Home > The Sacramento Deposit Bank > Securities
The Sacramento Deposit Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $40,962,000 | 2,850 |
| U.S. Government securities | $30,112,000 | 2,484 |
| U.S. Treasury securities | $461,000 | 2,697 |
| U.S. Government agency obligations | $29,651,000 | 2,170 |
| Securities issued by states & political subdivisions | $10,850,000 | 2,374 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,640,000 | 3,684 |
| Mortgage-backed securities | $8,917,000 | 2,660 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,604,000 | 2,918 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,228,000 | 1,654 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $3,085,000 | 834 |
| Held to maturity securities (book value) | $2,000,000 | 1,397 |
| Available-for-sale securities (fair market value) | $38,962,000 | 2,675 |
| Total debt securities | $40,962,000 | 2,831 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 539 |
| Fair value | $1,867,000 | 577 |
| 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 | $41,080,000 | 2,834 |
| U.S. Government securities | $30,565,000 | 2,449 |
| U.S. Treasury securities | $1,858,000 | 2,404 |
| U.S. Government agency obligations | $28,707,000 | 2,168 |
| Securities issued by states & political subdivisions | $10,515,000 | 2,393 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,569,000 | 3,695 |
| Mortgage-backed securities | $8,767,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,575,000 | 2,927 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,191,000 | 1,636 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $3,001,000 | 826 |
| Held to maturity securities (book value) | $2,000,000 | 1,418 |
| Available-for-sale securities (fair market value) | $39,080,000 | 2,655 |
| Total debt securities | $41,079,000 | 2,816 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 558 |
| Fair value | $1,811,000 | 592 |
| 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 | $42,356,000 | 2,853 |
| U.S. Government securities | $31,597,000 | 2,456 |
| U.S. Treasury securities | $1,854,000 | 2,433 |
| U.S. Government agency obligations | $29,743,000 | 2,179 |
| Securities issued by states & political subdivisions | $10,759,000 | 2,437 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,608,000 | 3,684 |
| Mortgage-backed securities | $9,366,000 | 2,657 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,771,000 | 2,922 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,411,000 | 1,621 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $3,184,000 | 818 |
| Held to maturity securities (book value) | $2,000,000 | 1,433 |
| Available-for-sale securities (fair market value) | $40,356,000 | 2,672 |
| Total debt securities | $42,356,000 | 2,837 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 597 |
| Fair value | $1,804,000 | 634 |
| 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 | $43,269,000 | 2,908 |
| U.S. Government securities | $32,207,000 | 2,514 |
| U.S. Treasury securities | $1,864,000 | 2,511 |
| U.S. Government agency obligations | $30,343,000 | 2,167 |
| Securities issued by states & political subdivisions | $11,062,000 | 2,467 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,618,000 | 3,670 |
| Mortgage-backed securities | $9,861,000 | 2,656 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,899,000 | 2,941 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,622,000 | 1,624 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $3,340,000 | 826 |
| Held to maturity securities (book value) | $2,000,000 | 1,469 |
| Available-for-sale securities (fair market value) | $41,269,000 | 2,728 |
| Total debt securities | $43,269,000 | 2,888 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 626 |
| Fair value | $1,819,000 | 673 |
| 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 | $43,253,000 | 2,947 |
| U.S. Government securities | $32,304,000 | 2,514 |
| U.S. Treasury securities | $3,302,000 | 2,267 |
| U.S. Government agency obligations | $29,002,000 | 2,210 |
| Securities issued by states & political subdivisions | $10,949,000 | 2,509 |
| 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 | $1,583,000 | 3,631 |
| Mortgage-backed securities | $10,018,000 | 2,682 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,971,000 | 2,952 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,669,000 | 1,638 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $3,378,000 | 825 |
| Held to maturity securities (book value) | $2,000,000 | 1,478 |
| Available-for-sale securities (fair market value) | $41,253,000 | 2,742 |
| Total debt securities | $43,252,000 | 2,929 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 654 |
| Fair value | $1,800,000 | 693 |
| 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 | $43,953,000 | 2,938 |
| U.S. Government securities | $32,598,000 | 2,536 |
| U.S. Treasury securities | $3,275,000 | 2,314 |
| U.S. Government agency obligations | $29,323,000 | 2,230 |
| Securities issued by states & political subdivisions | $11,355,000 | 2,471 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,559,000 | 3,627 |
| Mortgage-backed securities | $10,508,000 | 2,648 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,989,000 | 2,972 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,849,000 | 1,626 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $225,000 | 1,506 |
| Other commercial mortgage-backed securities | $3,445,000 | 846 |
| Held to maturity securities (book value) | $2,000,000 | 1,462 |
| Available-for-sale securities (fair market value) | $41,953,000 | 2,745 |
| Total debt securities | $43,952,000 | 2,916 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,768,000 | 683 |
| 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 | $46,319,000 | 2,906 |
| U.S. Government securities | $34,632,000 | 2,485 |
| U.S. Treasury securities | $3,348,000 | 2,263 |
| U.S. Government agency obligations | $31,284,000 | 2,192 |
| Securities issued by states & political subdivisions | $11,687,000 | 2,508 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,655,000 | 3,633 |
| Mortgage-backed securities | $11,363,000 | 2,649 |
| Certificates of participation in pools of residential mortgages | $3,305,000 | 3,053 |
| Issued or guaranteed by U.S. | $3,305,000 | 2,958 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,186,000 | 1,669 |
| CMOs issued by government agencies or sponsored agencies | $4,186,000 | 1,600 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $3,872,000 | 1,278 |
| Commercial mortgage pass-through securities | $230,000 | 1,502 |
| Other commercial mortgage-backed securities | $3,642,000 | 897 |
| Held to maturity securities (book value) | $2,000,000 | 1,395 |
| Available-for-sale securities (fair market value) | $44,319,000 | 2,736 |
| Total debt securities | $46,320,000 | 2,893 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 622 |
| Fair value | $1,852,000 | 663 |
| 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 | $44,776,000 | 2,910 |
| U.S. Government securities | $32,829,000 | 2,512 |
| U.S. Treasury securities | $3,389,000 | 2,037 |
| U.S. Government agency obligations | $29,440,000 | 2,276 |
| Securities issued by states & political subdivisions | $11,947,000 | 2,498 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,709,000 | 3,631 |
| Mortgage-backed securities | $12,264,000 | 2,602 |
| Certificates of participation in pools of residential mortgages | $3,583,000 | 3,018 |
| Issued or guaranteed by U.S. | $3,583,000 | 2,934 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,557,000 | 1,643 |
| CMOs issued by government agencies or sponsored agencies | $4,557,000 | 1,574 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $4,124,000 | 1,247 |
| Commercial mortgage pass-through securities | $233,000 | 1,476 |
| Other commercial mortgage-backed securities | $3,891,000 | 866 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $44,776,000 | 2,707 |
| Total debt securities | $44,775,000 | 2,895 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 544 |
| Fair value | $1,881,000 | 592 |
| 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 | $40,537,000 | 2,953 |
| U.S. Government securities | $28,096,000 | 2,551 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $28,096,000 | 2,304 |
| Securities issued by states & political subdivisions | $12,441,000 | 2,509 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,595,000 | 3,670 |
| Mortgage-backed securities | $12,659,000 | 2,580 |
| Certificates of participation in pools of residential mortgages | $4,028,000 | 2,946 |
| Issued or guaranteed by U.S. | $4,028,000 | 2,856 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,098,000 | 1,692 |
| CMOs issued by government agencies or sponsored agencies | $4,098,000 | 1,636 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $4,533,000 | 1,191 |
| Commercial mortgage pass-through securities | $240,000 | 1,444 |
| Other commercial mortgage-backed securities | $4,293,000 | 819 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $40,537,000 | 2,787 |
| Total debt securities | $40,539,000 | 2,935 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 475 |
| Fair value | $1,972,000 | 517 |
| 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 | $37,157,000 | 3,001 |
| U.S. Government securities | $24,670,000 | 2,628 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $24,670,000 | 2,434 |
| Securities issued by states & political subdivisions | $12,487,000 | 2,482 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,606,000 | 3,696 |
| Mortgage-backed securities | $11,037,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $3,894,000 | 2,973 |
| Issued or guaranteed by U.S. | $3,894,000 | 2,890 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,532,000 | 1,636 |
| CMOs issued by government agencies or sponsored agencies | $4,532,000 | 1,591 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,611,000 | 1,397 |
| Commercial mortgage pass-through securities | $244,000 | 1,456 |
| Other commercial mortgage-backed securities | $2,367,000 | 986 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $37,157,000 | 2,838 |
| Total debt securities | $37,156,000 | 2,982 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 418 |
| Fair value | $1,989,000 | 455 |
| 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 | $35,864,000 | 2,996 |
| U.S. Government securities | $22,554,000 | 2,676 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $22,554,000 | 2,487 |
