Home > NINNESCAH VALLEY BANK > Securities
NINNESCAH VALLEY BANK, Securities
| 2023-12-31 | Rank | |
| Total securities | $19,574,000 | 3,593 |
| U.S. Government securities | $10,760,000 | 3,535 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $10,760,000 | 3,178 |
| Securities issued by states & political subdivisions | $8,814,000 | 2,558 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,646,000 | 3,042 |
| Mortgage-backed securities | $10,760,000 | 2,522 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,683,000 | 2,067 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $853,000 | 2,214 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $224,000 | 1,487 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $19,574,000 | 3,346 |
| Total debt securities | $19,574,000 | 3,571 |
| 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 | $19,187,000 | 3,617 |
| U.S. Government securities | $10,795,000 | 3,545 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $10,795,000 | 3,159 |
| Securities issued by states & political subdivisions | $8,392,000 | 2,594 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,211,000 | 3,044 |
| Mortgage-backed securities | $10,795,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,701,000 | 2,059 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $879,000 | 2,180 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $215,000 | 1,472 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $19,187,000 | 3,360 |
| Total debt securities | $19,184,000 | 3,596 |
| 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 | $19,892,000 | 3,641 |
| U.S. Government securities | $11,555,000 | 3,543 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $11,555,000 | 3,156 |
| Securities issued by states & political subdivisions | $8,337,000 | 2,657 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,612,000 | 2,988 |
| Mortgage-backed securities | $11,555,000 | 2,494 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,383,000 | 2,045 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $952,000 | 2,156 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $220,000 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $19,892,000 | 3,384 |
| Total debt securities | $19,894,000 | 3,620 |
| 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 | $21,180,000 | 3,667 |
| U.S. Government securities | $12,045,000 | 3,585 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $12,045,000 | 3,144 |
| Securities issued by states & political subdivisions | $9,135,000 | 2,633 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,263,000 | 3,036 |
| Mortgage-backed securities | $12,045,000 | 2,514 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,796,000 | 2,058 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,162 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $223,000 | 1,489 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $21,180,000 | 3,397 |
| Total debt securities | $21,180,000 | 3,644 |
| 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 | $22,536,000 | 3,633 |
| U.S. Government securities | $12,441,000 | 3,597 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $12,441,000 | 3,114 |
| Securities issued by states & political subdivisions | $10,095,000 | 2,581 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,405,000 | 3,028 |
| Mortgage-backed securities | $12,441,000 | 2,512 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,150,000 | 2,049 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,071,000 | 2,170 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $220,000 | 1,490 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $22,536,000 | 3,356 |
| Total debt securities | $22,537,000 | 3,611 |
| 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 | $22,360,000 | 3,654 |
| U.S. Government securities | $12,541,000 | 3,594 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $12,541,000 | 3,120 |
| Securities issued by states & political subdivisions | $9,819,000 | 2,624 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,417,000 | 3,216 |
| Mortgage-backed securities | $12,541,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,163,000 | 2,057 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,159,000 | 2,158 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $219,000 | 1,510 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $22,360,000 | 3,381 |
| Total debt securities | $22,360,000 | 3,632 |
| 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 | $22,633,000 | 3,682 |
| U.S. Government securities | $13,305,000 | 3,575 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $13,305,000 | 3,104 |
| Securities issued by states & political subdivisions | $9,328,000 | 2,724 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,500,000 | 3,226 |
| Mortgage-backed securities | $13,305,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | $12,211,000 | 2,088 |
| Issued or guaranteed by U.S. | $12,211,000 | 2,038 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $869,000 | 2,353 |
| CMOs issued by government agencies or sponsored agencies | $869,000 | 2,280 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $225,000 | 1,988 |
| Commercial mortgage pass-through securities | $225,000 | 1,505 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $22,633,000 | 3,421 |
| Total debt securities | $22,632,000 | 3,663 |
| 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 | $24,404,000 | 3,556 |
| U.S. Government securities | $14,842,000 | 3,397 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $14,842,000 | 2,988 |
| Securities issued by states & political subdivisions | $9,562,000 | 2,694 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,975,000 | 3,416 |
| Mortgage-backed securities | $14,842,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | $13,627,000 | 2,015 |
| Issued or guaranteed by U.S. | $13,627,000 | 1,970 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $974,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $974,000 | 2,251 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $241,000 | 1,959 |
| Commercial mortgage pass-through securities | $241,000 | 1,473 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $24,404,000 | 3,341 |
| Total debt securities | $24,403,000 | 3,537 |
| 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 | $23,673,000 | 3,526 |
| U.S. Government securities | $14,201,000 | 3,289 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $14,201,000 | 3,003 |
| Securities issued by states & political subdivisions | $9,472,000 | 2,750 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,187,000 | 3,400 |
| Mortgage-backed securities | $14,201,000 | 2,498 |
| Certificates of participation in pools of residential mortgages | $13,106,000 | 2,050 |
| Issued or guaranteed by U.S. | $13,106,000 | 1,991 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $832,000 | 2,359 |
| CMOs issued by government agencies or sponsored agencies | $832,000 | 2,300 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $263,000 | 1,921 |
| Commercial mortgage pass-through securities | $263,000 | 1,439 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $23,673,000 | 3,318 |
| Total debt securities | $23,680,000 | 3,505 |
| 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 | $25,016,000 | 3,422 |
| U.S. Government securities | $15,370,000 | 3,166 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $15,370,000 | 2,924 |
| Securities issued by states & political subdivisions | $9,646,000 | 2,722 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,217,000 | 3,419 |
| Mortgage-backed securities | $15,370,000 | 2,440 |
| Certificates of participation in pools of residential mortgages | $13,908,000 | 2,006 |
| Issued or guaranteed by U.S. | $13,908,000 | 1,951 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $901,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $901,000 | 2,306 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $561,000 | 1,830 |
| Commercial mortgage pass-through securities | $561,000 | 1,343 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $25,016,000 | 3,231 |
| Total debt securities | $25,015,000 | 3,400 |
| 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 | $22,587,000 | 3,490 |
| U.S. Government securities | $14,379,000 | 3,180 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $14,379,000 | 2,959 |
| Securities issued by states & political subdivisions | $8,208,000 | 2,843 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,510,000 | 3,369 |
| Mortgage-backed securities | $14,379,000 | 2,467 |
| Certificates of participation in pools of residential mortgages | $12,617,000 | 2,052 |
| Issued or guaranteed by U.S. | $12,617,000 | 1,997 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,198,000 | 2,231 |
| CMOs issued by government agencies or sponsored agencies | $1,198,000 | 2,184 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $564,000 | 1,822 |
| Commercial mortgage pass-through securities | $564,000 | 1,349 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $22,587,000 | 3,290 |
| Total debt securities | $22,587,000 | 3,465 |
| 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 | $23,225,000 | 3,367 |
| U.S. Government securities | $14,212,000 | 3,065 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $14,212,000 | 2,890 |
| Securities issued by states & political subdivisions | $9,013,000 | 2,736 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,063,000 | 3,262 |
| Mortgage-backed securities | $14,212,000 | 2,415 |
| Certificates of participation in pools of residential mortgages | $11,776,000 | 2,055 |
| Issued or guaranteed by U.S. | $11,776,000 | 1,997 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,863,000 | 2,048 |
| CMOs issued by government agencies or sponsored agencies | $1,863,000 | 1,994 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $573,000 | 1,809 |
| Commercial mortgage pass-through securities | $573,000 | 1,341 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $23,225,000 | 3,171 |
| Total debt securities | $23,225,000 | 3,344 |
