Home > Bank of the Valley > Securities
Bank of the Valley, Securities
| 2023-12-31 | Rank | |
| Total securities | $46,929,000 | 2,678 |
| U.S. Government securities | $13,088,000 | 3,374 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $13,088,000 | 3,015 |
| Securities issued by states & political subdivisions | $23,046,000 | 1,650 |
| Other domestic debt securities | $10,795,000 | 980 |
| Privately issued residential mortgage-backed securities | $99,000 | 605 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,815,000 | 285 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $823,000 | 1,628 |
| 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 | $28,483,000 | 2,009 |
| Mortgage-backed securities | $5,486,000 | 2,963 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,645,000 | 3,079 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 2,330 |
| Privately issued | $99,000 | 452 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $186,000 | 1,506 |
| Other commercial mortgage-backed securities | $3,058,000 | 838 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $46,929,000 | 2,450 |
| Total debt securities | $46,928,000 | 2,661 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $45,263,000 | 2,713 |
| U.S. Government securities | $13,970,000 | 3,343 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $13,970,000 | 2,944 |
| Securities issued by states & political subdivisions | $18,579,000 | 1,833 |
| Other domestic debt securities | $12,714,000 | 896 |
| Privately issued residential mortgage-backed securities | $124,000 | 582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,759,000 | 252 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $815,000 | 1,629 |
| 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 | $25,254,000 | 2,078 |
| Mortgage-backed securities | $5,467,000 | 2,962 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,632,000 | 3,093 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 2,314 |
| Privately issued | $124,000 | 444 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $190,000 | 1,485 |
| Other commercial mortgage-backed securities | $3,016,000 | 824 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $45,263,000 | 2,480 |
| Total debt securities | $45,262,000 | 2,697 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $47,960,000 | 2,700 |
| U.S. Government securities | $14,915,000 | 3,332 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $14,915,000 | 2,944 |
| Securities issued by states & political subdivisions | $20,028,000 | 1,823 |
| Other domestic debt securities | $13,017,000 | 892 |
| Privately issued residential mortgage-backed securities | $128,000 | 587 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,045,000 | 252 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $828,000 | 1,638 |
| 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 | $22,933,000 | 2,179 |
| Mortgage-backed securities | $5,492,000 | 2,984 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,606,000 | 3,113 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $546,000 | 2,302 |
| Privately issued | $128,000 | 439 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $196,000 | 1,476 |
| Other commercial mortgage-backed securities | $3,016,000 | 833 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $47,960,000 | 2,474 |
| Total debt securities | $47,960,000 | 2,685 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $45,315,000 | 2,848 |
| U.S. Government securities | $11,533,000 | 3,619 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $11,533,000 | 3,180 |
| Securities issued by states & political subdivisions | $20,405,000 | 1,861 |
| Other domestic debt securities | $13,377,000 | 924 |
| Privately issued residential mortgage-backed securities | $132,000 | 610 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,347,000 | 256 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $876,000 | 1,677 |
| 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 | $21,400,000 | 2,191 |
| Mortgage-backed securities | $5,622,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,630,000 | 3,156 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $582,000 | 2,333 |
| Privately issued | $132,000 | 452 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $256,000 | 1,471 |
| Other commercial mortgage-backed securities | $3,022,000 | 856 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $45,315,000 | 2,606 |
| Total debt securities | $45,316,000 | 2,829 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $35,823,000 | 3,171 |
| U.S. Government securities | $3,002,000 | 4,275 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $3,002,000 | 3,942 |
| Securities issued by states & political subdivisions | $28,962,000 | 1,528 |
| Other domestic debt securities | $3,859,000 | 1,528 |
| Privately issued residential mortgage-backed securities | $139,000 | 624 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,788,000 | 428 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $873,000 | 1,692 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,530,000 | 1,873 |
| Mortgage-backed securities | $3,644,000 | 3,258 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,577,000 | 3,197 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $608,000 | 2,342 |
| Privately issued | $139,000 | 452 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $261,000 | 1,478 |
| Other commercial mortgage-backed securities | $1,059,000 | 1,095 |
| Held to maturity securities (book value) | $62,000 | 1,819 |
| Available-for-sale securities (fair market value) | $35,761,000 | 2,916 |
| Total debt securities | $35,818,000 | 3,146 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $35,166,000 | 3,212 |
| U.S. Government securities | $3,171,000 | 4,291 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $3,171,000 | 3,940 |
| Securities issued by states & political subdivisions | $27,990,000 | 1,569 |
| Other domestic debt securities | $4,005,000 | 1,487 |
| Privately issued residential mortgage-backed securities | $149,000 | 611 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,923,000 | 415 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $879,000 | 1,701 |
| 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 | $25,738,000 | 1,837 |
| Mortgage-backed securities | $3,730,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,569,000 | 3,221 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $630,000 | 2,361 |
| Privately issued | $149,000 | 457 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $328,000 | 1,470 |
| Other commercial mortgage-backed securities | $1,054,000 | 1,128 |
| Held to maturity securities (book value) | $62,000 | 1,810 |
| Available-for-sale securities (fair market value) | $35,104,000 | 2,950 |
| Total debt securities | $35,167,000 | 3,190 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $35,829,000 | 3,224 |
| U.S. Government securities | $1,825,000 | 4,404 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,825,000 | 4,122 |
| Securities issued by states & political subdivisions | $29,811,000 | 1,557 |
| Other domestic debt securities | $4,193,000 | 1,387 |
| Privately issued residential mortgage-backed securities | $155,000 | 620 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,033,000 | 412 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $913,000 | 1,685 |
| 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 | $22,340,000 | 1,973 |
| Mortgage-backed securities | $2,355,000 | 3,471 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $860,000 | 2,362 |
| CMOs issued by government agencies or sponsored agencies | $705,000 | 2,352 |
| Privately issued | $155,000 | 457 |
| Commercial mortgage-backed securities | $1,495,000 | 1,613 |
| Commercial mortgage pass-through securities | $403,000 | 1,435 |
| Other commercial mortgage-backed securities | $1,092,000 | 1,186 |
| Held to maturity securities (book value) | $70,000 | 1,743 |
| Available-for-sale securities (fair market value) | $35,759,000 | 2,989 |
| Total debt securities | $35,830,000 | 3,206 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $34,814,000 | 3,212 |
| U.S. Government securities | $2,015,000 | 4,341 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $2,015,000 | 4,084 |
| Securities issued by states & political subdivisions | $29,552,000 | 1,578 |
| Other domestic debt securities | $3,247,000 | 1,489 |
| Privately issued residential mortgage-backed securities | $167,000 | 602 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,144,000 | 419 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $936,000 | 1,663 |
| 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 | $23,427,000 | 1,878 |
| Mortgage-backed securities | $1,431,000 | 3,619 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $951,000 | 2,323 |
| CMOs issued by government agencies or sponsored agencies | $784,000 | 2,318 |
| Privately issued | $167,000 | 437 |
| Commercial mortgage-backed securities | $480,000 | 1,877 |
| Commercial mortgage pass-through securities | $480,000 | 1,380 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $70,000 | 1,667 |
| Available-for-sale securities (fair market value) | $34,744,000 | 3,007 |
| Total debt securities | $34,814,000 | 3,194 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $37,241,000 | 3,059 |
| U.S. Government securities | $2,219,000 | 4,271 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,219,000 | 4,061 |
| Securities issued by states & political subdivisions | $31,606,000 | 1,567 |
| Other domestic debt securities | $3,416,000 | 1,429 |
| Privately issued residential mortgage-backed securities | $180,000 | 569 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,235,000 | 428 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,001,000 | 1,543 |
| 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 | $24,236,000 | 1,830 |
| Mortgage-backed securities | $1,573,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,088,000 | 2,272 |
| CMOs issued by government agencies or sponsored agencies | $908,000 | 2,272 |
| Privately issued | $180,000 | 394 |
| Commercial mortgage-backed securities | $485,000 | 1,852 |
| Commercial mortgage pass-through securities | $485,000 | 1,372 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $77,000 | 1,586 |
| Available-for-sale securities (fair market value) | $37,164,000 | 2,894 |
| Total debt securities | $37,241,000 | 3,038 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $28,807,000 | 3,288 |
| U.S. Government securities | $2,435,000 | 4,265 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,435,000 | 4,081 |
| Securities issued by states & political subdivisions | $22,803,000 | 1,873 |
