Home > Palo Savings Bank > Securities
Palo Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $16,537,000 | 3,718 |
| U.S. Government securities | $349,000 | 4,316 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $349,000 | 4,157 |
| Securities issued by states & political subdivisions | $14,485,000 | 2,114 |
| Other domestic debt securities | $1,703,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $12,000 | 661 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $1,691,000 | 1,410 |
| 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 | $2,087,000 | 3,633 |
| Mortgage-backed securities | $361,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $349,000 | 3,423 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $12,000 | 501 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $16,537,000 | 3,473 |
| Total debt securities | $16,537,000 | 3,696 |
| 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 | $15,951,000 | 3,769 |
| U.S. Government securities | $365,000 | 4,341 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $365,000 | 4,178 |
| Securities issued by states & political subdivisions | $13,912,000 | 2,130 |
| Other domestic debt securities | $1,674,000 | 1,833 |
| Privately issued residential mortgage-backed securities | $13,000 | 640 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $1,661,000 | 1,410 |
| 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 | $2,035,000 | 3,641 |
| Mortgage-backed securities | $378,000 | 3,643 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $365,000 | 3,430 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $13,000 | 496 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $15,951,000 | 3,500 |
| Total debt securities | $15,951,000 | 3,748 |
| 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 | $17,004,000 | 3,761 |
| U.S. Government securities | $395,000 | 4,367 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $395,000 | 4,214 |
| Securities issued by states & political subdivisions | $14,922,000 | 2,129 |
| Other domestic debt securities | $1,687,000 | 1,841 |
| Privately issued residential mortgage-backed securities | $14,000 | 645 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $1,673,000 | 1,420 |
| 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 | $2,090,000 | 3,618 |
| Mortgage-backed securities | $409,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $395,000 | 3,433 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $14,000 | 491 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $17,004,000 | 3,491 |
| Total debt securities | $17,004,000 | 3,739 |
| 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 | $17,150,000 | 3,834 |
| U.S. Government securities | $419,000 | 4,433 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $419,000 | 4,229 |
| Securities issued by states & political subdivisions | $15,000,000 | 2,177 |
| Other domestic debt securities | $1,731,000 | 1,876 |
| Privately issued residential mortgage-backed securities | $14,000 | 672 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,717,000 | 1,456 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,362,000 | 3,702 |
| Mortgage-backed securities | $433,000 | 3,701 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $419,000 | 3,469 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $14,000 | 505 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $17,150,000 | 3,555 |
| Total debt securities | $17,150,000 | 3,810 |
| 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 | $17,624,000 | 3,843 |
| U.S. Government securities | $432,000 | 4,460 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $432,000 | 4,247 |
| Securities issued by states & political subdivisions | $14,885,000 | 2,224 |
| Other domestic debt securities | $2,307,000 | 1,774 |
| Privately issued residential mortgage-backed securities | $15,000 | 687 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $2,292,000 | 1,339 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,343,000 | 3,661 |
| Mortgage-backed securities | $447,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $432,000 | 3,493 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $15,000 | 505 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $17,624,000 | 3,569 |
| Total debt securities | $17,624,000 | 3,821 |
| 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 | $17,612,000 | 3,861 |
| U.S. Government securities | $452,000 | 4,499 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $452,000 | 4,279 |
| Securities issued by states & political subdivisions | $14,859,000 | 2,231 |
| Other domestic debt securities | $2,301,000 | 1,739 |
| Privately issued residential mortgage-backed securities | $15,000 | 680 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $2,286,000 | 1,343 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,339,000 | 3,665 |
| Mortgage-backed securities | $467,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $452,000 | 3,502 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $15,000 | 515 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $17,612,000 | 3,579 |
| Total debt securities | $17,612,000 | 3,837 |
| 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 | $18,462,000 | 3,841 |
| U.S. Government securities | $490,000 | 4,512 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $490,000 | 4,304 |
| Securities issued by states & political subdivisions | $15,640,000 | 2,230 |
| Other domestic debt securities | $2,332,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $17,000 | 691 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $2,315,000 | 1,345 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 3,681 |
| Mortgage-backed securities | $507,000 | 3,779 |
| Certificates of participation in pools of residential mortgages | $490,000 | 3,609 |
| Issued or guaranteed by U.S. | $490,000 | 3,518 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $17,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $17,000 | 514 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $18,462,000 | 3,585 |
| Total debt securities | $18,462,000 | 3,824 |
| 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 | $20,429,000 | 3,729 |
| U.S. Government securities | $539,000 | 4,485 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $539,000 | 4,289 |
| Securities issued by states & political subdivisions | $17,495,000 | 2,138 |
| Other domestic debt securities | $2,395,000 | 1,619 |
| Privately issued residential mortgage-backed securities | $18,000 | 681 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,377,000 | 1,318 |
| 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 | $310,000 | 3,939 |
| Mortgage-backed securities | $557,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $539,000 | 3,607 |
| Issued or guaranteed by U.S. | $539,000 | 3,519 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $18,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $18,000 | 498 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $20,429,000 | 3,488 |
| Total debt securities | $20,429,000 | 3,710 |
| 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 | $21,017,000 | 3,647 |
| U.S. Government securities | $599,000 | 4,449 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $599,000 | 4,289 |
| Securities issued by states & political subdivisions | $18,934,000 | 2,100 |
| Other domestic debt securities | $1,484,000 | 1,746 |
| Privately issued residential mortgage-backed securities | $22,000 | 645 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,462,000 | 1,442 |
| 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 | $346,000 | 3,960 |
| Mortgage-backed securities | $621,000 | 3,787 |
| Certificates of participation in pools of residential mortgages | $599,000 | 3,604 |
| Issued or guaranteed by U.S. | $599,000 | 3,511 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $22,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $22,000 | 450 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $21,017,000 | 3,436 |
| Total debt securities | $21,017,000 | 3,627 |
| 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 | $21,393,000 | 3,584 |
| U.S. Government securities | $679,000 | 4,475 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $679,000 | 4,334 |
| Securities issued by states & political subdivisions | $19,214,000 | 2,055 |
| Other domestic debt securities | $1,500,000 | 1,672 |
| Privately issued residential mortgage-backed securities | $25,000 | 623 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,475,000 | 1,375 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $704,000 | 3,822 |
| Certificates of participation in pools of residential mortgages | $679,000 | 3,630 |
| Issued or guaranteed by U.S. | $679,000 | 3,543 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $25,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $25,000 | 439 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $21,393,000 | 3,376 |
| Total debt securities | $21,393,000 | 3,562 |
| 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 | $21,893,000 | 3,520 |
| U.S. Government securities | $1,739,000 | 4,361 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,739,000 | 4,206 |
| Securities issued by states & political subdivisions | $18,647,000 | 2,053 |
| Other domestic debt securities | $1,507,000 | 1,652 |
| Privately issued residential mortgage-backed securities | $26,000 | 627 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,481,000 | 1,327 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $766,000 | 3,835 |
| Certificates of participation in pools of residential mortgages | $740,000 | 3,624 |
| Issued or guaranteed by U.S. | $740,000 | 3,530 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $26,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $26,000 | 426 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $21,893,000 | 3,319 |
| Total debt securities | $21,893,000 | 3,497 |
| 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 | $17,131,000 | 3,668 |
| U.S. Government securities | $805,000 | 4,476 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $805,000 | 4,344 |
| Securities issued by states & political subdivisions | $15,375,000 | 2,204 |
| Other domestic debt securities | $951,000 | 1,809 |
| Privately issued residential mortgage-backed securities | $30,000 | 632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $921,000 | 1,436 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $835,000 | 3,814 |
| Certificates of participation in pools of residential mortgages | $805,000 | 3,600 |
| Issued or guaranteed by U.S. | $805,000 | 3,508 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $30,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $30,000 | 422 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $17,131,000 | 3,449 |
| Total debt securities | $17,131,000 | 3,643 |
| 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 | $14,093,000 | 3,769 |
| U.S. Government securities | $881,000 | 4,420 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $881,000 | 4,296 |
| Securities issued by states & political subdivisions | $12,243,000 | 2,397 |
| Other domestic debt securities | $969,000 | 1,751 |
| Privately issued residential mortgage-backed securities | $33,000 | 609 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $936,000 | 1,375 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $914,000 | 3,792 |
| Certificates of participation in pools of residential mortgages | $881,000 | 3,562 |