| 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 | $21,524,000 | 3,353 |
| U.S. Government securities | $12,356,000 | 3,091 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $12,356,000 | 2,944 |
| Securities issued by states & political subdivisions | $9,168,000 | 2,696 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,079,000 | 3,262 |
| Mortgage-backed securities | $12,356,000 | 2,460 |
| Certificates of participation in pools of residential mortgages | $10,008,000 | 2,086 |
| Issued or guaranteed by U.S. | $10,008,000 | 2,032 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,046,000 | 2,020 |
| CMOs issued by government agencies or sponsored agencies | $2,046,000 | 1,973 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $302,000 | 1,868 |
| Commercial mortgage pass-through securities | $302,000 | 1,388 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $21,524,000 | 3,136 |
| Total debt securities | $21,523,000 | 3,329 |
| 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 | $19,544,000 | 3,377 |
| U.S. Government securities | $11,322,000 | 3,128 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $11,322,000 | 2,985 |
| Securities issued by states & political subdivisions | $8,222,000 | 2,674 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,846,000 | 3,329 |
| Mortgage-backed securities | $11,322,000 | 2,526 |
| Certificates of participation in pools of residential mortgages | $9,170,000 | 2,141 |
| Issued or guaranteed by U.S. | $9,170,000 | 2,078 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,849,000 | 2,099 |
| CMOs issued by government agencies or sponsored agencies | $1,849,000 | 2,048 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $303,000 | 1,856 |
| Commercial mortgage pass-through securities | $303,000 | 1,376 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $19,544,000 | 3,164 |
| Total debt securities | $19,543,000 | 3,353 |
| 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 | $19,139,000 | 3,362 |
| U.S. Government securities | $9,825,000 | 3,278 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $9,825,000 | 3,131 |
| Securities issued by states & political subdivisions | $9,314,000 | 2,487 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,260,000 | 3,284 |
| Mortgage-backed securities | $9,825,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $7,470,000 | 2,314 |
| Issued or guaranteed by U.S. | $7,470,000 | 2,247 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,051,000 | 2,078 |
| CMOs issued by government agencies or sponsored agencies | $2,051,000 | 2,034 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $304,000 | 1,847 |
| Commercial mortgage pass-through securities | $304,000 | 1,374 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $19,139,000 | 3,152 |
| Total debt securities | $19,134,000 | 3,338 |
| 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 | $18,391,000 | 3,401 |
| U.S. Government securities | $10,216,000 | 3,286 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,216,000 | 3,140 |
| Securities issued by states & political subdivisions | $8,175,000 | 2,534 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,301,000 | 3,278 |
| Mortgage-backed securities | $10,216,000 | 2,623 |
| Certificates of participation in pools of residential mortgages | $7,765,000 | 2,286 |
| Issued or guaranteed by U.S. | $7,765,000 | 2,214 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,149,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $2,149,000 | 2,007 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $302,000 | 1,822 |
| Commercial mortgage pass-through securities | $302,000 | 1,341 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $18,391,000 | 3,179 |
| Total debt securities | $18,391,000 | 3,375 |
| 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 | $17,862,000 | 3,491 |
| U.S. Government securities | $9,744,000 | 3,405 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $9,744,000 | 3,253 |
| Securities issued by states & political subdivisions | $8,118,000 | 2,528 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,519,000 | 3,291 |
| Mortgage-backed securities | $9,744,000 | 2,640 |
| Certificates of participation in pools of residential mortgages | $7,171,000 | 2,296 |
| Issued or guaranteed by U.S. | $7,171,000 | 2,236 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,277,000 | 2,049 |
| CMOs issued by government agencies or sponsored agencies | $2,277,000 | 1,997 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $296,000 | 1,800 |
| Commercial mortgage pass-through securities | $296,000 | 1,340 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $17,862,000 | 3,256 |
| Total debt securities | $17,863,000 | 3,464 |
| 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 | $15,931,000 | 3,671 |
| U.S. Government securities | $8,328,000 | 3,641 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $8,328,000 | 3,477 |
| Securities issued by states & political subdivisions | $7,603,000 | 2,612 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,691,000 | 3,328 |
| Mortgage-backed securities | $8,328,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $5,885,000 | 2,469 |
| Issued or guaranteed by U.S. | $5,885,000 | 2,394 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,443,000 | 2,027 |
| CMOs issued by government agencies or sponsored agencies | $2,443,000 | 1,980 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $15,931,000 | 3,418 |
| Total debt securities | $15,927,000 | 3,650 |
| 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 | $16,763,000 | 3,671 |
| U.S. Government securities | $8,749,000 | 3,649 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $8,749,000 | 3,484 |
| Securities issued by states & political subdivisions | $8,014,000 | 2,614 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,305,000 | 3,442 |
| Mortgage-backed securities | $8,749,000 | 2,715 |
| Certificates of participation in pools of residential mortgages | $6,178,000 | 2,412 |
| Issued or guaranteed by U.S. | $6,178,000 | 2,358 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,571,000 | 1,978 |
| CMOs issued by government agencies or sponsored agencies | $2,571,000 | 1,926 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $16,763,000 | 3,414 |
| Total debt securities | $16,763,000 | 3,650 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $16,959,000 | 3,723 |
| U.S. Government securities | $9,928,000 | 3,553 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $9,928,000 | 3,386 |
| Securities issued by states & political subdivisions | $7,031,000 | 2,804 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,934,000 | 3,402 |
| Mortgage-backed securities | $9,928,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $6,905,000 | 2,323 |
| Issued or guaranteed by U.S. | $6,905,000 | 2,271 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,023,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $3,023,000 | 1,849 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $16,959,000 | 3,450 |
| Total debt securities | $16,956,000 | 3,702 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $16,940,000 | 3,759 |
| U.S. Government securities | $10,005,000 | 3,576 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $10,005,000 | 3,423 |
| Securities issued by states & political subdivisions | $6,935,000 | 2,870 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,171,000 | 3,395 |
| Mortgage-backed securities | $10,005,000 | 2,612 |
| Certificates of participation in pools of residential mortgages | $6,876,000 | 2,335 |
| Issued or guaranteed by U.S. | $6,876,000 | 2,301 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,129,000 | 1,879 |
| CMOs issued by government agencies or sponsored agencies | $3,129,000 | 1,828 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $16,940,000 | 3,485 |
| Total debt securities | $16,938,000 | 3,738 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $15,876,000 | 3,860 |
| U.S. Government securities | $9,444,000 | 3,690 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $9,444,000 | 3,541 |
| Securities issued by states & political subdivisions | $6,432,000 | 2,981 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,251,000 | 3,578 |
| Mortgage-backed securities | $9,444,000 | 2,674 |
| Certificates of participation in pools of residential mortgages | $6,598,000 | 2,425 |
| Issued or guaranteed by U.S. | $6,598,000 | 2,414 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,846,000 | 1,910 |
| CMOs issued by government agencies or sponsored agencies | $2,846,000 | 1,857 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $15,876,000 | 3,583 |
| Total debt securities | $15,875,000 | 3,838 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $17,307,000 | 3,818 |
| U.S. Government securities | $10,051,000 | 3,625 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,051,000 | 3,475 |
| Securities issued by states & political subdivisions | $7,256,000 | 2,916 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,843,000 | 3,513 |
| Mortgage-backed securities | $10,051,000 | 2,654 |
| Certificates of participation in pools of residential mortgages | $7,522,000 | 2,322 |
| Issued or guaranteed by U.S. | $7,522,000 | 2,216 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,529,000 | 1,967 |
| CMOs issued by government agencies or sponsored agencies | $2,529,000 | 1,915 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $17,307,000 | 3,536 |
| Total debt securities | $17,302,000 | 3,796 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $17,619,000 | 3,830 |
| U.S. Government securities | $10,344,000 | 3,669 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $10,344,000 | 3,526 |
| Securities issued by states & political subdivisions | $7,275,000 | 2,946 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,064,000 | 3,523 |
| Mortgage-backed securities | $10,344,000 | 2,631 |
| Certificates of participation in pools of residential mortgages | $7,977,000 | 2,295 |