| Other domestic debt securities | $3,569,000 | 1,363 |
| Privately issued residential mortgage-backed securities | $197,000 | 542 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,372,000 | 392 |
| 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 | $24,593,000 | 1,781 |
| Mortgage-backed securities | $1,748,000 | 3,629 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,210,000 | 2,255 |
| CMOs issued by government agencies or sponsored agencies | $1,013,000 | 2,249 |
| Privately issued | $197,000 | 376 |
| Commercial mortgage-backed securities | $538,000 | 1,837 |
| Commercial mortgage pass-through securities | $538,000 | 1,353 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $77,000 | 1,610 |
| Available-for-sale securities (fair market value) | $28,730,000 | 3,104 |
| Total debt securities | $28,807,000 | 3,268 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $38,363,000 | 2,903 |
| U.S. Government securities | $2,601,000 | 4,259 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,601,000 | 4,081 |
| Securities issued by states & political subdivisions | $32,101,000 | 1,462 |
| Other domestic debt securities | $3,661,000 | 1,325 |
| Privately issued residential mortgage-backed securities | $238,000 | 547 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,423,000 | 396 |
| 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 | $31,949,000 | 1,494 |
| Mortgage-backed securities | $1,903,000 | 3,622 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,360,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $1,122,000 | 2,210 |
| Privately issued | $238,000 | 361 |
| Commercial mortgage-backed securities | $543,000 | 1,828 |
| Commercial mortgage pass-through securities | $543,000 | 1,358 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $84,000 | 1,591 |
| Available-for-sale securities (fair market value) | $38,279,000 | 2,744 |
| Total debt securities | $38,365,000 | 2,887 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $33,794,000 | 2,957 |
| U.S. Government securities | $2,821,000 | 4,174 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,821,000 | 4,006 |
| Securities issued by states & political subdivisions | $27,186,000 | 1,614 |
| Other domestic debt securities | $3,787,000 | 1,264 |
| Privately issued residential mortgage-backed securities | $264,000 | 546 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,523,000 | 391 |
| 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 | $29,857,000 | 1,527 |
| Mortgage-backed securities | $2,097,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,533,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $1,269,000 | 2,133 |
| Privately issued | $264,000 | 352 |
| Commercial mortgage-backed securities | $564,000 | 1,811 |
| Commercial mortgage pass-through securities | $564,000 | 1,345 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $84,000 | 1,590 |
| Available-for-sale securities (fair market value) | $33,710,000 | 2,778 |
| Total debt securities | $33,794,000 | 2,937 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $34,478,000 | 2,820 |
| U.S. Government securities | $3,010,000 | 4,075 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,010,000 | 3,929 |
| Securities issued by states & political subdivisions | $27,437,000 | 1,544 |
| Other domestic debt securities | $4,031,000 | 1,178 |
| Privately issued residential mortgage-backed securities | $313,000 | 516 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,718,000 | 364 |
| 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 | $29,915,000 | 1,511 |
| Mortgage-backed securities | $2,255,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,684,000 | 2,113 |
| CMOs issued by government agencies or sponsored agencies | $1,371,000 | 2,140 |
| Privately issued | $313,000 | 337 |
| Commercial mortgage-backed securities | $571,000 | 1,772 |
| Commercial mortgage pass-through securities | $571,000 | 1,303 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $91,000 | 1,578 |
| Available-for-sale securities (fair market value) | $34,387,000 | 2,649 |
| Total debt securities | $34,478,000 | 2,801 |
| 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 | $34,276,000 | 2,739 |
| U.S. Government securities | $3,249,000 | 4,056 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,249,000 | 3,894 |
| Securities issued by states & political subdivisions | $26,906,000 | 1,449 |
| Other domestic debt securities | $4,121,000 | 1,113 |
| Privately issued residential mortgage-backed securities | $334,000 | 508 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,787,000 | 351 |
| 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 | $26,157,000 | 1,604 |
| Mortgage-backed securities | $2,470,000 | 3,515 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,823,000 | 2,104 |
| CMOs issued by government agencies or sponsored agencies | $1,489,000 | 2,134 |
| Privately issued | $334,000 | 321 |
| Commercial mortgage-backed securities | $647,000 | 1,737 |
| Commercial mortgage pass-through securities | $647,000 | 1,275 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $91,000 | 1,578 |
| Available-for-sale securities (fair market value) | $34,185,000 | 2,584 |
| Total debt securities | $34,276,000 | 2,721 |
| 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 | $28,663,000 | 2,917 |
| U.S. Government securities | $3,381,000 | 4,062 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,381,000 | 3,894 |
| Securities issued by states & political subdivisions | $19,368,000 | 1,724 |
| Other domestic debt securities | $5,914,000 | 915 |
| Privately issued residential mortgage-backed securities | $342,000 | 486 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,572,000 | 277 |
| 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 | $24,191,000 | 1,695 |
| Mortgage-backed securities | $2,551,000 | 3,515 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,892,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $1,550,000 | 2,140 |
| Privately issued | $342,000 | 304 |
| Commercial mortgage-backed securities | $659,000 | 1,719 |
| Commercial mortgage pass-through securities | $659,000 | 1,261 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $99,000 | 1,588 |
| Available-for-sale securities (fair market value) | $28,564,000 | 2,737 |
| Total debt securities | $28,662,000 | 2,896 |
| 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 | $41,385,000 | 2,365 |
| U.S. Government securities | $10,872,000 | 3,216 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,872,000 | 3,075 |
| Securities issued by states & political subdivisions | $24,749,000 | 1,329 |
| Other domestic debt securities | $5,764,000 | 895 |
| Privately issued residential mortgage-backed securities | $301,000 | 509 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,463,000 | 256 |
| 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 | $27,510,000 | 1,516 |
| Mortgage-backed securities | $7,625,000 | 2,873 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,148,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $2,847,000 | 1,882 |
| Privately issued | $301,000 | 316 |
| Commercial mortgage-backed securities | $4,477,000 | 1,037 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $4,477,000 | 678 |
| Held to maturity securities (book value) | $99,000 | 1,598 |
| Available-for-sale securities (fair market value) | $41,286,000 | 2,207 |
| Total debt securities | $41,384,000 | 2,346 |
| 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 | $38,827,000 | 2,485 |
| U.S. Government securities | $10,914,000 | 3,303 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $10,914,000 | 3,143 |
| Securities issued by states & political subdivisions | $21,235,000 | 1,455 |
| Other domestic debt securities | $6,678,000 | 789 |
| Privately issued residential mortgage-backed securities | $395,000 | 464 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $6,283,000 | 220 |
| 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 | $29,035,000 | 1,452 |
| Mortgage-backed securities | $7,554,000 | 2,843 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,283,000 | 1,851 |
| CMOs issued by government agencies or sponsored agencies | $2,888,000 | 1,881 |
| Privately issued | $395,000 | 296 |
| Commercial mortgage-backed securities | $4,271,000 | 1,036 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $4,271,000 | 652 |
| Held to maturity securities (book value) | $106,000 | 1,634 |
| Available-for-sale securities (fair market value) | $38,721,000 | 2,313 |
| Total debt securities | $38,827,000 | 2,466 |
| 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 | $39,668,000 | 2,465 |
| U.S. Government securities | $11,322,000 | 3,307 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $11,322,000 | 3,154 |
| Securities issued by states & political subdivisions | $21,391,000 | 1,445 |
| Other domestic debt securities | $6,955,000 | 774 |
| Privately issued residential mortgage-backed securities | $421,000 | 490 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $6,534,000 | 214 |
| 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 | $24,919,000 | 1,615 |
| Mortgage-backed securities | $7,773,000 | 2,818 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,412,000 | 1,838 |
| CMOs issued by government agencies or sponsored agencies | $2,991,000 | 1,881 |
| Privately issued | $421,000 | 285 |
| Commercial mortgage-backed securities | $4,361,000 | 1,026 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $4,361,000 | 626 |
| Held to maturity securities (book value) | $106,000 | 1,704 |
| Available-for-sale securities (fair market value) | $39,562,000 | 2,289 |
| Total debt securities | $39,667,000 | 2,447 |
| 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 | $40,840,000 | 2,461 |
| U.S. Government securities | $11,553,000 | 3,340 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $11,553,000 | 3,183 |
| Securities issued by states & political subdivisions | $22,059,000 | 1,445 |
| Other domestic debt securities | $7,228,000 | 739 |
| Privately issued residential mortgage-backed securities | $444,000 | 446 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $6,784,000 | 196 |
| 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 | $23,372,000 | 1,725 |
| Mortgage-backed securities | $7,822,000 | 2,808 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,532,000 | 1,795 |
| CMOs issued by government agencies or sponsored agencies | $3,088,000 | 1,832 |
| Privately issued | $444,000 | 289 |
| Commercial mortgage-backed securities | $4,290,000 | 1,005 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $4,290,000 | 591 |
| Held to maturity securities (book value) | $113,000 | 1,744 |
