt securities | $7,459,000 | 5,077 |
| Structured notes | ||
| Amortized cost | $899,000 | 1,029 |
| Fair value | $899,000 | 1,029 |
| 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 | $6,116,000 | 5,282 |
| U.S. Government securities | $3,672,000 | 5,083 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,672,000 | 4,969 |
| Securities issued by states & political subdivisions | $2,332,000 | 4,166 |
| Other domestic debt securities | $112,000 | 2,137 |
| 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 | $112,000 | 1,727 |
| 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 | $5,333,000 | 3,848 |
| Mortgage-backed securities | $2,208,000 | 4,072 |
| Certificates of participation in pools of residential mortgages | $2,035,000 | 3,776 |
| Issued or guaranteed by U.S. | $2,035,000 | 3,773 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $173,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 2,969 |
| 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) | $6,116,000 | 4,934 |
| Total debt securities | $6,115,000 | 5,263 |
| Structured notes | ||
| Amortized cost | $899,000 | 1,147 |
| Fair value | $895,000 | 1,145 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $5,714,000 | 5,423 |
| U.S. Government securities | $3,205,000 | 5,261 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,205,000 | 5,156 |
| Securities issued by states & political subdivisions | $2,393,000 | 4,194 |
| Other domestic debt securities | $116,000 | 2,177 |
| 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 | $116,000 | 1,747 |
| 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 | $5,598,000 | 3,856 |
| Mortgage-backed securities | $1,634,000 | 4,275 |
| Certificates of participation in pools of residential mortgages | $1,451,000 | 4,019 |
| Issued or guaranteed by U.S. | $1,451,000 | 4,014 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $183,000 | 3,104 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 3,013 |
| 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) | $5,714,000 | 5,061 |
| Total debt securities | $5,714,000 | 5,401 |
| Structured notes | ||
| Amortized cost | $992,000 | 1,271 |
| Fair value | $996,000 | 1,226 |
| 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 | $6,299,000 | 5,453 |
| U.S. Government securities | $3,289,000 | 5,343 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,289,000 | 5,236 |
| Securities issued by states & political subdivisions | $2,893,000 | 4,087 |
| Other domestic debt securities | $117,000 | 2,199 |
| 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 | $117,000 | 1,769 |
| 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 | $5,734,000 | 3,882 |
| Mortgage-backed securities | $1,739,000 | 4,331 |
| Certificates of participation in pools of residential mortgages | $1,547,000 | 4,074 |
| Issued or guaranteed by U.S. | $1,547,000 | 4,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $192,000 | 3,138 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 3,044 |
| 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) | $6,299,000 | 5,078 |
| Total debt securities | $6,298,000 | 5,434 |
| Structured notes | ||
| Amortized cost | $992,000 | 1,411 |
| Fair value | $979,000 | 1,392 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $5,721,000 | 5,576 |
| U.S. Government securities | $2,661,000 | 5,527 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,661,000 | 5,435 |
| Securities issued by states & political subdivisions | $2,940,000 | 4,085 |
| Other domestic debt securities | $120,000 | 2,259 |
| 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 | $120,000 | 1,800 |
| 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 | $5,602,000 | 3,945 |
| Mortgage-backed securities | $889,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $685,000 | 4,473 |
| Issued or guaranteed by U.S. | $685,000 | 4,468 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $204,000 | 3,159 |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 3,060 |
| 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) | $5,721,000 | 5,198 |
| Total debt securities | $5,721,000 | 5,553 |
| Structured notes | ||
| Amortized cost | $1,192,000 | 1,307 |
| Fair value | $1,194,000 | 1,305 |
| 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 | $5,628,000 | 5,684 |
| U.S. Government securities | $2,139,000 | 5,719 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,139,000 | 5,623 |
| Securities issued by states & political subdivisions | $3,369,000 | 4,015 |
| Other domestic debt securities | $120,000 | 2,278 |
| 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 | $120,000 | 1,816 |
| 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 | $5,508,000 | 4,009 |
| Mortgage-backed securities | $494,000 | 4,883 |
| Certificates of participation in pools of residential mortgages | $494,000 | 4,645 |
| Issued or guaranteed by U.S. | $494,000 | 4,640 |
| 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) | $5,628,000 | 5,309 |
| Total debt securities | $5,628,000 | 5,665 |
| Structured notes | ||
| Amortized cost | $1,091,000 | 1,399 |
| Fair value | $1,078,000 | 1,405 |
| 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 | $6,152,000 | 5,703 |
| U.S. Government securities | $1,949,000 | 5,853 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,949,000 | 5,763 |
| Securities issued by states & political subdivisions | $4,078,000 | 3,894 |
| Other domestic debt securities | $125,000 | 2,342 |
| 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 | $125,000 | 1,847 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,027,000 | 3,957 |
| Mortgage-backed securities | $517,000 | 4,963 |
| Certificates of participation in pools of residential mortgages | $517,000 | 4,720 |
| Issued or guaranteed by U.S. | $517,000 | 4,716 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $6,152,000 | 5,324 |
| Total debt securities | $6,151,000 | 5,680 |
| Structured notes | ||
| Amortized cost | $891,000 | 1,724 |
| Fair value | $864,000 | 1,729 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $6,169,000 | 5,759 |
| U.S. Government securities | $1,975,000 | 5,924 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,975,000 | 5,824 |
| Securities issued by states & political subdivisions | $4,069,000 | 3,927 |
| Other domestic debt securities | $125,000 | 2,403 |
| 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 | $125,000 | 1,911 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,044,000 | 3,978 |
| Mortgage-backed securities | $546,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $546,000 | 4,748 |
| Issued or guaranteed by U.S. | $546,000 | 4,746 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $6,169,000 | 5,364 |
| Total debt securities | $6,170,000 | 5,738 |
| Structured notes | ||
| Amortized cost | $890,000 | 1,762 |
| Fair value | $858,000 | 1,767 |
| 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 | $6,248,000 | 5,807 |
| U.S. Government securities | $1,966,000 | 5,970 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,966,000 | 5,880 |
| Securities issued by states & political subdivisions | $4,153,000 | 3,939 |
| Other domestic debt securities | $129,000 | 2,464 |
| 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 | $129,000 | 1,960 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,966,000 | 4,022 |
| Mortgage-backed securities | $568,000 | 5,032 |
| Certificates of participation in pools of residential mortgages | $568,000 | 4,782 |
| Issued or guaranteed by U.S. | $568,000 | 4,778 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $6,248,000 | 5,418 |
| Total debt securities | $6,248,000 | 5,779 |
| Structured notes | ||
| Amortized cost | $890,000 | 1,795 |
| Fair value | $839,000 | 1,803 |
| 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 | $6,888,000 | 5,774 |
| U.S. Government securities | $1,961,000 | 6,026 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,961,000 | 5,926 |
| Securities issued by states & political subdivisions | $4,802,000 | 3,810 |