| Issued or guaranteed by U.S. | $7,977,000 | 2,292 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,367,000 | 2,003 |
| CMOs issued by government agencies or sponsored agencies | $2,367,000 | 1,940 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $17,619,000 | 3,552 |
| Total debt securities | $17,613,000 | 3,808 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $18,001,000 | 3,858 |
| U.S. Government securities | $11,006,000 | 3,613 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $11,006,000 | 3,466 |
| Securities issued by states & political subdivisions | $6,995,000 | 3,064 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,222,000 | 3,552 |
| Mortgage-backed securities | $11,006,000 | 2,606 |
| Certificates of participation in pools of residential mortgages | $8,776,000 | 2,252 |
| Issued or guaranteed by U.S. | $8,776,000 | 2,249 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,230,000 | 2,019 |
| CMOs issued by government agencies or sponsored agencies | $2,230,000 | 1,954 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $18,001,000 | 3,578 |
| Total debt securities | $17,999,000 | 3,837 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $17,268,000 | 3,960 |
| U.S. Government securities | $10,124,000 | 3,725 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $10,124,000 | 3,591 |
| Securities issued by states & political subdivisions | $7,144,000 | 3,081 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,467,000 | 3,552 |
| Mortgage-backed securities | $10,124,000 | 2,705 |
| Certificates of participation in pools of residential mortgages | $8,271,000 | 2,362 |
| Issued or guaranteed by U.S. | $8,271,000 | 2,361 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,853,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $1,853,000 | 2,082 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $17,268,000 | 3,667 |
| Total debt securities | $17,265,000 | 3,935 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $18,001,000 | 3,957 |
| U.S. Government securities | $10,052,000 | 3,778 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $10,052,000 | 3,648 |
| Securities issued by states & political subdivisions | $7,949,000 | 3,002 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,620,000 | 3,559 |
| Mortgage-backed securities | $10,052,000 | 2,743 |
| Certificates of participation in pools of residential mortgages | $8,104,000 | 2,420 |
| Issued or guaranteed by U.S. | $8,104,000 | 2,419 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,948,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $1,948,000 | 2,077 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $18,001,000 | 3,657 |
| Total debt securities | $18,000,000 | 3,932 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $18,096,000 | 3,994 |
| U.S. Government securities | $10,787,000 | 3,754 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $10,787,000 | 3,608 |
| Securities issued by states & political subdivisions | $7,309,000 | 3,133 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,792,000 | 3,569 |
| Mortgage-backed securities | $10,787,000 | 2,713 |
| Certificates of participation in pools of residential mortgages | $8,906,000 | 2,366 |
| Issued or guaranteed by U.S. | $8,906,000 | 2,364 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,881,000 | 2,183 |
| CMOs issued by government agencies or sponsored agencies | $1,881,000 | 2,120 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $18,096,000 | 3,686 |
| Total debt securities | $18,095,000 | 3,969 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $17,856,000 | 4,011 |
| U.S. Government securities | $10,387,000 | 3,796 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,387,000 | 3,653 |
| Securities issued by states & political subdivisions | $7,469,000 | 3,134 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,949,000 | 3,556 |
| Mortgage-backed securities | $10,387,000 | 2,745 |
| Certificates of participation in pools of residential mortgages | $8,890,000 | 2,372 |
| Issued or guaranteed by U.S. | $8,890,000 | 2,370 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,497,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $1,497,000 | 2,239 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $17,856,000 | 3,701 |
| Total debt securities | $17,853,000 | 3,980 |
| 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 | $17,808,000 | 4,025 |
| U.S. Government securities | $10,676,000 | 3,770 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $10,676,000 | 3,639 |
| Securities issued by states & political subdivisions | $7,132,000 | 3,193 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,624,000 | 3,466 |
| Mortgage-backed securities | $10,676,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $8,743,000 | 2,413 |
| Issued or guaranteed by U.S. | $8,743,000 | 2,413 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,933,000 | 2,197 |
| CMOs issued by government agencies or sponsored agencies | $1,933,000 | 2,128 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $17,808,000 | 3,702 |
| Total debt securities | $17,805,000 | 3,998 |
| 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 | $18,847,000 | 4,014 |
| U.S. Government securities | $11,375,000 | 3,788 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $11,375,000 | 3,662 |
| Securities issued by states & political subdivisions | $7,472,000 | 3,132 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,792,000 | 3,872 |
| Mortgage-backed securities | $11,375,000 | 2,699 |
| Certificates of participation in pools of residential mortgages | $9,252,000 | 2,402 |
| Issued or guaranteed by U.S. | $9,252,000 | 2,398 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,123,000 | 2,160 |
| CMOs issued by government agencies or sponsored agencies | $2,123,000 | 2,088 |
| 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) | $18,847,000 | 3,691 |
| Total debt securities | $18,846,000 | 3,992 |
| 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 | $18,486,000 | 4,103 |
| U.S. Government securities | $11,149,000 | 3,913 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,149,000 | 3,781 |
| Securities issued by states & political subdivisions | $7,337,000 | 3,148 |
| 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 | $4,923,000 | 3,890 |
| Mortgage-backed securities | $11,149,000 | 2,744 |
| Certificates of participation in pools of residential mortgages | $8,922,000 | 2,464 |
| Issued or guaranteed by U.S. | $8,922,000 | 2,462 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,227,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $2,227,000 | 2,089 |
| 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) | $18,486,000 | 3,766 |
| Total debt securities | $18,481,000 | 4,082 |
| 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 | $18,476,000 | 4,146 |
| U.S. Government securities | $11,659,000 | 3,881 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,659,000 | 3,745 |
| Securities issued by states & political subdivisions | $6,817,000 | 3,252 |
| 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 | $4,983,000 | 3,916 |
| Mortgage-backed securities | $11,659,000 | 2,690 |
| Certificates of participation in pools of residential mortgages | $9,083,000 | 2,445 |
| Issued or guaranteed by U.S. | $9,083,000 | 2,442 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,576,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $2,576,000 | 2,027 |
| 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) | $18,476,000 | 3,802 |
| Total debt securities | $18,476,000 | 4,120 |
| 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 | $17,734,000 | 4,283 |
| U.S. Government securities | $11,116,000 | 4,031 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $11,116,000 | 3,906 |
| Securities issued by states & political subdivisions | $6,618,000 | 3,293 |
| 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 | $5,200,000 | 3,919 |
| Mortgage-backed securities | $11,116,000 | 2,771 |
| Certificates of participation in pools of residential mortgages | $8,929,000 | 2,495 |
| Issued or guaranteed by U.S. | $8,929,000 | 2,493 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,187,000 | 2,201 |
| CMOs issued by government agencies or sponsored agencies | $2,187,000 | 2,134 |
| 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) | $17,734,000 | 3,924 |
| Total debt securities | $17,732,000 | 4,259 |
| 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 | $18,327,000 | 4,311 |
| U.S. Government securities | $11,330,000 | 4,126 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $11,330,000 | 3,999 |
| Securities issued by states & political subdivisions | $6,997,000 | 3,258 |
| 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 | $5,582,000 | 3,906 |
| Mortgage-backed securities | $11,330,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | $9,066,000 | 2,536 |
| Issued or guaranteed by U.S. | $9,066,000 | 2,532 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,264,000 | 2,237 |
| CMOs issued by government agencies or sponsored agencies | $2,264,000 | 2,167 |
| 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) | $18,327,000 | 3,947 |
| Total debt securities | $18,327,000 | 4,285 |
| 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 | $19,902,000 | 4,231 |
| U.S. Government securities | $12,712,000 | 4,035 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $12,712,000 | 3,919 |
| Securities issued by states & political subdivisions | $7,190,000 | 3,235 |
| 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 | $5,698,000 | 3,928 |
| Mortgage-backed securities | $12,712,000 | 2,724 |
| Certificates of participation in pools of residential mortgages | $10,333,000 | 2,421 |
| Issued or guaranteed by U.S. | $10,333,000 | 2,419 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,379,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $2,379,000 | 2,167 |
| 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) | $19,902,000 | 3,875 |
| Total debt securities | $19,899,000 | 4,206 |
| 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 | $18,600,000 | 4,401 |