| Available-for-sale securities (fair market value) | $40,727,000 | 2,274 |
| Total debt securities | $40,840,000 | 2,443 |
| 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 | $39,752,000 | 2,539 |
| U.S. Government securities | $7,551,000 | 3,845 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $7,551,000 | 3,677 |
| Securities issued by states & political subdivisions | $29,063,000 | 1,188 |
| Other domestic debt securities | $3,138,000 | 1,077 |
| Privately issued residential mortgage-backed securities | $512,000 | 433 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $2,626,000 | 256 |
| 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 | $22,515,000 | 1,783 |
| Mortgage-backed securities | $3,626,000 | 3,359 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,626,000 | 1,790 |
| CMOs issued by government agencies or sponsored agencies | $3,114,000 | 1,831 |
| Privately issued | $512,000 | 283 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $113,000 | 1,768 |
| Available-for-sale securities (fair market value) | $39,639,000 | 2,351 |
| Total debt securities | $39,751,000 | 2,519 |
| 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 | $33,979,000 | 2,813 |
| U.S. Government securities | $3,425,000 | 4,436 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,425,000 | 4,273 |
| Securities issued by states & political subdivisions | $27,336,000 | 1,275 |
| Other domestic debt securities | $3,218,000 | 1,049 |
| Privately issued residential mortgage-backed securities | $550,000 | 401 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $2,668,000 | 250 |
| 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 | $21,900,000 | 1,818 |
| Mortgage-backed securities | $1,188,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,188,000 | 2,316 |
| CMOs issued by government agencies or sponsored agencies | $638,000 | 2,497 |
| Privately issued | $550,000 | 281 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $120,000 | 1,805 |
| Available-for-sale securities (fair market value) | $33,859,000 | 2,611 |
| Total debt securities | $33,978,000 | 2,796 |
| 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 | $32,269,000 | 2,901 |
| U.S. Government securities | $3,551,000 | 4,468 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,551,000 | 4,312 |
| Securities issued by states & political subdivisions | $25,406,000 | 1,354 |
| Other domestic debt securities | $3,312,000 | 991 |
| Privately issued residential mortgage-backed securities | $582,000 | 341 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $2,730,000 | 247 |
| 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 | $22,862,000 | 1,765 |
| Mortgage-backed securities | $1,243,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,243,000 | 2,304 |
| CMOs issued by government agencies or sponsored agencies | $661,000 | 2,484 |
| Privately issued | $582,000 | 275 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $120,000 | 1,845 |
| Available-for-sale securities (fair market value) | $32,149,000 | 2,689 |
| Total debt securities | $32,270,000 | 2,883 |
| 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 | $31,828,000 | 2,973 |
| U.S. Government securities | $3,835,000 | 4,465 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,835,000 | 4,303 |
| Securities issued by states & political subdivisions | $24,571,000 | 1,451 |
| Other domestic debt securities | $3,422,000 | 1,117 |
| Privately issued residential mortgage-backed securities | $639,000 | 557 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,783,000 | 240 |
| 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 | $22,586,000 | 1,805 |
| Mortgage-backed securities | $1,348,000 | 3,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,348,000 | 2,285 |
| CMOs issued by government agencies or sponsored agencies | $709,000 | 2,492 |
| Privately issued | $639,000 | 280 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $126,000 | 1,866 |
| Available-for-sale securities (fair market value) | $31,702,000 | 2,751 |
| Total debt securities | $31,827,000 | 2,952 |
| 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 | $32,135,000 | 2,984 |
| U.S. Government securities | $4,008,000 | 4,513 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,008,000 | 4,371 |
| Securities issued by states & political subdivisions | $24,489,000 | 1,491 |
| Other domestic debt securities | $3,638,000 | 954 |
| Privately issued residential mortgage-backed securities | $713,000 | 307 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,925,000 | 213 |
| 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 | $22,597,000 | 1,823 |
| Mortgage-backed securities | $1,472,000 | 3,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,472,000 | 2,243 |
| CMOs issued by government agencies or sponsored agencies | $759,000 | 2,467 |
| Privately issued | $713,000 | 285 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $126,000 | 1,897 |
| Available-for-sale securities (fair market value) | $32,009,000 | 2,754 |
| Total debt securities | $32,133,000 | 2,964 |
| 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 | $30,291,000 | 3,125 |
| U.S. Government securities | $26,552,000 | 2,401 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $26,552,000 | 2,301 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $3,739,000 | 933 |
| Privately issued residential mortgage-backed securities | $694,000 | 315 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $3,045,000 | 200 |
| 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 | $23,469,000 | 1,828 |
| Mortgage-backed securities | $1,518,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,518,000 | 2,212 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 2,427 |
| Privately issued | $694,000 | 295 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $133,000 | 1,922 |
| Available-for-sale securities (fair market value) | $30,158,000 | 2,887 |
| Total debt securities | $30,292,000 | 3,104 |
| 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 | $29,224,000 | 3,195 |
| U.S. Government securities | $4,383,000 | 4,565 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,383,000 | 4,443 |
| Securities issued by states & political subdivisions | $20,928,000 | 1,791 |
| Other domestic debt securities | $3,913,000 | 947 |
| Privately issued residential mortgage-backed securities | $731,000 | 314 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $3,182,000 | 192 |
| 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 | $21,360,000 | 1,981 |
| Mortgage-backed securities | $1,621,000 | 3,945 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,621,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $890,000 | 2,417 |
| Privately issued | $731,000 | 295 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $133,000 | 1,981 |
| Available-for-sale securities (fair market value) | $29,091,000 | 2,944 |
| Total debt securities | $29,225,000 | 3,168 |
| 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 | $29,416,000 | 3,240 |
| U.S. Government securities | $2,231,000 | 4,949 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,231,000 | 4,831 |
| Securities issued by states & political subdivisions | $23,239,000 | 1,655 |
| Other domestic debt securities | $3,946,000 | 963 |
| Privately issued residential mortgage-backed securities | $784,000 | 320 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $3,162,000 | 179 |
| 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 | $20,963,000 | 2,023 |
| Mortgage-backed securities | $1,736,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,736,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $952,000 | 2,403 |
| Privately issued | $784,000 | 299 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $140,000 | 2,002 |
| Available-for-sale securities (fair market value) | $29,276,000 | 2,990 |
| Total debt securities | $29,417,000 | 3,219 |
| 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 | $31,294,000 | 3,156 |
| U.S. Government securities | $2,326,000 | 4,994 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,326,000 | 4,874 |
| Securities issued by states & political subdivisions | $24,935,000 | 1,587 |
| Other domestic debt securities | $4,033,000 | 965 |
| Privately issued residential mortgage-backed securities | $857,000 | 337 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $3,176,000 | 187 |
| 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 | $19,377,000 | 2,136 |
| Mortgage-backed securities | $1,862,000 | 4,001 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,862,000 | 2,189 |
| CMOs issued by government agencies or sponsored agencies | $1,005,000 | 2,418 |
| Privately issued | $857,000 | 317 |
| 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) | $140,000 | 2,036 |
| Available-for-sale securities (fair market value) | $31,154,000 | 2,912 |
| Total debt securities | $31,294,000 | 3,135 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $31,240,000 | 3,141 |
| U.S. Government securities | $2,381,000 | 4,995 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,381,000 | 4,878 |
| Securities issued by states & political subdivisions | $24,715,000 | 1,581 |
| Other domestic debt securities | $4,144,000 | 944 |
| Privately issued residential mortgage-backed securities | $920,000 | 343 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $3,224,000 | 181 |
| 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 | $19,167,000 | 2,147 |
| Mortgage-backed securities | $1,941,000 | 4,002 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,941,000 | 2,175 |
| CMOs issued by government agencies or sponsored agencies | $1,021,000 | 2,407 |
| Privately issued | $920,000 | 322 |
| 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) | $140,000 | 2,059 |
| Available-for-sale securities (fair market value) | $31,100,000 | 2,892 |
| Total debt securities | $31,240,000 | 3,125 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $30,848,000 | 3,166 |
| U.S. Government securities | $1,972,000 | 5,146 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,972,000 | 5,034 |
| Securities issued by states & political subdivisions | $26,522,000 | 1,490 |
| Other domestic debt securities | $2,354,000 | 1,206 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $2,354,000 | 202 |
| 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 | $12,345,000 | 2,700 |
| Mortgage-backed securities | $81,000 | 4,691 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $81,000 | 3,049 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 2,953 |
| 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) | $140,000 | 2,087 |