| Other domestic debt securities | $125,000 | 2,523 |
| 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 | $125,000 | 2,005 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,605,000 | 3,897 |
| Mortgage-backed securities | $587,000 | 5,068 |
| Certificates of participation in pools of residential mortgages | $587,000 | 4,804 |
| Issued or guaranteed by U.S. | $587,000 | 4,800 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $6,888,000 | 5,383 |
| Total debt securities | $6,888,000 | 5,750 |
| Structured notes | ||
| Amortized cost | $890,000 | 1,793 |
| Fair value | $821,000 | 1,807 |
| 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 | $6,995,000 | 5,828 |
| U.S. Government securities | $1,906,000 | 6,119 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,906,000 | 6,020 |
| Securities issued by states & political subdivisions | $4,958,000 | 3,783 |
| Other domestic debt securities | $131,000 | 2,582 |
| 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 | $131,000 | 2,045 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,536,000 | 3,920 |
| Mortgage-backed securities | $491,000 | 5,139 |
| Certificates of participation in pools of residential mortgages | $491,000 | 4,881 |
| Issued or guaranteed by U.S. | $491,000 | 4,876 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $6,995,000 | 5,443 |
| Total debt securities | $6,995,000 | 5,805 |
| Structured notes | ||
| Amortized cost | $889,000 | 1,791 |
| Fair value | $847,000 | 1,794 |
| 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 | $7,052,000 | 5,832 |
| U.S. Government securities | $1,225,000 | 6,239 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,225,000 | 6,138 |
| Securities issued by states & political subdivisions | $5,460,000 | 3,692 |
| Other domestic debt securities | $367,000 | 2,447 |
| 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 | $367,000 | 1,947 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,715,000 | 3,879 |
| Mortgage-backed securities | $26,000 | 5,517 |
| Certificates of participation in pools of residential mortgages | $26,000 | 5,319 |
| Issued or guaranteed by U.S. | $26,000 | 5,311 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $7,052,000 | 5,458 |
| Total debt securities | $7,051,000 | 5,803 |
| Structured notes | ||
| Amortized cost | $799,000 | 1,782 |
| Fair value | $758,000 | 1,786 |
| 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 | $7,211,000 | 5,859 |
| U.S. Government securities | $1,199,000 | 6,300 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,199,000 | 6,190 |
| Securities issued by states & political subdivisions | $5,628,000 | 3,648 |
| Other domestic debt securities | $384,000 | 2,428 |
| 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 | $384,000 | 1,918 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,222,000 | 4,020 |
| Mortgage-backed securities | $29,000 | 5,568 |
| Certificates of participation in pools of residential mortgages | $29,000 | 5,360 |
| Issued or guaranteed by U.S. | $29,000 | 5,354 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $7,211,000 | 5,499 |
| Total debt securities | $7,210,000 | 5,824 |
| Structured notes | ||
| Amortized cost | $699,000 | 1,866 |
| Fair value | $704,000 | 1,862 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $8,135,000 | 5,779 |
| U.S. Government securities | $1,105,000 | 6,365 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,105,000 | 6,259 |
| Securities issued by states & political subdivisions | $6,653,000 | 3,413 |
| Other domestic debt securities | $377,000 | 2,428 |
| 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 | $377,000 | 1,887 |
| 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 | $7,553,000 | 3,725 |
| Mortgage-backed securities | $30,000 | 5,612 |
| Certificates of participation in pools of residential mortgages | $30,000 | 5,390 |
| Issued or guaranteed by U.S. | $30,000 | 5,385 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $8,135,000 | 5,405 |
| Total debt securities | $8,136,000 | 5,749 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,905 |
| Fair value | $707,000 | 1,906 |
| 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 | $9,198,000 | 5,723 |
| U.S. Government securities | $1,108,000 | 6,485 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,108,000 | 6,389 |
| Securities issued by states & political subdivisions | $7,709,000 | 3,185 |
| Other domestic debt securities | $381,000 | 2,499 |
| 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 | $381,000 | 1,952 |
| 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 | $7,785,000 | 3,729 |
| Mortgage-backed securities | $31,000 | 5,706 |
| Certificates of participation in pools of residential mortgages | $31,000 | 5,492 |
| Issued or guaranteed by U.S. | $31,000 | 5,483 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $9,198,000 | 5,342 |
| Total debt securities | $9,197,000 | 5,695 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,079 |
| Fair value | $708,000 | 2,076 |
| 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 | $9,697,000 | 5,729 |
| U.S. Government securities | $1,613,000 | 6,461 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,613,000 | 6,361 |
| Securities issued by states & political subdivisions | $7,720,000 | 3,128 |
| Other domestic debt securities | $364,000 | 2,497 |
| 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 | $364,000 | 1,946 |
| 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 | $8,604,000 | 3,611 |
| Mortgage-backed securities | $34,000 | 5,743 |
| Certificates of participation in pools of residential mortgages | $34,000 | 5,527 |
| Issued or guaranteed by U.S. | $34,000 | 5,518 |
| 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) | $600,000 | 2,120 |
| Available-for-sale securities (fair market value) | $9,097,000 | 5,419 |
| Total debt securities | $9,697,000 | 5,699 |
| Structured notes | ||
| Amortized cost | $1,199,000 | 1,894 |
| Fair value | $1,210,000 | 1,887 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $9,393,000 | 5,821 |
| U.S. Government securities | $1,584,000 | 6,544 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,584,000 | 6,448 |
| Securities issued by states & political subdivisions | $7,435,000 | 3,087 |
| Other domestic debt securities | $374,000 | 2,478 |
| 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 | $374,000 | 1,942 |
| 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 | $7,840,000 | 3,787 |
| Mortgage-backed securities | $37,000 | 5,779 |
| Certificates of participation in pools of residential mortgages | $37,000 | 5,557 |
| Issued or guaranteed by U.S. | $37,000 | 5,549 |
| 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) | $600,000 | 2,163 |
| Available-for-sale securities (fair market value) | $8,793,000 | 5,485 |
| Total debt securities | $9,393,000 | 5,793 |
| Structured notes | ||
| Amortized cost | $1,199,000 | 2,102 |
| Fair value | $1,193,000 | 2,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $9,208,000 | 5,831 |
| U.S. Government securities | $1,305,000 | 6,626 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,305,000 | 6,535 |
| Securities issued by states & political subdivisions | $7,566,000 | 3,030 |
| Other domestic debt securities | $337,000 | 2,494 |
| 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 | $337,000 | 1,877 |
| 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 | $7,852,000 | 3,592 |
| Mortgage-backed securities | $39,000 | 5,785 |
| Certificates of participation in pools of residential mortgages | $39,000 | 5,543 |
| Issued or guaranteed by U.S. | $39,000 | 5,530 |
| 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) | $600,000 | 2,254 |
| Available-for-sale securities (fair market value) | $8,608,000 | 5,484 |
| Total debt securities | $9,208,000 | 5,799 |
| Structured notes | ||
| Amortized cost | $695,000 | 2,483 |
| Fair value | $706,000 | 2,476 |