| Securities issued by states & political subdivisions | $13,310,000 | 2,410 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,624,000 | 3,717 |
| Mortgage-backed securities | $10,778,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $4,223,000 | 2,923 |
| Issued or guaranteed by U.S. | $4,223,000 | 2,834 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,921,000 | 1,668 |
| CMOs issued by government agencies or sponsored agencies | $3,921,000 | 1,629 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,634,000 | 1,379 |
| Commercial mortgage pass-through securities | $246,000 | 1,462 |
| Other commercial mortgage-backed securities | $2,388,000 | 967 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $35,864,000 | 2,819 |
| Total debt securities | $35,865,000 | 2,971 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 366 |
| Fair value | $1,991,000 | 415 |
| 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 | $34,497,000 | 2,924 |
| U.S. Government securities | $20,679,000 | 2,629 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $20,679,000 | 2,470 |
| Securities issued by states & political subdivisions | $13,818,000 | 2,316 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,569,000 | 3,723 |
| Mortgage-backed securities | $9,961,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $4,745,000 | 2,804 |
| Issued or guaranteed by U.S. | $4,745,000 | 2,718 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,573,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $3,573,000 | 1,649 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,643,000 | 1,530 |
| Commercial mortgage pass-through securities | $249,000 | 1,452 |
| Other commercial mortgage-backed securities | $1,394,000 | 1,063 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $34,497,000 | 2,739 |
| Total debt securities | $34,499,000 | 2,901 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 361 |
| Fair value | $991,000 | 387 |
| 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 | $32,574,000 | 2,901 |
| U.S. Government securities | $18,155,000 | 2,635 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $18,155,000 | 2,501 |
| Securities issued by states & political subdivisions | $14,419,000 | 2,238 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,610,000 | 3,732 |
| Mortgage-backed securities | $10,722,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $5,542,000 | 2,620 |
| Issued or guaranteed by U.S. | $5,542,000 | 2,549 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,429,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $4,429,000 | 1,560 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $751,000 | 1,727 |
| Commercial mortgage pass-through securities | $252,000 | 1,405 |
| Other commercial mortgage-backed securities | $499,000 | 1,247 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $32,574,000 | 2,725 |
| Total debt securities | $32,574,000 | 2,882 |
| 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 | $32,101,000 | 2,822 |
| U.S. Government securities | $19,789,000 | 2,500 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $19,789,000 | 2,380 |
| Securities issued by states & political subdivisions | $12,312,000 | 2,291 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,615,000 | 3,761 |
| Mortgage-backed securities | $12,275,000 | 2,448 |
| Certificates of participation in pools of residential mortgages | $6,519,000 | 2,461 |
| Issued or guaranteed by U.S. | $6,519,000 | 2,386 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,501,000 | 1,504 |
| CMOs issued by government agencies or sponsored agencies | $5,501,000 | 1,464 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $255,000 | 1,870 |
| Commercial mortgage pass-through securities | $255,000 | 1,392 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $32,101,000 | 2,642 |
| Total debt securities | $32,100,000 | 2,801 |
| 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 | $31,351,000 | 2,824 |
| U.S. Government securities | $20,059,000 | 2,485 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $20,059,000 | 2,359 |
| Securities issued by states & political subdivisions | $11,292,000 | 2,295 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,627,000 | 3,802 |
| Mortgage-backed securities | $13,555,000 | 2,364 |
| Certificates of participation in pools of residential mortgages | $7,177,000 | 2,341 |
| Issued or guaranteed by U.S. | $7,177,000 | 2,275 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,122,000 | 1,468 |
| CMOs issued by government agencies or sponsored agencies | $6,122,000 | 1,430 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $256,000 | 1,864 |
| Commercial mortgage pass-through securities | $256,000 | 1,392 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $31,351,000 | 2,652 |
| Total debt securities | $31,351,000 | 2,806 |
| 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 | $27,722,000 | 2,935 |
| U.S. Government securities | $16,667,000 | 2,718 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $16,667,000 | 2,578 |
| Securities issued by states & political subdivisions | $11,055,000 | 2,205 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,630,000 | 3,815 |
| Mortgage-backed securities | $12,150,000 | 2,479 |
| Certificates of participation in pools of residential mortgages | $6,542,000 | 2,449 |
| Issued or guaranteed by U.S. | $6,542,000 | 2,367 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,359,000 | 1,575 |
| CMOs issued by government agencies or sponsored agencies | $5,359,000 | 1,534 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $249,000 | 1,841 |
| Commercial mortgage pass-through securities | $249,000 | 1,362 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $27,722,000 | 2,751 |
| Total debt securities | $27,721,000 | 2,915 |
| 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 | $26,620,000 | 3,022 |
| U.S. Government securities | $16,800,000 | 2,792 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $16,800,000 | 2,630 |
| Securities issued by states & political subdivisions | $9,820,000 | 2,311 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,619,000 | 3,889 |
| Mortgage-backed securities | $8,294,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $5,290,000 | 2,578 |
| Issued or guaranteed by U.S. | $5,290,000 | 2,504 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,758,000 | 1,961 |
| CMOs issued by government agencies or sponsored agencies | $2,758,000 | 1,911 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $246,000 | 1,813 |
| Commercial mortgage pass-through securities | $246,000 | 1,354 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $26,620,000 | 2,833 |
| Total debt securities | $26,618,000 | 3,004 |
| 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 | $27,538,000 | 2,976 |
| U.S. Government securities | $17,635,000 | 2,769 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $17,635,000 | 2,614 |
| Securities issued by states & political subdivisions | $9,903,000 | 2,315 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,623,000 | 3,945 |
| Mortgage-backed securities | $6,138,000 | 2,989 |
| Certificates of participation in pools of residential mortgages | $3,994,000 | 2,777 |
| Issued or guaranteed by U.S. | $3,994,000 | 2,693 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,894,000 | 2,141 |
| CMOs issued by government agencies or sponsored agencies | $1,894,000 | 2,096 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $250,000 | 1,787 |
| Commercial mortgage pass-through securities | $250,000 | 1,348 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $27,538,000 | 2,780 |
| Total debt securities | $27,538,000 | 2,961 |
| 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 | $27,979,000 | 3,009 |
| U.S. Government securities | $18,080,000 | 2,786 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $18,080,000 | 2,626 |
| Securities issued by states & political subdivisions | $9,899,000 | 2,361 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,624,000 | 3,995 |
| Mortgage-backed securities | $6,594,000 | 2,945 |
| Certificates of participation in pools of residential mortgages | $4,316,000 | 2,719 |
| Issued or guaranteed by U.S. | $4,316,000 | 2,647 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,029,000 | 2,084 |
| CMOs issued by government agencies or sponsored agencies | $2,029,000 | 2,036 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $249,000 | 1,766 |
| Commercial mortgage pass-through securities | $249,000 | 1,342 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $27,979,000 | 2,791 |
| Total debt securities | $27,978,000 | 2,990 |
| 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 | $28,283,000 | 3,038 |
| U.S. Government securities | $18,425,000 | 2,799 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $18,425,000 | 2,647 |
| Securities issued by states & political subdivisions | $9,858,000 | 2,442 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,619,000 | 4,042 |
| Mortgage-backed securities | $7,003,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $4,625,000 | 2,678 |
| Issued or guaranteed by U.S. | $4,625,000 | 2,609 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,133,000 | 2,062 |
| CMOs issued by government agencies or sponsored agencies | $2,133,000 | 2,011 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $245,000 | 1,701 |
| Commercial mortgage pass-through securities | $245,000 | 1,321 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $28,283,000 | 2,817 |
| Total debt securities | $28,283,000 | 3,023 |
| 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 | $28,448,000 | 3,061 |
| U.S. Government securities | $18,600,000 | 2,781 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $18,600,000 | 2,637 |
| Securities issued by states & political subdivisions | $9,848,000 | 2,515 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,611,000 | 4,095 |
| Mortgage-backed securities | $7,323,000 | 2,870 |
| Certificates of participation in pools of residential mortgages | $4,887,000 | 2,636 |
| Issued or guaranteed by U.S. | $4,887,000 | 2,593 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,195,000 | 2,046 |
| CMOs issued by government agencies or sponsored agencies | $2,195,000 | 1,993 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $241,000 | 1,665 |
| Commercial mortgage pass-through securities | $241,000 | 1,305 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $28,448,000 | 2,836 |
| Total debt securities | $28,449,000 | 3,042 |
| 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 | $28,365,000 | 3,079 |