| Issued or guaranteed by U.S. | $881,000 | 3,474 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $33,000 | 2,812 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $33,000 | 415 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $14,093,000 | 3,540 |
| Total debt securities | $14,093,000 | 3,747 |
| 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 | $12,621,000 | 3,817 |
| U.S. Government securities | $983,000 | 4,432 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $983,000 | 4,311 |
| Securities issued by states & political subdivisions | $10,664,000 | 2,421 |
| Other domestic debt securities | $974,000 | 1,703 |
| Privately issued residential mortgage-backed securities | $35,000 | 605 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $939,000 | 1,331 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $1,018,000 | 3,787 |
| Certificates of participation in pools of residential mortgages | $983,000 | 3,537 |
| Issued or guaranteed by U.S. | $983,000 | 3,449 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $35,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $35,000 | 405 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $12,621,000 | 3,581 |
| Total debt securities | $12,621,000 | 3,794 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $11,734,000 | 3,865 |
| U.S. Government securities | $1,070,000 | 4,428 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,070,000 | 4,306 |
| Securities issued by states & political subdivisions | $10,008,000 | 2,421 |
| Other domestic debt securities | $656,000 | 1,722 |
| Privately issued residential mortgage-backed securities | $35,000 | 591 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $621,000 | 1,359 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $1,105,000 | 3,772 |
| Certificates of participation in pools of residential mortgages | $1,070,000 | 3,500 |
| Issued or guaranteed by U.S. | $1,070,000 | 3,405 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $35,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $35,000 | 393 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $11,734,000 | 3,629 |
| Total debt securities | $11,734,000 | 3,843 |
| 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 | $11,665,000 | 3,871 |
| U.S. Government securities | $304,000 | 4,672 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $304,000 | 4,568 |
| Securities issued by states & political subdivisions | $10,739,000 | 2,232 |
| Other domestic debt securities | $622,000 | 1,662 |
| Privately issued residential mortgage-backed securities | $38,000 | 608 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $584,000 | 1,283 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $342,000 | 3,975 |
| Certificates of participation in pools of residential mortgages | $304,000 | 3,797 |
| Issued or guaranteed by U.S. | $304,000 | 3,709 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $38,000 | 2,814 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $38,000 | 397 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $11,665,000 | 3,635 |
| Total debt securities | $11,665,000 | 3,848 |
| 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 | $11,656,000 | 3,927 |
| U.S. Government securities | $311,000 | 4,763 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $311,000 | 4,639 |
| Securities issued by states & political subdivisions | $10,695,000 | 2,230 |
| Other domestic debt securities | $650,000 | 1,622 |
| Privately issued residential mortgage-backed securities | $39,000 | 576 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $611,000 | 1,238 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $350,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $311,000 | 3,809 |
| Issued or guaranteed by U.S. | $311,000 | 3,736 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $39,000 | 2,827 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $39,000 | 391 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $11,656,000 | 3,682 |
| Total debt securities | $11,656,000 | 3,905 |
| 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 | $12,300,000 | 3,945 |
| U.S. Government securities | $321,000 | 4,848 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $321,000 | 4,718 |
| Securities issued by states & political subdivisions | $11,331,000 | 2,180 |
| Other domestic debt securities | $648,000 | 1,659 |
| Privately issued residential mortgage-backed securities | $40,000 | 621 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $608,000 | 1,246 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,252,000 | 4,039 |
| Mortgage-backed securities | $361,000 | 4,035 |
| Certificates of participation in pools of residential mortgages | $321,000 | 3,843 |
| Issued or guaranteed by U.S. | $321,000 | 3,765 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $40,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $40,000 | 395 |
| 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) | $12,300,000 | 3,687 |
| Total debt securities | $12,300,000 | 3,921 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $11,949,000 | 4,029 |
| U.S. Government securities | $337,000 | 4,898 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $337,000 | 4,774 |
| Securities issued by states & political subdivisions | $10,967,000 | 2,259 |
| Other domestic debt securities | $645,000 | 1,650 |
| Privately issued residential mortgage-backed securities | $45,000 | 596 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $600,000 | 1,275 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,269,000 | 4,079 |
| Mortgage-backed securities | $382,000 | 4,043 |
| Certificates of participation in pools of residential mortgages | $337,000 | 3,855 |
| Issued or guaranteed by U.S. | $337,000 | 3,786 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $45,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $45,000 | 409 |
| 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) | $11,949,000 | 3,763 |
| Total debt securities | $11,949,000 | 4,005 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $12,219,000 | 4,072 |
| U.S. Government securities | $357,000 | 4,945 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $357,000 | 4,824 |
| Securities issued by states & political subdivisions | $11,227,000 | 2,302 |
| Other domestic debt securities | $635,000 | 1,658 |
| Privately issued residential mortgage-backed securities | $45,000 | 603 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $590,000 | 1,286 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,281,000 | 4,116 |
| Mortgage-backed securities | $402,000 | 4,067 |
| Certificates of participation in pools of residential mortgages | $357,000 | 3,875 |
| Issued or guaranteed by U.S. | $357,000 | 3,796 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $45,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $45,000 | 420 |
| 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) | $12,219,000 | 3,807 |
| Total debt securities | $12,219,000 | 4,051 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $12,175,000 | 4,111 |
| U.S. Government securities | $361,000 | 4,987 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $361,000 | 4,862 |
| Securities issued by states & political subdivisions | $11,100,000 | 2,375 |
| Other domestic debt securities | $714,000 | 1,629 |
| Privately issued residential mortgage-backed securities | $154,000 | 513 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $560,000 | 1,297 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,288,000 | 4,167 |
| Mortgage-backed securities | $515,000 | 4,054 |
| Certificates of participation in pools of residential mortgages | $361,000 | 3,905 |
| Issued or guaranteed by U.S. | $361,000 | 3,838 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $154,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $154,000 | 363 |
| 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) | $12,175,000 | 3,835 |
| Total debt securities | $12,175,000 | 4,090 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $12,055,000 | 4,177 |
| U.S. Government securities | $367,000 | 5,059 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $367,000 | 4,933 |
| Securities issued by states & political subdivisions | $10,942,000 | 2,416 |
| Other domestic debt securities | $746,000 | 1,578 |
| Privately issued residential mortgage-backed securities | $158,000 | 464 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $588,000 | 1,289 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,280,000 | 4,218 |
| Mortgage-backed securities | $525,000 | 4,108 |
| Certificates of participation in pools of residential mortgages | $367,000 | 3,952 |
| Issued or guaranteed by U.S. | $367,000 | 3,926 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $158,000 | 2,814 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $158,000 | 370 |
| 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) | $12,055,000 | 3,908 |
| Total debt securities | $12,055,000 | 4,155 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $12,730,000 | 4,173 |
| U.S. Government securities | $381,000 | 5,102 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $381,000 | 4,976 |
| Securities issued by states & political subdivisions | $11,597,000 | 2,398 |
| Other domestic debt securities | $752,000 | 1,759 |
| Privately issued residential mortgage-backed securities | $164,000 | 720 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $588,000 | 1,292 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,298,000 | 4,265 |
| Mortgage-backed securities | $545,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $381,000 | 3,993 |
| Issued or guaranteed by U.S. | $381,000 | 3,843 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $164,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $164,000 | 380 |
| 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) | $12,730,000 | 3,898 |
| Total debt securities | $12,730,000 | 4,149 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $13,038,000 | 4,198 |
| U.S. Government securities | $395,000 | 5,166 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $395,000 | 5,056 |
| Securities issued by states & political subdivisions | $11,888,000 | 2,401 |
| Other domestic debt securities | $755,000 | 1,588 |
| Privately issued residential mortgage-backed securities | $171,000 | 429 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $584,000 | 1,329 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,317,000 | 4,314 |
| Mortgage-backed securities | $566,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $395,000 | 4,026 |
| Issued or guaranteed by U.S. | $395,000 | 4,018 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $171,000 | 2,829 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $171,000 | 396 |
| 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) | $13,038,000 | 3,911 |
| Total debt securities | $13,038,000 | 4,174 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $13,277,000 | 4,234 |
| U.S. Government securities | $396,000 | 5,220 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $396,000 | 5,118 |
| Securities issued by states & political subdivisions | $12,094,000 | 2,448 |
| Other domestic debt securities | $787,000 | 1,586 |
| Privately issued residential mortgage-backed securities | $180,000 | 426 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $607,000 | 1,343 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,331,000 | 4,381 |
| Mortgage-backed securities | $576,000 | 4,213 |
| Certificates of participation in pools of residential mortgages | $396,000 | 4,081 |
| Issued or guaranteed by U.S. | $396,000 | 4,076 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $180,000 | 2,827 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $180,000 | 397 |