| U.S. Government securities | $11,977,000 | 4,184 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,977,000 | 4,070 |
| Securities issued by states & political subdivisions | $6,623,000 | 3,347 |
| 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 | $5,816,000 | 3,947 |
| Mortgage-backed securities | $11,977,000 | 2,830 |
| Certificates of participation in pools of residential mortgages | $9,542,000 | 2,571 |
| Issued or guaranteed by U.S. | $9,542,000 | 2,566 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,435,000 | 2,271 |
| CMOs issued by government agencies or sponsored agencies | $2,435,000 | 2,195 |
| 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) | $18,600,000 | 4,040 |
| Total debt securities | $18,595,000 | 4,382 |
| 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 | $18,410,000 | 4,497 |
| U.S. Government securities | $12,329,000 | 4,246 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,329,000 | 4,142 |
| Securities issued by states & political subdivisions | $6,081,000 | 3,475 |
| 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 | $5,981,000 | 3,969 |
| Mortgage-backed securities | $12,329,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $9,824,000 | 2,608 |
| Issued or guaranteed by U.S. | $9,824,000 | 2,605 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,505,000 | 2,297 |
| CMOs issued by government agencies or sponsored agencies | $2,505,000 | 2,215 |
| 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) | $18,410,000 | 4,132 |
| Total debt securities | $18,402,000 | 4,475 |
| 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 | $19,671,000 | 4,448 |
| U.S. Government securities | $13,490,000 | 4,171 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,490,000 | 4,063 |
| Securities issued by states & political subdivisions | $6,181,000 | 3,506 |
| 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 | $6,113,000 | 3,962 |
| Mortgage-backed securities | $13,490,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $10,541,000 | 2,564 |
| Issued or guaranteed by U.S. | $10,541,000 | 2,564 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,949,000 | 2,227 |
| CMOs issued by government agencies or sponsored agencies | $2,949,000 | 2,154 |
| 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) | $19,671,000 | 4,072 |
| Total debt securities | $19,670,000 | 4,428 |
| 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 | $20,563,000 | 4,401 |
| U.S. Government securities | $14,239,000 | 4,106 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $14,239,000 | 4,009 |
| Securities issued by states & political subdivisions | $6,324,000 | 3,510 |
| 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 | $6,244,000 | 3,962 |
| Mortgage-backed securities | $14,239,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $11,008,000 | 2,531 |
| Issued or guaranteed by U.S. | $11,008,000 | 2,531 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,231,000 | 2,150 |
| CMOs issued by government agencies or sponsored agencies | $3,231,000 | 2,081 |
| 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) | $20,563,000 | 4,033 |
| Total debt securities | $20,563,000 | 4,379 |
| 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 | $18,618,000 | 4,585 |
| U.S. Government securities | $12,827,000 | 4,278 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,827,000 | 4,183 |
| Securities issued by states & political subdivisions | $5,791,000 | 3,610 |
| 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 | $6,177,000 | 3,970 |
| Mortgage-backed securities | $12,345,000 | 2,930 |
| Certificates of participation in pools of residential mortgages | $9,327,000 | 2,750 |
| Issued or guaranteed by U.S. | $9,327,000 | 2,749 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,018,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $3,018,000 | 2,114 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $18,618,000 | 4,204 |
| Total debt securities | $18,611,000 | 4,565 |
| 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 | $17,645,000 | 4,724 |
| U.S. Government securities | $12,538,000 | 4,339 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,538,000 | 4,236 |
| Securities issued by states & political subdivisions | $5,107,000 | 3,754 |
| 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 | $6,366,000 | 3,952 |
| Mortgage-backed securities | $12,054,000 | 2,983 |
| Certificates of participation in pools of residential mortgages | $8,628,000 | 2,856 |
| Issued or guaranteed by U.S. | $8,628,000 | 2,853 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,426,000 | 2,138 |
| CMOs issued by government agencies or sponsored agencies | $3,426,000 | 2,055 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $17,645,000 | 4,345 |
| Total debt securities | $17,644,000 | 4,694 |
| 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 | $17,560,000 | 4,729 |
| U.S. Government securities | $12,864,000 | 4,290 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $12,864,000 | 4,186 |
| Securities issued by states & political subdivisions | $4,696,000 | 3,839 |
| 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 | $6,741,000 | 3,876 |
| Mortgage-backed securities | $12,381,000 | 2,969 |
| Certificates of participation in pools of residential mortgages | $8,746,000 | 2,800 |
| Issued or guaranteed by U.S. | $8,746,000 | 2,798 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,635,000 | 2,137 |
| CMOs issued by government agencies or sponsored agencies | $3,635,000 | 2,048 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $17,560,000 | 4,357 |
| Total debt securities | $17,560,000 | 4,695 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,048 |
| Fair value | $483,000 | 2,031 |
| 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 | $19,699,000 | 4,542 |
| U.S. Government securities | $15,001,000 | 4,064 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $15,001,000 | 3,963 |
| Securities issued by states & political subdivisions | $4,698,000 | 3,846 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,376,000 | 4,737 |
| Mortgage-backed securities | $14,503,000 | 2,815 |
| Certificates of participation in pools of residential mortgages | $10,496,000 | 2,601 |
| Issued or guaranteed by U.S. | $10,496,000 | 2,600 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,007,000 | 2,130 |
| CMOs issued by government agencies or sponsored agencies | $4,007,000 | 2,039 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $19,699,000 | 4,192 |
| Total debt securities | $19,696,000 | 4,513 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,106 |
| Fair value | $498,000 | 2,090 |
| 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 | $18,146,000 | 4,656 |
| U.S. Government securities | $14,145,000 | 4,124 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,145,000 | 4,023 |
| Securities issued by states & political subdivisions | $4,001,000 | 3,999 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,578,000 | 4,674 |
| Mortgage-backed securities | $13,645,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | $10,874,000 | 2,546 |
| Issued or guaranteed by U.S. | $10,874,000 | 2,545 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,771,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $2,771,000 | 2,356 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $18,146,000 | 4,296 |
| Total debt securities | $18,145,000 | 4,624 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,144 |
| Fair value | $500,000 | 2,083 |
| 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 | $18,077,000 | 4,716 |
| U.S. Government securities | $14,588,000 | 4,166 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $14,588,000 | 4,078 |
| Securities issued by states & political subdivisions | $3,489,000 | 4,110 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,360,000 | 4,801 |
| Mortgage-backed securities | $14,087,000 | 3,000 |
| Certificates of participation in pools of residential mortgages | $10,908,000 | 2,676 |
| Issued or guaranteed by U.S. | $10,908,000 | 2,673 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,179,000 | 2,450 |
| CMOs issued by government agencies or sponsored agencies | $3,179,000 | 2,344 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $18,077,000 | 4,350 |
| Total debt securities | $18,077,000 | 4,685 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,328 |
| Fair value | $501,000 | 2,254 |
| 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 | $15,950,000 | 4,958 |
| U.S. Government securities | $12,540,000 | 4,492 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,540,000 | 4,402 |
| Securities issued by states & political subdivisions | $3,410,000 | 4,086 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,490,000 | 4,798 |
| Mortgage-backed securities | $11,538,000 | 3,290 |
| Certificates of participation in pools of residential mortgages | $8,507,000 | 3,054 |
| Issued or guaranteed by U.S. | $8,507,000 | 3,054 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,031,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $3,031,000 | 2,392 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $15,950,000 | 4,586 |
| Total debt securities | $15,949,000 | 4,928 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,158 |
| Fair value | $1,003,000 | 2,027 |
| 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 | $16,469,000 | 4,958 |
| U.S. Government securities | $13,482,000 | 4,461 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,482,000 | 4,366 |
| Securities issued by states & political subdivisions | $2,987,000 | 4,159 |
| 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 | $3,208,000 | 4,929 |
| Mortgage-backed securities | $11,483,000 | 3,322 |
| Certificates of participation in pools of residential mortgages | $7,726,000 | 3,160 |
| Issued or guaranteed by U.S. | $7,726,000 | 3,158 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,757,000 | 2,357 |
| CMOs issued by government agencies or sponsored agencies | $3,757,000 | 2,241 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $16,469,000 | 4,567 |