| U.S. Government securities | $18,848,000 | 2,795 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $18,848,000 | 2,652 |
| Securities issued by states & political subdivisions | $9,517,000 | 2,578 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,592,000 | 4,154 |
| Mortgage-backed securities | $7,688,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $5,162,000 | 2,630 |
| Issued or guaranteed by U.S. | $5,162,000 | 2,614 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,289,000 | 2,011 |
| CMOs issued by government agencies or sponsored agencies | $2,289,000 | 1,961 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $237,000 | 1,663 |
| Commercial mortgage pass-through securities | $237,000 | 1,291 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $8,102,000 | 930 |
| Available-for-sale securities (fair market value) | $20,263,000 | 3,296 |
| Total debt securities | $28,365,000 | 3,057 |
| 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 | $30,807,000 | 3,005 |
| U.S. Government securities | $19,944,000 | 2,716 |
| U.S. Treasury securities | $586,000 | 1,301 |
| U.S. Government agency obligations | $19,358,000 | 2,619 |
| Securities issued by states & political subdivisions | $10,863,000 | 2,469 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,598,000 | 4,196 |
| Mortgage-backed securities | $8,252,000 | 2,824 |
| Certificates of participation in pools of residential mortgages | $5,575,000 | 2,612 |
| Issued or guaranteed by U.S. | $5,575,000 | 2,488 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,438,000 | 1,991 |
| CMOs issued by government agencies or sponsored agencies | $2,438,000 | 1,940 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $239,000 | 1,632 |
| Commercial mortgage pass-through securities | $239,000 | 1,256 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $8,456,000 | 930 |
| Available-for-sale securities (fair market value) | $22,351,000 | 3,216 |
| Total debt securities | $30,806,000 | 2,986 |
| 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 | $31,517,000 | 3,017 |
| U.S. Government securities | $20,331,000 | 2,768 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $20,331,000 | 2,633 |
| Securities issued by states & political subdivisions | $10,948,000 | 2,494 |
| Other domestic debt securities | $238,000 | 1,872 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $238,000 | 140 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,602,000 | 4,244 |
| Mortgage-backed securities | $8,810,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $5,974,000 | 2,592 |
| Issued or guaranteed by U.S. | $5,974,000 | 2,590 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,598,000 | 1,954 |
| CMOs issued by government agencies or sponsored agencies | $2,598,000 | 1,894 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $238,000 | 1,445 |
| Commercial mortgage pass-through securities | $238,000 | 1,017 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $8,459,000 | 940 |
| Available-for-sale securities (fair market value) | $23,058,000 | 3,201 |
| Total debt securities | $31,518,000 | 2,998 |
| 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 | $32,819,000 | 2,982 |
| U.S. Government securities | $21,605,000 | 2,686 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $21,605,000 | 2,564 |
| Securities issued by states & political subdivisions | $10,970,000 | 2,550 |
| Other domestic debt securities | $244,000 | 1,871 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $244,000 | 137 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,609,000 | 4,298 |
| Mortgage-backed securities | $9,484,000 | 2,745 |
| Certificates of participation in pools of residential mortgages | $6,468,000 | 2,560 |
| Issued or guaranteed by U.S. | $6,468,000 | 2,558 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,772,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $2,772,000 | 1,846 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $244,000 | 1,434 |
| Commercial mortgage pass-through securities | $244,000 | 1,014 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $8,962,000 | 941 |
| Available-for-sale securities (fair market value) | $23,857,000 | 3,200 |
| Total debt securities | $32,819,000 | 2,961 |
| 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 | $34,283,000 | 2,946 |
| U.S. Government securities | $22,553,000 | 2,650 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $22,553,000 | 2,540 |
| Securities issued by states & political subdivisions | $11,482,000 | 2,541 |
| Other domestic debt securities | $248,000 | 1,894 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $248,000 | 136 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,624,000 | 4,368 |
| Mortgage-backed securities | $10,229,000 | 2,692 |
| Certificates of participation in pools of residential mortgages | $6,978,000 | 2,533 |
| Issued or guaranteed by U.S. | $6,978,000 | 2,532 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,003,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $3,003,000 | 1,818 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $248,000 | 1,423 |
| Commercial mortgage pass-through securities | $248,000 | 1,006 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $9,432,000 | 960 |
| Available-for-sale securities (fair market value) | $24,851,000 | 3,177 |
| Total debt securities | $34,282,000 | 2,926 |
| 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 | $37,514,000 | 2,829 |
| U.S. Government securities | $24,342,000 | 2,595 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $24,342,000 | 2,492 |
| Securities issued by states & political subdivisions | $12,923,000 | 2,433 |
| Other domestic debt securities | $249,000 | 1,929 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $249,000 | 129 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,270,000 | 4,244 |
| Mortgage-backed securities | $11,450,000 | 2,623 |
| Certificates of participation in pools of residential mortgages | $8,000,000 | 2,444 |
| Issued or guaranteed by U.S. | $8,000,000 | 2,443 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,201,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $3,201,000 | 1,826 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $249,000 | 1,379 |
| Commercial mortgage pass-through securities | $249,000 | 979 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $9,439,000 | 973 |
| Available-for-sale securities (fair market value) | $28,075,000 | 3,041 |
| Total debt securities | $37,516,000 | 2,810 |
| 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 | $38,103,000 | 2,850 |
| U.S. Government securities | $26,107,000 | 2,525 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $26,107,000 | 2,427 |
| Securities issued by states & political subdivisions | $11,996,000 | 2,546 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,259,000 | 4,286 |
| Mortgage-backed securities | $12,764,000 | 2,548 |
| Certificates of participation in pools of residential mortgages | $9,410,000 | 2,309 |
| Issued or guaranteed by U.S. | $9,410,000 | 2,309 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,354,000 | 1,870 |
| CMOs issued by government agencies or sponsored agencies | $3,354,000 | 1,808 |
| 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) | $10,449,000 | 944 |
| Available-for-sale securities (fair market value) | $27,654,000 | 3,077 |
| Total debt securities | $38,099,000 | 2,829 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $500,000 | 853 |
| 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 | $38,461,000 | 2,805 |
| U.S. Government securities | $26,490,000 | 2,491 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $26,490,000 | 2,379 |
| Securities issued by states & political subdivisions | $11,971,000 | 2,557 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,261,000 | 4,322 |
| Mortgage-backed securities | $13,231,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $9,666,000 | 2,281 |
| Issued or guaranteed by U.S. | $9,666,000 | 2,277 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,565,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $3,565,000 | 1,745 |
| 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) | $10,459,000 | 955 |
| Available-for-sale securities (fair market value) | $28,002,000 | 3,048 |
| Total debt securities | $38,461,000 | 2,788 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $499,000 | 857 |
| 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 | $20,465,000 | 3,838 |
| U.S. Government securities | $11,118,000 | 3,707 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $11,118,000 | 3,583 |
| Securities issued by states & political subdivisions | $9,347,000 | 2,894 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,171,000 | 4,689 |
| Mortgage-backed securities | $4,406,000 | 3,553 |
| Certificates of participation in pools of residential mortgages | $1,405,000 | 3,889 |
| Issued or guaranteed by U.S. | $1,405,000 | 3,886 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,001,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $3,001,000 | 1,853 |
| 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) | $10,668,000 | 952 |
| Available-for-sale securities (fair market value) | $9,797,000 | 4,386 |
| Total debt securities | $20,465,000 | 3,813 |
| Structured notes | ||
| Amortized cost | $500,000 | 832 |
| Fair value | $502,000 | 835 |
| 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 | $21,276,000 | 3,841 |
| U.S. Government securities | $11,436,000 | 3,780 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $11,436,000 | 3,653 |
| Securities issued by states & political subdivisions | $9,840,000 | 2,830 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,179,000 | 4,773 |
| Mortgage-backed securities | $4,712,000 | 3,534 |
| Certificates of participation in pools of residential mortgages | $1,488,000 | 3,892 |
| Issued or guaranteed by U.S. | $1,488,000 | 3,886 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,224,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $3,224,000 | 1,833 |
| 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) | $11,178,000 | 960 |
| Available-for-sale securities (fair market value) | $10,098,000 | 4,408 |
| Total debt securities | $21,275,000 | 3,811 |
| Structured notes | ||
| Amortized cost | $500,000 | 968 |
| Fair value | $503,000 | 970 |
| 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 | $24,666,000 | 3,664 |
| U.S. Government securities | $14,754,000 | 3,505 |
| U.S. Treasury securities | $3,000,000 | 682 |