| 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) | $13,277,000 | 3,947 |
| Total debt securities | $13,277,000 | 4,212 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $13,572,000 | 4,264 |
| U.S. Government securities | $449,000 | 5,266 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $449,000 | 5,164 |
| Securities issued by states & political subdivisions | $12,307,000 | 2,457 |
| Other domestic debt securities | $816,000 | 1,591 |
| Privately issued residential mortgage-backed securities | $191,000 | 429 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $625,000 | 1,367 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,317,000 | 4,456 |
| Mortgage-backed securities | $640,000 | 4,239 |
| Certificates of participation in pools of residential mortgages | $449,000 | 4,110 |
| Issued or guaranteed by U.S. | $449,000 | 4,106 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $191,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $191,000 | 400 |
| 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) | $13,572,000 | 3,969 |
| Total debt securities | $13,572,000 | 4,243 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $14,688,000 | 4,201 |
| U.S. Government securities | $510,000 | 5,298 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $510,000 | 5,192 |
| Securities issued by states & political subdivisions | $12,329,000 | 2,490 |
| Other domestic debt securities | $1,849,000 | 1,296 |
| Privately issued residential mortgage-backed securities | $207,000 | 436 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,642,000 | 1,097 |
| 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 | $1,443,000 | 4,454 |
| Mortgage-backed securities | $717,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $510,000 | 4,107 |
| Issued or guaranteed by U.S. | $510,000 | 4,102 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $207,000 | 2,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $207,000 | 407 |
| 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) | $14,688,000 | 3,909 |
| Total debt securities | $14,688,000 | 4,181 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $12,971,000 | 4,384 |
| U.S. Government securities | $546,000 | 5,368 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $546,000 | 5,262 |
| Securities issued by states & political subdivisions | $10,600,000 | 2,693 |
| Other domestic debt securities | $1,825,000 | 1,319 |
| Privately issued residential mortgage-backed securities | $210,000 | 471 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,615,000 | 1,105 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,566,000 | 4,478 |
| Mortgage-backed securities | $756,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $546,000 | 4,158 |
| Issued or guaranteed by U.S. | $546,000 | 4,154 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $210,000 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $210,000 | 443 |
| 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) | $12,971,000 | 4,079 |
| Total debt securities | $12,971,000 | 4,364 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $11,227,000 | 4,556 |
| U.S. Government securities | $577,000 | 5,401 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $577,000 | 5,300 |
| Securities issued by states & political subdivisions | $8,837,000 | 2,946 |
| Other domestic debt securities | $1,813,000 | 1,322 |
| Privately issued residential mortgage-backed securities | $217,000 | 485 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,596,000 | 1,106 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,588,000 | 4,516 |
| Mortgage-backed securities | $794,000 | 4,318 |
| Certificates of participation in pools of residential mortgages | $577,000 | 4,169 |
| Issued or guaranteed by U.S. | $577,000 | 4,163 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $217,000 | 2,904 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $217,000 | 454 |
| 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) | $11,227,000 | 4,231 |
| Total debt securities | $11,228,000 | 4,530 |
| 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 | $11,809,000 | 4,522 |
| U.S. Government securities | $647,000 | 5,442 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $647,000 | 5,343 |
| Securities issued by states & political subdivisions | $9,258,000 | 2,902 |
| Other domestic debt securities | $1,904,000 | 1,309 |
| Privately issued residential mortgage-backed securities | $231,000 | 482 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,673,000 | 1,091 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,689,000 | 4,543 |
| Mortgage-backed securities | $878,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $647,000 | 4,181 |
| Issued or guaranteed by U.S. | $647,000 | 4,178 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $231,000 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $231,000 | 454 |
| 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) | $11,809,000 | 4,201 |
| Total debt securities | $11,809,000 | 4,500 |
| 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 | $11,273,000 | 4,646 |
| U.S. Government securities | $677,000 | 5,537 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $677,000 | 5,442 |
| Securities issued by states & political subdivisions | $8,695,000 | 2,972 |
| Other domestic debt securities | $1,901,000 | 1,341 |
| Privately issued residential mortgage-backed securities | $239,000 | 499 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,662,000 | 1,099 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,721,000 | 4,627 |
| Mortgage-backed securities | $916,000 | 4,390 |
| Certificates of participation in pools of residential mortgages | $677,000 | 4,214 |
| Issued or guaranteed by U.S. | $677,000 | 4,209 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $239,000 | 2,955 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $239,000 | 468 |
| 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) | $11,273,000 | 4,306 |
| Total debt securities | $11,273,000 | 4,626 |
| 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 | $11,484,000 | 4,704 |
| U.S. Government securities | $730,000 | 5,599 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $730,000 | 5,503 |
| Securities issued by states & political subdivisions | $8,878,000 | 2,939 |
| Other domestic debt securities | $1,876,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $250,000 | 496 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,626,000 | 1,109 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,740,000 | 4,668 |
| Mortgage-backed securities | $980,000 | 4,399 |
| Certificates of participation in pools of residential mortgages | $730,000 | 4,228 |
| Issued or guaranteed by U.S. | $730,000 | 4,224 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $250,000 | 2,975 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $250,000 | 470 |
| 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) | $11,484,000 | 4,343 |
| Total debt securities | $11,484,000 | 4,683 |
| 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 | $11,438,000 | 4,749 |
| U.S. Government securities | $754,000 | 5,651 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $754,000 | 5,557 |
| Securities issued by states & political subdivisions | $8,832,000 | 2,962 |
| Other domestic debt securities | $1,852,000 | 1,332 |
| Privately issued residential mortgage-backed securities | $258,000 | 494 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,594,000 | 1,105 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,756,000 | 4,706 |
| Mortgage-backed securities | $1,012,000 | 4,404 |
| Certificates of participation in pools of residential mortgages | $754,000 | 4,249 |
| Issued or guaranteed by U.S. | $754,000 | 4,246 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $258,000 | 3,001 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $258,000 | 469 |
| 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) | $11,438,000 | 4,389 |
| Total debt securities | $11,438,000 | 4,723 |
| 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 | $11,615,000 | 4,822 |
| U.S. Government securities | $793,000 | 5,742 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $793,000 | 5,651 |
| Securities issued by states & political subdivisions | $8,968,000 | 2,963 |
| Other domestic debt securities | $1,854,000 | 1,345 |
| Privately issued residential mortgage-backed securities | $273,000 | 501 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,581,000 | 1,103 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,791,000 | 4,766 |
| Mortgage-backed securities | $1,066,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $793,000 | 4,297 |
| Issued or guaranteed by U.S. | $793,000 | 4,292 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $273,000 | 3,039 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $273,000 | 475 |
| 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) | $11,615,000 | 4,457 |
| Total debt securities | $11,615,000 | 4,798 |
| 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 | $11,641,000 | 4,904 |
| U.S. Government securities | $865,000 | 5,809 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $865,000 | 5,717 |
| Securities issued by states & political subdivisions | $8,908,000 | 2,982 |
| Other domestic debt securities | $1,868,000 | 1,359 |
| Privately issued residential mortgage-backed securities | $283,000 | 513 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,585,000 | 1,123 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,875,000 | 4,780 |
| Mortgage-backed securities | $1,148,000 | 4,515 |
| Certificates of participation in pools of residential mortgages | $865,000 | 4,346 |
| Issued or guaranteed by U.S. | $865,000 | 4,342 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $283,000 | 3,074 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $283,000 | 487 |
| 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) | $11,641,000 | 4,534 |
| Total debt securities | $11,641,000 | 4,887 |
| 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 | $12,115,000 | 4,935 |
| U.S. Government securities | $897,000 | 5,880 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $897,000 | 5,789 |
| Securities issued by states & political subdivisions | $9,320,000 | 2,923 |
| Other domestic debt securities | $1,898,000 | 1,382 |
| Privately issued residential mortgage-backed securities | $291,000 | 545 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,607,000 | 1,131 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,917,000 | 4,841 |
| Mortgage-backed securities | $1,188,000 | 4,568 |
| Certificates of participation in pools of residential mortgages | $897,000 | 4,390 |
| Issued or guaranteed by U.S. | $897,000 | 4,384 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $291,000 | 3,102 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $291,000 | 515 |
| 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) | $105,000 | 2,294 |
| Available-for-sale securities (fair market value) | $12,010,000 | 4,567 |
| Total debt securities | $12,115,000 | 4,915 |
| 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 | $13,007,000 | 4,905 |
| U.S. Government securities | $1,674,000 | 5,811 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,674,000 | 5,716 |
| Securities issued by states & political subdivisions | $9,417,000 | 2,914 |
| Other domestic debt securities | $1,916,000 | 1,387 |
| Privately issued residential mortgage-backed securities | $318,000 | 538 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,598,000 | 1,144 |
| 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 | $2,353,000 | 4,771 |