| Available-for-sale securities (fair market value) | $30,708,000 | 2,908 |
| Total debt securities | $30,848,000 | 3,149 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $21,167,000 | 3,848 |
| U.S. Government securities | $128,000 | 5,682 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $128,000 | 5,595 |
| Securities issued by states & political subdivisions | $20,009,000 | 1,880 |
| Other domestic debt securities | $1,030,000 | 1,568 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $1,030,000 | 254 |
| 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 | $7,009,000 | 3,461 |
| Mortgage-backed securities | $128,000 | 4,719 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $128,000 | 3,037 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 2,936 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $21,167,000 | 3,539 |
| Total debt securities | $21,167,000 | 3,818 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $18,186,000 | 4,127 |
| U.S. Government securities | $179,000 | 5,734 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $179,000 | 5,644 |
| Securities issued by states & political subdivisions | $18,007,000 | 2,003 |
| 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 | $9,891,000 | 3,092 |
| Mortgage-backed securities | $179,000 | 4,728 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $179,000 | 3,020 |
| CMOs issued by government agencies or sponsored agencies | $179,000 | 2,928 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $18,186,000 | 3,791 |
| Total debt securities | $18,187,000 | 4,102 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $19,009,000 | 4,109 |
| U.S. Government securities | $234,000 | 5,779 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $234,000 | 5,691 |
| Securities issued by states & political subdivisions | $18,775,000 | 1,960 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,299,000 | 3,198 |
| Mortgage-backed securities | $234,000 | 4,731 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $234,000 | 3,013 |
| CMOs issued by government agencies or sponsored agencies | $234,000 | 2,922 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $19,009,000 | 3,764 |
| Total debt securities | $19,010,000 | 4,082 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $16,007,000 | 4,423 |
| U.S. Government securities | $290,000 | 5,855 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $290,000 | 5,771 |
| Securities issued by states & political subdivisions | $15,717,000 | 2,214 |
| 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 | $12,938,000 | 2,785 |
| Mortgage-backed securities | $290,000 | 4,770 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $290,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 2,934 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $16,007,000 | 4,069 |
| Total debt securities | $16,007,000 | 4,400 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $16,958,000 | 4,429 |
| U.S. Government securities | $372,000 | 5,925 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $372,000 | 5,832 |
| Securities issued by states & political subdivisions | $16,586,000 | 2,111 |
| 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 | $15,245,000 | 2,583 |
| Mortgage-backed securities | $372,000 | 4,803 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $372,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $372,000 | 2,931 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $16,958,000 | 4,066 |
| Total debt securities | $16,959,000 | 4,409 |
| 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 | $18,894,000 | 4,319 |
| U.S. Government securities | $3,197,000 | 5,429 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,197,000 | 5,333 |
| Securities issued by states & political subdivisions | $15,697,000 | 2,187 |
| 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 | $12,344,000 | 2,917 |
| Mortgage-backed securities | $3,197,000 | 4,046 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,197,000 | 2,059 |
| CMOs issued by government agencies or sponsored agencies | $3,197,000 | 1,992 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $18,894,000 | 3,951 |
| Total debt securities | $18,894,000 | 4,295 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $19,138,000 | 4,349 |
| U.S. Government securities | $3,351,000 | 5,496 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,351,000 | 5,401 |
| Securities issued by states & political subdivisions | $15,787,000 | 2,185 |
| 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 | $16,325,000 | 2,535 |
| Mortgage-backed securities | $3,351,000 | 4,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,351,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $3,351,000 | 2,010 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $19,138,000 | 3,992 |
| Total debt securities | $19,139,000 | 4,329 |
| 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 | $21,364,000 | 4,266 |
| U.S. Government securities | $3,508,000 | 5,555 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,508,000 | 5,457 |
| Securities issued by states & political subdivisions | $17,856,000 | 2,015 |
| 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 | $15,594,000 | 2,601 |
| Mortgage-backed securities | $3,508,000 | 4,133 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,508,000 | 2,091 |
| CMOs issued by government agencies or sponsored agencies | $3,508,000 | 2,013 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $21,364,000 | 3,909 |
| Total debt securities | $21,362,000 | 4,245 |
| 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 | $21,284,000 | 4,329 |
| U.S. Government securities | $5,496,000 | 5,318 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,496,000 | 5,199 |
| Securities issued by states & political subdivisions | $15,788,000 | 2,204 |
| 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 | $14,620,000 | 2,698 |
| Mortgage-backed securities | $5,496,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 4,550 |
| Issued or guaranteed by U.S. | $1,007,000 | 4,548 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,489,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $4,489,000 | 1,853 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $21,284,000 | 3,954 |
| Total debt securities | $21,284,000 | 4,307 |
| 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 | $21,520,000 | 4,338 |
| U.S. Government securities | $4,569,000 | 5,491 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,569,000 | 5,395 |
| Securities issued by states & political subdivisions | $16,951,000 | 2,107 |
| 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 | $10,407,000 | 3,223 |
| Mortgage-backed securities | $4,569,000 | 4,014 |
| Certificates of participation in pools of residential mortgages | $1,073,000 | 4,557 |
| Issued or guaranteed by U.S. | $1,073,000 | 4,553 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,496,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $3,496,000 | 2,042 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $21,520,000 | 3,964 |
| Total debt securities | $21,519,000 | 4,312 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $17,420,000 | 4,695 |
| U.S. Government securities | $3,469,000 | 5,700 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,469,000 | 5,610 |
| Securities issued by states & political subdivisions | $13,951,000 | 2,402 |
| 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 | $7,086,000 | 3,803 |
| Mortgage-backed securities | $3,469,000 | 4,268 |
| Certificates of participation in pools of residential mortgages | $1,143,000 | 4,555 |
| Issued or guaranteed by U.S. | $1,143,000 | 4,549 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,326,000 | 2,369 |
| CMOs issued by government agencies or sponsored agencies | $2,326,000 | 2,288 |
| 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) | $290,000 | 2,286 |
| Available-for-sale securities (fair market value) | $17,130,000 | 4,344 |
| Total debt securities | $17,418,000 | 4,674 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $16,578,000 | 4,829 |
| U.S. Government securities | $3,944,000 | 5,684 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,944,000 | 5,586 |
| Securities issued by states & political subdivisions | $12,634,000 | 2,526 |
| 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 | $7,637,000 | 3,691 |
| Mortgage-backed securities | $3,944,000 | 4,215 |
| Certificates of participation in pools of residential mortgages | $1,244,000 | 4,557 |
| Issued or guaranteed by U.S. | $1,244,000 | 4,553 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,700,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $2,700,000 | 2,214 |
| 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) | $290,000 | 2,284 |
| Available-for-sale securities (fair market value) | $16,288,000 | 4,479 |
| Total debt securities | $16,578,000 | 4,793 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $17,399,000 | 4,748 |
| U.S. Government securities | $4,765,000 | 5,545 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,765,000 | 5,433 |
| Securities issued by states & political subdivisions | $12,634,000 | 2,515 |
| 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 | $8,192,000 | 3,589 |
| Mortgage-backed securities | $4,765,000 | 4,071 |
| Certificates of participation in pools of residential mortgages | $1,403,000 | 4,473 |
| Issued or guaranteed by U.S. | $1,403,000 | 4,469 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,362,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $3,362,000 | 2,107 |
| 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) | $290,000 | 2,229 |
| Available-for-sale securities (fair market value) | $17,109,000 | 4,406 |
| Total debt securities | $17,398,000 | 4,712 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $19,030,000 | 4,602 |
| U.S. Government securities | $5,654,000 | 5,427 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,654,000 | 5,310 |
| Securities issued by states & political subdivisions | $13,376,000 | 2,429 |
| 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 | $8,820,000 | 3,518 |
| Mortgage-backed securities | $5,654,000 | 3,959 |
| Certificates of participation in pools of residential mortgages | $1,605,000 | 4,436 |
| Issued or guaranteed by U.S. | $1,605,000 | 4,434 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,049,000 | 2,124 |
| CMOs issued by government agencies or sponsored agencies | $4,049,000 | 2,034 |
| 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) | $360,000 | 2,169 |
| Available-for-sale securities (fair market value) | $18,670,000 | 4,280 |
| Total debt securities | $19,030,000 | 4,569 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $15,472,000 | 4,918 |