| 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 | $9,253,000 | 5,833 |
| U.S. Government securities | $1,412,000 | 6,677 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,412,000 | 6,576 |
| Securities issued by states & political subdivisions | $7,502,000 | 2,974 |
| Other domestic debt securities | $339,000 | 2,484 |
| 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 | $339,000 | 1,845 |
| 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 | $7,954,000 | 3,558 |
| Mortgage-backed securities | $42,000 | 5,803 |
| Certificates of participation in pools of residential mortgages | $42,000 | 5,550 |
| Issued or guaranteed by U.S. | $42,000 | 5,536 |
| 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) | $600,000 | 2,283 |
| Available-for-sale securities (fair market value) | $8,653,000 | 5,477 |
| Total debt securities | $9,254,000 | 5,793 |
| Structured notes | ||
| Amortized cost | $296,000 | 2,914 |
| Fair value | $306,000 | 2,887 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $10,172,000 | 5,792 |
| U.S. Government securities | $2,162,000 | 6,621 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,162,000 | 6,509 |
| Securities issued by states & political subdivisions | $7,539,000 | 2,919 |
| Other domestic debt securities | $471,000 | 2,336 |
| 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 | $471,000 | 1,705 |
| 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 | $8,565,000 | 3,458 |
| Mortgage-backed securities | $44,000 | 5,830 |
| Certificates of participation in pools of residential mortgages | $44,000 | 5,565 |
| Issued or guaranteed by U.S. | $44,000 | 5,556 |
| 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) | $600,000 | 2,313 |
| Available-for-sale securities (fair market value) | $9,572,000 | 5,433 |
| Total debt securities | $10,171,000 | 5,758 |
| Structured notes | ||
| Amortized cost | $1,046,000 | 2,417 |
| Fair value | $1,024,000 | 2,435 |
| 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 | $10,960,000 | 5,654 |
| U.S. Government securities | $2,121,000 | 6,664 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,121,000 | 6,553 |
| Securities issued by states & political subdivisions | $8,375,000 | 2,742 |
| Other domestic debt securities | $464,000 | 2,396 |
| 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 | $464,000 | 1,750 |
| 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 | $9,480,000 | 3,310 |
| Mortgage-backed securities | $46,000 | 5,842 |
| Certificates of participation in pools of residential mortgages | $46,000 | 5,571 |
| Issued or guaranteed by U.S. | $46,000 | 5,560 |
| 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) | $600,000 | 2,332 |
| Available-for-sale securities (fair market value) | $10,360,000 | 5,298 |
| Total debt securities | $10,961,000 | 5,622 |
| Structured notes | ||
| Amortized cost | $1,046,000 | 2,460 |
| Fair value | $1,024,000 | 2,478 |
| 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 | $10,476,000 | 5,642 |
| U.S. Government securities | $1,628,000 | 6,767 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,628,000 | 6,656 |
| Securities issued by states & political subdivisions | $8,402,000 | 2,729 |
| Other domestic debt securities | $446,000 | 2,556 |
| 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 | $446,000 | 1,769 |
| 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 | $8,050,000 | 3,527 |
| Mortgage-backed securities | $49,000 | 5,863 |
| Certificates of participation in pools of residential mortgages | $49,000 | 5,556 |
| Issued or guaranteed by U.S. | $49,000 | 5,546 |
| 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) | $600,000 | 2,343 |
| Available-for-sale securities (fair market value) | $9,876,000 | 5,277 |
| Total debt securities | $10,475,000 | 5,603 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,615 |
| Fair value | $719,000 | 2,643 |
| 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 | $11,198,000 | 5,490 |
| U.S. Government securities | $2,408,000 | 6,594 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,408,000 | 6,475 |
| Securities issued by states & political subdivisions | $8,341,000 | 2,647 |
| Other domestic debt securities | $449,000 | 2,638 |
| 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 | $449,000 | 1,785 |
| 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 | $9,075,000 | 3,368 |
| Mortgage-backed securities | $53,000 | 5,922 |
| Certificates of participation in pools of residential mortgages | $53,000 | 5,585 |
| Issued or guaranteed by U.S. | $53,000 | 5,572 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $600,000 | 2,405 |
| Available-for-sale securities (fair market value) | $10,598,000 | 5,135 |
| Total debt securities | $11,197,000 | 5,456 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,636 |
| Fair value | $817,000 | 2,627 |
| 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 | $10,817,000 | 5,597 |
| U.S. Government securities | $2,747,000 | 6,640 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,747,000 | 6,522 |
| Securities issued by states & political subdivisions | $7,657,000 | 2,654 |
| Other domestic debt securities | $413,000 | 2,657 |
| 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 | $413,000 | 1,760 |
| 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 | $9,097,000 | 3,396 |
| Mortgage-backed securities | $54,000 | 5,956 |
| Certificates of participation in pools of residential mortgages | $54,000 | 5,637 |
| Issued or guaranteed by U.S. | $54,000 | 5,626 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $600,000 | 2,470 |
| Available-for-sale securities (fair market value) | $10,217,000 | 5,227 |
| Total debt securities | $10,817,000 | 5,560 |
| Structured notes | ||
| Amortized cost | $950,000 | 2,675 |
| Fair value | $959,000 | 2,669 |
| 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 | $11,219,000 | 5,581 |
| U.S. Government securities | $3,520,000 | 6,530 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,520,000 | 6,420 |
| Securities issued by states & political subdivisions | $7,286,000 | 2,707 |
| Other domestic debt securities | $413,000 | 2,715 |
| 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 | $413,000 | 1,772 |
| 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 | $9,568,000 | 3,395 |
| Mortgage-backed securities | $57,000 | 6,041 |
| Certificates of participation in pools of residential mortgages | $57,000 | 5,735 |
| Issued or guaranteed by U.S. | $57,000 | 5,724 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $600,000 | 2,514 |
| Available-for-sale securities (fair market value) | $10,619,000 | 5,207 |
| Total debt securities | $11,218,000 | 5,540 |
| Structured notes | ||
| Amortized cost | $450,000 | 2,838 |
| Fair value | $437,000 | 2,837 |
| 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 | $11,323,000 | 5,552 |
| U.S. Government securities | $3,497,000 | 6,535 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,497,000 | 6,440 |
| Securities issued by states & political subdivisions | $7,462,000 | 2,679 |
| Other domestic debt securities | $364,000 | 2,813 |
| 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 | $364,000 | 1,844 |
| 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 | $8,294,000 | 3,645 |
| Mortgage-backed securities | $57,000 | 6,095 |
| Certificates of participation in pools of residential mortgages | $57,000 | 5,796 |
| Issued or guaranteed by U.S. | $57,000 | 5,782 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $600,000 | 2,568 |
| Available-for-sale securities (fair market value) | $10,723,000 | 5,192 |
| Total debt securities | $11,324,000 | 5,515 |
| Structured notes | ||
| Amortized cost | $450,000 | 2,567 |
| Fair value | $432,000 | 2,576 |
| 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 | $11,572,000 | 5,551 |
| U.S. Government securities | $4,106,000 | 6,401 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,106,000 | 6,307 |
| Securities issued by states & political subdivisions | $7,116,000 | 2,746 |