| Mortgage-backed securities | $1,992,000 | 4,416 |
| Certificates of participation in pools of residential mortgages | $1,674,000 | 4,168 |
| Issued or guaranteed by U.S. | $1,674,000 | 4,161 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $318,000 | 3,138 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $318,000 | 508 |
| 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) | $105,000 | 2,328 |
| Available-for-sale securities (fair market value) | $12,902,000 | 4,533 |
| Total debt securities | $13,007,000 | 4,883 |
| 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 | $12,974,000 | 5,001 |
| U.S. Government securities | $1,727,000 | 5,893 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,727,000 | 5,799 |
| Securities issued by states & political subdivisions | $9,338,000 | 2,962 |
| Other domestic debt securities | $1,909,000 | 1,438 |
| Privately issued residential mortgage-backed securities | $329,000 | 566 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,580,000 | 1,170 |
| 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 | $1,407,000 | 5,105 |
| Mortgage-backed securities | $2,056,000 | 4,483 |
| Certificates of participation in pools of residential mortgages | $1,727,000 | 4,247 |
| Issued or guaranteed by U.S. | $1,727,000 | 4,243 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $329,000 | 3,185 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $329,000 | 540 |
| 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) | $105,000 | 2,371 |
| Available-for-sale securities (fair market value) | $12,869,000 | 4,625 |
| Total debt securities | $12,974,000 | 4,980 |
| 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 | $13,097,000 | 5,073 |
| U.S. Government securities | $1,874,000 | 5,946 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,874,000 | 5,849 |
| Securities issued by states & political subdivisions | $9,310,000 | 2,994 |
| Other domestic debt securities | $1,913,000 | 1,483 |
| Privately issued residential mortgage-backed securities | $341,000 | 570 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,572,000 | 1,214 |
| 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 | $1,908,000 | 5,008 |
| Mortgage-backed securities | $2,215,000 | 4,509 |
| Certificates of participation in pools of residential mortgages | $1,874,000 | 4,246 |
| Issued or guaranteed by U.S. | $1,874,000 | 4,243 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $341,000 | 3,217 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $341,000 | 545 |
| 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) | $105,000 | 2,384 |
| Available-for-sale securities (fair market value) | $12,992,000 | 4,675 |
| Total debt securities | $13,098,000 | 5,045 |
| 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 | $13,153,000 | 5,116 |
| U.S. Government securities | $1,958,000 | 5,975 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,958,000 | 5,884 |
| Securities issued by states & political subdivisions | $9,295,000 | 3,018 |
| Other domestic debt securities | $1,900,000 | 1,524 |
| Privately issued residential mortgage-backed securities | $347,000 | 592 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,553,000 | 1,250 |
| 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 | $1,966,000 | 5,032 |
| Mortgage-backed securities | $2,305,000 | 4,514 |
| Certificates of participation in pools of residential mortgages | $1,958,000 | 4,258 |
| Issued or guaranteed by U.S. | $1,958,000 | 4,254 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $347,000 | 3,232 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $347,000 | 567 |
| 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) | $210,000 | 2,325 |
| Available-for-sale securities (fair market value) | $12,943,000 | 4,734 |
| Total debt securities | $13,153,000 | 5,089 |
| 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 | $13,060,000 | 5,125 |
| U.S. Government securities | $2,044,000 | 5,993 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,044,000 | 5,896 |
| Securities issued by states & political subdivisions | $9,138,000 | 3,030 |
| Other domestic debt securities | $1,878,000 | 1,564 |
| Privately issued residential mortgage-backed securities | $363,000 | 624 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,515,000 | 1,281 |
| 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 | $940,000 | 5,460 |
| Mortgage-backed securities | $2,407,000 | 4,520 |
| Certificates of participation in pools of residential mortgages | $2,044,000 | 4,253 |
| Issued or guaranteed by U.S. | $2,044,000 | 4,248 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $363,000 | 3,231 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $363,000 | 596 |
| 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) | $210,000 | 2,346 |
| Available-for-sale securities (fair market value) | $12,850,000 | 4,744 |
| Total debt securities | $13,060,000 | 5,095 |
| 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 | $13,104,000 | 5,168 |
| U.S. Government securities | $2,155,000 | 6,039 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,155,000 | 5,941 |
| Securities issued by states & political subdivisions | $9,065,000 | 3,047 |
| Other domestic debt securities | $1,884,000 | 1,610 |
| Privately issued residential mortgage-backed securities | $389,000 | 647 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,495,000 | 1,327 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $2,544,000 | 4,526 |
| Certificates of participation in pools of residential mortgages | $2,155,000 | 4,243 |
| Issued or guaranteed by U.S. | $2,155,000 | 4,236 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $389,000 | 3,253 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $389,000 | 620 |
| 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) | $210,000 | 2,344 |
| Available-for-sale securities (fair market value) | $12,894,000 | 4,799 |
| Total debt securities | $13,104,000 | 5,138 |
| 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 | $14,658,000 | 5,020 |
| U.S. Government securities | $3,006,000 | 5,881 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,006,000 | 5,772 |
| Securities issued by states & political subdivisions | $9,538,000 | 2,953 |
| Other domestic debt securities | $2,114,000 | 1,546 |
| Privately issued residential mortgage-backed securities | $512,000 | 621 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,602,000 | 1,316 |
| 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 | $87,000 | 5,887 |
| Mortgage-backed securities | $3,518,000 | 4,316 |
| Certificates of participation in pools of residential mortgages | $3,006,000 | 3,985 |
| Issued or guaranteed by U.S. | $3,006,000 | 3,979 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $512,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $512,000 | 596 |
| 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) | $210,000 | 2,286 |
| Available-for-sale securities (fair market value) | $14,448,000 | 4,664 |
| Total debt securities | $14,658,000 | 4,989 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $13,906,000 | 5,120 |
| U.S. Government securities | $3,329,000 | 5,854 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,329,000 | 5,749 |
| Securities issued by states & political subdivisions | $8,269,000 | 3,143 |
| Other domestic debt securities | $2,308,000 | 1,500 |
| Privately issued residential mortgage-backed securities | $703,000 | 605 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,605,000 | 1,303 |
| 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 | $250,000 | 5,886 |
| Mortgage-backed securities | $4,032,000 | 4,264 |
| Certificates of participation in pools of residential mortgages | $3,329,000 | 3,943 |
| Issued or guaranteed by U.S. | $3,329,000 | 3,939 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $703,000 | 3,140 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $703,000 | 584 |
| 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) | $310,000 | 2,201 |
| Available-for-sale securities (fair market value) | $13,596,000 | 4,788 |
| Total debt securities | $13,906,000 | 5,085 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $12,211,000 | 5,286 |
| U.S. Government securities | $3,544,000 | 5,837 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,544,000 | 5,734 |
| Securities issued by states & political subdivisions | $7,767,000 | 3,193 |
| Other domestic debt securities | $900,000 | 2,086 |
| Privately issued residential mortgage-backed securities | $900,000 | 596 |
| 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 | $455,000 | 5,851 |
| Mortgage-backed securities | $4,444,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $3,544,000 | 3,868 |
| Issued or guaranteed by U.S. | $3,544,000 | 3,865 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $900,000 | 3,087 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $900,000 | 576 |
| 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) | $310,000 | 2,229 |
| Available-for-sale securities (fair market value) | $11,901,000 | 4,943 |
| Total debt securities | $12,211,000 | 5,259 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $12,583,000 | 5,328 |
| U.S. Government securities | $3,898,000 | 5,891 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,898,000 | 5,795 |
| Securities issued by states & political subdivisions | $7,547,000 | 3,208 |
| Other domestic debt securities | $1,138,000 | 1,928 |
| Privately issued residential mortgage-backed securities | $1,138,000 | 582 |
| 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 | $685,000 | 5,794 |
| Mortgage-backed securities | $5,036,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $3,898,000 | 3,923 |
| Issued or guaranteed by U.S. | $3,898,000 | 3,921 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,138,000 | 3,052 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $1,138,000 | 559 |
| 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) | $310,000 | 2,278 |
| Available-for-sale securities (fair market value) | $12,273,000 | 4,969 |
| Total debt securities | $12,583,000 | 5,301 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $11,678,000 | 5,489 |
| U.S. Government securities | $4,185,000 | 5,925 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,185,000 | 5,823 |
| Securities issued by states & political subdivisions | $6,103,000 | 3,443 |
| Other domestic debt securities | $1,390,000 | 1,853 |
| Privately issued residential mortgage-backed securities | $1,390,000 | 592 |
| 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 | $903,000 | 5,772 |
| Mortgage-backed securities | $5,575,000 | 4,150 |
| Certificates of participation in pools of residential mortgages | $4,185,000 | 3,898 |
| Issued or guaranteed by U.S. | $4,185,000 | 3,896 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,390,000 | 2,984 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $1,390,000 | 572 |
| 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) | $310,000 | 2,305 |
| Available-for-sale securities (fair market value) | $11,368,000 | 5,136 |
| Total debt securities | $11,678,000 | 5,461 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $11,377,000 | 5,562 |
| U.S. Government securities | $4,355,000 | 5,984 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,355,000 | 5,886 |
| Securities issued by states & political subdivisions | $5,428,000 | 3,518 |
| Other domestic debt securities | $1,594,000 | 1,738 |
| Privately issued residential mortgage-backed securities | $1,594,000 | 593 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,031,000 | 5,733 |