| U.S. Government securities | $3,643,000 | 5,823 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,643,000 | 5,719 |
| Securities issued by states & political subdivisions | $11,829,000 | 2,590 |
| 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 | $10,366,000 | 3,240 |
| Mortgage-backed securities | $3,643,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $376,000 | 5,023 |
| Issued or guaranteed by U.S. | $376,000 | 5,019 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,267,000 | 2,331 |
| CMOs issued by government agencies or sponsored agencies | $3,267,000 | 2,231 |
| 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) | $360,000 | 2,195 |
| Available-for-sale securities (fair market value) | $15,112,000 | 4,568 |
| Total debt securities | $15,471,000 | 4,883 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $12,636,000 | 5,318 |
| U.S. Government securities | $4,099,000 | 5,854 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,099,000 | 5,757 |
| Securities issued by states & political subdivisions | $8,537,000 | 3,036 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,827,000 | 4,982 |
| Mortgage-backed securities | $4,099,000 | 4,389 |
| Certificates of participation in pools of residential mortgages | $439,000 | 5,090 |
| Issued or guaranteed by U.S. | $439,000 | 5,084 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,660,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $3,660,000 | 2,245 |
| 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) | $360,000 | 2,240 |
| Available-for-sale securities (fair market value) | $12,276,000 | 4,968 |
| Total debt securities | $12,636,000 | 5,291 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $15,552,000 | 5,005 |
| U.S. Government securities | $5,980,000 | 5,580 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,980,000 | 5,465 |
| Securities issued by states & political subdivisions | $9,572,000 | 2,821 |
| 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 | $15,552,000 | 2,646 |
| Mortgage-backed securities | $5,980,000 | 4,069 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,091 |
| Issued or guaranteed by U.S. | $501,000 | 5,084 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,479,000 | 2,046 |
| CMOs issued by government agencies or sponsored agencies | $5,479,000 | 1,950 |
| 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) | $360,000 | 2,267 |
| Available-for-sale securities (fair market value) | $15,192,000 | 4,665 |
| Total debt securities | $15,553,000 | 4,976 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $15,675,000 | 5,050 |
| U.S. Government securities | $7,383,000 | 5,433 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,383,000 | 5,332 |
| Securities issued by states & political subdivisions | $8,292,000 | 2,937 |
| 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 | $8,418,000 | 3,664 |
| Mortgage-backed securities | $7,383,000 | 3,881 |
| Certificates of participation in pools of residential mortgages | $636,000 | 5,026 |
| Issued or guaranteed by U.S. | $636,000 | 5,022 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,747,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $6,747,000 | 1,817 |
| 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) | $400,000 | 2,294 |
| Available-for-sale securities (fair market value) | $15,275,000 | 4,691 |
| Total debt securities | $15,675,000 | 5,022 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $12,335,000 | 5,439 |
| U.S. Government securities | $5,425,000 | 5,777 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,425,000 | 5,667 |
| Securities issued by states & political subdivisions | $6,910,000 | 3,151 |
| 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 | $8,947,000 | 3,397 |
| Mortgage-backed securities | $5,425,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $684,000 | 4,967 |
| Issued or guaranteed by U.S. | $684,000 | 4,959 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,741,000 | 2,154 |
| CMOs issued by government agencies or sponsored agencies | $4,741,000 | 1,979 |
| 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) | $520,000 | 2,306 |
| Available-for-sale securities (fair market value) | $11,815,000 | 5,098 |
| Total debt securities | $12,334,000 | 5,410 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $12,518,000 | 5,372 |
| U.S. Government securities | $5,926,000 | 5,696 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,926,000 | 5,584 |
| Securities issued by states & political subdivisions | $6,592,000 | 3,159 |
| 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 | $9,112,000 | 3,335 |
| Mortgage-backed securities | $5,804,000 | 4,056 |
| Certificates of participation in pools of residential mortgages | $2,090,000 | 4,362 |
| Issued or guaranteed by U.S. | $2,090,000 | 4,349 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,714,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $3,714,000 | 2,128 |
| 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) | $720,000 | 2,237 |
| Available-for-sale securities (fair market value) | $11,798,000 | 5,052 |
| Total debt securities | $12,518,000 | 5,339 |
| Structured notes | ||
| Amortized cost | $119,000 | 3,015 |
| Fair value | $121,000 | 3,014 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $8,991,000 | 5,973 |
| U.S. Government securities | $3,798,000 | 6,279 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,798,000 | 6,161 |
| Securities issued by states & political subdivisions | $5,193,000 | 3,463 |
| 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 | $6,461,000 | 3,886 |
| Mortgage-backed securities | $1,259,000 | 5,115 |
| Certificates of participation in pools of residential mortgages | $1,004,000 | 4,816 |
| Issued or guaranteed by U.S. | $1,004,000 | 4,808 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $255,000 | 3,510 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 3,228 |
| 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) | $758,000 | 2,246 |
| Available-for-sale securities (fair market value) | $8,233,000 | 5,615 |
| Total debt securities | $8,992,000 | 5,938 |
| Structured notes | ||
| Amortized cost | $1,077,000 | 2,408 |
| Fair value | $1,078,000 | 2,409 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $9,192,000 | 5,922 |
| U.S. Government securities | $4,078,000 | 6,227 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,078,000 | 6,099 |
| Securities issued by states & political subdivisions | $5,114,000 | 3,442 |
| 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 | $6,106,000 | 3,949 |
| Mortgage-backed securities | $1,765,000 | 4,913 |
| Certificates of participation in pools of residential mortgages | $1,096,000 | 4,729 |
| Issued or guaranteed by U.S. | $1,096,000 | 4,722 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $669,000 | 3,184 |
| CMOs issued by government agencies or sponsored agencies | $669,000 | 2,915 |
| 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) | $842,000 | 2,225 |
| Available-for-sale securities (fair market value) | $8,350,000 | 5,588 |
| Total debt securities | $9,192,000 | 5,886 |
| Structured notes | ||
| Amortized cost | $1,085,000 | 2,449 |
| Fair value | $1,072,000 | 2,453 |
| 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 | $7,939,000 | 6,025 |
| U.S. Government securities | $2,976,000 | 6,413 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,976,000 | 6,286 |
| Securities issued by states & political subdivisions | $4,963,000 | 3,460 |
| 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 | $5,460,000 | 4,067 |
| Mortgage-backed securities | $1,445,000 | 4,974 |
| Certificates of participation in pools of residential mortgages | $884,000 | 4,774 |
| Issued or guaranteed by U.S. | $884,000 | 4,766 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $561,000 | 3,248 |
| CMOs issued by government agencies or sponsored agencies | $561,000 | 2,956 |
| 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) | $849,000 | 2,238 |
| Available-for-sale securities (fair market value) | $7,090,000 | 5,693 |
| Total debt securities | $7,940,000 | 5,990 |
| Structured notes | ||
| Amortized cost | $344,000 | 2,954 |
| Fair value | $341,000 | 2,947 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $6,664,000 | 6,252 |
| U.S. Government securities | $2,856,000 | 6,471 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,856,000 | 6,345 |
| Securities issued by states & political subdivisions | $3,808,000 | 3,686 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,389,000 | 4,428 |
| Mortgage-backed securities | $1,737,000 | 4,887 |
| Certificates of participation in pools of residential mortgages | $1,021,000 | 4,693 |
| Issued or guaranteed by U.S. | $1,021,000 | 4,685 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $716,000 | 3,147 |
| CMOs issued by government agencies or sponsored agencies | $716,000 | 2,847 |
| 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) | $863,000 | 2,281 |
| Available-for-sale securities (fair market value) | $5,801,000 | 5,908 |
| Total debt securities | $6,664,000 | 6,214 |
| Structured notes | ||
| Amortized cost | $150,000 | 3,109 |
| Fair value | $154,000 | 3,108 |
| 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 | $8,496,000 | 6,005 |
| U.S. Government securities | $4,775,000 | 6,083 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,775,000 | 5,964 |
| Securities issued by states & political subdivisions | $3,721,000 | 3,647 |
| 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 | $3,348,000 | 4,838 |
| Mortgage-backed securities | $1,934,000 | 4,839 |
| Certificates of participation in pools of residential mortgages | $1,113,000 | 4,682 |
| Issued or guaranteed by U.S. | $1,113,000 | 4,674 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $821,000 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $821,000 | 2,698 |
| 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) | $936,000 | 2,317 |
| Available-for-sale securities (fair market value) | $7,560,000 | 5,679 |
| Total debt securities | $8,501,000 | 5,960 |
| Structured notes | ||
| Amortized cost | $660,000 | 2,808 |
| Fair value | $666,000 | 2,806 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $9,420,000 | 5,904 |
| U.S. Government securities | $5,725,000 | 5,934 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,725,000 | 5,819 |
| Securities issued by states & political subdivisions | $3,695,000 | 3,646 |
| 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 | $2,847,000 | 5,084 |
| Mortgage-backed securities | $3,139,000 | 4,553 |
| Certificates of participation in pools of residential mortgages | $2,046,000 | 4,390 |