| U.S. Government agency obligations | $11,754,000 | 3,709 |
| Securities issued by states & political subdivisions | $9,912,000 | 2,799 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,180,000 | 4,824 |
| Mortgage-backed securities | $4,445,000 | 3,595 |
| Certificates of participation in pools of residential mortgages | $1,562,000 | 3,902 |
| Issued or guaranteed by U.S. | $1,562,000 | 3,898 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,883,000 | 1,988 |
| CMOs issued by government agencies or sponsored agencies | $2,883,000 | 1,918 |
| 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) | $16,387,000 | 841 |
| Available-for-sale securities (fair market value) | $8,279,000 | 4,663 |
| Total debt securities | $24,666,000 | 3,641 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,132 |
| Fair value | $501,000 | 1,137 |
| 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 | $23,349,000 | 3,788 |
| U.S. Government securities | $12,946,000 | 3,742 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,946,000 | 3,611 |
| Securities issued by states & political subdivisions | $10,403,000 | 2,759 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,179,000 | 4,868 |
| Mortgage-backed securities | $4,641,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $1,626,000 | 3,898 |
| Issued or guaranteed by U.S. | $1,626,000 | 3,894 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,015,000 | 1,979 |
| CMOs issued by government agencies or sponsored agencies | $3,015,000 | 1,909 |
| 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) | $14,899,000 | 893 |
| Available-for-sale securities (fair market value) | $8,450,000 | 4,703 |
| Total debt securities | $23,347,000 | 3,765 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,254 |
| Fair value | $499,000 | 1,294 |
| 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 | $25,675,000 | 3,686 |
| U.S. Government securities | $15,274,000 | 3,584 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $15,274,000 | 3,469 |
| Securities issued by states & political subdivisions | $10,401,000 | 2,785 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,190,000 | 4,933 |
| Mortgage-backed securities | $4,954,000 | 3,562 |
| Certificates of participation in pools of residential mortgages | $1,728,000 | 3,926 |
| Issued or guaranteed by U.S. | $1,728,000 | 3,921 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,226,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $3,226,000 | 1,892 |
| 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) | $17,110,000 | 834 |
| Available-for-sale securities (fair market value) | $8,565,000 | 4,764 |
| Total debt securities | $25,676,000 | 3,663 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,416 |
| Fair value | $502,000 | 1,431 |
| 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 | $26,941,000 | 3,673 |
| U.S. Government securities | $16,541,000 | 3,537 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $16,541,000 | 3,429 |
| Securities issued by states & political subdivisions | $10,400,000 | 2,796 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,193,000 | 4,974 |
| Mortgage-backed securities | $5,207,000 | 3,601 |
| Certificates of participation in pools of residential mortgages | $1,795,000 | 3,984 |
| Issued or guaranteed by U.S. | $1,795,000 | 3,979 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,412,000 | 1,979 |
| CMOs issued by government agencies or sponsored agencies | $3,412,000 | 1,912 |
| 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) | $17,123,000 | 846 |
| Available-for-sale securities (fair market value) | $9,818,000 | 4,731 |
| Total debt securities | $26,942,000 | 3,644 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $29,749,000 | 3,546 |
| U.S. Government securities | $18,990,000 | 3,373 |
| U.S. Treasury securities | $4,000,000 | 622 |
| U.S. Government agency obligations | $14,990,000 | 3,657 |
| Securities issued by states & political subdivisions | $10,759,000 | 2,720 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,202,000 | 5,031 |
| Mortgage-backed securities | $6,539,000 | 3,445 |
| Certificates of participation in pools of residential mortgages | $2,900,000 | 3,725 |
| Issued or guaranteed by U.S. | $2,900,000 | 3,721 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,639,000 | 1,985 |
| CMOs issued by government agencies or sponsored agencies | $3,639,000 | 1,916 |
| 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) | $16,178,000 | 856 |
| Available-for-sale securities (fair market value) | $13,571,000 | 4,426 |
| Total debt securities | $29,750,000 | 3,519 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $501,000 | 1,680 |
| 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 | $26,446,000 | 3,785 |
| U.S. Government securities | $14,452,000 | 3,892 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,452,000 | 3,764 |
| Securities issued by states & political subdivisions | $11,994,000 | 2,588 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $986,000 | 5,216 |
| Mortgage-backed securities | $6,795,000 | 3,477 |
| Certificates of participation in pools of residential mortgages | $3,026,000 | 3,769 |
| Issued or guaranteed by U.S. | $3,026,000 | 3,764 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,769,000 | 2,000 |
| CMOs issued by government agencies or sponsored agencies | $3,769,000 | 1,931 |
| 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) | $13,935,000 | 950 |
| Available-for-sale securities (fair market value) | $12,511,000 | 4,566 |
| Total debt securities | $26,446,000 | 3,761 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $28,019,000 | 3,756 |
| U.S. Government securities | $14,790,000 | 3,965 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $14,790,000 | 3,842 |
| Securities issued by states & political subdivisions | $13,229,000 | 2,469 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $988,000 | 5,276 |
| Mortgage-backed securities | $7,125,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $3,214,000 | 3,795 |
| Issued or guaranteed by U.S. | $3,214,000 | 3,794 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,911,000 | 2,003 |
| CMOs issued by government agencies or sponsored agencies | $3,911,000 | 1,927 |
| 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) | $15,186,000 | 918 |
| Available-for-sale securities (fair market value) | $12,833,000 | 4,630 |
| Total debt securities | $28,019,000 | 3,733 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $30,234,000 | 3,667 |
| U.S. Government securities | $15,206,000 | 3,969 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,206,000 | 3,849 |
| Securities issued by states & political subdivisions | $15,028,000 | 2,284 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $996,000 | 5,331 |
| Mortgage-backed securities | $7,519,000 | 3,513 |
| Certificates of participation in pools of residential mortgages | $3,408,000 | 3,801 |
| Issued or guaranteed by U.S. | $3,408,000 | 3,801 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,111,000 | 1,998 |
| CMOs issued by government agencies or sponsored agencies | $4,111,000 | 1,915 |
| 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) | $16,995,000 | 865 |
| Available-for-sale securities (fair market value) | $13,239,000 | 4,647 |
| Total debt securities | $30,234,000 | 3,640 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $32,546,000 | 3,534 |
| U.S. Government securities | $16,512,000 | 3,856 |
| U.S. Treasury securities | $2,000,000 | 706 |
| U.S. Government agency obligations | $14,512,000 | 3,973 |
| Securities issued by states & political subdivisions | $16,034,000 | 2,193 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $998,000 | 5,369 |
| Mortgage-backed securities | $6,318,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | $2,014,000 | 4,233 |
| Issued or guaranteed by U.S. | $2,014,000 | 4,230 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,304,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $4,304,000 | 1,883 |
| 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) | $17,936,000 | 829 |
| Available-for-sale securities (fair market value) | $14,610,000 | 4,575 |
| Total debt securities | $32,547,000 | 3,506 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $500,000 | 1,971 |
| 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 | $32,014,000 | 3,568 |
| U.S. Government securities | $14,805,000 | 4,020 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,805,000 | 3,920 |
| Securities issued by states & political subdivisions | $17,209,000 | 2,071 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $995,000 | 5,434 |
| Mortgage-backed securities | $6,610,000 | 3,659 |
| Certificates of participation in pools of residential mortgages | $2,135,000 | 4,225 |
| Issued or guaranteed by U.S. | $2,135,000 | 4,220 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,475,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $4,475,000 | 1,860 |
| 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) | $19,148,000 | 784 |
| Available-for-sale securities (fair market value) | $12,866,000 | 4,743 |
| Total debt securities | $32,013,000 | 3,538 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $501,000 | 1,956 |
| 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 | $32,423,000 | 3,551 |
| U.S. Government securities | $15,199,000 | 4,020 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,199,000 | 3,915 |
| Securities issued by states & political subdivisions | $17,224,000 | 2,080 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,008,000 | 5,458 |
| Mortgage-backed securities | $6,985,000 | 3,640 |
| Certificates of participation in pools of residential mortgages | $2,295,000 | 4,199 |
| Issued or guaranteed by U.S. | $2,295,000 | 4,192 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,690,000 | 1,938 |
| CMOs issued by government agencies or sponsored agencies | $4,690,000 | 1,851 |
| 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) | $19,156,000 | 771 |
| Available-for-sale securities (fair market value) | $13,267,000 | 4,763 |
| Total debt securities | $32,423,000 | 3,516 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $502,000 | 1,949 |
| 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 | $35,026,000 | 3,387 |
| U.S. Government securities | $17,800,000 | 3,731 |
| U.S. Treasury securities | $2,000,000 | 674 |
| U.S. Government agency obligations | $15,800,000 | 3,851 |