| Mortgage-backed securities | $5,949,000 | 4,110 |
| Certificates of participation in pools of residential mortgages | $4,355,000 | 3,853 |
| Issued or guaranteed by U.S. | $4,355,000 | 3,849 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,594,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $1,594,000 | 573 |
| 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) | $813,000 | 2,081 |
| Available-for-sale securities (fair market value) | $10,564,000 | 5,269 |
| Total debt securities | $11,377,000 | 5,537 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $11,543,000 | 5,550 |
| U.S. Government securities | $5,551,000 | 5,747 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,551,000 | 5,634 |
| Securities issued by states & political subdivisions | $5,341,000 | 3,508 |
| Other domestic debt securities | $651,000 | 2,217 |
| Privately issued residential mortgage-backed securities | $651,000 | 868 |
| 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 | $1,043,000 | 5,459 |
| Mortgage-backed securities | $6,202,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $5,551,000 | 3,486 |
| Issued or guaranteed by U.S. | $5,551,000 | 3,483 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $651,000 | 3,292 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $651,000 | 826 |
| 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) | $809,000 | 2,177 |
| Available-for-sale securities (fair market value) | $10,734,000 | 5,222 |
| Total debt securities | $11,543,000 | 5,526 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $11,963,000 | 5,452 |
| U.S. Government securities | $5,907,000 | 5,699 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,907,000 | 5,587 |
| Securities issued by states & political subdivisions | $5,337,000 | 3,452 |
| Other domestic debt securities | $719,000 | 2,172 |
| Privately issued residential mortgage-backed securities | $719,000 | 877 |
| 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 | $1,048,000 | 5,479 |
| Mortgage-backed securities | $6,626,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | $5,907,000 | 3,351 |
| Issued or guaranteed by U.S. | $5,907,000 | 3,348 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $719,000 | 3,247 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $719,000 | 831 |
| 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) | $805,000 | 2,210 |
| Available-for-sale securities (fair market value) | $11,158,000 | 5,138 |
| Total debt securities | $11,963,000 | 5,416 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $11,812,000 | 5,563 |
| U.S. Government securities | $6,039,000 | 5,810 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,039,000 | 5,686 |
| Securities issued by states & political subdivisions | $4,989,000 | 3,501 |
| Other domestic debt securities | $784,000 | 2,075 |
| Privately issued residential mortgage-backed securities | $784,000 | 872 |
| 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 | $1,000,000 | 5,546 |
| Mortgage-backed securities | $6,823,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $6,039,000 | 3,296 |
| Issued or guaranteed by U.S. | $6,039,000 | 3,288 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $784,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $784,000 | 829 |
| 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) | $802,000 | 2,230 |
| Available-for-sale securities (fair market value) | $11,010,000 | 5,243 |
| Total debt securities | $11,812,000 | 5,528 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $9,746,000 | 5,837 |
| U.S. Government securities | $5,106,000 | 6,009 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,106,000 | 5,879 |
| Securities issued by states & political subdivisions | $3,774,000 | 3,775 |
| Other domestic debt securities | $866,000 | 2,082 |
| Privately issued residential mortgage-backed securities | $866,000 | 891 |
| 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 | $1,000,000 | 5,581 |
| Mortgage-backed securities | $5,972,000 | 3,903 |
| Certificates of participation in pools of residential mortgages | $5,106,000 | 3,431 |
| Issued or guaranteed by U.S. | $5,106,000 | 3,423 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $866,000 | 3,091 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $866,000 | 852 |
| 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) | $898,000 | 2,208 |
| Available-for-sale securities (fair market value) | $8,848,000 | 5,523 |
| Total debt securities | $9,746,000 | 5,804 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $9,899,000 | 5,716 |
| U.S. Government securities | $5,321,000 | 5,849 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,321,000 | 5,719 |
| Securities issued by states & political subdivisions | $3,614,000 | 3,827 |
| Other domestic debt securities | $964,000 | 2,168 |
| Privately issued residential mortgage-backed securities | $964,000 | 923 |
| 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 | $1,000,000 | 5,631 |
| Mortgage-backed securities | $6,285,000 | 3,759 |
| Certificates of participation in pools of residential mortgages | $5,321,000 | 3,276 |
| Issued or guaranteed by U.S. | $5,321,000 | 3,269 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $964,000 | 3,030 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $964,000 | 880 |
| 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) | $894,000 | 2,221 |
| Available-for-sale securities (fair market value) | $9,005,000 | 5,407 |
| Total debt securities | $9,899,000 | 5,677 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $10,236,000 | 5,628 |
| U.S. Government securities | $5,600,000 | 5,777 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,600,000 | 5,653 |
| Securities issued by states & political subdivisions | $3,535,000 | 3,775 |
| Other domestic debt securities | $1,101,000 | 2,087 |
| Privately issued residential mortgage-backed securities | $1,101,000 | 942 |
| 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 | $1,000,000 | 5,721 |
| Mortgage-backed securities | $6,701,000 | 3,678 |
| Certificates of participation in pools of residential mortgages | $5,600,000 | 3,178 |
| Issued or guaranteed by U.S. | $5,600,000 | 3,171 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,101,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $1,101,000 | 897 |
| 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) | $890,000 | 2,270 |
| Available-for-sale securities (fair market value) | $9,346,000 | 5,317 |
| Total debt securities | $10,236,000 | 5,593 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $10,807,000 | 5,600 |
| U.S. Government securities | $6,584,000 | 5,670 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,584,000 | 5,557 |
| Securities issued by states & political subdivisions | $3,050,000 | 3,876 |
| Other domestic debt securities | $1,173,000 | 2,052 |
| Privately issued residential mortgage-backed securities | $1,173,000 | 966 |
| 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 | $1,000,000 | 5,773 |
| Mortgage-backed securities | $6,998,000 | 3,621 |
| Certificates of participation in pools of residential mortgages | $5,825,000 | 3,163 |
| Issued or guaranteed by U.S. | $5,825,000 | 3,155 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,173,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $1,173,000 | 931 |
| 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) | $887,000 | 2,333 |
| Available-for-sale securities (fair market value) | $9,920,000 | 5,284 |
| Total debt securities | $10,806,000 | 5,562 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,755 |
| Fair value | $759,000 | 2,753 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $9,765,000 | 5,846 |
| U.S. Government securities | $6,807,000 | 5,678 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,807,000 | 5,567 |
| Securities issued by states & political subdivisions | $1,688,000 | 4,445 |
| Other domestic debt securities | $1,270,000 | 2,055 |
| Privately issued residential mortgage-backed securities | $1,270,000 | 992 |
| 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 | $1,000,000 | 5,834 |
| Mortgage-backed securities | $7,308,000 | 3,621 |
| Certificates of participation in pools of residential mortgages | $6,038,000 | 3,218 |
| Issued or guaranteed by U.S. | $6,038,000 | 3,211 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,270,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $1,270,000 | 955 |
| 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) | $369,000 | 2,684 |
| Available-for-sale securities (fair market value) | $9,396,000 | 5,420 |
| Total debt securities | $9,765,000 | 5,806 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,540 |
| Fair value | $769,000 | 2,532 |
| 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 | $10,216,000 | 5,765 |
| U.S. Government securities | $7,114,000 | 5,565 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,114,000 | 5,466 |
| Securities issued by states & political subdivisions | $1,681,000 | 4,485 |
| Other domestic debt securities | $1,421,000 | 2,043 |
| Privately issued residential mortgage-backed securities | $1,421,000 | 992 |
| 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 | $0 | 6,398 |
| Mortgage-backed securities | $7,759,000 | 3,594 |
| Certificates of participation in pools of residential mortgages | $6,338,000 | 3,218 |
| Issued or guaranteed by U.S. | $6,338,000 | 3,211 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,421,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $1,421,000 | 954 |
| 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) | $365,000 | 2,750 |
| Available-for-sale securities (fair market value) | $9,851,000 | 5,344 |
| Total debt securities | $10,216,000 | 5,728 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,295 |
| Fair value | $776,000 | 2,285 |
| 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 | $10,611,000 | 5,729 |
| U.S. Government securities | $7,404,000 | 5,541 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,404,000 | 5,451 |
| Securities issued by states & political subdivisions | $1,694,000 | 4,526 |
| Other domestic debt securities | $1,513,000 | 2,116 |
| Privately issued residential mortgage-backed securities | $1,513,000 | 1,030 |
| 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 | $0 | 6,412 |
| Mortgage-backed securities | $8,133,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $6,620,000 | 3,228 |
| Issued or guaranteed by U.S. | $6,620,000 | 3,219 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,513,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,513,000 | 989 |
| 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) | $362,000 | 2,830 |
| Available-for-sale securities (fair market value) | $10,249,000 | 5,306 |
| Total debt securities | $10,611,000 | 5,690 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,862 |
| Fair value | $784,000 | 1,850 |
| 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 | $10,008,000 | 5,820 |
| U.S. Government securities | $6,750,000 | 5,699 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,750,000 | 5,615 |
| Securities issued by states & political subdivisions | $1,637,000 | 4,525 |
| Other domestic debt securities | $1,621,000 | 2,102 |
| Privately issued residential mortgage-backed securities | $1,621,000 | 1,040 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $7,591,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | $5,970,000 | 3,431 |
| Issued or guaranteed by U.S. | $5,970,000 | 3,418 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,621,000 | 2,623 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $1,621,000 | 998 |