| Other domestic debt securities | $350,000 | 2,918 |
| 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 | $350,000 | 1,944 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,794,000 | 3,958 |
| Mortgage-backed securities | $59,000 | 6,167 |
| Certificates of participation in pools of residential mortgages | $59,000 | 5,875 |
| Issued or guaranteed by U.S. | $59,000 | 5,856 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $600,000 | 2,641 |
| Available-for-sale securities (fair market value) | $10,972,000 | 5,185 |
| Total debt securities | $11,571,000 | 5,508 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,308 |
| Fair value | $240,000 | 2,361 |
| 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 | $10,938,000 | 5,656 |
| U.S. Government securities | $4,803,000 | 6,218 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,803,000 | 6,127 |
| Securities issued by states & political subdivisions | $5,818,000 | 2,992 |
| Other domestic debt securities | $317,000 | 3,000 |
| 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 | $317,000 | 2,030 |
| 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 | $7,227,000 | 3,862 |
| Mortgage-backed securities | $62,000 | 6,222 |
| Certificates of participation in pools of residential mortgages | $62,000 | 5,923 |
| Issued or guaranteed by U.S. | $62,000 | 5,902 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $600,000 | 2,675 |
| Available-for-sale securities (fair market value) | $10,338,000 | 5,264 |
| Total debt securities | $10,938,000 | 5,610 |
| Structured notes | ||
| Amortized cost | $450,000 | 1,696 |
| Fair value | $434,000 | 1,713 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $10,995,000 | 5,714 |
| U.S. Government securities | $5,224,000 | 6,228 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,224,000 | 6,144 |
| Securities issued by states & political subdivisions | $5,577,000 | 3,001 |
| Other domestic debt securities | $194,000 | 3,111 |
| 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 | $194,000 | 2,326 |
| 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 | $7,198,000 | 3,914 |
| Mortgage-backed securities | $65,000 | 6,258 |
| Certificates of participation in pools of residential mortgages | $65,000 | 5,963 |
| Issued or guaranteed by U.S. | $65,000 | 5,946 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $600,000 | 2,727 |
| Available-for-sale securities (fair market value) | $10,395,000 | 5,308 |
| Total debt securities | $10,994,000 | 5,669 |
| Structured notes | ||
| Amortized cost | $1,149,000 | 846 |
| Fair value | $1,131,000 | 851 |
| 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 | $10,304,000 | 5,846 |
| U.S. Government securities | $5,720,000 | 6,186 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,720,000 | 6,104 |
| Securities issued by states & political subdivisions | $4,378,000 | 3,286 |
| Other domestic debt securities | $206,000 | 3,006 |
| 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 | $206,000 | 2,224 |
| 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 | $7,089,000 | 3,995 |
| Mortgage-backed securities | $67,000 | 6,280 |
| Certificates of participation in pools of residential mortgages | $67,000 | 5,984 |
| Issued or guaranteed by U.S. | $67,000 | 5,964 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $600,000 | 2,750 |
| Available-for-sale securities (fair market value) | $9,704,000 | 5,442 |
| Total debt securities | $10,304,000 | 5,801 |
| Structured notes | ||
| Amortized cost | $1,949,000 | 702 |
| Fair value | $1,959,000 | 694 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $11,073,000 | 5,682 |
| U.S. Government securities | $6,564,000 | 5,947 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,564,000 | 5,861 |
| Securities issued by states & political subdivisions | $4,267,000 | 3,319 |
| Other domestic debt securities | $242,000 | 2,921 |
| 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 | $242,000 | 2,150 |
| 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 | $7,342,000 | 3,936 |
| Mortgage-backed securities | $69,000 | 6,287 |
| Certificates of participation in pools of residential mortgages | $69,000 | 5,998 |
| Issued or guaranteed by U.S. | $69,000 | 5,978 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $600,000 | 2,771 |
| Available-for-sale securities (fair market value) | $10,473,000 | 5,253 |
| Total debt securities | $11,073,000 | 5,644 |
| Structured notes | ||
| Amortized cost | $3,291,000 | 414 |
| Fair value | $3,258,000 | 411 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $11,770,000 | 5,621 |
| U.S. Government securities | $6,907,000 | 5,898 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,907,000 | 5,814 |
| Securities issued by states & political subdivisions | $4,377,000 | 3,304 |
| Other domestic debt securities | $486,000 | 2,665 |
| 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 | $486,000 | 1,937 |
| 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 | $7,577,000 | 3,846 |
| Mortgage-backed securities | $72,000 | 6,306 |
| Certificates of participation in pools of residential mortgages | $72,000 | 6,011 |
| Issued or guaranteed by U.S. | $72,000 | 5,986 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $600,000 | 2,781 |
| Available-for-sale securities (fair market value) | $11,170,000 | 5,205 |
| Total debt securities | $11,770,000 | 5,556 |
| Structured notes | ||
| Amortized cost | $3,388,000 | 439 |
| Fair value | $3,357,000 | 432 |
| 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 | $12,416,000 | 5,519 |
| U.S. Government securities | $7,218,000 | 5,824 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,218,000 | 5,736 |
| Securities issued by states & political subdivisions | $4,698,000 | 3,207 |
| Other domestic debt securities | $500,000 | 2,569 |
| 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 | $500,000 | 1,853 |
| 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 | $8,241,000 | 3,692 |
| Mortgage-backed securities | $79,000 | 6,286 |
| Certificates of participation in pools of residential mortgages | $79,000 | 5,982 |
| Issued or guaranteed by U.S. | $79,000 | 5,953 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $600,000 | 2,818 |
| Available-for-sale securities (fair market value) | $11,816,000 | 5,115 |
| Total debt securities | $12,415,000 | 5,452 |
| Structured notes | ||
| Amortized cost | $3,936,000 | 392 |
| Fair value | $3,973,000 | 388 |
| 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 | $13,490,000 | 5,416 |
| U.S. Government securities | $8,198,000 | 5,680 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,198,000 | 5,575 |
| Securities issued by states & political subdivisions | $4,940,000 | 3,115 |
| Other domestic debt securities | $352,000 | 2,554 |
| 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 | $352,000 | 1,884 |
| 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 | $9,421,000 | 3,500 |
| Mortgage-backed securities | $84,000 | 6,199 |
| Certificates of participation in pools of residential mortgages | $84,000 | 5,883 |
| Issued or guaranteed by U.S. | $84,000 | 5,863 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $600,000 | 2,892 |
| Available-for-sale securities (fair market value) | $12,890,000 | 4,969 |
| Total debt securities | $13,489,000 | 5,364 |
| Structured notes | ||
| Amortized cost | $5,831,000 | 434 |
| Fair value | $5,862,000 | 431 |
| 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 | $13,458,000 | 5,470 |
| U.S. Government securities | $8,252,000 | 5,775 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,252,000 | 5,667 |
| Securities issued by states & political subdivisions | $4,806,000 | 3,144 |
| Other domestic debt securities | $400,000 | 2,468 |
| 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 | $400,000 | 1,831 |
| 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 | $9,025,000 | 3,587 |
| Mortgage-backed securities | $92,000 | 6,147 |