| Total debt securities | $16,468,000 | 4,929 |
| Structured notes | ||
| Amortized cost | $1,494,000 | 1,999 |
| Fair value | $1,502,000 | 1,955 |
| 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 | $15,853,000 | 5,002 |
| U.S. Government securities | $13,354,000 | 4,434 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,354,000 | 4,345 |
| Securities issued by states & political subdivisions | $2,499,000 | 4,300 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,964,000 | 4,796 |
| Mortgage-backed securities | $11,348,000 | 3,256 |
| Certificates of participation in pools of residential mortgages | $8,365,000 | 2,954 |
| Issued or guaranteed by U.S. | $8,365,000 | 2,954 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,983,000 | 2,498 |
| CMOs issued by government agencies or sponsored agencies | $2,983,000 | 2,314 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $15,853,000 | 4,573 |
| Total debt securities | $15,850,000 | 4,980 |
| Structured notes | ||
| Amortized cost | $1,494,000 | 1,956 |
| Fair value | $1,502,000 | 1,929 |
| 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 | $14,590,000 | 5,114 |
| U.S. Government securities | $12,267,000 | 4,543 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,267,000 | 4,450 |
| Securities issued by states & political subdivisions | $2,323,000 | 4,327 |
| 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 | $3,111,000 | 4,748 |
| Mortgage-backed securities | $10,259,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $7,561,000 | 3,032 |
| Issued or guaranteed by U.S. | $7,561,000 | 3,029 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,698,000 | 2,553 |
| CMOs issued by government agencies or sponsored agencies | $2,698,000 | 2,352 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $14,590,000 | 4,701 |
| Total debt securities | $14,590,000 | 5,082 |
| Structured notes | ||
| Amortized cost | $1,495,000 | 2,054 |
| Fair value | $1,502,000 | 2,031 |
| 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 | $14,783,000 | 5,157 |
| U.S. Government securities | $12,531,000 | 4,643 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,531,000 | 4,527 |
| Securities issued by states & political subdivisions | $2,252,000 | 4,347 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,228,000 | 4,763 |
| Mortgage-backed securities | $11,030,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | $8,123,000 | 2,894 |
| Issued or guaranteed by U.S. | $8,123,000 | 2,887 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,907,000 | 2,479 |
| CMOs issued by government agencies or sponsored agencies | $2,907,000 | 2,265 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $14,783,000 | 4,730 |
| Total debt securities | $14,781,000 | 5,124 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,945 |
| Fair value | $495,000 | 2,945 |
| 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 | $14,245,000 | 5,211 |
| U.S. Government securities | $12,447,000 | 4,641 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,447,000 | 4,520 |
| Securities issued by states & political subdivisions | $1,798,000 | 4,496 |
| 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 | $3,268,000 | 4,760 |
| Mortgage-backed securities | $10,977,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $7,901,000 | 2,879 |
| Issued or guaranteed by U.S. | $7,901,000 | 2,872 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,076,000 | 2,357 |
| CMOs issued by government agencies or sponsored agencies | $3,076,000 | 2,140 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $14,245,000 | 4,781 |
| Total debt securities | $14,242,000 | 5,176 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,997 |
| Fair value | $476,000 | 3,000 |
| 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 | $13,322,000 | 5,258 |
| U.S. Government securities | $11,798,000 | 4,568 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,798,000 | 4,452 |
| Securities issued by states & political subdivisions | $1,524,000 | 4,624 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,096,000 | 5,184 |
| Mortgage-backed securities | $10,830,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $7,430,000 | 2,852 |
| Issued or guaranteed by U.S. | $7,430,000 | 2,845 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,400,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $3,400,000 | 2,037 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $13,322,000 | 4,820 |
| Total debt securities | $13,321,000 | 5,222 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,871 |
| Fair value | $474,000 | 2,874 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $14,539,000 | 5,033 |
| U.S. Government securities | $12,559,000 | 4,406 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,559,000 | 4,289 |
| Securities issued by states & political subdivisions | $1,980,000 | 4,349 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,210,000 | 5,189 |
| Mortgage-backed securities | $11,555,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $7,735,000 | 2,757 |
| Issued or guaranteed by U.S. | $7,735,000 | 2,749 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,820,000 | 2,168 |
| CMOs issued by government agencies or sponsored agencies | $3,820,000 | 1,934 |
| 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) | $50,000 | 2,964 |
| Available-for-sale securities (fair market value) | $14,489,000 | 4,602 |
| Total debt securities | $14,538,000 | 4,996 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,563 |
| Fair value | $1,004,000 | 2,465 |
| 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 | $13,516,000 | 5,180 |
| U.S. Government securities | $11,685,000 | 4,624 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,685,000 | 4,521 |
| Securities issued by states & political subdivisions | $1,831,000 | 4,385 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,172,000 | 5,260 |
| Mortgage-backed securities | $9,672,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $5,556,000 | 3,219 |
| Issued or guaranteed by U.S. | $5,556,000 | 3,211 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,116,000 | 2,046 |
| CMOs issued by government agencies or sponsored agencies | $4,116,000 | 1,796 |
| 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) | $50,000 | 3,040 |
| Available-for-sale securities (fair market value) | $13,466,000 | 4,753 |
| Total debt securities | $13,514,000 | 5,146 |
| Structured notes | ||
| Amortized cost | $1,996,000 | 2,111 |
| Fair value | $2,013,000 | 2,010 |
| 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 | $13,208,000 | 5,269 |
| U.S. Government securities | $11,703,000 | 4,661 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,703,000 | 4,548 |
| Securities issued by states & political subdivisions | $1,505,000 | 4,536 |
| 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 | $2,204,000 | 5,327 |
| Mortgage-backed securities | $9,707,000 | 3,252 |
| Certificates of participation in pools of residential mortgages | $5,395,000 | 3,363 |
| Issued or guaranteed by U.S. | $5,395,000 | 3,356 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,312,000 | 1,961 |
| CMOs issued by government agencies or sponsored agencies | $4,312,000 | 1,706 |
| 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) | $50,000 | 3,094 |
| Available-for-sale securities (fair market value) | $13,158,000 | 4,829 |
| Total debt securities | $13,208,000 | 5,229 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 2,106 |
| Fair value | $1,491,000 | 2,095 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $11,768,000 | 5,481 |
| U.S. Government securities | $10,351,000 | 4,916 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,351,000 | 4,813 |
| Securities issued by states & political subdivisions | $1,417,000 | 4,622 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,772,000 | 5,153 |
| Mortgage-backed securities | $8,841,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $5,888,000 | 3,307 |
| Issued or guaranteed by U.S. | $5,888,000 | 3,299 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,953,000 | 2,221 |
| CMOs issued by government agencies or sponsored agencies | $2,953,000 | 1,936 |
| 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) | $51,000 | 3,150 |
| Available-for-sale securities (fair market value) | $11,717,000 | 5,027 |
| Total debt securities | $11,769,000 | 5,437 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $496,000 | 2,494 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $11,355,000 | 5,588 |
| U.S. Government securities | $9,864,000 | 5,036 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $9,864,000 | 4,938 |
| Securities issued by states & political subdivisions | $1,491,000 | 4,622 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,826,000 | 5,172 |
| Mortgage-backed securities | $8,338,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $5,749,000 | 3,424 |
| Issued or guaranteed by U.S. | $5,749,000 | 3,412 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,589,000 | 2,292 |
| CMOs issued by government agencies or sponsored agencies | $2,589,000 | 1,966 |
| 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) | $102,000 | 3,128 |
| Available-for-sale securities (fair market value) | $11,253,000 | 5,136 |
| Total debt securities | $11,354,000 | 5,543 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $10,843,000 | 5,680 |
| U.S. Government securities | $9,397,000 | 5,097 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,397,000 | 4,998 |
| Securities issued by states & political subdivisions | $1,446,000 | 4,638 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,209,000 | 5,036 |
| Mortgage-backed securities | $7,858,000 | 3,697 |
| Certificates of participation in pools of residential mortgages | $5,693,000 | 3,512 |
| Issued or guaranteed by U.S. | $5,693,000 | 3,499 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,165,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $2,165,000 | 2,068 |
| 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) | $102,000 | 3,171 |