| 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) | $359,000 | 2,870 |
| Available-for-sale securities (fair market value) | $9,649,000 | 5,379 |
| Total debt securities | $10,008,000 | 5,774 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,387 |
| Fair value | $780,000 | 1,378 |
| 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 | $9,958,000 | 5,890 |
| U.S. Government securities | $7,111,000 | 5,737 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,111,000 | 5,651 |
| Securities issued by states & political subdivisions | $1,106,000 | 4,771 |
| Other domestic debt securities | $1,741,000 | 1,971 |
| Privately issued residential mortgage-backed securities | $1,741,000 | 1,045 |
| 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 | $0 | 6,516 |
| Mortgage-backed securities | $8,061,000 | 3,731 |
| Certificates of participation in pools of residential mortgages | $6,320,000 | 3,450 |
| Issued or guaranteed by U.S. | $6,320,000 | 3,439 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,741,000 | 2,590 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $1,741,000 | 1,002 |
| 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) | $356,000 | 2,914 |
| Available-for-sale securities (fair market value) | $9,602,000 | 5,444 |
| Total debt securities | $9,958,000 | 5,835 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,135 |
| Fair value | $791,000 | 1,116 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $10,619,000 | 5,802 |
| U.S. Government securities | $7,286,000 | 5,775 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,286,000 | 5,692 |
| Securities issued by states & political subdivisions | $1,460,000 | 4,513 |
| Other domestic debt securities | $1,873,000 | 1,883 |
| Privately issued residential mortgage-backed securities | $1,873,000 | 982 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $8,366,000 | 3,621 |
| Certificates of participation in pools of residential mortgages | $6,493,000 | 3,372 |
| Issued or guaranteed by U.S. | $6,493,000 | 3,359 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,873,000 | 2,483 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $1,873,000 | 944 |
| 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) | $717,000 | 2,678 |
| Available-for-sale securities (fair market value) | $9,902,000 | 5,408 |
| Total debt securities | $10,619,000 | 5,761 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,192 |
| Fair value | $793,000 | 1,180 |
| 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 | $10,908,000 | 5,716 |
| U.S. Government securities | $7,558,000 | 5,680 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,558,000 | 5,597 |
| Securities issued by states & political subdivisions | $1,457,000 | 4,495 |
| Other domestic debt securities | $1,893,000 | 1,831 |
| Privately issued residential mortgage-backed securities | $1,893,000 | 974 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $8,691,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $6,798,000 | 3,210 |
| Issued or guaranteed by U.S. | $6,798,000 | 3,198 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,893,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,893,000 | 934 |
| 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) | $710,000 | 2,720 |
| Available-for-sale securities (fair market value) | $10,198,000 | 5,310 |
| Total debt securities | $10,908,000 | 5,675 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,164 |
| Fair value | $760,000 | 1,158 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $11,945,000 | 5,593 |
| U.S. Government securities | $8,455,000 | 5,460 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,455,000 | 5,382 |
| Securities issued by states & political subdivisions | $1,459,000 | 4,531 |
| Other domestic debt securities | $2,031,000 | 1,823 |
| Privately issued residential mortgage-backed securities | $2,031,000 | 940 |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | $9,691,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $7,660,000 | 2,998 |
| Issued or guaranteed by U.S. | $7,660,000 | 2,985 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,031,000 | 2,336 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $2,031,000 | 895 |
| 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) | $704,000 | 2,728 |
| Available-for-sale securities (fair market value) | $11,241,000 | 5,192 |
| Total debt securities | $11,945,000 | 5,532 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,215 |
| Fair value | $795,000 | 1,193 |
| 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 | $10,570,000 | 5,826 |
| U.S. Government securities | $6,843,000 | 5,925 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,843,000 | 5,837 |
| Securities issued by states & political subdivisions | $1,607,000 | 4,467 |
| Other domestic debt securities | $2,120,000 | 1,707 |
| Privately issued residential mortgage-backed securities | $2,120,000 | 895 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $8,168,000 | 3,448 |
| Certificates of participation in pools of residential mortgages | $6,048,000 | 3,261 |
| Issued or guaranteed by U.S. | $6,048,000 | 3,245 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,120,000 | 2,293 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $2,120,000 | 854 |
| 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) | $698,000 | 2,766 |
| Available-for-sale securities (fair market value) | $9,872,000 | 5,430 |
| Total debt securities | $10,570,000 | 5,757 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,321 |
| Fair value | $795,000 | 1,313 |
| 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 | $12,469,000 | 5,602 |
| U.S. Government securities | $8,610,000 | 5,570 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,610,000 | 5,465 |
| Securities issued by states & political subdivisions | $1,692,000 | 4,429 |
| Other domestic debt securities | $2,167,000 | 1,565 |
| Privately issued residential mortgage-backed securities | $2,167,000 | 817 |
| 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 | $500,000 | 6,413 |
| Mortgage-backed securities | $9,012,000 | 3,049 |
| Certificates of participation in pools of residential mortgages | $6,845,000 | 2,793 |
| Issued or guaranteed by U.S. | $6,845,000 | 2,779 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,167,000 | 2,186 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $2,167,000 | 778 |
| 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) | $691,000 | 2,843 |
| Available-for-sale securities (fair market value) | $11,778,000 | 5,141 |
| Total debt securities | $12,470,000 | 5,546 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,188 |
| Fair value | $1,765,000 | 1,180 |
| 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 | $12,787,000 | 5,578 |
| U.S. Government securities | $8,905,000 | 5,603 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,905,000 | 5,491 |
| Securities issued by states & political subdivisions | $1,681,000 | 4,440 |
| Other domestic debt securities | $2,201,000 | 1,524 |
| Privately issued residential mortgage-backed securities | $2,201,000 | 792 |
| 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 | $496,000 | 6,473 |
| Mortgage-backed securities | $9,360,000 | 2,832 |
| Certificates of participation in pools of residential mortgages | $7,159,000 | 2,571 |
| Issued or guaranteed by U.S. | $7,159,000 | 2,558 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,201,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $2,201,000 | 754 |
| 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) | $685,000 | 2,905 |
| Available-for-sale securities (fair market value) | $12,102,000 | 5,130 |
| Total debt securities | $12,787,000 | 5,529 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,366 |
| Fair value | $1,746,000 | 1,371 |
| 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 | $12,841,000 | 5,589 |
| U.S. Government securities | $8,998,000 | 5,626 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,998,000 | 5,517 |
| Securities issued by states & political subdivisions | $1,571,000 | 4,521 |
| Other domestic debt securities | $2,272,000 | 1,444 |
| Privately issued residential mortgage-backed securities | $2,272,000 | 738 |
| 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 | $986,000 | 6,268 |
| Mortgage-backed securities | $9,785,000 | 2,719 |
| Certificates of participation in pools of residential mortgages | $7,513,000 | 2,446 |
| Issued or guaranteed by U.S. | $7,513,000 | 2,433 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,272,000 | 2,076 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $2,272,000 | 700 |
| 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) | $679,000 | 2,939 |
| Available-for-sale securities (fair market value) | $12,162,000 | 5,098 |
| Total debt securities | $12,841,000 | 5,543 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,520 |
| Fair value | $1,485,000 | 1,559 |
| 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 | $11,224,000 | 5,880 |
| U.S. Government securities | $9,640,000 | 5,512 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,640,000 | 5,392 |
| Securities issued by states & political subdivisions | $1,569,000 | 4,539 |
| Other domestic debt securities | $15,000 | 2,900 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,000 | 286 |
| 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 | $991,000 | 6,283 |
| Mortgage-backed securities | $6,710,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $6,710,000 | 2,609 |
| Issued or guaranteed by U.S. | $6,710,000 | 2,599 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $673,000 | 2,985 |
| Available-for-sale securities (fair market value) | $10,551,000 | 5,371 |
| Total debt securities | $11,224,000 | 5,825 |
| Structured notes | ||
| Amortized cost | $2,931,000 | 1,102 |
| Fair value | $2,930,000 | 1,099 |
| 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 | $11,556,000 | 5,873 |
| U.S. Government securities | $9,975,000 | 5,474 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,975,000 | 5,355 |
| Securities issued by states & political subdivisions | $1,561,000 | 4,553 |
| Other domestic debt securities | $20,000 | 2,934 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,000 | 275 |
| 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 | $989,000 | 6,322 |
| Mortgage-backed securities | $7,012,000 | 3,145 |
| Certificates of participation in pools of residential mortgages | $7,012,000 | 2,548 |
| Issued or guaranteed by U.S. | $7,012,000 | 2,534 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $667,000 | 3,046 |
| Available-for-sale securities (fair market value) | $10,889,000 | 5,371 |
| Total debt securities | $11,556,000 | 5,817 |
| Structured notes | ||
| Amortized cost | $2,969,000 | 1,173 |
| Fair value | $2,963,000 | 1,140 |
| 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 | $9,222,000 | 6,378 |
| U.S. Government securities | $7,639,000 | 6,088 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,639,000 | 5,968 |
| Securities issued by states & political subdivisions | $1,555,000 | 4,581 |
| Other domestic debt securities | $28,000 | 2,966 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,000 | 297 |
| 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 | $984,000 | 6,379 |
| Mortgage-backed securities | $5,457,000 | 3,487 |
| Certificates of participation in pools of residential mortgages | $5,457,000 | 2,893 |
| Issued or guaranteed by U.S. | $5,457,000 | 2,878 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $661,000 | 3,111 |
| Available-for-sale securities (fair market value) | $8,561,000 | 5,829 |