| Certificates of participation in pools of residential mortgages | $91,000 | 5,828 |
| Issued or guaranteed by U.S. | $91,000 | 5,805 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,301 |
| 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) | $600,000 | 2,950 |
| Available-for-sale securities (fair market value) | $12,858,000 | 4,986 |
| Total debt securities | $13,458,000 | 5,427 |
| Structured notes | ||
| Amortized cost | $6,478,000 | 486 |
| Fair value | $6,454,000 | 486 |
| 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 | $13,410,000 | 5,485 |
| U.S. Government securities | $8,006,000 | 5,845 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,006,000 | 5,734 |
| Securities issued by states & political subdivisions | $4,507,000 | 3,223 |
| Other domestic debt securities | $897,000 | 2,020 |
| 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 | $897,000 | 1,436 |
| 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 | $7,251,000 | 3,937 |
| Mortgage-backed securities | $99,000 | 6,151 |
| Certificates of participation in pools of residential mortgages | $97,000 | 5,832 |
| Issued or guaranteed by U.S. | $97,000 | 5,811 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,000 | 3,642 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,286 |
| 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) | $600,000 | 2,979 |
| Available-for-sale securities (fair market value) | $12,810,000 | 4,986 |
| Total debt securities | $13,411,000 | 5,439 |
| Structured notes | ||
| Amortized cost | $6,577,000 | 514 |
| Fair value | $6,430,000 | 514 |
| 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 | $12,488,000 | 5,657 |
| U.S. Government securities | $7,505,000 | 6,020 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,505,000 | 5,904 |
| Securities issued by states & political subdivisions | $4,079,000 | 3,389 |
| Other domestic debt securities | $904,000 | 2,020 |
| 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 | $904,000 | 1,461 |
| 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 | $7,442,000 | 3,925 |
| Mortgage-backed securities | $106,000 | 6,153 |
| Certificates of participation in pools of residential mortgages | $102,000 | 5,831 |
| Issued or guaranteed by U.S. | $102,000 | 5,807 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,000 | 3,605 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,275 |
| 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) | $600,000 | 3,016 |
| Available-for-sale securities (fair market value) | $11,888,000 | 5,155 |
| Total debt securities | $12,488,000 | 5,609 |
| Structured notes | ||
| Amortized cost | $6,376,000 | 566 |
| Fair value | $6,304,000 | 569 |
| 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 | $12,343,000 | 5,715 |
| U.S. Government securities | $7,194,000 | 6,153 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,194,000 | 6,027 |
| Securities issued by states & political subdivisions | $4,233,000 | 3,353 |
| Other domestic debt securities | $916,000 | 2,023 |
| 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 | $916,000 | 1,481 |
| 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 | $7,739,000 | 3,871 |
| Mortgage-backed securities | $113,000 | 6,159 |
| Certificates of participation in pools of residential mortgages | $106,000 | 5,845 |
| Issued or guaranteed by U.S. | $106,000 | 5,821 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $7,000 | 3,589 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,265 |
| 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) | $600,000 | 3,086 |
| Available-for-sale securities (fair market value) | $11,743,000 | 5,213 |
| Total debt securities | $12,344,000 | 5,672 |
| Structured notes | ||
| Amortized cost | $6,375,000 | 588 |
| Fair value | $6,276,000 | 588 |
| 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 | $11,998,000 | 5,830 |
| U.S. Government securities | $7,080,000 | 6,240 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,080,000 | 6,116 |
| Securities issued by states & political subdivisions | $4,032,000 | 3,394 |
| Other domestic debt securities | $886,000 | 2,055 |
| 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 | $886,000 | 1,513 |
| 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 | $6,595,000 | 4,151 |
| Mortgage-backed securities | $120,000 | 6,182 |
| Certificates of participation in pools of residential mortgages | $110,000 | 5,866 |
| Issued or guaranteed by U.S. | $110,000 | 5,836 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $10,000 | 3,566 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,241 |
| 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) | $600,000 | 3,150 |
| Available-for-sale securities (fair market value) | $11,398,000 | 5,298 |
| Total debt securities | $11,998,000 | 5,780 |
| Structured notes | ||
| Amortized cost | $6,374,000 | 629 |
| Fair value | $6,247,000 | 633 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $11,531,000 | 5,926 |
| U.S. Government securities | $6,700,000 | 6,366 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,700,000 | 6,233 |
| Securities issued by states & political subdivisions | $3,874,000 | 3,447 |
| Other domestic debt securities | $957,000 | 2,030 |
| 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 | $957,000 | 1,517 |
| 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 | $6,495,000 | 4,179 |
| Mortgage-backed securities | $132,000 | 6,200 |
| Certificates of participation in pools of residential mortgages | $119,000 | 5,886 |
| Issued or guaranteed by U.S. | $119,000 | 5,859 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,000 | 3,566 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,227 |
| 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) | $600,000 | 3,182 |
| Available-for-sale securities (fair market value) | $10,931,000 | 5,381 |
| Total debt securities | $11,531,000 | 5,873 |
| Structured notes | ||
| Amortized cost | $6,274,000 | 674 |
| Fair value | $6,020,000 | 687 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $11,335,000 | 6,007 |
| U.S. Government securities | $6,492,000 | 6,493 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,492,000 | 6,356 |
| Securities issued by states & political subdivisions | $3,897,000 | 3,451 |
| Other domestic debt securities | $946,000 | 2,091 |
| 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 | $946,000 | 1,589 |
| 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 | $6,585,000 | 4,140 |
| Mortgage-backed securities | $141,000 | 6,232 |
| Certificates of participation in pools of residential mortgages | $125,000 | 5,904 |
| Issued or guaranteed by U.S. | $125,000 | 5,880 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $16,000 | 3,564 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,218 |
| 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) | $600,000 | 3,247 |
| Available-for-sale securities (fair market value) | $10,735,000 | 5,443 |
| Total debt securities | $11,334,000 | 5,948 |
| Structured notes | ||
| Amortized cost | $6,073,000 | 715 |
| Fair value | $5,896,000 | 730 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $11,268,000 | 6,060 |
| U.S. Government securities | $6,537,000 | 6,487 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,537,000 | 6,350 |
| Securities issued by states & political subdivisions | $3,800,000 | 3,513 |
| Other domestic debt securities | $931,000 | 2,188 |
| 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 | $931,000 | 1,708 |
| 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 | $7,398,000 | 3,917 |
| Mortgage-backed securities | $148,000 | 6,287 |
| Certificates of participation in pools of residential mortgages | $128,000 | 5,958 |
| Issued or guaranteed by U.S. | $128,000 | 5,931 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $20,000 | 3,564 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,219 |
| 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) | $600,000 | 3,326 |