| Securities issued by states & political subdivisions | $17,226,000 | 2,072 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,490,000 | 5,294 |
| Mortgage-backed securities | $6,595,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | $1,646,000 | 4,387 |
| Issued or guaranteed by U.S. | $1,646,000 | 4,384 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,949,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $4,949,000 | 1,838 |
| 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) | $20,167,000 | 698 |
| Available-for-sale securities (fair market value) | $14,859,000 | 4,617 |
| Total debt securities | $35,027,000 | 3,357 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $502,000 | 1,939 |
| 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 | $37,766,000 | 3,273 |
| U.S. Government securities | $20,401,000 | 3,500 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $20,401,000 | 3,412 |
| Securities issued by states & political subdivisions | $17,365,000 | 2,046 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,543,000 | 5,329 |
| Mortgage-backed securities | $6,577,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $1,286,000 | 4,552 |
| Issued or guaranteed by U.S. | $1,286,000 | 4,550 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,291,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $5,291,000 | 1,837 |
| 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) | $24,679,000 | 583 |
| Available-for-sale securities (fair market value) | $13,087,000 | 4,838 |
| Total debt securities | $37,767,000 | 3,244 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,005,000 | 1,598 |
| 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 | $32,858,000 | 3,506 |
| U.S. Government securities | $15,482,000 | 3,963 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $15,482,000 | 3,864 |
| Securities issued by states & political subdivisions | $17,376,000 | 2,017 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,552,000 | 5,351 |
| Mortgage-backed securities | $6,140,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $1,108,000 | 4,670 |
| Issued or guaranteed by U.S. | $1,108,000 | 4,669 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,032,000 | 2,037 |
| CMOs issued by government agencies or sponsored agencies | $5,032,000 | 1,949 |
| 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) | $20,691,000 | 651 |
| Available-for-sale securities (fair market value) | $12,167,000 | 4,907 |
| Total debt securities | $32,857,000 | 3,472 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,006,000 | 1,631 |
| 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 | $31,894,000 | 3,594 |
| U.S. Government securities | $14,517,000 | 4,176 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $14,517,000 | 4,088 |
| Securities issued by states & political subdivisions | $17,377,000 | 1,977 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,559,000 | 5,433 |
| Mortgage-backed securities | $6,167,000 | 4,001 |
| Certificates of participation in pools of residential mortgages | $926,000 | 4,862 |
| Issued or guaranteed by U.S. | $926,000 | 4,859 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,241,000 | 2,074 |
| CMOs issued by government agencies or sponsored agencies | $5,241,000 | 1,980 |
| 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) | $20,704,000 | 657 |
| Available-for-sale securities (fair market value) | $11,190,000 | 5,113 |
| Total debt securities | $31,894,000 | 3,565 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,006,000 | 1,778 |
| 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 | $36,632,000 | 3,309 |
| U.S. Government securities | $19,778,000 | 3,661 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $19,778,000 | 3,586 |
| Securities issued by states & political subdivisions | $16,854,000 | 1,976 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,560,000 | 5,492 |
| Mortgage-backed securities | $5,430,000 | 4,168 |
| Certificates of participation in pools of residential mortgages | $998,000 | 4,852 |
| Issued or guaranteed by U.S. | $998,000 | 4,849 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,432,000 | 2,218 |
| CMOs issued by government agencies or sponsored agencies | $4,432,000 | 2,120 |
| 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) | $20,717,000 | 644 |
| Available-for-sale securities (fair market value) | $15,915,000 | 4,595 |
| Total debt securities | $36,633,000 | 3,289 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,139 |
| Fair value | $3,502,000 | 1,152 |
| 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 | $28,218,000 | 3,859 |
| U.S. Government securities | $11,389,000 | 4,770 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,389,000 | 4,681 |
| Securities issued by states & political subdivisions | $16,829,000 | 1,896 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,099,000 | 5,307 |
| Mortgage-backed securities | $2,061,000 | 4,905 |
| Certificates of participation in pools of residential mortgages | $1,060,000 | 4,832 |
| Issued or guaranteed by U.S. | $1,060,000 | 4,830 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,001,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $1,001,000 | 3,002 |
| 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) | $21,731,000 | 628 |
| Available-for-sale securities (fair market value) | $6,487,000 | 5,759 |
| Total debt securities | $28,217,000 | 3,836 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,934 |
| Fair value | $1,499,000 | 1,971 |
| 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 | $30,715,000 | 3,626 |
| U.S. Government securities | $13,897,000 | 4,356 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,897,000 | 4,269 |
| Securities issued by states & political subdivisions | $16,818,000 | 1,867 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 5,061 |
| Mortgage-backed securities | $66,000 | 5,738 |
| Certificates of participation in pools of residential mortgages | $66,000 | 5,487 |
| Issued or guaranteed by U.S. | $66,000 | 5,473 |
| 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) | $26,746,000 | 561 |
| Available-for-sale securities (fair market value) | $3,969,000 | 6,098 |
| Total debt securities | $30,715,000 | 3,600 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $498,000 | 2,709 |
| 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 | $23,745,000 | 4,133 |
| U.S. Government securities | $8,408,000 | 5,203 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $8,408,000 | 5,099 |
| Securities issued by states & political subdivisions | $15,337,000 | 1,941 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,290,000 | 5,022 |
| Mortgage-backed securities | $72,000 | 5,755 |
| Certificates of participation in pools of residential mortgages | $72,000 | 5,490 |
| Issued or guaranteed by U.S. | $72,000 | 5,475 |
| 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) | $21,076,000 | 647 |
| Available-for-sale securities (fair market value) | $2,669,000 | 6,330 |
| Total debt securities | $23,745,000 | 4,102 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $28,315,000 | 3,756 |
| U.S. Government securities | $13,382,000 | 4,497 |
| U.S. Treasury securities | $4,000,000 | 535 |
| U.S. Government agency obligations | $9,382,000 | 5,040 |
| Securities issued by states & political subdivisions | $14,933,000 | 1,930 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,265,000 | 5,070 |
| Mortgage-backed securities | $81,000 | 5,765 |
| Certificates of participation in pools of residential mortgages | $81,000 | 5,491 |
| Issued or guaranteed by U.S. | $81,000 | 5,481 |
| 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) | $25,188,000 | 571 |
| Available-for-sale securities (fair market value) | $3,127,000 | 6,340 |
| Total debt securities | $28,315,000 | 3,725 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $22,342,000 | 4,290 |
| U.S. Government securities | $7,809,000 | 5,436 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,809,000 | 5,326 |
| Securities issued by states & political subdivisions | $14,533,000 | 1,932 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,245,000 | 5,108 |
| Mortgage-backed securities | $91,000 | 5,759 |
| Certificates of participation in pools of residential mortgages | $91,000 | 5,477 |
| Issued or guaranteed by U.S. | $91,000 | 5,465 |
| 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) | $20,807,000 | 651 |
| Available-for-sale securities (fair market value) | $1,535,000 | 6,625 |
| Total debt securities | $22,342,000 | 4,257 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $20,052,000 | 4,391 |
| U.S. Government securities | $5,718,000 | 5,746 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,718,000 | 5,624 |
| Securities issued by states & political subdivisions | $14,334,000 | 1,919 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,250,000 | 5,123 |
| Mortgage-backed securities | $99,000 | 5,774 |
| Certificates of participation in pools of residential mortgages | $99,000 | 5,447 |
| Issued or guaranteed by U.S. | $99,000 | 5,435 |
| 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) | $18,518,000 | 708 |
| Available-for-sale securities (fair market value) | $1,534,000 | 6,648 |
| Total debt securities | $20,051,000 | 4,358 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $14,397,000 | 5,051 |
| U.S. Government securities | $5,986,000 | 5,675 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,986,000 | 5,559 |
| Securities issued by states & political subdivisions | $8,411,000 | 2,635 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,279,000 | 5,170 |
| Mortgage-backed securities | $107,000 | 5,823 |
| Certificates of participation in pools of residential mortgages | $107,000 | 5,465 |
| Issued or guaranteed by U.S. | $107,000 | 5,453 |
| 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) | $13,814,000 | 875 |
| Available-for-sale securities (fair market value) | $583,000 | 6,863 |
| Total debt securities | $14,396,000 | 5,015 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $17,294,000 | 4,710 |
| U.S. Government securities | $10,482,000 | 4,835 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,482,000 | 4,722 |
| Securities issued by states & political subdivisions | $6,812,000 | 2,816 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,228,000 | 5,234 |
| Mortgage-backed securities | $115,000 | 5,844 |
| Certificates of participation in pools of residential mortgages | $115,000 | 5,508 |
| Issued or guaranteed by U.S. | $115,000 | 5,495 |
| 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) | $13,735,000 | 903 |