| Total debt securities | $9,222,000 | 6,316 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,445 |
| Fair value | $2,182,000 | 1,443 |
| 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 | $9,971,000 | 6,234 |
| U.S. Government securities | $8,388,000 | 5,935 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,388,000 | 5,793 |
| Securities issued by states & political subdivisions | $1,543,000 | 4,600 |
| Other domestic debt securities | $40,000 | 3,025 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,000 | 292 |
| 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 | $969,000 | 6,418 |
| Mortgage-backed securities | $6,230,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $6,230,000 | 2,742 |
| Issued or guaranteed by U.S. | $6,230,000 | 2,729 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $655,000 | 3,154 |
| Available-for-sale securities (fair market value) | $9,316,000 | 5,693 |
| Total debt securities | $9,971,000 | 6,177 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,496 |
| Fair value | $2,158,000 | 1,495 |
| 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 | $9,169,000 | 6,483 |
| U.S. Government securities | $7,422,000 | 6,223 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,422,000 | 6,080 |
| Securities issued by states & political subdivisions | $1,699,000 | 4,523 |
| Other domestic debt securities | $48,000 | 3,092 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $48,000 | 299 |
| 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 | $977,000 | 6,439 |
| Mortgage-backed securities | $5,007,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $5,007,000 | 3,064 |
| Issued or guaranteed by U.S. | $5,007,000 | 3,052 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $709,000 | 3,178 |
| Available-for-sale securities (fair market value) | $8,460,000 | 5,918 |
| Total debt securities | $9,169,000 | 6,421 |
| Structured notes | ||
| Amortized cost | $2,450,000 | 1,462 |
| Fair value | $2,415,000 | 1,462 |
| 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 | $9,261,000 | 6,502 |
| U.S. Government securities | $7,112,000 | 6,313 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,112,000 | 6,174 |
| Securities issued by states & political subdivisions | $1,692,000 | 4,561 |
| Other domestic debt securities | $457,000 | 2,634 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $457,000 | 225 |
| 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 | $977,000 | 6,468 |
| Mortgage-backed securities | $4,697,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $4,697,000 | 3,191 |
| Issued or guaranteed by U.S. | $4,697,000 | 3,180 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $704,000 | 3,260 |
| Available-for-sale securities (fair market value) | $8,557,000 | 5,911 |
| Total debt securities | $9,261,000 | 6,442 |
| Structured notes | ||
| Amortized cost | $2,449,000 | 1,457 |
| Fair value | $2,415,000 | 1,458 |
| 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 | $9,742,000 | 6,388 |
| U.S. Government securities | $7,577,000 | 6,191 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,577,000 | 6,059 |
| Securities issued by states & political subdivisions | $1,692,000 | 4,565 |
| Other domestic debt securities | $473,000 | 2,676 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $473,000 | 227 |
| 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 | $989,000 | 6,469 |
| Mortgage-backed securities | $5,145,000 | 3,688 |
| Certificates of participation in pools of residential mortgages | $5,145,000 | 3,107 |
| Issued or guaranteed by U.S. | $5,145,000 | 3,093 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $698,000 | 3,306 |
| Available-for-sale securities (fair market value) | $9,044,000 | 5,805 |
| Total debt securities | $9,743,000 | 6,324 |
| Structured notes | ||
| Amortized cost | $2,448,000 | 1,435 |
| Fair value | $2,432,000 | 1,435 |
| 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 | $9,453,000 | 6,479 |
| U.S. Government securities | $7,258,000 | 6,328 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,258,000 | 6,200 |
| Securities issued by states & political subdivisions | $1,689,000 | 4,555 |
| Other domestic debt securities | $506,000 | 2,614 |
| 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 | $506,000 | 2,139 |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | $4,812,000 | 3,843 |
| Certificates of participation in pools of residential mortgages | $4,812,000 | 3,251 |
| Issued or guaranteed by U.S. | $4,812,000 | 3,238 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $692,000 | 3,372 |
| Available-for-sale securities (fair market value) | $8,761,000 | 5,908 |
| Total debt securities | $9,453,000 | 6,418 |
| Structured notes | ||
| Amortized cost | $2,447,000 | 1,429 |
| Fair value | $2,446,000 | 1,430 |
| 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 | $7,798,000 | 6,930 |
| U.S. Government securities | $5,579,000 | 6,901 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,579,000 | 6,749 |
| Securities issued by states & political subdivisions | $1,677,000 | 4,574 |
| Other domestic debt securities | $542,000 | 2,625 |
| 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 | $542,000 | 2,171 |
| 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 | $0 | 7,151 |
| Mortgage-backed securities | $4,145,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $4,145,000 | 3,534 |
| Issued or guaranteed by U.S. | $4,145,000 | 3,524 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $688,000 | 3,418 |
| Available-for-sale securities (fair market value) | $7,110,000 | 6,302 |
| Total debt securities | $7,798,000 | 6,876 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,862 |
| Fair value | $1,434,000 | 1,860 |
| 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 | $7,184,000 | 7,081 |
| U.S. Government securities | $4,911,000 | 7,134 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,911,000 | 6,975 |
| Securities issued by states & political subdivisions | $1,680,000 | 4,578 |
| Other domestic debt securities | $593,000 | 2,628 |
| 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 | $593,000 | 2,197 |
| 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 | $0 | 7,176 |
| Mortgage-backed securities | $3,966,000 | 4,265 |
| Certificates of participation in pools of residential mortgages | $3,966,000 | 3,644 |
| Issued or guaranteed by U.S. | $3,966,000 | 3,636 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $684,000 | 3,451 |
| Available-for-sale securities (fair market value) | $6,500,000 | 6,461 |
| Total debt securities | $7,184,000 | 7,020 |
| Structured notes | ||
| Amortized cost | $950,000 | 2,261 |
| Fair value | $945,000 | 2,264 |
| 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 | $8,057,000 | 6,928 |
| U.S. Government securities | $5,740,000 | 6,906 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,740,000 | 6,744 |
| Securities issued by states & political subdivisions | $1,678,000 | 4,586 |
| Other domestic debt securities | $639,000 | 2,622 |
| 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 | $639,000 | 2,225 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $4,290,000 | 4,173 |
| Certificates of participation in pools of residential mortgages | $4,290,000 | 3,557 |
| Issued or guaranteed by U.S. | $4,290,000 | 3,550 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $679,000 | 3,517 |
| Available-for-sale securities (fair market value) | $7,378,000 | 6,302 |
| Total debt securities | $8,057,000 | 6,863 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,822 |
| Fair value | $1,450,000 | 1,823 |
| 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 | $8,433,000 | 6,908 |
| U.S. Government securities | $6,035,000 | 6,880 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,035,000 | 6,712 |
| Securities issued by states & political subdivisions | $1,705,000 | 4,572 |
| Other domestic debt securities | $693,000 | 2,689 |
| 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 | $693,000 | 2,303 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $4,621,000 | 4,137 |
| Certificates of participation in pools of residential mortgages | $4,621,000 | 3,518 |
| Issued or guaranteed by U.S. | $4,621,000 | 3,511 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $676,000 | 3,555 |
| Available-for-sale securities (fair market value) | $7,757,000 | 6,302 |
| Total debt securities | $8,433,000 | 6,841 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,803 |
| Fair value | $1,414,000 | 1,802 |
| 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 | $8,176,000 | 6,960 |
| U.S. Government securities | $5,648,000 | 6,971 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,648,000 | 6,806 |
| Securities issued by states & political subdivisions | $1,746,000 | 4,531 |
| Other domestic debt securities | $782,000 | 2,718 |
| 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 | $782,000 | 2,330 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $4,196,000 | 4,318 |
| Certificates of participation in pools of residential mortgages | $4,196,000 | 3,698 |
| Issued or guaranteed by U.S. | $4,196,000 | 3,690 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $698,000 | 3,578 |
| Available-for-sale securities (fair market value) | $7,478,000 | 6,347 |
| Total debt securities | $8,176,000 | 6,884 |
| 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 | $8,016,000 | 7,043 |
| U.S. Government securities | $5,457,000 | 7,099 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,457,000 | 6,912 |
| Securities issued by states & political subdivisions | $1,694,000 | 4,606 |
| Other domestic debt securities | $865,000 | 2,704 |
| 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 | $865,000 | 2,396 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $4,518,000 | 4,198 |
| Certificates of participation in pools of residential mortgages | $4,518,000 | 3,565 |
| Issued or guaranteed by U.S. | $4,518,000 | 3,554 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $694,000 | 3,627 |
| Available-for-sale securities (fair market value) | $7,322,000 | 6,424 |
| Total debt securities | $8,016,000 | 6,970 |
| 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 | $7,217,000 | 7,206 |
| U.S. Government securities | $4,575,000 | 7,271 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,575,000 | 7,094 |
| Securities issued by states & political subdivisions | $1,686,000 | 4,632 |
| Other domestic debt securities | $956,000 | 2,770 |
| 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 | $956,000 | 2,468 |
| 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 | $0 | 7,307 |
| Mortgage-backed securities | $4,575,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $4,538,000 | 3,566 |
| Issued or guaranteed by U.S. | $4,538,000 | 3,554 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $37,000 | 3,956 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,757 |
| 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) | $693,000 | 3,676 |
| Available-for-sale securities (fair market value) | $6,524,000 | 6,575 |
| Total debt securities | $7,217,000 | 7,108 |
| 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 | $8,242,000 | 6,899 |
| U.S. Government securities | $6,127,000 | 6,680 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,127,000 | 6,505 |
| Securities issued by states & political subdivisions | $1,690,000 | 4,590 |
| Other domestic debt securities | $425,000 | 3,354 |
| 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 | $425,000 | 2,992 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $6,127,000 | 3,837 |