| Issued or guaranteed by U.S. | $2,046,000 | 4,382 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,093,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $1,093,000 | 2,511 |
| 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) | $1,095,000 | 2,291 |
| Available-for-sale securities (fair market value) | $8,325,000 | 5,598 |
| Total debt securities | $9,420,000 | 5,865 |
| Structured notes | ||
| Amortized cost | $666,000 | 2,590 |
| Fair value | $670,000 | 2,585 |
| 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 | $7,225,000 | 6,293 |
| U.S. Government securities | $3,588,000 | 6,502 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,588,000 | 6,406 |
| Securities issued by states & political subdivisions | $3,637,000 | 3,687 |
| 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 | $3,032,000 | 5,053 |
| Mortgage-backed securities | $2,808,000 | 4,744 |
| Certificates of participation in pools of residential mortgages | $1,639,000 | 4,651 |
| Issued or guaranteed by U.S. | $1,639,000 | 4,642 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,169,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $1,169,000 | 2,470 |
| 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) | $1,207,000 | 2,285 |
| Available-for-sale securities (fair market value) | $6,018,000 | 6,001 |
| Total debt securities | $7,224,000 | 6,254 |
| Structured notes | ||
| Amortized cost | $373,000 | 2,609 |
| Fair value | $377,000 | 2,609 |
| 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 | $7,005,000 | 6,373 |
| U.S. Government securities | $3,553,000 | 6,564 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,553,000 | 6,470 |
| Securities issued by states & political subdivisions | $3,452,000 | 3,754 |
| 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 | $3,287,000 | 4,989 |
| Mortgage-backed securities | $2,959,000 | 4,788 |
| Certificates of participation in pools of residential mortgages | $1,746,000 | 4,708 |
| Issued or guaranteed by U.S. | $1,746,000 | 4,699 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,213,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $1,213,000 | 2,423 |
| 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) | $1,293,000 | 2,332 |
| Available-for-sale securities (fair market value) | $5,712,000 | 6,117 |
| Total debt securities | $7,006,000 | 6,332 |
| Structured notes | ||
| Amortized cost | $178,000 | 2,393 |
| Fair value | $183,000 | 2,391 |
| 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 | $6,947,000 | 6,409 |
| U.S. Government securities | $3,690,000 | 6,548 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,690,000 | 6,459 |
| Securities issued by states & political subdivisions | $3,257,000 | 3,786 |
| 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 | $4,091,000 | 4,692 |
| Mortgage-backed securities | $3,085,000 | 4,782 |
| Certificates of participation in pools of residential mortgages | $1,835,000 | 4,728 |
| Issued or guaranteed by U.S. | $1,835,000 | 4,713 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,250,000 | 2,758 |
| CMOs issued by government agencies or sponsored agencies | $1,250,000 | 2,395 |
| 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) | $1,374,000 | 2,336 |
| Available-for-sale securities (fair market value) | $5,573,000 | 6,156 |
| Total debt securities | $6,946,000 | 6,366 |
| Structured notes | ||
| Amortized cost | $187,000 | 1,928 |
| Fair value | $189,000 | 1,923 |
| 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 | $7,457,000 | 6,355 |
| U.S. Government securities | $4,166,000 | 6,524 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,166,000 | 6,442 |
| Securities issued by states & political subdivisions | $3,291,000 | 3,694 |
| 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 | $2,347,000 | 5,400 |
| Mortgage-backed securities | $3,253,000 | 4,807 |
| Certificates of participation in pools of residential mortgages | $1,958,000 | 4,774 |
| Issued or guaranteed by U.S. | $1,958,000 | 4,760 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,295,000 | 2,758 |
| CMOs issued by government agencies or sponsored agencies | $1,295,000 | 2,392 |
| 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) | $1,529,000 | 2,311 |
| Available-for-sale securities (fair market value) | $5,928,000 | 6,121 |
| Total debt securities | $7,456,000 | 6,309 |
| Structured notes | ||
| Amortized cost | $194,000 | 1,655 |
| Fair value | $198,000 | 1,642 |
| 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 | $5,375,000 | 6,844 |
| U.S. Government securities | $2,440,000 | 7,143 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,440,000 | 7,056 |
| Securities issued by states & political subdivisions | $2,935,000 | 3,789 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,301,000 | 5,091 |
| Mortgage-backed securities | $1,528,000 | 5,373 |
| Certificates of participation in pools of residential mortgages | $616,000 | 5,417 |
| Issued or guaranteed by U.S. | $616,000 | 5,401 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $912,000 | 2,927 |
| CMOs issued by government agencies or sponsored agencies | $912,000 | 2,589 |
| 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) | $1,682,000 | 2,283 |
| Available-for-sale securities (fair market value) | $3,693,000 | 6,628 |
| Total debt securities | $5,367,000 | 6,808 |
| Structured notes | ||
| Amortized cost | $198,000 | 1,681 |
| Fair value | $198,000 | 1,674 |
| 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 | $5,261,000 | 6,868 |
| U.S. Government securities | $2,512,000 | 7,154 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,512,000 | 7,052 |
| Securities issued by states & political subdivisions | $2,749,000 | 3,863 |
| 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 | $3,699,000 | 4,963 |
| Mortgage-backed securities | $1,210,000 | 5,467 |
| Certificates of participation in pools of residential mortgages | $629,000 | 5,406 |
| Issued or guaranteed by U.S. | $629,000 | 5,390 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $581,000 | 3,027 |
| CMOs issued by government agencies or sponsored agencies | $581,000 | 2,693 |
| 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) | $1,735,000 | 2,288 |
| Available-for-sale securities (fair market value) | $3,526,000 | 6,666 |
| Total debt securities | $5,261,000 | 6,822 |
| Structured notes | ||
| Amortized cost | $198,000 | 1,678 |
| Fair value | $198,000 | 1,667 |
| 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 | $5,108,000 | 6,957 |
| U.S. Government securities | $2,541,000 | 7,199 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,541,000 | 7,107 |
| Securities issued by states & political subdivisions | $2,567,000 | 3,970 |
| 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 | $3,822,000 | 4,918 |
| Mortgage-backed securities | $1,230,000 | 5,466 |
| Certificates of participation in pools of residential mortgages | $649,000 | 5,403 |
| Issued or guaranteed by U.S. | $649,000 | 5,382 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $581,000 | 3,030 |
| CMOs issued by government agencies or sponsored agencies | $581,000 | 2,704 |
| 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) | $1,872,000 | 2,248 |
| Available-for-sale securities (fair market value) | $3,236,000 | 6,794 |
| Total debt securities | $5,111,000 | 6,897 |
| Structured notes | ||
| Amortized cost | $204,000 | 1,687 |
| Fair value | $204,000 | 1,692 |
| 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 | $4,935,000 | 7,026 |
| U.S. Government securities | $2,410,000 | 7,248 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,410,000 | 7,149 |
| Securities issued by states & political subdivisions | $2,525,000 | 4,000 |
| 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 | $2,932,000 | 5,228 |
| Mortgage-backed securities | $1,284,000 | 5,403 |
| Certificates of participation in pools of residential mortgages | $695,000 | 5,324 |
| Issued or guaranteed by U.S. | $695,000 | 5,298 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $589,000 | 3,009 |
| CMOs issued by government agencies or sponsored agencies | $589,000 | 2,677 |
| 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) | $2,017,000 | 2,231 |
| Available-for-sale securities (fair market value) | $2,918,000 | 6,886 |
| Total debt securities | $4,928,000 | 6,965 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,335,000 | 7,247 |
| U.S. Government securities | $1,944,000 | 7,532 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,944,000 | 7,421 |
| Securities issued by states & political subdivisions | $2,391,000 | 4,077 |
| 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 | $2,714,000 | 5,361 |
| Mortgage-backed securities | $594,000 | 5,641 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,167 |
| Issued or guaranteed by U.S. | $15,000 | 6,146 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $579,000 | 2,911 |
| CMOs issued by government agencies or sponsored agencies | $579,000 | 2,597 |
| 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) | $2,622,000 | 2,150 |
| Available-for-sale securities (fair market value) | $1,713,000 | 7,191 |
| Total debt securities | $4,340,000 | 7,192 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,113,000 | 7,338 |
| U.S. Government securities | $1,765,000 | 7,632 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,765,000 | 7,522 |
| Securities issued by states & political subdivisions | $2,348,000 | 4,097 |
| 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 | $2,530,000 | 5,447 |
| Mortgage-backed securities | $406,000 | 5,751 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,125 |
| Issued or guaranteed by U.S. | $15,000 | 6,102 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $391,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $391,000 | 2,734 |
| 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) | $3,013,000 | 2,089 |
| Available-for-sale securities (fair market value) | $1,100,000 | 7,352 |
| Total debt securities | $4,110,000 | 7,295 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $3,874,000 | 7,450 |
| U.S. Government securities | $1,663,000 | 7,712 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,663,000 | 7,601 |
| Securities issued by states & political subdivisions | $2,211,000 | 4,160 |
| 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 | $2,130,000 | 5,668 |
| Mortgage-backed securities | $510,000 | 5,660 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,160 |
| Issued or guaranteed by U.S. | $15,000 | 6,140 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $495,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 2,602 |
| 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) | $2,682,000 | 2,195 |