| Available-for-sale securities (fair market value) | $10,668,000 | 5,478 |
| Total debt securities | $11,268,000 | 6,005 |
| Structured notes | ||
| Amortized cost | $6,072,000 | 722 |
| Fair value | $5,931,000 | 731 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $10,899,000 | 6,157 |
| U.S. Government securities | $6,125,000 | 6,597 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,125,000 | 6,462 |
| Securities issued by states & political subdivisions | $3,811,000 | 3,497 |
| Other domestic debt securities | $963,000 | 2,201 |
| 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 | $963,000 | 1,751 |
| 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 | $6,988,000 | 4,021 |
| Mortgage-backed securities | $157,000 | 6,304 |
| Certificates of participation in pools of residential mortgages | $135,000 | 5,975 |
| Issued or guaranteed by U.S. | $135,000 | 5,955 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $22,000 | 3,569 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,228 |
| 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) | $600,000 | 3,366 |
| Available-for-sale securities (fair market value) | $10,299,000 | 5,543 |
| Total debt securities | $10,899,000 | 6,090 |
| Structured notes | ||
| Amortized cost | $5,871,000 | 751 |
| Fair value | $5,810,000 | 751 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $10,968,000 | 6,169 |
| U.S. Government securities | $6,166,000 | 6,640 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,166,000 | 6,496 |
| Securities issued by states & political subdivisions | $3,811,000 | 3,478 |
| Other domestic debt securities | $991,000 | 2,237 |
| 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 | $991,000 | 1,795 |
| 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 | $7,029,000 | 3,997 |
| Mortgage-backed securities | $164,000 | 6,335 |
| Certificates of participation in pools of residential mortgages | $142,000 | 6,018 |
| Issued or guaranteed by U.S. | $142,000 | 5,990 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $22,000 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,258 |
| 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) | $600,000 | 3,426 |
| Available-for-sale securities (fair market value) | $10,368,000 | 5,561 |
| Total debt securities | $10,968,000 | 6,109 |
| Structured notes | ||
| Amortized cost | $5,870,000 | 747 |
| Fair value | $5,844,000 | 744 |
| 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 | $10,830,000 | 6,286 |
| U.S. Government securities | $6,050,000 | 6,746 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,050,000 | 6,589 |
| Securities issued by states & political subdivisions | $3,809,000 | 3,481 |
| Other domestic debt securities | $971,000 | 2,318 |
| 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 | $971,000 | 1,903 |
| 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 | $6,521,000 | 4,150 |
| Mortgage-backed securities | $168,000 | 6,402 |
| Certificates of participation in pools of residential mortgages | $147,000 | 6,083 |
| Issued or guaranteed by U.S. | $147,000 | 6,060 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $21,000 | 3,652 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,318 |
| 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) | $600,000 | 3,471 |
| Available-for-sale securities (fair market value) | $10,230,000 | 5,657 |
| Total debt securities | $10,831,000 | 6,221 |
| Structured notes | ||
| Amortized cost | $5,870,000 | 754 |
| Fair value | $5,721,000 | 756 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $11,397,000 | 6,205 |
| U.S. Government securities | $6,637,000 | 6,567 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,637,000 | 6,422 |
| Securities issued by states & political subdivisions | $3,702,000 | 3,533 |
| Other domestic debt securities | $1,058,000 | 2,222 |
| 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 | $1,058,000 | 1,816 |
| 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 | $7,270,000 | 3,943 |
| Mortgage-backed securities | $172,000 | 6,440 |
| Certificates of participation in pools of residential mortgages | $151,000 | 6,114 |
| Issued or guaranteed by U.S. | $151,000 | 6,095 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $21,000 | 3,684 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,348 |
| 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) | $600,000 | 3,511 |
| Available-for-sale securities (fair market value) | $10,797,000 | 5,549 |
| Total debt securities | $11,389,000 | 6,143 |
| Structured notes | ||
| Amortized cost | $6,716,000 | 623 |
| Fair value | $6,652,000 | 625 |
| 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 | $10,936,000 | 6,305 |
| U.S. Government securities | $6,299,000 | 6,705 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,299,000 | 6,558 |
| Securities issued by states & political subdivisions | $3,817,000 | 3,494 |
| Other domestic debt securities | $820,000 | 2,490 |
| 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 | $820,000 | 2,111 |
| 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 | $6,956,000 | 4,020 |
| Mortgage-backed securities | $180,000 | 6,487 |
| Certificates of participation in pools of residential mortgages | $158,000 | 6,139 |
| Issued or guaranteed by U.S. | $158,000 | 6,123 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $22,000 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,370 |
| 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) | $600,000 | 3,581 |
| Available-for-sale securities (fair market value) | $10,336,000 | 5,675 |
| Total debt securities | $10,936,000 | 6,236 |
| Structured notes | ||
| Amortized cost | $5,705,000 | 749 |
| Fair value | $5,702,000 | 749 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $12,589,000 | 6,036 |
| U.S. Government securities | $6,989,000 | 6,579 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,989,000 | 6,411 |
| Securities issued by states & political subdivisions | $4,320,000 | 3,294 |
| Other domestic debt securities | $1,280,000 | 2,229 |
| 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 | $1,280,000 | 1,865 |
| 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 | $7,941,000 | 3,751 |
| Mortgage-backed securities | $192,000 | 6,541 |
| Certificates of participation in pools of residential mortgages | $170,000 | 6,190 |
| Issued or guaranteed by U.S. | $170,000 | 6,172 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $22,000 | 3,777 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,447 |
| 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) | $600,000 | 3,602 |
| Available-for-sale securities (fair market value) | $11,989,000 | 5,416 |
| Total debt securities | $12,589,000 | 5,965 |
| Structured notes | ||
| Amortized cost | $6,252,000 | 662 |
| Fair value | $6,043,000 | 668 |
| 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 | $13,935,000 | 5,758 |
| U.S. Government securities | $7,859,000 | 6,275 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,859,000 | 6,118 |
| Securities issued by states & political subdivisions | $4,413,000 | 3,285 |
| Other domestic debt securities | $1,663,000 | 2,111 |
| 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 | $1,663,000 | 1,762 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,936,000 | 3,463 |
| Mortgage-backed securities | $252,000 | 6,472 |
| Certificates of participation in pools of residential mortgages | $230,000 | 6,083 |
| Issued or guaranteed by U.S. | $230,000 | 6,061 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $22,000 | 3,853 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,516 |
| 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) | $600,000 | 3,657 |
| Available-for-sale securities (fair market value) | $13,335,000 | 5,156 |
| Total debt securities | $13,935,000 | 5,665 |
| Structured notes | ||
| Amortized cost | $6,252,000 | 581 |
| Fair value | $6,299,000 | 582 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $13,742,000 | 5,842 |