| Certificates of participation in pools of residential mortgages | $5,604,000 | 3,267 |
| Issued or guaranteed by U.S. | $5,604,000 | 3,255 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $523,000 | 3,399 |
| CMOs issued by government agencies or sponsored agencies | $523,000 | 3,230 |
| 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) | $696,000 | 3,700 |
| Available-for-sale securities (fair market value) | $7,546,000 | 6,289 |
| Total debt securities | $8,242,000 | 6,802 |
| 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 | $6,774,000 | 7,336 |
| U.S. Government securities | $4,817,000 | 7,217 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,817,000 | 7,017 |
| Securities issued by states & political subdivisions | $1,569,000 | 4,611 |
| Other domestic debt securities | $388,000 | 3,442 |
| 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 | $388,000 | 3,055 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $4,618,000 | 4,272 |
| Certificates of participation in pools of residential mortgages | $3,893,000 | 3,804 |
| Issued or guaranteed by U.S. | $3,893,000 | 3,794 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $725,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $725,000 | 3,183 |
| 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) | $905,000 | 3,588 |
| Available-for-sale securities (fair market value) | $5,869,000 | 6,731 |
| Total debt securities | $6,774,000 | 7,240 |
| 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 | $5,081,000 | 7,814 |
| U.S. Government securities | $3,117,000 | 7,879 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,117,000 | 7,670 |
| Securities issued by states & political subdivisions | $1,565,000 | 4,621 |
| Other domestic debt securities | $399,000 | 3,479 |
| 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 | $399,000 | 3,076 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $3,117,000 | 4,814 |
| Certificates of participation in pools of residential mortgages | $2,245,000 | 4,518 |
| Issued or guaranteed by U.S. | $2,245,000 | 4,503 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $872,000 | 3,271 |
| CMOs issued by government agencies or sponsored agencies | $872,000 | 3,128 |
| 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) | $908,000 | 3,658 |
| Available-for-sale securities (fair market value) | $4,173,000 | 7,173 |
| Total debt securities | $5,081,000 | 7,734 |
| 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 | $6,132,000 | 7,578 |
| U.S. Government securities | $4,105,000 | 7,603 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,105,000 | 7,347 |
| Securities issued by states & political subdivisions | $1,632,000 | 4,613 |
| Other domestic debt securities | $395,000 | 3,541 |
| 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 | $395,000 | 3,067 |
| 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 | $51,000 | 7,560 |
| Mortgage-backed securities | $4,105,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $3,411,000 | 3,699 |
| Issued or guaranteed by U.S. | $3,411,000 | 3,684 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $694,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $694,000 | 3,395 |
| 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) | $915,000 | 3,908 |
| Available-for-sale securities (fair market value) | $5,217,000 | 6,914 |
| Total debt securities | $6,132,000 | 7,477 |
| 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 | $5,779,000 | 8,092 |
| U.S. Government securities | $3,550,000 | 8,387 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,550,000 | 8,044 |
| Securities issued by states & political subdivisions | $1,989,000 | 4,411 |
| Other domestic debt securities | $240,000 | 3,379 |
| Privately issued residential mortgage-backed securities | $240,000 | 1,067 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $578,000 | 7,413 |
| Mortgage-backed securities | $3,790,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $3,550,000 | 3,145 |
| Issued or guaranteed by U.S. | $3,550,000 | 3,130 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $240,000 | 3,697 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $240,000 | 926 |
| 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) | $1,638,000 | 4,054 |
| Available-for-sale securities (fair market value) | $4,141,000 | 7,505 |
| Total debt securities | $5,779,000 | 7,961 |
| 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 | $6,263,000 | 8,239 |
| U.S. Government securities | $4,145,000 | 8,433 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,145,000 | 7,922 |
| Securities issued by states & political subdivisions | $1,720,000 | 4,862 |
| Other domestic debt securities | $398,000 | 3,019 |
| Privately issued residential mortgage-backed securities | $398,000 | 996 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $863,000 | 7,358 |
| Mortgage-backed securities | $4,543,000 | 3,759 |
| Certificates of participation in pools of residential mortgages | $4,145,000 | 3,092 |
| Issued or guaranteed by U.S. | $4,145,000 | 3,080 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $398,000 | 3,696 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $398,000 | 873 |
| 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) | $1,674,000 | 4,440 |
| Available-for-sale securities (fair market value) | $4,589,000 | 7,555 |
| Total debt securities | $6,263,000 | 8,127 |
| 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 | $4,543,000 | 8,915 |
| U.S. Government securities | $3,415,000 | 8,791 |
| U.S. Treasury securities | $100,000 | 6,739 |
| U.S. Government agency obligations | $3,315,000 | 8,041 |
| Securities issued by states & political subdivisions | $744,000 | 6,160 |
| Other domestic debt securities | $384,000 | 2,915 |
| Privately issued residential mortgage-backed securities | $384,000 | 973 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 8,269 |
| Mortgage-backed securities | $3,699,000 | 4,388 |
| Certificates of participation in pools of residential mortgages | $3,315,000 | 3,655 |
| Issued or guaranteed by U.S. | $3,315,000 | 3,638 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $384,000 | 3,964 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $384,000 | 830 |
| 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) | $278,000 | 6,145 |
| Available-for-sale securities (fair market value) | $4,265,000 | 7,628 |
| Total debt securities | $4,543,000 | 8,790 |
| 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 | $5,344,000 | 9,078 |
| U.S. Government securities | $4,080,000 | 9,030 |
| U.S. Treasury securities | $200,000 | 7,718 |
| U.S. Government agency obligations | $3,880,000 | 7,897 |
| Securities issued by states & political subdivisions | $766,000 | 6,230 |
| Other domestic debt securities | $498,000 | 2,388 |
| Privately issued residential mortgage-backed securities | $498,000 | 811 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 8,580 |
| Mortgage-backed securities | $4,378,000 | 4,070 |
| Certificates of participation in pools of residential mortgages | $3,880,000 | 3,318 |
| Issued or guaranteed by U.S. | $3,880,000 | 3,304 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $498,000 | 4,013 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $498,000 | 640 |
| 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) | $298,000 | 6,961 |
| Available-for-sale securities (fair market value) | $5,046,000 | 7,454 |
| Total debt securities | $5,344,000 | 8,955 |
| 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 | $3,812,000 | 10,254 |
| U.S. Government securities | $3,118,000 | 10,075 |
| U.S. Treasury securities | $200,000 | 8,577 |
| U.S. Government agency obligations | $2,918,000 | 8,883 |
| Securities issued by states & political subdivisions | $694,000 | 6,667 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 9,005 |
| Mortgage-backed securities | $2,918,000 | 5,250 |
| Certificates of participation in pools of residential mortgages | $2,918,000 | 4,145 |
| Issued or guaranteed by U.S. | $2,918,000 | 4,125 |
| 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) | $327,000 | 7,585 |
| Available-for-sale securities (fair market value) | $3,485,000 | 8,391 |
| Total debt securities | $3,812,000 | 10,154 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,543,000 | 10,809 |
| U.S. Government securities | $2,673,000 | 10,764 |
| U.S. Treasury securities | $201,000 | 9,961 |
| U.S. Government agency obligations | $2,472,000 | 9,397 |
| Securities issued by states & political subdivisions | $669,000 | 6,957 |
| Other domestic debt securities | $201,000 | 4,015 |
| 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 | $201,000 | 3,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,000 | 9,364 |
| Mortgage-backed securities | $2,472,000 | 5,873 |
| Certificates of participation in pools of residential mortgages | $2,472,000 | 4,538 |
| Issued or guaranteed by U.S. | $2,472,000 | 4,512 |
| 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) | $298,000 | 8,031 |
| Available-for-sale securities (fair market value) | $3,245,000 | 8,813 |
| Total debt securities | $3,543,000 | 10,702 |
| 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 | $3,642,000 | 11,408 |
| U.S. Government securities | $2,689,000 | 11,424 |
| U.S. Treasury securities | $617,000 | 10,228 |
| U.S. Government agency obligations | $2,072,000 | 9,851 |
| Securities issued by states & political subdivisions | $659,000 | 7,315 |
| Other domestic debt securities | $294,000 | 4,199 |
| 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 | $294,000 | 3,363 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $2,072,000 | 6,583 |
| Certificates of participation in pools of residential mortgages | $2,072,000 | 5,118 |
| Issued or guaranteed by U.S. | $2,072,000 | 5,094 |
| 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) | $604,000 | 11,003 |
| Available-for-sale securities (fair market value) | $3,038,000 | 8,086 |
| Total debt securities | $3,642,000 | 11,309 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $3,712,000 | 11,855 |
| U.S. Government securities | $2,646,000 | 11,840 |
| U.S. Treasury securities | $801,000 | 10,354 |
| U.S. Government agency obligations | $1,845,000 | 10,412 |
| Securities issued by states & political subdivisions | $663,000 | 7,485 |
| Other domestic debt securities | $403,000 | 4,532 |
| 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 | $403,000 | 3,498 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,397 |
| Mortgage-backed securities | $1,845,000 | 7,443 |
| Certificates of participation in pools of residential mortgages | $1,845,000 | 5,921 |
| Issued or guaranteed by U.S. | $1,845,000 | 5,870 |
| 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 | $3,712,000 | 11,725 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $3,074,000 | 12,544 |
| U.S. Government securities | $2,132,000 | 12,625 |
| U.S. Treasury securities | $778,000 | 10,836 |
| U.S. Government agency obligations | $1,354,000 | 11,168 |
| Securities issued by states & political subdivisions | $537,000 | 7,597 |
| Other domestic debt securities | $405,000 | 5,387 |
| 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 | $405,000 | 4,095 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,714 |
| Mortgage-backed securities | $1,354,000 | 8,437 |
| Certificates of participation in pools of residential mortgages | $1,354,000 | 6,976 |
| Issued or guaranteed by U.S. | $1,354,000 | 6,911 |
| 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 | $3,074,000 | 12,435 |
| 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 |