| Available-for-sale securities (fair market value) | $1,192,000 | 7,361 |
| Total debt securities | $3,874,000 | 7,411 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $3,898,000 | 7,486 |
| U.S. Government securities | $1,485,000 | 7,822 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,485,000 | 7,712 |
| Securities issued by states & political subdivisions | $2,413,000 | 4,069 |
| 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 | $2,372,000 | 5,575 |
| Mortgage-backed securities | $119,000 | 6,119 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,189 |
| Issued or guaranteed by U.S. | $15,000 | 6,166 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $104,000 | 3,298 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 3,000 |
| 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) | $3,290,000 | 2,095 |
| Available-for-sale securities (fair market value) | $608,000 | 7,535 |
| Total debt securities | $3,897,000 | 7,442 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $3,904,000 | 7,529 |
| U.S. Government securities | $1,490,000 | 7,866 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,490,000 | 7,757 |
| Securities issued by states & political subdivisions | $2,414,000 | 4,081 |
| 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 | $2,530,000 | 5,518 |
| Mortgage-backed securities | $16,000 | 6,493 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,202 |
| Issued or guaranteed by U.S. | $16,000 | 6,177 |
| 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) | $3,400,000 | 2,106 |
| Available-for-sale securities (fair market value) | $504,000 | 7,598 |
| Total debt securities | $3,904,000 | 7,482 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,055,000 | 7,553 |
| U.S. Government securities | $1,695,000 | 7,871 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,695,000 | 7,744 |
| Securities issued by states & political subdivisions | $2,360,000 | 4,101 |
| 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 | $2,850,000 | 5,430 |
| Mortgage-backed securities | $16,000 | 6,545 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,250 |
| Issued or guaranteed by U.S. | $16,000 | 6,223 |
| 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) | $3,957,000 | 2,059 |
| Available-for-sale securities (fair market value) | $98,000 | 7,796 |
| Total debt securities | $4,053,000 | 7,505 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $3,885,000 | 7,644 |
| U.S. Government securities | $1,605,000 | 7,952 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,605,000 | 7,820 |
| Securities issued by states & political subdivisions | $2,280,000 | 4,138 |
| 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 | $3,250,000 | 5,249 |
| Mortgage-backed securities | $18,000 | 6,579 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,280 |
| Issued or guaranteed by U.S. | $18,000 | 6,257 |
| 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) | $3,787,000 | 2,107 |
| Available-for-sale securities (fair market value) | $98,000 | 7,836 |
| Total debt securities | $3,884,000 | 7,596 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $3,923,000 | 7,678 |
| U.S. Government securities | $1,642,000 | 7,985 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,642,000 | 7,857 |
| Securities issued by states & political subdivisions | $2,281,000 | 4,165 |
| 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 | $3,675,000 | 5,083 |
| Mortgage-backed securities | $19,000 | 6,616 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,305 |
| Issued or guaranteed by U.S. | $19,000 | 6,284 |
| 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) | $3,825,000 | 2,141 |
| Available-for-sale securities (fair market value) | $98,000 | 7,870 |
| Total debt securities | $3,928,000 | 7,627 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,925,000 | 7,711 |
| U.S. Government securities | $1,645,000 | 8,028 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,645,000 | 7,901 |
| Securities issued by states & political subdivisions | $2,280,000 | 4,202 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,555,000 | 5,132 |
| Mortgage-backed securities | $21,000 | 6,679 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,352 |
| Issued or guaranteed by U.S. | $21,000 | 6,332 |
| 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) | $3,826,000 | 2,168 |
| Available-for-sale securities (fair market value) | $99,000 | 7,912 |
| Total debt securities | $3,925,000 | 7,657 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,940,000 | 7,741 |
| U.S. Government securities | $1,645,000 | 8,043 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,645,000 | 7,923 |
| Securities issued by states & political subdivisions | $2,295,000 | 4,187 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,555,000 | 5,122 |
| Mortgage-backed securities | $21,000 | 6,707 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,389 |
| Issued or guaranteed by U.S. | $21,000 | 6,372 |
| 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) | $3,841,000 | 2,176 |
| Available-for-sale securities (fair market value) | $99,000 | 7,952 |
| Total debt securities | $3,941,000 | 7,688 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,773,000 | 7,820 |
| U.S. Government securities | $1,648,000 | 8,071 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,648,000 | 7,940 |
| Securities issued by states & political subdivisions | $2,125,000 | 4,267 |
| 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 | $1,355,000 | 6,217 |
| Mortgage-backed securities | $22,000 | 6,741 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,430 |
| Issued or guaranteed by U.S. | $22,000 | 6,411 |
| 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) | $3,673,000 | 2,240 |
| Available-for-sale securities (fair market value) | $100,000 | 7,970 |
| Total debt securities | $3,773,000 | 7,764 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,705,000 | 7,926 |
| U.S. Government securities | $1,949,000 | 8,066 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,949,000 | 7,930 |
| Securities issued by states & political subdivisions | $1,756,000 | 4,517 |
| 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 | $1,500,000 | 6,159 |
| Mortgage-backed securities | $24,000 | 6,816 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,501 |
| Issued or guaranteed by U.S. | $24,000 | 6,483 |
| 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) | $3,705,000 | 2,272 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $3,705,000 | 7,872 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $4,145,000 | 7,864 |
| U.S. Government securities | $2,047,000 | 8,044 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,047,000 | 7,897 |
| Securities issued by states & political subdivisions | $2,098,000 | 4,290 |
| 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 | $2,471,000 | 5,656 |
| Mortgage-backed securities | $25,000 | 6,864 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,543 |
| Issued or guaranteed by U.S. | $25,000 | 6,531 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $4,145,000 | 2,191 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $4,145,000 | 7,799 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,820,000 | 8,224 |
| U.S. Government securities | $1,250,000 | 8,341 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,250,000 | 8,209 |
| Securities issued by states & political subdivisions | $1,570,000 | 4,665 |
| 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 | $1,765,000 | 6,056 |
| Mortgage-backed securities | $25,000 | 6,909 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,584 |
| Issued or guaranteed by U.S. | $25,000 | 6,570 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| 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) | $2,820,000 | 2,540 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $2,820,000 | 8,164 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,822,000 | 8,297 |
| U.S. Government securities | $1,252,000 | 8,416 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,252,000 | 8,284 |
| Securities issued by states & political subdivisions | $1,570,000 | 4,681 |
| 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 | $1,965,000 | 5,962 |
| Mortgage-backed securities | $27,000 | 6,975 |
| Certificates of participation in pools of residential mortgages | $27,000 | 6,647 |
| Issued or guaranteed by U.S. | $27,000 | 6,635 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $2,822,000 | 2,567 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $2,822,000 | 8,245 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,128,000 | 8,195 |
| U.S. Government securities | $1,553,000 | 8,293 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,553,000 | 8,154 |
| Securities issued by states & political subdivisions | $1,575,000 | 4,669 |
| 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 | $1,715,000 | 6,064 |
| Mortgage-backed securities | $28,000 | 6,991 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,654 |
| Issued or guaranteed by U.S. | $28,000 | 6,639 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $3,128,000 | 2,448 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $3,128,000 | 8,125 |
| 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 | $2,770,000 | 8,361 |
| U.S. Government securities | $1,155,000 | 8,512 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,155,000 | 8,379 |
| Securities issued by states & political subdivisions | $1,615,000 | 4,673 |
| 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 | $1,715,000 | 6,032 |
| Mortgage-backed securities | $30,000 | 7,020 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,703 |
| Issued or guaranteed by U.S. | $30,000 | 6,680 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $2,770,000 | 2,590 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $2,770,000 | 8,289 |
| 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 | $2,902,000 | 8,340 |
| U.S. Government securities | $1,457,000 | 8,403 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,457,000 | 8,249 |
| Securities issued by states & political subdivisions | $1,445,000 | 4,816 |
| 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 | $1,515,000 | 6,157 |
| Mortgage-backed securities | $31,000 | 7,063 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,744 |
| Issued or guaranteed by U.S. | $31,000 | 6,721 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,902,000 | 2,571 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $2,902,000 | 8,262 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,095,000 | 8,293 |