| Available-for-sale securities (fair market value) | $10,741,000 | 5,201 |
| Total debt securities | $10,843,000 | 5,633 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $10,825,000 | 5,741 |
| U.S. Government securities | $9,708,000 | 5,139 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,708,000 | 5,055 |
| Securities issued by states & political subdivisions | $1,117,000 | 4,766 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,357,000 | 5,030 |
| Mortgage-backed securities | $7,106,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $4,756,000 | 3,839 |
| Issued or guaranteed by U.S. | $4,756,000 | 3,826 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,350,000 | 2,404 |
| CMOs issued by government agencies or sponsored agencies | $2,350,000 | 2,031 |
| 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) | $103,000 | 3,205 |
| Available-for-sale securities (fair market value) | $10,722,000 | 5,257 |
| Total debt securities | $10,824,000 | 5,692 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $11,101,000 | 5,726 |
| U.S. Government securities | $9,921,000 | 5,170 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,921,000 | 5,085 |
| Securities issued by states & political subdivisions | $1,180,000 | 4,688 |
| 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 | $3,386,000 | 5,065 |
| Mortgage-backed securities | $6,795,000 | 3,905 |
| Certificates of participation in pools of residential mortgages | $4,375,000 | 3,904 |
| Issued or guaranteed by U.S. | $4,375,000 | 3,891 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,420,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $2,420,000 | 1,976 |
| 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) | $103,000 | 3,228 |
| Available-for-sale securities (fair market value) | $10,998,000 | 5,227 |
| Total debt securities | $11,101,000 | 5,682 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $9,933,000 | 5,906 |
| U.S. Government securities | $8,896,000 | 5,343 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,896,000 | 5,257 |
| Securities issued by states & political subdivisions | $1,037,000 | 4,778 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,288,000 | 5,506 |
| Mortgage-backed securities | $6,380,000 | 3,892 |
| Certificates of participation in pools of residential mortgages | $3,914,000 | 3,972 |
| Issued or guaranteed by U.S. | $3,914,000 | 3,961 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,466,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $2,466,000 | 1,875 |
| 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) | $108,000 | 3,242 |
| Available-for-sale securities (fair market value) | $9,825,000 | 5,384 |
| Total debt securities | $9,932,000 | 5,858 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| 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 | $9,045,000 | 6,099 |
| U.S. Government securities | $8,107,000 | 5,571 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,107,000 | 5,490 |
| Securities issued by states & political subdivisions | $938,000 | 4,894 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,309,000 | 5,488 |
| Mortgage-backed securities | $5,596,000 | 4,057 |
| Certificates of participation in pools of residential mortgages | $3,607,000 | 4,092 |
| Issued or guaranteed by U.S. | $3,607,000 | 4,076 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,989,000 | 2,355 |
| CMOs issued by government agencies or sponsored agencies | $1,989,000 | 2,037 |
| 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) | $108,000 | 3,256 |
| Available-for-sale securities (fair market value) | $8,937,000 | 5,597 |
| Total debt securities | $9,045,000 | 6,032 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| 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 | $8,670,000 | 6,194 |
| U.S. Government securities | $7,713,000 | 5,671 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,713,000 | 5,582 |
| Securities issued by states & political subdivisions | $957,000 | 4,910 |
| 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 | $1,884,000 | 5,684 |
| Mortgage-backed securities | $5,140,000 | 4,060 |
| Certificates of participation in pools of residential mortgages | $2,981,000 | 4,198 |
| Issued or guaranteed by U.S. | $2,981,000 | 4,182 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,159,000 | 2,281 |
| CMOs issued by government agencies or sponsored agencies | $2,159,000 | 1,963 |
| 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) | $109,000 | 3,304 |
| Available-for-sale securities (fair market value) | $8,561,000 | 5,671 |
| Total debt securities | $8,669,000 | 6,128 |
| 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 | $8,410,000 | 6,345 |
| U.S. Government securities | $5,283,000 | 6,494 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,283,000 | 6,393 |
| Securities issued by states & political subdivisions | $942,000 | 4,942 |
| Other domestic debt securities | $2,185,000 | 1,560 |
| Privately issued residential mortgage-backed securities | $2,185,000 | 813 |
| 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 | $1,881,000 | 5,753 |
| Mortgage-backed securities | $4,939,000 | 3,850 |
| Certificates of participation in pools of residential mortgages | $2,754,000 | 4,016 |
| Issued or guaranteed by U.S. | $2,754,000 | 4,000 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,185,000 | 2,182 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $2,185,000 | 774 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $110,000 | 3,353 |
| Available-for-sale securities (fair market value) | $8,300,000 | 5,776 |
| Total debt securities | $8,408,000 | 6,282 |
| 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 | $7,610,000 | 6,573 |
| U.S. Government securities | $4,387,000 | 6,852 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,387,000 | 6,745 |
| Securities issued by states & political subdivisions | $942,000 | 4,955 |
| Other domestic debt securities | $2,281,000 | 1,502 |
| Privately issued residential mortgage-backed securities | $2,281,000 | 778 |
| 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 | $1,893,000 | 5,778 |
| Mortgage-backed securities | $4,165,000 | 3,926 |
| Certificates of participation in pools of residential mortgages | $1,884,000 | 4,267 |
| Issued or guaranteed by U.S. | $1,884,000 | 4,255 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,281,000 | 2,096 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $2,281,000 | 740 |
| 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) | $113,000 | 3,414 |
| Available-for-sale securities (fair market value) | $7,497,000 | 5,964 |
| Total debt securities | $7,610,000 | 6,517 |
| 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 | $7,355,000 | 6,645 |
| U.S. Government securities | $6,324,000 | 6,342 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,324,000 | 6,224 |
| Securities issued by states & political subdivisions | $1,031,000 | 4,880 |
| 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 | $1,536,000 | 5,965 |
| Mortgage-backed securities | $3,853,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $2,040,000 | 4,142 |
| Issued or guaranteed by U.S. | $2,040,000 | 4,130 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,813,000 | 2,212 |
| CMOs issued by government agencies or sponsored agencies | $1,813,000 | 1,933 |
| 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) | $114,000 | 3,450 |
| Available-for-sale securities (fair market value) | $7,241,000 | 6,012 |
| Total debt securities | $7,355,000 | 6,590 |
| 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 | $7,279,000 | 6,718 |
| U.S. Government securities | $6,235,000 | 6,395 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,235,000 | 6,273 |
| Securities issued by states & political subdivisions | $1,044,000 | 4,918 |
| 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 | $1,581,000 | 5,964 |
| Mortgage-backed securities | $3,750,000 | 4,015 |
| Certificates of participation in pools of residential mortgages | $2,335,000 | 4,005 |
| Issued or guaranteed by U.S. | $2,335,000 | 3,987 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,415,000 | 2,316 |
| CMOs issued by government agencies or sponsored agencies | $1,415,000 | 2,038 |
| 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) | $115,000 | 3,525 |
| Available-for-sale securities (fair market value) | $7,164,000 | 6,078 |
| Total debt securities | $7,278,000 | 6,660 |
| 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 | $7,428,000 | 6,708 |
| U.S. Government securities | $6,382,000 | 6,415 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,382,000 | 6,282 |
| Securities issued by states & political subdivisions | $1,046,000 | 4,939 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,620,000 | 5,960 |
| Mortgage-backed securities | $3,907,000 | 3,960 |
| Certificates of participation in pools of residential mortgages | $2,452,000 | 3,945 |
| Issued or guaranteed by U.S. | $2,452,000 | 3,933 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,455,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $1,455,000 | 2,027 |
| 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) | $116,000 | 3,609 |
| Available-for-sale securities (fair market value) | $7,312,000 | 6,063 |
| Total debt securities | $7,431,000 | 6,649 |
| 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 | $7,124,000 | 6,855 |
| U.S. Government securities | $6,063,000 | 6,557 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,063,000 | 6,426 |
| Securities issued by states & political subdivisions | $1,061,000 | 4,955 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,662,000 | 5,987 |
| Mortgage-backed securities | $3,592,000 | 4,086 |
| Certificates of participation in pools of residential mortgages | $2,608,000 | 3,862 |
| Issued or guaranteed by U.S. | $2,608,000 | 3,840 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $984,000 | 2,498 |
| CMOs issued by government agencies or sponsored agencies | $984,000 | 2,222 |
| 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) | $124,000 | 3,681 |