| U.S. Government securities | $7,752,000 | 6,377 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,752,000 | 6,197 |
| Securities issued by states & political subdivisions | $4,362,000 | 3,311 |
| Other domestic debt securities | $1,628,000 | 2,155 |
| 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 | $1,628,000 | 1,870 |
| 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 | $8,817,000 | 3,412 |
| Mortgage-backed securities | $272,000 | 6,488 |
| Certificates of participation in pools of residential mortgages | $250,000 | 6,107 |
| Issued or guaranteed by U.S. | $250,000 | 6,083 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $22,000 | 3,907 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,724 |
| 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) | $600,000 | 3,704 |
| Available-for-sale securities (fair market value) | $13,142,000 | 5,218 |
| Total debt securities | $13,741,000 | 5,753 |
| Structured notes | ||
| Amortized cost | $5,522,000 | 566 |
| Fair value | $5,472,000 | 570 |
| 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 | $13,135,000 | 5,886 |
| U.S. Government securities | $7,090,000 | 6,439 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,090,000 | 6,253 |
| Securities issued by states & political subdivisions | $4,402,000 | 3,279 |
| Other domestic debt securities | $1,643,000 | 2,271 |
| 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 | $1,643,000 | 1,985 |
| 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 | $7,912,000 | 3,556 |
| Mortgage-backed securities | $305,000 | 6,484 |
| Certificates of participation in pools of residential mortgages | $283,000 | 6,104 |
| Issued or guaranteed by U.S. | $283,000 | 6,076 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $22,000 | 4,002 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,804 |
| 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) | $600,000 | 3,748 |
| Available-for-sale securities (fair market value) | $12,535,000 | 5,292 |
| Total debt securities | $13,135,000 | 5,797 |
| Structured notes | ||
| Amortized cost | $3,678,000 | 684 |
| Fair value | $3,651,000 | 684 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $11,395,000 | 6,167 |
| U.S. Government securities | $5,648,000 | 6,857 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,648,000 | 6,670 |
| Securities issued by states & political subdivisions | $4,073,000 | 3,383 |
| Other domestic debt securities | $1,674,000 | 2,330 |
| 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 | $1,674,000 | 2,035 |
| 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 | $6,599,000 | 3,856 |
| Mortgage-backed securities | $366,000 | 6,466 |
| Certificates of participation in pools of residential mortgages | $339,000 | 6,049 |
| Issued or guaranteed by U.S. | $339,000 | 6,028 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $27,000 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,958 |
| 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) | $600,000 | 3,772 |
| Available-for-sale securities (fair market value) | $10,795,000 | 5,556 |
| Total debt securities | $11,397,000 | 6,079 |
| Structured notes | ||
| Amortized cost | $849,000 | 1,430 |
| Fair value | $858,000 | 1,429 |
| 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 | $12,733,000 | 5,929 |
| U.S. Government securities | $8,299,000 | 6,035 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,299,000 | 5,853 |
| Securities issued by states & political subdivisions | $2,774,000 | 3,895 |
| Other domestic debt securities | $1,660,000 | 2,353 |
| 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 | $1,660,000 | 2,048 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,345,000 | 3,203 |
| Mortgage-backed securities | $812,000 | 6,082 |
| Certificates of participation in pools of residential mortgages | $778,000 | 5,577 |
| Issued or guaranteed by U.S. | $778,000 | 5,558 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $34,000 | 4,217 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 4,022 |
| 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) | $600,000 | 3,817 |
| Available-for-sale securities (fair market value) | $12,133,000 | 5,293 |
| Total debt securities | $12,734,000 | 5,834 |
| Structured notes | ||
| Amortized cost | $1,248,000 | 844 |
| Fair value | $1,253,000 | 844 |
| 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 | $14,455,000 | 5,552 |
| U.S. Government securities | $10,202,000 | 5,532 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,202,000 | 5,337 |
| Securities issued by states & political subdivisions | $2,600,000 | 3,954 |
| Other domestic debt securities | $1,653,000 | 2,361 |
| 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 | $1,653,000 | 2,066 |
| 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 | $9,849,000 | 3,092 |
| Mortgage-backed securities | $953,000 | 5,965 |
| Certificates of participation in pools of residential mortgages | $915,000 | 5,434 |
| Issued or guaranteed by U.S. | $915,000 | 5,415 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $38,000 | 4,255 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 4,067 |
| 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) | $600,000 | 3,916 |
| Available-for-sale securities (fair market value) | $13,855,000 | 4,921 |
| Total debt securities | $14,455,000 | 5,455 |
| Structured notes | ||
| Amortized cost | $1,847,000 | 570 |
| Fair value | $1,856,000 | 571 |
| 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 | $14,005,000 | 5,578 |
| U.S. Government securities | $11,206,000 | 5,204 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,206,000 | 4,990 |
| Securities issued by states & political subdivisions | $1,649,000 | 4,598 |
| Other domestic debt securities | $1,150,000 | 2,759 |
| 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 | $1,150,000 | 2,368 |
| 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 | $9,887,000 | 2,980 |
| Mortgage-backed securities | $1,718,000 | 5,443 |
| Certificates of participation in pools of residential mortgages | $1,635,000 | 4,738 |
| Issued or guaranteed by U.S. | $1,635,000 | 4,714 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $83,000 | 4,292 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 4,103 |
| 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) | $600,000 | 4,162 |
| Available-for-sale securities (fair market value) | $13,405,000 | 4,883 |
| Total debt securities | $14,004,000 | 5,489 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $10,374,000 | 6,686 |
| U.S. Government securities | $7,795,000 | 6,594 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,795,000 | 6,242 |
| Securities issued by states & political subdivisions | $1,766,000 | 4,563 |
| Other domestic debt securities | $457,000 | 3,060 |
| 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 | $457,000 | 2,689 |
| Foreign debt securities | NA | NA |
| Equity securities | $356,000 | 4,586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,638,000 | 3,493 |
| Mortgage-backed securities | $613,000 | 5,959 |
| Certificates of participation in pools of residential mortgages | $481,000 | 5,464 |
| Issued or guaranteed by U.S. | $481,000 | 5,444 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $132,000 | 3,885 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 3,703 |
| 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) | $600,000 | 4,812 |
| Available-for-sale securities (fair market value) | $9,774,000 | 5,785 |
| Total debt securities | $10,018,000 | 6,645 |
| 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 | $9,411,000 | 7,254 |
| U.S. Government securities | $7,932,000 | 6,818 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,932,000 | 6,275 |
| Securities issued by states & political subdivisions | $1,286,000 | 5,278 |
| 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 | $193,000 | 5,760 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,593,000 | 3,505 |
| Mortgage-backed securities | $820,000 | 6,040 |