| Available-for-sale securities (fair market value) | $3,559,000 | 6,398 |
| Total debt securities | $17,294,000 | 4,672 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,245 |
| Fair value | $1,507,000 | 2,278 |
| 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 | $18,383,000 | 4,624 |
| U.S. Government securities | $12,949,000 | 4,461 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,949,000 | 4,347 |
| Securities issued by states & political subdivisions | $5,434,000 | 3,135 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,156,000 | 5,345 |
| Mortgage-backed securities | $123,000 | 5,927 |
| Certificates of participation in pools of residential mortgages | $123,000 | 5,604 |
| Issued or guaranteed by U.S. | $123,000 | 5,590 |
| 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) | $14,880,000 | 868 |
| Available-for-sale securities (fair market value) | $3,503,000 | 6,486 |
| Total debt securities | $18,383,000 | 4,581 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,024 |
| Fair value | $1,482,000 | 2,110 |
| 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 | $20,082,000 | 4,390 |
| U.S. Government securities | $15,942,000 | 3,994 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,942,000 | 3,910 |
| Securities issued by states & political subdivisions | $4,140,000 | 3,526 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,159,000 | 5,376 |
| Mortgage-backed securities | $130,000 | 5,976 |
| Certificates of participation in pools of residential mortgages | $130,000 | 5,659 |
| Issued or guaranteed by U.S. | $130,000 | 5,644 |
| 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) | $16,610,000 | 822 |
| Available-for-sale securities (fair market value) | $3,472,000 | 6,505 |
| Total debt securities | $20,082,000 | 4,356 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,760 |
| Fair value | $1,447,000 | 1,832 |
| 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 | $18,540,000 | 4,610 |
| U.S. Government securities | $15,537,000 | 4,058 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $15,537,000 | 3,982 |
| Securities issued by states & political subdivisions | $3,003,000 | 3,924 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,131,000 | 5,428 |
| Mortgage-backed securities | $140,000 | 6,037 |
| Certificates of participation in pools of residential mortgages | $140,000 | 5,728 |
| Issued or guaranteed by U.S. | $140,000 | 5,709 |
| 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) | $13,000,000 | 972 |
| Available-for-sale securities (fair market value) | $5,540,000 | 6,157 |
| Total debt securities | $18,539,000 | 4,566 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,317 |
| Fair value | $1,470,000 | 1,386 |
| 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 | $18,790,000 | 4,576 |
| U.S. Government securities | $17,704,000 | 3,735 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,704,000 | 3,656 |
| Securities issued by states & political subdivisions | $1,086,000 | 4,857 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,226,000 | 5,397 |
| Mortgage-backed securities | $150,000 | 6,085 |
| Certificates of participation in pools of residential mortgages | $150,000 | 5,776 |
| Issued or guaranteed by U.S. | $150,000 | 5,756 |
| 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) | $12,810,000 | 991 |
| Available-for-sale securities (fair market value) | $5,980,000 | 6,092 |
| Total debt securities | $18,789,000 | 4,534 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 931 |
| Fair value | $1,458,000 | 983 |
| 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 | $22,591,000 | 4,121 |
| U.S. Government securities | $22,591,000 | 3,246 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,591,000 | 3,185 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,295,000 | 5,852 |
| Mortgage-backed securities | $166,000 | 6,116 |
| Certificates of participation in pools of residential mortgages | $166,000 | 5,808 |
| Issued or guaranteed by U.S. | $166,000 | 5,790 |
| 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) | $16,090,000 | 859 |
| Available-for-sale securities (fair market value) | $6,501,000 | 6,005 |
| Total debt securities | $22,591,000 | 4,087 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $21,706,000 | 4,243 |
| U.S. Government securities | $21,706,000 | 3,346 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $21,706,000 | 3,286 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,328,000 | 5,884 |
| Mortgage-backed securities | $175,000 | 6,133 |
| Certificates of participation in pools of residential mortgages | $175,000 | 5,822 |
| Issued or guaranteed by U.S. | $175,000 | 5,802 |
| 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) | $17,115,000 | 835 |
| Available-for-sale securities (fair market value) | $4,591,000 | 6,428 |
| Total debt securities | $21,706,000 | 4,202 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,002,000 | 1,026 |
| 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 | $20,216,000 | 4,371 |
| U.S. Government securities | $20,216,000 | 3,481 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $20,216,000 | 3,410 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,319,000 | 5,493 |
| Mortgage-backed securities | $183,000 | 6,120 |
| Certificates of participation in pools of residential mortgages | $183,000 | 5,809 |
| Issued or guaranteed by U.S. | $183,000 | 5,791 |
| 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) | $17,725,000 | 812 |
| Available-for-sale securities (fair market value) | $2,491,000 | 6,893 |
| Total debt securities | $20,216,000 | 4,338 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 761 |
| Fair value | $1,481,000 | 775 |
| 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 | $21,421,000 | 4,269 |
| U.S. Government securities | $21,421,000 | 3,387 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $21,421,000 | 3,320 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,321,000 | 5,480 |
| Mortgage-backed securities | $192,000 | 6,130 |
| Certificates of participation in pools of residential mortgages | $192,000 | 5,816 |
| Issued or guaranteed by U.S. | $192,000 | 5,791 |
| 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) | $19,934,000 | 744 |
| Available-for-sale securities (fair market value) | $1,487,000 | 7,163 |
| Total debt securities | $21,421,000 | 4,225 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,969,000 | 688 |
| 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 | $9,898,000 | 5,960 |
| U.S. Government securities | $9,898,000 | 5,135 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,898,000 | 5,042 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,321,000 | 5,460 |
| Mortgage-backed securities | $204,000 | 6,119 |
| Certificates of participation in pools of residential mortgages | $204,000 | 5,799 |
| Issued or guaranteed by U.S. | $204,000 | 5,767 |
| 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) | $9,898,000 | 1,156 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $9,898,000 | 5,890 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 588 |
| Fair value | $2,505,000 | 597 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $16,652,000 | 4,925 |
| U.S. Government securities | $16,652,000 | 4,059 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $16,652,000 | 3,973 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,221,000 | 5,568 |
| Mortgage-backed securities | $217,000 | 6,002 |
| Certificates of participation in pools of residential mortgages | $217,000 | 5,667 |
| Issued or guaranteed by U.S. | $217,000 | 5,647 |
| 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) | $16,652,000 | 869 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $16,652,000 | 4,873 |
| Structured notes | ||
| Amortized cost | $4,545,000 | 551 |
| Fair value | $4,553,000 | 552 |
| 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 | $14,267,000 | 5,320 |
| U.S. Government securities | $14,267,000 | 4,508 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,267,000 | 4,410 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,221,000 | 5,577 |
| Mortgage-backed securities | $229,000 | 5,941 |
| Certificates of participation in pools of residential mortgages | $229,000 | 5,590 |
| Issued or guaranteed by U.S. | $229,000 | 5,568 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $14,267,000 | 1,009 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $14,267,000 | 5,271 |
| Structured notes | ||
| Amortized cost | $5,044,000 | 613 |
| Fair value | $5,015,000 | 611 |
| 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 | $14,278,000 | 5,329 |
| U.S. Government securities | $14,278,000 | 4,525 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $14,278,000 | 4,415 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,221,000 | 5,629 |
| Mortgage-backed securities | $240,000 | 5,939 |
| Certificates of participation in pools of residential mortgages | $240,000 | 5,586 |
| Issued or guaranteed by U.S. | $240,000 | 5,565 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $14,278,000 | 1,021 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $14,278,000 | 5,286 |
| Structured notes | ||
| Amortized cost | $4,946,000 | 667 |
| Fair value | $4,844,000 | 666 |
| 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 | $14,293,000 | 5,366 |
| U.S. Government securities | $14,293,000 | 4,549 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,293,000 | 4,430 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,221,000 | 5,643 |
| Mortgage-backed securities | $256,000 | 5,925 |
| Certificates of participation in pools of residential mortgages | $256,000 | 5,568 |
| Issued or guaranteed by U.S. | $256,000 | 5,545 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $14,293,000 | 1,037 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $14,293,000 | 5,321 |
| Structured notes | ||
| Amortized cost | $4,946,000 | 715 |
| Fair value | $4,889,000 | 719 |
| 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 | $14,305,000 | 5,383 |
| U.S. Government securities | $14,305,000 | 4,602 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $14,305,000 | 4,478 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,122,000 | 6,201 |
| Mortgage-backed securities | $272,000 | 5,915 |
| Certificates of participation in pools of residential mortgages | $272,000 | 5,548 |
| Issued or guaranteed by U.S. | $272,000 | 5,526 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $14,305,000 | 1,061 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $14,305,000 | 5,338 |