| Available-for-sale securities (fair market value) | $7,000,000 | 6,163 |
| Total debt securities | $7,123,000 | 6,800 |
| 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 | $6,208,000 | 7,078 |
| U.S. Government securities | $5,167,000 | 6,833 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,167,000 | 6,695 |
| Securities issued by states & political subdivisions | $1,041,000 | 5,005 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,688,000 | 6,003 |
| Mortgage-backed securities | $3,230,000 | 4,193 |
| Certificates of participation in pools of residential mortgages | $2,743,000 | 3,812 |
| Issued or guaranteed by U.S. | $2,743,000 | 3,797 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $487,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $487,000 | 2,555 |
| 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) | $125,000 | 3,735 |
| Available-for-sale securities (fair market value) | $6,083,000 | 6,365 |
| Total debt securities | $6,208,000 | 7,023 |
| 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 | $6,002,000 | 7,173 |
| U.S. Government securities | $5,446,000 | 6,790 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,446,000 | 6,643 |
| Securities issued by states & political subdivisions | $556,000 | 5,490 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,750,000 | 5,966 |
| Mortgage-backed securities | $3,502,000 | 4,122 |
| Certificates of participation in pools of residential mortgages | $2,978,000 | 3,737 |
| Issued or guaranteed by U.S. | $2,978,000 | 3,722 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $524,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $524,000 | 2,521 |
| 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) | $125,000 | 3,797 |
| Available-for-sale securities (fair market value) | $5,877,000 | 6,473 |
| Total debt securities | $6,000,000 | 7,119 |
| 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 | $5,234,000 | 7,407 |
| U.S. Government securities | $4,677,000 | 7,053 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,677,000 | 6,904 |
| Securities issued by states & political subdivisions | $557,000 | 5,510 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,808,000 | 5,960 |
| Mortgage-backed securities | $3,710,000 | 4,062 |
| Certificates of participation in pools of residential mortgages | $3,169,000 | 3,669 |
| Issued or guaranteed by U.S. | $3,169,000 | 3,655 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $541,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $541,000 | 2,517 |
| 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) | $125,000 | 3,876 |
| Available-for-sale securities (fair market value) | $5,109,000 | 6,676 |
| Total debt securities | $5,232,000 | 7,351 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,513,000 | 7,365 |
| U.S. Government securities | $5,047,000 | 6,935 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,047,000 | 6,791 |
| Securities issued by states & political subdivisions | $466,000 | 5,653 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,892,000 | 5,932 |
| Mortgage-backed securities | $4,076,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $3,442,000 | 3,624 |
| Issued or guaranteed by U.S. | $3,442,000 | 3,611 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $634,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $634,000 | 2,474 |
| 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) | $133,000 | 3,924 |
| Available-for-sale securities (fair market value) | $5,380,000 | 6,625 |
| Total debt securities | $5,514,000 | 7,309 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $5,529,000 | 7,398 |
| U.S. Government securities | $5,059,000 | 6,973 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,059,000 | 6,825 |
| Securities issued by states & political subdivisions | $470,000 | 5,656 |
| 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 | $1,978,000 | 5,878 |
| Mortgage-backed securities | $4,077,000 | 4,087 |
| Certificates of participation in pools of residential mortgages | $3,276,000 | 3,778 |
| Issued or guaranteed by U.S. | $3,276,000 | 3,763 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $801,000 | 2,709 |
| CMOs issued by government agencies or sponsored agencies | $801,000 | 2,435 |
| 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) | $133,000 | 3,973 |
| Available-for-sale securities (fair market value) | $5,396,000 | 6,647 |
| Total debt securities | $5,529,000 | 7,329 |
| 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 | $7,111,000 | 7,087 |
| U.S. Government securities | $6,642,000 | 6,570 |
| U.S. Treasury securities | $1,227,000 | 1,180 |
| U.S. Government agency obligations | $5,415,000 | 6,795 |
| Securities issued by states & political subdivisions | $469,000 | 5,680 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,299,000 | 5,740 |
| Mortgage-backed securities | $4,447,000 | 4,044 |
| Certificates of participation in pools of residential mortgages | $3,538,000 | 3,772 |
| Issued or guaranteed by U.S. | $3,538,000 | 3,763 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $909,000 | 2,692 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,436 |
| 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) | $133,000 | 4,048 |
| Available-for-sale securities (fair market value) | $6,978,000 | 6,334 |
| Total debt securities | $7,110,000 | 7,031 |
| 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 | $7,124,000 | 7,091 |
| U.S. Government securities | $6,727,000 | 6,543 |
| U.S. Treasury securities | $1,253,000 | 1,200 |
| U.S. Government agency obligations | $5,474,000 | 6,786 |
| Securities issued by states & political subdivisions | $397,000 | 5,817 |
| 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 | $2,344,000 | 5,712 |
| Mortgage-backed securities | $4,489,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $3,384,000 | 3,862 |
| Issued or guaranteed by U.S. | $3,384,000 | 3,853 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,105,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $1,105,000 | 2,354 |
| 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) | $136,000 | 4,094 |
| Available-for-sale securities (fair market value) | $6,988,000 | 6,350 |
| Total debt securities | $7,124,000 | 7,029 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,987,000 | 7,186 |
| U.S. Government securities | $6,690,000 | 6,583 |
| U.S. Treasury securities | $1,253,000 | 1,199 |
| U.S. Government agency obligations | $5,437,000 | 6,836 |
| Securities issued by states & political subdivisions | $297,000 | 6,036 |
| 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 | $2,353,000 | 5,704 |
| Mortgage-backed securities | $4,444,000 | 4,125 |
| Certificates of participation in pools of residential mortgages | $3,140,000 | 3,977 |
| Issued or guaranteed by U.S. | $3,140,000 | 3,967 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,304,000 | 2,518 |
| CMOs issued by government agencies or sponsored agencies | $1,304,000 | 2,274 |
| 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) | $34,000 | 4,372 |
| Available-for-sale securities (fair market value) | $6,953,000 | 6,396 |
| Total debt securities | $6,987,000 | 7,114 |
| 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 | $7,257,000 | 7,202 |
| U.S. Government securities | $6,967,000 | 6,590 |
| U.S. Treasury securities | $1,248,000 | 1,271 |
| U.S. Government agency obligations | $5,719,000 | 6,814 |
| Securities issued by states & political subdivisions | $290,000 | 6,079 |
| 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 | $2,141,000 | 5,824 |
| Mortgage-backed securities | $4,443,000 | 4,199 |
| Certificates of participation in pools of residential mortgages | $2,848,000 | 4,137 |
| Issued or guaranteed by U.S. | $2,848,000 | 4,128 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,595,000 | 2,417 |
| CMOs issued by government agencies or sponsored agencies | $1,595,000 | 2,181 |
| 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) | $35,000 | 4,422 |
| Available-for-sale securities (fair market value) | $7,222,000 | 6,411 |
| Total debt securities | $7,257,000 | 7,135 |
| 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 | $8,640,000 | 6,851 |
| U.S. Government securities | $8,339,000 | 6,153 |
| U.S. Treasury securities | $1,302,000 | 1,224 |
| U.S. Government agency obligations | $7,037,000 | 6,360 |
| Securities issued by states & political subdivisions | $301,000 | 6,056 |
| 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 | $2,728,000 | 5,508 |
| Mortgage-backed securities | $5,721,000 | 3,864 |
| Certificates of participation in pools of residential mortgages | $3,278,000 | 4,023 |
| Issued or guaranteed by U.S. | $3,278,000 | 4,014 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,443,000 | 2,137 |
| CMOs issued by government agencies or sponsored agencies | $2,443,000 | 1,910 |
| 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) | $35,000 | 4,456 |
| Available-for-sale securities (fair market value) | $8,605,000 | 6,107 |
| Total debt securities | $8,639,000 | 6,778 |
| 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 | $8,572,000 | 6,936 |
| U.S. Government securities | $8,333,000 | 6,219 |
| U.S. Treasury securities | $1,264,000 | 1,315 |
| U.S. Government agency obligations | $7,069,000 | 6,398 |
| Securities issued by states & political subdivisions | $239,000 | 6,237 |
| 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 | $2,070,000 | 5,797 |
| Mortgage-backed securities | $5,764,000 | 3,837 |
| Certificates of participation in pools of residential mortgages | $3,503,000 | 3,916 |
| Issued or guaranteed by U.S. | $3,503,000 | 3,905 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,261,000 | 2,188 |
| CMOs issued by government agencies or sponsored agencies | $2,261,000 | 2,061 |
| 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) | $39,000 | 4,513 |
| Available-for-sale securities (fair market value) | $8,533,000 | 6,172 |
| Total debt securities | $8,571,000 | 6,854 |
| 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 | $8,775,000 | 6,820 |