| Certificates of participation in pools of residential mortgages | $590,000 | 5,598 |
| Issued or guaranteed by U.S. | $590,000 | 5,585 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $230,000 | 3,940 |
| CMOs issued by government agencies or sponsored agencies | $230,000 | 3,766 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $9,411,000 | 6,029 |
| Total debt securities | $9,218,000 | 7,194 |
| 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 | $3,406,000 | 9,340 |
| U.S. Government securities | $2,993,000 | 9,014 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $2,993,000 | 8,242 |
| Securities issued by states & political subdivisions | $295,000 | 7,001 |
| 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 | $118,000 | 6,293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,440,000 | 5,817 |
| Mortgage-backed securities | $1,239,000 | 5,881 |
| Certificates of participation in pools of residential mortgages | $868,000 | 5,432 |
| Issued or guaranteed by U.S. | $868,000 | 5,414 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $371,000 | 3,979 |
| CMOs issued by government agencies or sponsored agencies | $371,000 | 3,822 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $3,406,000 | 7,953 |
| Total debt securities | $3,288,000 | 9,255 |
| 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 | $4,876,000 | 9,295 |
| U.S. Government securities | $3,187,000 | 9,462 |
| U.S. Treasury securities | $100,000 | 7,848 |
| U.S. Government agency obligations | $3,087,000 | 8,384 |
| Securities issued by states & political subdivisions | $1,635,000 | 4,973 |
| 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 | $54,000 | 6,979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,423,000 | 5,372 |
| Mortgage-backed securities | $1,084,000 | 6,232 |
| Certificates of participation in pools of residential mortgages | $619,000 | 5,953 |
| Issued or guaranteed by U.S. | $619,000 | 5,934 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $465,000 | 4,091 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 3,951 |
| 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) | $110,000 | 7,181 |
| Available-for-sale securities (fair market value) | $4,766,000 | 7,562 |
| Total debt securities | $4,822,000 | 9,202 |
| 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 | $4,731,000 | 9,886 |
| U.S. Government securities | $2,899,000 | 10,207 |
| U.S. Treasury securities | $301,000 | 8,367 |
| U.S. Government agency obligations | $2,598,000 | 9,070 |
| Securities issued by states & political subdivisions | $1,576,000 | 5,267 |
| Other domestic debt securities | $102,000 | 3,756 |
| 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 | $102,000 | 2,880 |
| Foreign debt securities | NA | NA |
| Equity securities | $154,000 | 5,701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,685,000 | 5,359 |
| Mortgage-backed securities | $749,000 | 7,168 |
| Certificates of participation in pools of residential mortgages | $200,000 | 7,465 |
| Issued or guaranteed by U.S. | $200,000 | 7,447 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $549,000 | 4,359 |
| CMOs issued by government agencies or sponsored agencies | $549,000 | 4,205 |
| 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) | $110,000 | 7,849 |
| Available-for-sale securities (fair market value) | $4,621,000 | 7,952 |
| Total debt securities | $4,577,000 | 9,847 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,531 |
| Fair value | $95,000 | 3,633 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $4,449,000 | 10,449 |
| U.S. Government securities | $2,743,000 | 10,731 |
| U.S. Treasury securities | $303,000 | 9,762 |
| U.S. Government agency obligations | $2,440,000 | 9,416 |
| Securities issued by states & political subdivisions | $1,448,000 | 5,653 |
| Other domestic debt securities | $104,000 | 4,361 |
| 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 | $104,000 | 3,403 |
| Foreign debt securities | NA | NA |
| Equity securities | $154,000 | 5,498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,002,000 | 5,957 |
| Mortgage-backed securities | $786,000 | 7,578 |
| Certificates of participation in pools of residential mortgages | $35,000 | 8,650 |
| Issued or guaranteed by U.S. | $35,000 | 8,616 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $751,000 | 4,548 |
| CMOs issued by government agencies or sponsored agencies | $751,000 | 4,376 |
| 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) | $160,000 | 8,197 |
| Available-for-sale securities (fair market value) | $4,289,000 | 8,365 |
| Total debt securities | $4,295,000 | 10,412 |
| Structured notes | ||
| Amortized cost | $100,000 | 4,437 |
| Fair value | $100,000 | 4,449 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $4,891,000 | 10,910 |
| U.S. Government securities | $3,593,000 | 10,919 |
| U.S. Treasury securities | $295,000 | 10,802 |
| U.S. Government agency obligations | $3,298,000 | 8,861 |
| Securities issued by states & political subdivisions | $1,044,000 | 6,573 |
| Other domestic debt securities | $100,000 | 5,037 |
| Privately issued residential mortgage-backed securities | $100,000 | 2,158 |
| 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 | $154,000 | 5,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,325,000 | 6,713 |
| Mortgage-backed securities | $941,000 | 7,839 |
| Certificates of participation in pools of residential mortgages | $62,000 | 9,002 |
| Issued or guaranteed by U.S. | $62,000 | 8,973 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $879,000 | 4,729 |
| CMOs issued by government agencies or sponsored agencies | $779,000 | 4,648 |
| Privately issued | $100,000 | 1,850 |
| 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) | $2,297,000 | 9,804 |
| Available-for-sale securities (fair market value) | $2,594,000 | 8,407 |
| Total debt securities | $4,737,000 | 10,875 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $4,627,000 | 11,460 |
| U.S. Government securities | $3,374,000 | 11,444 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $3,374,000 | 9,073 |
| Securities issued by states & political subdivisions | $901,000 | 7,028 |
| Other domestic debt securities | $200,000 | 5,291 |
| 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 | $200,000 | 4,147 |
| Foreign debt securities | NA | NA |
| Equity securities | $152,000 | 4,971 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 7,022 |
| Mortgage-backed securities | $1,159,000 | 8,189 |
| Certificates of participation in pools of residential mortgages | $103,000 | 9,393 |
| Issued or guaranteed by U.S. | $103,000 | 9,341 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,056,000 | 4,856 |
| CMOs issued by government agencies or sponsored agencies | $1,056,000 | 4,634 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,475,000 | 11,381 |
| 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 | $4,877,000 | 11,671 |
| U.S. Government securities | $4,186,000 | 11,305 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $4,186,000 | 8,561 |
| Securities issued by states & political subdivisions | $250,000 | 8,547 |
| Other domestic debt securities | $300,000 | 5,747 |
| Privately issued residential mortgage-backed securities | $100,000 | 3,491 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 4,735 |
| Foreign debt securities | NA | NA |
| Equity securities | $141,000 | 4,524 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,799,000 | 7,409 |
| Mortgage-backed securities | $1,651,000 | 8,051 |
| Certificates of participation in pools of residential mortgages | $833,000 | 7,840 |
| Issued or guaranteed by U.S. | $833,000 | 7,778 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $818,000 | 5,356 |
| CMOs issued by government agencies or sponsored agencies | $718,000 | 5,089 |
| Privately issued | $100,000 | 2,994 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,736,000 | 11,609 |
| 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 |