| Structured notes | ||
| Amortized cost | $5,241,000 | 699 |
| Fair value | $5,158,000 | 700 |
| 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 | $14,314,000 | 5,420 |
| U.S. Government securities | $14,314,000 | 4,645 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,314,000 | 4,513 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,122,000 | 6,252 |
| Mortgage-backed securities | $282,000 | 5,937 |
| Certificates of participation in pools of residential mortgages | $282,000 | 5,571 |
| Issued or guaranteed by U.S. | $282,000 | 5,544 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $14,314,000 | 1,095 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $14,314,000 | 5,369 |
| Structured notes | ||
| Amortized cost | $5,241,000 | 758 |
| Fair value | $5,158,000 | 759 |
| 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 | $14,327,000 | 5,427 |
| U.S. Government securities | $14,327,000 | 4,641 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $14,327,000 | 4,497 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,122,000 | 6,292 |
| Mortgage-backed securities | $296,000 | 5,954 |
| Certificates of participation in pools of residential mortgages | $296,000 | 5,584 |
| Issued or guaranteed by U.S. | $296,000 | 5,559 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $14,327,000 | 1,112 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $14,327,000 | 5,374 |
| Structured notes | ||
| Amortized cost | $5,241,000 | 812 |
| Fair value | $5,025,000 | 821 |
| 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 | $14,340,000 | 5,469 |
| U.S. Government securities | $14,340,000 | 4,674 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $14,340,000 | 4,537 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,122,000 | 6,305 |
| Mortgage-backed securities | $309,000 | 5,978 |
| Certificates of participation in pools of residential mortgages | $309,000 | 5,595 |
| Issued or guaranteed by U.S. | $309,000 | 5,572 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $14,340,000 | 1,129 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $14,340,000 | 5,420 |
| Structured notes | ||
| Amortized cost | $5,240,000 | 824 |
| Fair value | $5,095,000 | 829 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $14,858,000 | 5,407 |
| U.S. Government securities | $14,858,000 | 4,556 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $14,858,000 | 4,423 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,122,000 | 6,327 |
| Mortgage-backed securities | $328,000 | 6,021 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,613 |
| Issued or guaranteed by U.S. | $328,000 | 5,587 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $14,858,000 | 1,133 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $14,858,000 | 5,358 |
| Structured notes | ||
| Amortized cost | $5,240,000 | 834 |
| Fair value | $5,127,000 | 835 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $14,578,000 | 5,436 |
| U.S. Government securities | $14,578,000 | 4,570 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,578,000 | 4,434 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,121,000 | 6,346 |
| Mortgage-backed securities | $342,000 | 6,042 |
| Certificates of participation in pools of residential mortgages | $342,000 | 5,632 |
| Issued or guaranteed by U.S. | $342,000 | 5,611 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| 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) | $14,578,000 | 1,158 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $14,578,000 | 5,383 |
| Structured notes | ||
| Amortized cost | $4,946,000 | 897 |
| Fair value | $4,898,000 | 893 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $14,595,000 | 5,484 |
| U.S. Government securities | $14,595,000 | 4,641 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,595,000 | 4,503 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,122,000 | 6,352 |
| Mortgage-backed securities | $359,000 | 6,085 |
| Certificates of participation in pools of residential mortgages | $359,000 | 5,672 |
| Issued or guaranteed by U.S. | $359,000 | 5,645 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| 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) | $14,595,000 | 1,167 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $14,595,000 | 5,419 |
| Structured notes | ||
| Amortized cost | $4,946,000 | 878 |
| Fair value | $4,942,000 | 864 |
| 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 | $14,318,000 | 5,604 |
| U.S. Government securities | $14,318,000 | 4,739 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,318,000 | 4,600 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,122,000 | 6,400 |
| Mortgage-backed securities | $379,000 | 6,129 |
| Certificates of participation in pools of residential mortgages | $379,000 | 5,710 |
| Issued or guaranteed by U.S. | $379,000 | 5,690 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| 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) | $14,318,000 | 1,198 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $14,318,000 | 5,533 |
| Structured notes | ||
| Amortized cost | $4,946,000 | 888 |
| Fair value | $4,847,000 | 883 |
| 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 | $16,452,000 | 5,260 |
| U.S. Government securities | $16,452,000 | 4,370 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,452,000 | 4,237 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,024,000 | 6,462 |
| Mortgage-backed securities | $416,000 | 6,135 |
| Certificates of participation in pools of residential mortgages | $402,000 | 5,724 |
| Issued or guaranteed by U.S. | $402,000 | 5,706 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $14,000 | 3,714 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,378 |
| 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) | $16,452,000 | 1,088 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $16,452,000 | 5,190 |
| Structured notes | ||
| Amortized cost | $4,746,000 | 876 |
| Fair value | $4,688,000 | 882 |
| 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 | $14,770,000 | 5,560 |
| U.S. Government securities | $14,770,000 | 4,669 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $14,770,000 | 4,522 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,024,000 | 6,487 |
| Mortgage-backed securities | $481,000 | 6,113 |
| Certificates of participation in pools of residential mortgages | $431,000 | 5,714 |
| Issued or guaranteed by U.S. | $431,000 | 5,698 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $50,000 | 3,599 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,276 |
| 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) | $14,770,000 | 1,166 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $14,770,000 | 5,494 |
| Structured notes | ||
| Amortized cost | $3,996,000 | 1,028 |
| Fair value | $4,003,000 | 991 |
| 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 | $14,673,000 | 5,630 |
| U.S. Government securities | $14,673,000 | 4,767 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $14,673,000 | 4,603 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,025,000 | 6,508 |
| Mortgage-backed securities | $584,000 | 6,061 |
| Certificates of participation in pools of residential mortgages | $459,000 | 5,744 |
| Issued or guaranteed by U.S. | $459,000 | 5,731 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $125,000 | 3,517 |
| CMOs issued by government agencies or sponsored agencies | $125,000 | 3,217 |
| 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) | $14,673,000 | 1,172 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $14,673,000 | 5,565 |
| Structured notes | ||
| Amortized cost | $3,796,000 | 1,051 |
| Fair value | $3,705,000 | 1,050 |
| 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 | $13,566,000 | 5,822 |
| U.S. Government securities | $13,566,000 | 4,916 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $13,566,000 | 4,778 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,025,000 | 6,501 |
| Mortgage-backed securities | $872,000 | 5,880 |
| Certificates of participation in pools of residential mortgages | $517,000 | 5,696 |
| Issued or guaranteed by U.S. | $517,000 | 5,679 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $355,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $355,000 | 3,019 |
| 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) | $13,566,000 | 1,226 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $13,566,000 | 5,738 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $12,969,000 | 6,007 |
| U.S. Government securities | $12,969,000 | 5,083 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,969,000 | 4,933 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,025,000 | 6,498 |
| Mortgage-backed securities | $1,075,000 | 5,715 |
| Certificates of participation in pools of residential mortgages | $559,000 | 5,689 |
| Issued or guaranteed by U.S. | $559,000 | 5,669 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $516,000 | 3,139 |
| CMOs issued by government agencies or sponsored agencies | $516,000 | 2,987 |
| 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) | $12,969,000 | 1,259 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $12,969,000 | 5,913 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $12,846,000 | 5,950 |
| U.S. Government securities | $12,846,000 | 4,958 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,846,000 | 4,809 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,025,000 | 6,514 |
| Mortgage-backed securities | $1,452,000 | 5,494 |
| Certificates of participation in pools of residential mortgages | $609,000 | 5,685 |
| Issued or guaranteed by U.S. | $609,000 | 5,663 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $843,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $843,000 | 2,791 |
| 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) | $12,846,000 | 1,250 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $12,846,000 | 5,860 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $12,401,000 | 5,984 |
| U.S. Government securities | $12,401,000 | 4,996 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $12,401,000 | 4,835 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,128,000 | 6,419 |
| Mortgage-backed securities | $2,407,000 | 5,110 |
| Certificates of participation in pools of residential mortgages | $760,000 | 5,587 |
| Issued or guaranteed by U.S. | $760,000 | 5,565 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,647,000 | 2,674 |