| U.S. Government securities | $8,636,000 | 5,983 |
| U.S. Treasury securities | $632,000 | 1,697 |
| U.S. Government agency obligations | $8,004,000 | 5,985 |
| Securities issued by states & political subdivisions | $139,000 | 6,507 |
| 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 | $2,182,000 | 5,699 |
| Mortgage-backed securities | $6,390,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $3,792,000 | 3,814 |
| Issued or guaranteed by U.S. | $3,792,000 | 3,801 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,598,000 | 2,137 |
| CMOs issued by government agencies or sponsored agencies | $2,598,000 | 2,008 |
| 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) | $49,000 | 4,524 |
| Available-for-sale securities (fair market value) | $8,726,000 | 6,061 |
| Total debt securities | $8,783,000 | 6,730 |
| 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 | $8,424,000 | 6,860 |
| U.S. Government securities | $8,283,000 | 6,024 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,283,000 | 5,845 |
| Securities issued by states & political subdivisions | $141,000 | 6,512 |
| 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 | $2,130,000 | 5,742 |
| Mortgage-backed securities | $6,358,000 | 3,772 |
| Certificates of participation in pools of residential mortgages | $3,420,000 | 3,971 |
| Issued or guaranteed by U.S. | $3,420,000 | 3,958 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,938,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $2,938,000 | 2,066 |
| 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) | $56,000 | 4,536 |
| Available-for-sale securities (fair market value) | $8,368,000 | 6,101 |
| Total debt securities | $8,424,000 | 6,757 |
| 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 | $7,681,000 | 7,067 |
| U.S. Government securities | $7,543,000 | 6,289 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,543,000 | 6,109 |
| Securities issued by states & political subdivisions | $138,000 | 6,504 |
| 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 | $2,175,000 | 5,749 |
| Mortgage-backed securities | $5,620,000 | 3,980 |
| Certificates of participation in pools of residential mortgages | $2,898,000 | 4,236 |
| Issued or guaranteed by U.S. | $2,898,000 | 4,220 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,722,000 | 2,320 |
| CMOs issued by government agencies or sponsored agencies | $2,722,000 | 2,202 |
| 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) | $59,000 | 4,579 |
| Available-for-sale securities (fair market value) | $7,622,000 | 6,298 |
| Total debt securities | $7,690,000 | 6,969 |
| 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 | $7,891,000 | 7,055 |
| U.S. Government securities | $7,753,000 | 6,238 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,753,000 | 6,043 |
| Securities issued by states & political subdivisions | $138,000 | 6,523 |
| 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 | $2,216,000 | 5,742 |
| Mortgage-backed securities | $5,824,000 | 3,903 |
| Certificates of participation in pools of residential mortgages | $3,311,000 | 4,024 |
| Issued or guaranteed by U.S. | $3,311,000 | 4,011 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,513,000 | 2,436 |
| CMOs issued by government agencies or sponsored agencies | $2,513,000 | 2,325 |
| 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) | $74,000 | 4,645 |
| Available-for-sale securities (fair market value) | $7,817,000 | 6,244 |
| Total debt securities | $7,891,000 | 6,961 |
| 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 | $7,038,000 | 7,304 |
| U.S. Government securities | $6,885,000 | 6,500 |
| U.S. Treasury securities | $301,000 | 2,763 |
| U.S. Government agency obligations | $6,584,000 | 6,366 |
| Securities issued by states & political subdivisions | $153,000 | 6,638 |
| 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 | $1,405,000 | 6,397 |
| Mortgage-backed securities | $4,442,000 | 4,158 |
| Certificates of participation in pools of residential mortgages | $3,165,000 | 3,810 |
| Issued or guaranteed by U.S. | $3,165,000 | 3,794 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,277,000 | 3,107 |
| CMOs issued by government agencies or sponsored agencies | $1,277,000 | 2,936 |
| 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) | $1,300,000 | 3,591 |
| Available-for-sale securities (fair market value) | $5,738,000 | 6,783 |
| Total debt securities | $7,038,000 | 7,204 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,261,000 | 7,923 |
| U.S. Government securities | $5,952,000 | 7,333 |
| U.S. Treasury securities | $605,000 | 3,134 |
| U.S. Government agency obligations | $5,347,000 | 7,259 |
| Securities issued by states & political subdivisions | $224,000 | 6,647 |
| 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 | $85,000 | 6,981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,305,000 | 6,789 |
| Mortgage-backed securities | $2,931,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $2,931,000 | 3,400 |
| Issued or guaranteed by U.S. | $2,931,000 | 3,388 |
| 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) | $2,317,000 | 3,705 |
| Available-for-sale securities (fair market value) | $3,944,000 | 7,573 |
| Total debt securities | $6,176,000 | 7,833 |
| 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 | $6,311,000 | 8,231 |
| U.S. Government securities | $6,122,000 | 7,554 |
| U.S. Treasury securities | $2,010,000 | 2,637 |
| U.S. Government agency obligations | $4,112,000 | 7,933 |
| Securities issued by states & political subdivisions | $177,000 | 7,101 |
| 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 | $12,000 | 7,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,310,000 | 6,874 |
| Mortgage-backed securities | $1,717,000 | 5,274 |
| Certificates of participation in pools of residential mortgages | $1,717,000 | 4,404 |
| Issued or guaranteed by U.S. | $1,717,000 | 4,388 |
| 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) | $3,497,000 | 3,579 |
| Available-for-sale securities (fair market value) | $2,814,000 | 8,147 |
| Total debt securities | $6,299,000 | 8,117 |
| 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 | $5,418,000 | 8,621 |
| U.S. Government securities | $5,127,000 | 7,970 |
| U.S. Treasury securities | $3,411,000 | 2,908 |
| U.S. Government agency obligations | $1,716,000 | 8,916 |
| Securities issued by states & political subdivisions | $279,000 | 7,032 |
| 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 | $12,000 | 7,810 |
| 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 | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| 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) | $5,008,000 | 3,407 |
| Available-for-sale securities (fair market value) | $410,000 | 9,179 |
| Total debt securities | $5,406,000 | 8,496 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $4,498,000 | 9,422 |
| U.S. Government securities | $3,897,000 | 9,130 |
| U.S. Treasury securities | $3,897,000 | 3,772 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $589,000 | 6,557 |
| 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 | $12,000 | 7,861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,503,000 | 6,946 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| 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) | $4,095,000 | 4,511 |
| Available-for-sale securities (fair market value) | $403,000 | 9,555 |
| Total debt securities | $4,486,000 | 9,321 |
| 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 | $5,179,000 | 9,702 |
| U.S. Government securities | $4,186,000 | 9,580 |
| U.S. Treasury securities | $4,186,000 | 4,215 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $981,000 | 6,135 |
| 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 | $12,000 | 7,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,499,000 | 7,258 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| 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) | $4,780,000 | 4,795 |
| Available-for-sale securities (fair market value) | $399,000 | 9,903 |
| Total debt securities | $5,167,000 | 9,595 |
| 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 | $5,951,000 | 9,794 |
| U.S. Government securities | $4,706,000 | 9,704 |
| U.S. Treasury securities | $4,706,000 | 4,786 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $1,233,000 | 5,952 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,599,000 | 7,315 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| 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) | $5,939,000 | 4,627 |
| Available-for-sale securities (fair market value) | $12,000 | 10,973 |
| Total debt securities | $5,939,000 | 9,694 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $6,709,000 | 10,049 |
| U.S. Government securities | $5,685,000 | 9,797 |
| U.S. Treasury securities | $5,685,000 | 5,144 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $1,012,000 | 6,625 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,599,000 | 7,530 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $5,916,000 | 7,495 |
| Available-for-sale securities (fair market value) | $793,000 | 9,858 |
| Total debt securities | $6,697,000 | 9,958 |
| 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 | $7,113,000 | 10,267 |
| U.S. Government securities | $5,943,000 | 9,974 |
| U.S. Treasury securities | $5,943,000 | 5,151 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $1,158,000 | 6,515 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,799,000 | 7,307 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,101,000 | 10,130 |
| 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 | $8,067,000 | 9,999 |
| U.S. Government securities | $6,819,000 | 9,696 |
| U.S. Treasury securities | $6,819,000 | 4,720 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $1,236,000 | 6,137 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,018 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,829,000 | 6,144 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,055,000 | 9,868 |
| 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 |