| U.S. Government securities | $1,690,000 | 8,329 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,690,000 | 8,157 |
| Securities issued by states & political subdivisions | $1,405,000 | 4,827 |
| 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 | $1,490,000 | 6,203 |
| Mortgage-backed securities | $34,000 | 7,096 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,748 |
| Issued or guaranteed by U.S. | $34,000 | 6,729 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,095,000 | 2,530 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $3,095,000 | 8,218 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,673,000 | 8,464 |
| U.S. Government securities | $1,268,000 | 8,532 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,268,000 | 8,373 |
| Securities issued by states & political subdivisions | $1,405,000 | 4,758 |
| 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 | $1,290,000 | 6,353 |
| Mortgage-backed securities | $38,000 | 7,112 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,746 |
| Issued or guaranteed by U.S. | $38,000 | 6,727 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,673,000 | 2,699 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $2,673,000 | 8,379 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,745,000 | 8,503 |
| U.S. Government securities | $1,240,000 | 8,609 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,240,000 | 8,449 |
| Securities issued by states & political subdivisions | $1,505,000 | 4,676 |
| 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 | $1,140,000 | 6,478 |
| Mortgage-backed securities | $40,000 | 7,134 |
| Certificates of participation in pools of residential mortgages | $40,000 | 6,745 |
| Issued or guaranteed by U.S. | $40,000 | 6,726 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,745,000 | 2,743 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $2,745,000 | 8,409 |
| 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 | $3,337,000 | 8,472 |
| U.S. Government securities | $2,152,000 | 8,412 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,152,000 | 8,204 |
| Securities issued by states & political subdivisions | $1,185,000 | 5,026 |
| 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 | $1,365,000 | 6,426 |
| Mortgage-backed securities | $52,000 | 7,141 |
| Certificates of participation in pools of residential mortgages | $52,000 | 6,714 |
| Issued or guaranteed by U.S. | $52,000 | 6,692 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,337,000 | 2,675 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $3,337,000 | 8,373 |
| 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 | $3,085,000 | 8,985 |
| U.S. Government securities | $2,116,000 | 8,931 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,116,000 | 8,645 |
| Securities issued by states & political subdivisions | $840,000 | 5,568 |
| 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 | $129,000 | 6,482 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,715,000 | 6,490 |
| Mortgage-backed securities | $66,000 | 7,032 |
| Certificates of participation in pools of residential mortgages | $66,000 | 6,560 |
| Issued or guaranteed by U.S. | $66,000 | 6,539 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,956,000 | 3,443 |
| Available-for-sale securities (fair market value) | $129,000 | 9,062 |
| Total debt securities | $2,956,000 | 8,912 |
| 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 | $3,418,000 | 9,207 |
| U.S. Government securities | $2,780,000 | 9,012 |
| U.S. Treasury securities | $350,000 | 4,822 |
| U.S. Government agency obligations | $2,430,000 | 8,710 |
| Securities issued by states & political subdivisions | $550,000 | 6,301 |
| 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 | $88,000 | 6,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,555,000 | 6,673 |
| Mortgage-backed securities | $78,000 | 7,361 |
| Certificates of participation in pools of residential mortgages | $78,000 | 6,857 |
| Issued or guaranteed by U.S. | $78,000 | 6,839 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,330,000 | 3,637 |
| Available-for-sale securities (fair market value) | $88,000 | 9,384 |
| Total debt securities | $3,330,000 | 9,126 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $2,005,000 | 9,797 |
| U.S. Government securities | $1,693,000 | 9,570 |
| U.S. Treasury securities | $751,000 | 5,525 |
| U.S. Government agency obligations | $942,000 | 9,385 |
| Securities issued by states & political subdivisions | $310,000 | 6,953 |
| 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 | $2,000 | 8,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,506,000 | 6,579 |
| Mortgage-backed securities | $102,000 | 7,505 |
| Certificates of participation in pools of residential mortgages | $102,000 | 6,977 |
| Issued or guaranteed by U.S. | $102,000 | 6,959 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,003,000 | 4,753 |
| Available-for-sale securities (fair market value) | $2,000 | 9,781 |
| Total debt securities | $2,003,000 | 9,695 |
| 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 | $1,153,000 | 10,545 |
| U.S. Government securities | $836,000 | 10,458 |
| U.S. Treasury securities | $700,000 | 6,890 |
| U.S. Government agency obligations | $136,000 | 10,203 |
| Securities issued by states & political subdivisions | $315,000 | 7,160 |
| 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 | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,051,000 | 7,412 |
| Mortgage-backed securities | $136,000 | 7,773 |
| Certificates of participation in pools of residential mortgages | $136,000 | 7,134 |
| Issued or guaranteed by U.S. | $136,000 | 7,108 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,151,000 | 6,179 |
| Available-for-sale securities (fair market value) | $2,000 | 10,156 |
| Total debt securities | $1,151,000 | 10,446 |
| 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 | $1,092,000 | 11,110 |
| U.S. Government securities | $660,000 | 11,063 |
| U.S. Treasury securities | $400,000 | 8,279 |
| U.S. Government agency obligations | $260,000 | 10,614 |
| Securities issued by states & political subdivisions | $430,000 | 7,227 |
| 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 | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $910,000 | 8,033 |
| Mortgage-backed securities | $160,000 | 8,284 |
| Certificates of participation in pools of residential mortgages | $160,000 | 7,616 |
| Issued or guaranteed by U.S. | $160,000 | 7,597 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,090,000 | 6,921 |
| Available-for-sale securities (fair market value) | $2,000 | 10,524 |
| Total debt securities | $1,090,000 | 11,017 |
| 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 | $2,064,000 | 11,356 |
| U.S. Government securities | $1,131,000 | 11,424 |
| U.S. Treasury securities | $299,000 | 9,808 |
| U.S. Government agency obligations | $832,000 | 10,627 |
| Securities issued by states & political subdivisions | $530,000 | 7,260 |
| Other domestic debt securities | $401,000 | 3,437 |
| 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 | $401,000 | 2,703 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,146,000 | 7,892 |
| Mortgage-backed securities | $226,000 | 8,601 |
| Certificates of participation in pools of residential mortgages | $226,000 | 7,756 |
| Issued or guaranteed by U.S. | $226,000 | 7,726 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,062,000 | 6,600 |
| Available-for-sale securities (fair market value) | $2,000 | 11,037 |
| Total debt securities | $2,062,000 | 11,257 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,978 |
| Fair value | $299,000 | 4,014 |
| 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 | $2,320,000 | 11,944 |
| U.S. Government securities | $1,345,000 | 12,050 |
| U.S. Treasury securities | $399,000 | 10,681 |
| U.S. Government agency obligations | $946,000 | 10,946 |
| Securities issued by states & political subdivisions | $670,000 | 7,291 |
| Other domestic debt securities | $303,000 | 4,125 |
| 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 | $303,000 | 3,283 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $801,000 | 8,752 |
| Mortgage-backed securities | $333,000 | 8,892 |
| Certificates of participation in pools of residential mortgages | $266,000 | 8,091 |
| Issued or guaranteed by U.S. | $266,000 | 8,066 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $67,000 | 6,312 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 5,952 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,318,000 | 9,786 |
| Available-for-sale securities (fair market value) | $2,000 | 11,214 |
| Total debt securities | $2,318,000 | 11,845 |
| 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 | $2,893,000 | 12,208 |
| U.S. Government securities | $1,883,000 | 12,290 |
| U.S. Treasury securities | $503,000 | 10,790 |
| U.S. Government agency obligations | $1,380,000 | 10,827 |
| Securities issued by states & political subdivisions | $600,000 | 7,614 |
| Other domestic debt securities | $408,000 | 4,511 |
| Privately issued residential mortgage-backed securities | $3,000 | 3,384 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $405,000 | 3,487 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $603,000 | 9,267 |
| Mortgage-backed securities | $363,000 | 9,529 |
| Certificates of participation in pools of residential mortgages | $360,000 | 8,475 |
| Issued or guaranteed by U.S. | $360,000 | 8,417 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,000 | 6,995 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $3,000 | 2,887 |
| 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 | $2,891,000 | 12,084 |
| 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 | $2,369,000 | 12,868 |
| U.S. Government securities | $1,812,000 | 12,818 |
| U.S. Treasury securities | $606,000 | 11,071 |
| U.S. Government agency obligations | $1,206,000 | 11,328 |
| Securities issued by states & political subdivisions | $322,000 | 8,251 |
| Other domestic debt securities | $233,000 | 6,029 |
| Privately issued residential mortgage-backed securities | $27,000 | 3,926 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $206,000 | 4,685 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $406,000 | 10,012 |
| Mortgage-backed securities | $644,000 | 9,500 |
| Certificates of participation in pools of residential mortgages | $617,000 | 8,308 |
| Issued or guaranteed by U.S. | $617,000 | 8,245 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $27,000 | 7,218 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $27,000 | 3,370 |
| 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 | $2,367,000 | 12,752 |
| 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 |