| CMOs issued by government agencies or sponsored agencies | $1,647,000 | 2,526 |
| 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) | $12,401,000 | 1,268 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $12,401,000 | 5,890 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $11,577,000 | 6,188 |
| U.S. Government securities | $11,577,000 | 5,210 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,577,000 | 5,032 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,128,000 | 6,461 |
| Mortgage-backed securities | $2,683,000 | 5,012 |
| Certificates of participation in pools of residential mortgages | $886,000 | 5,483 |
| Issued or guaranteed by U.S. | $886,000 | 5,464 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,797,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $1,797,000 | 2,580 |
| 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) | $11,577,000 | 1,330 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $11,577,000 | 6,095 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $13,230,000 | 5,804 |
| U.S. Government securities | $13,230,000 | 4,818 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $13,230,000 | 4,643 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,128,000 | 6,485 |
| Mortgage-backed securities | $2,737,000 | 4,991 |
| Certificates of participation in pools of residential mortgages | $940,000 | 5,403 |
| Issued or guaranteed by U.S. | $940,000 | 5,384 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,797,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $1,797,000 | 2,594 |
| 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) | $13,230,000 | 1,261 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $13,230,000 | 5,711 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $12,891,000 | 5,809 |
| U.S. Government securities | $8,945,000 | 5,797 |
| U.S. Treasury securities | $200,000 | 2,989 |
| U.S. Government agency obligations | $8,745,000 | 5,636 |
| Securities issued by states & political subdivisions | $3,946,000 | 3,275 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $620,000 | 7,048 |
| Mortgage-backed securities | $1,831,000 | 5,371 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,831,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $1,831,000 | 2,654 |
| 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) | $12,891,000 | 1,305 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $12,891,000 | 5,713 |
| 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 | $6,351,000 | 7,895 |
| U.S. Government securities | $2,464,000 | 8,816 |
| U.S. Treasury securities | $800,000 | 2,989 |
| U.S. Government agency obligations | $1,664,000 | 8,834 |
| Securities issued by states & political subdivisions | $3,747,000 | 3,320 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 6,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $724,000 | 7,320 |
| Mortgage-backed securities | $169,000 | 6,705 |
| Certificates of participation in pools of residential mortgages | $4,000 | 7,100 |
| Issued or guaranteed by U.S. | $4,000 | 7,076 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $165,000 | 3,837 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 3,656 |
| 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) | $6,211,000 | 2,486 |
| Available-for-sale securities (fair market value) | $140,000 | 9,045 |
| Total debt securities | $6,211,000 | 7,823 |
| 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 | $8,757,000 | 7,444 |
| U.S. Government securities | $4,396,000 | 8,323 |
| U.S. Treasury securities | $1,749,000 | 2,970 |
| U.S. Government agency obligations | $2,647,000 | 8,618 |
| Securities issued by states & political subdivisions | $4,230,000 | 3,253 |
| 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 | $131,000 | 6,394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $825,000 | 7,378 |
| Mortgage-backed securities | $350,000 | 6,691 |
| Certificates of participation in pools of residential mortgages | $11,000 | 7,329 |
| Issued or guaranteed by U.S. | $11,000 | 7,308 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $339,000 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $339,000 | 3,606 |
| 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) | $8,626,000 | 2,300 |
| Available-for-sale securities (fair market value) | $131,000 | 9,317 |
| Total debt securities | $8,626,000 | 7,360 |
| 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 | $9,932,000 | 7,130 |
| U.S. Government securities | $6,414,000 | 7,386 |
| U.S. Treasury securities | $3,253,000 | 2,963 |
| U.S. Government agency obligations | $3,161,000 | 8,130 |
| Securities issued by states & political subdivisions | $3,402,000 | 3,738 |
| 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 | $116,000 | 6,309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $699,000 | 7,523 |
| Mortgage-backed securities | $967,000 | 6,145 |
| Certificates of participation in pools of residential mortgages | $24,000 | 7,432 |
| Issued or guaranteed by U.S. | $24,000 | 7,409 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $943,000 | 3,359 |
| CMOs issued by government agencies or sponsored agencies | $943,000 | 3,207 |
| 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) | $9,816,000 | 2,351 |
| Available-for-sale securities (fair market value) | $116,000 | 9,478 |
| Total debt securities | $9,816,000 | 7,023 |
| 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 | $9,199,000 | 7,672 |
| U.S. Government securities | $6,331,000 | 7,947 |
| U.S. Treasury securities | $4,358,000 | 3,478 |
| U.S. Government agency obligations | $1,973,000 | 9,072 |
| Securities issued by states & political subdivisions | $2,868,000 | 3,922 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $701,000 | 7,887 |
| Mortgage-backed securities | $974,000 | 6,363 |
| Certificates of participation in pools of residential mortgages | $77,000 | 7,418 |
| Issued or guaranteed by U.S. | $77,000 | 7,391 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $897,000 | 3,550 |
| CMOs issued by government agencies or sponsored agencies | $897,000 | 3,428 |
| 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) | $9,199,000 | 2,956 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $9,199,000 | 7,534 |
| 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 | $10,136,000 | 7,896 |
| U.S. Government securities | $7,375,000 | 8,103 |
| U.S. Treasury securities | $4,553,000 | 4,012 |
| U.S. Government agency obligations | $2,822,000 | 8,929 |
| Securities issued by states & political subdivisions | $2,761,000 | 4,125 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $898,000 | 8,063 |
| Mortgage-backed securities | $826,000 | 7,085 |
| Certificates of participation in pools of residential mortgages | $104,000 | 7,852 |
| Issued or guaranteed by U.S. | $104,000 | 7,831 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $722,000 | 4,151 |
| CMOs issued by government agencies or sponsored agencies | $722,000 | 3,997 |
| 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) | $10,136,000 | 3,149 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $10,136,000 | 7,756 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $9,951,000 | 8,303 |
| U.S. Government securities | $7,196,000 | 8,518 |
| U.S. Treasury securities | $4,814,000 | 4,737 |
| U.S. Government agency obligations | $2,382,000 | 9,452 |
| Securities issued by states & political subdivisions | $2,755,000 | 4,180 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $902,000 | 8,290 |
| Mortgage-backed securities | $694,000 | 7,716 |
| Certificates of participation in pools of residential mortgages | $163,000 | 7,993 |
| Issued or guaranteed by U.S. | $163,000 | 7,962 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $531,000 | 4,804 |
| CMOs issued by government agencies or sponsored agencies | $531,000 | 4,618 |
| 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) | $9,951,000 | 3,421 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $9,951,000 | 8,174 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $9,889,000 | 8,795 |
| U.S. Government securities | $7,135,000 | 9,069 |
| U.S. Treasury securities | $6,279,000 | 4,801 |
| U.S. Government agency obligations | $856,000 | 11,033 |
| Securities issued by states & political subdivisions | $2,754,000 | 4,400 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $957,000 | 8,547 |
| Mortgage-backed securities | $756,000 | 8,120 |
| Certificates of participation in pools of residential mortgages | $211,000 | 8,300 |
| Issued or guaranteed by U.S. | $211,000 | 8,272 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $545,000 | 5,153 |
| CMOs issued by government agencies or sponsored agencies | $545,000 | 4,929 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,865,000 | 5,712 |
| Available-for-sale securities (fair market value) | $24,000 | 11,053 |
| Total debt securities | $9,889,000 | 8,690 |
| 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 | $9,685,000 | 9,206 |
| U.S. Government securities | $7,432,000 | 9,183 |
| U.S. Treasury securities | $4,990,000 | 5,774 |
| U.S. Government agency obligations | $2,442,000 | 9,863 |
| Securities issued by states & political subdivisions | $2,253,000 | 5,007 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $862,000 | 8,829 |
| Mortgage-backed securities | $947,000 | 8,551 |
| Certificates of participation in pools of residential mortgages | $384,000 | 8,410 |
| Issued or guaranteed by U.S. | $384,000 | 8,353 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $563,000 | 5,564 |
| CMOs issued by government agencies or sponsored agencies | $563,000 | 5,313 |
| 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 | $9,685,000 | 9,073 |
| 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 | $10,844,000 | 8,795 |
| U.S. Government securities | $8,317,000 | 8,849 |
| U.S. Treasury securities | $3,822,000 | 6,757 |
| U.S. Government agency obligations | $4,495,000 | 8,337 |
| Securities issued by states & political subdivisions | $2,527,000 | 4,470 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $656,000 | 9,396 |
| Mortgage-backed securities | $1,496,000 | 8,241 |
| Certificates of participation in pools of residential mortgages | $675,000 | 8,156 |
| Issued or guaranteed by U.S. | $675,000 | 8,096 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $821,000 | 5,351 |
| CMOs issued by government agencies or sponsored agencies | $821,000 | 4,955 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,844,000 | 8,677 |
| 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 |