Home > The First National Bank of Lindsay > Securities
The First National Bank of Lindsay, Securities
| 2023-12-31 | Rank | |
| Total securities | $7,126,000 | 4,142 |
| U.S. Government securities | $2,735,000 | 4,135 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $2,735,000 | 3,892 |
| Securities issued by states & political subdivisions | $3,892,000 | 3,049 |
| Other domestic debt securities | $499,000 | 2,134 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $499,000 | 1,708 |
| 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 | $5,815,000 | 3,269 |
| Mortgage-backed securities | $2,357,000 | 3,293 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $872,000 | 3,255 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,208,000 | 2,105 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $277,000 | 1,468 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $7,126,000 | 3,882 |
| Total debt securities | $7,126,000 | 4,116 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,077 |
| Fair value | $238,000 | 1,082 |
| 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 | $6,972,000 | 4,169 |
| U.S. Government securities | $2,384,000 | 4,194 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $2,384,000 | 3,944 |
| Securities issued by states & political subdivisions | $4,097,000 | 3,036 |
| Other domestic debt securities | $491,000 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $491,000 | 1,720 |
| 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 | $5,760,000 | 3,243 |
| Mortgage-backed securities | $2,017,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $853,000 | 3,266 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $889,000 | 2,174 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $275,000 | 1,450 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $6,972,000 | 3,890 |
| Total debt securities | $6,971,000 | 4,145 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,098 |
| Fair value | $230,000 | 1,105 |
| 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 | $7,162,000 | 4,195 |
| U.S. Government securities | $2,530,000 | 4,219 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $2,530,000 | 3,961 |
| Securities issued by states & political subdivisions | $4,138,000 | 3,083 |
| Other domestic debt securities | $494,000 | 2,155 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $494,000 | 1,730 |
| 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 | $6,041,000 | 3,189 |
| Mortgage-backed securities | $2,117,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $907,000 | 3,272 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $934,000 | 2,162 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $276,000 | 1,444 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $7,162,000 | 3,915 |
| Total debt securities | $7,160,000 | 4,174 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,143 |
| Fair value | $232,000 | 1,151 |
| 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 | $7,624,000 | 4,242 |
| U.S. Government securities | $2,646,000 | 4,277 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $2,646,000 | 3,971 |
| Securities issued by states & political subdivisions | $4,481,000 | 3,086 |
| Other domestic debt securities | $497,000 | 2,205 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $497,000 | 1,774 |
| 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 | $5,771,000 | 3,159 |
| Mortgage-backed securities | $2,224,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $962,000 | 3,306 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $976,000 | 2,181 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $286,000 | 1,459 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $7,624,000 | 3,957 |
| Total debt securities | $7,624,000 | 4,221 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,170 |
| Fair value | $236,000 | 1,183 |
| 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 | $7,644,000 | 4,280 |
| U.S. Government securities | $2,687,000 | 4,309 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $2,687,000 | 3,985 |
| Securities issued by states & political subdivisions | $4,464,000 | 3,129 |
| Other domestic debt securities | $493,000 | 2,238 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $493,000 | 1,795 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,071,000 | 3,062 |
| Mortgage-backed securities | $2,219,000 | 3,417 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $964,000 | 3,330 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $969,000 | 2,198 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $286,000 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $7,644,000 | 3,986 |
| Total debt securities | $7,645,000 | 4,257 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,199 |
| Fair value | $232,000 | 1,209 |
| 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 | $7,660,000 | 4,314 |
| U.S. Government securities | $2,756,000 | 4,330 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $2,756,000 | 3,994 |
| Securities issued by states & political subdivisions | $4,412,000 | 3,156 |
| Other domestic debt securities | $492,000 | 2,204 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $492,000 | 1,805 |
| 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 | $5,647,000 | 3,072 |
| Mortgage-backed securities | $2,290,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $995,000 | 3,342 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,001,000 | 2,202 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $294,000 | 1,483 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $7,660,000 | 4,019 |
| Total debt securities | $7,659,000 | 4,291 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,184 |
| Fair value | $231,000 | 1,192 |
| 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 | $7,983,000 | 4,314 |
| U.S. Government securities | $2,540,000 | 4,354 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $2,540,000 | 4,048 |
| Securities issued by states & political subdivisions | $4,946,000 | 3,149 |
| Other domestic debt securities | $497,000 | 2,077 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $497,000 | 1,795 |
| 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 | $6,670,000 | 2,975 |
| Mortgage-backed securities | $1,965,000 | 3,513 |
| Certificates of participation in pools of residential mortgages | $602,000 | 3,573 |
| Issued or guaranteed by U.S. | $602,000 | 3,481 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,061,000 | 2,274 |
| CMOs issued by government agencies or sponsored agencies | $1,061,000 | 2,200 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $302,000 | 1,961 |
| Commercial mortgage pass-through securities | $302,000 | 1,478 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $7,983,000 | 4,035 |
| Total debt securities | $7,991,000 | 4,295 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,156 |
| Fair value | $235,000 | 1,164 |
| 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 | $7,727,000 | 4,278 |
| U.S. Government securities | $2,426,000 | 4,305 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $2,426,000 | 4,037 |
| Securities issued by states & political subdivisions | $4,786,000 | 3,185 |
| Other domestic debt securities | $515,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $515,000 | 1,728 |
| 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 | $6,941,000 | 2,915 |
| Mortgage-backed securities | $1,833,000 | 3,553 |
| Certificates of participation in pools of residential mortgages | $670,000 | 3,570 |
| Issued or guaranteed by U.S. | $670,000 | 3,477 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,163,000 | 2,237 |
| CMOs issued by government agencies or sponsored agencies | $1,163,000 | 2,169 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $7,727,000 | 4,023 |
| Total debt securities | $7,726,000 | 4,258 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,027 |
| Fair value | $254,000 | 1,026 |
| 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 | $9,143,000 | 4,183 |
| U.S. Government securities | $2,925,000 | 4,196 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,925,000 | 3,978 |
| Securities issued by states & political subdivisions | $5,696,000 | 3,120 |
| Other domestic debt securities | $522,000 | 1,983 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $522,000 | 1,671 |
| 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 | $7,304,000 | 2,902 |
| Mortgage-backed securities | $2,213,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $795,000 | 3,548 |
| Issued or guaranteed by U.S. | $795,000 | 3,448 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,418,000 | 2,170 |
| CMOs issued by government agencies or sponsored agencies | $1,418,000 | 2,114 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $9,143,000 | 3,959 |
| Total debt securities | $9,142,000 | 4,162 |
| Structured notes | ||
| Amortized cost | $250,000 | 937 |
| Fair value | $260,000 | 938 |
| 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 | $8,968,000 | 4,197 |
| U.S. Government securities | $1,980,000 | 4,311 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,980,000 | 4,139 |
| Securities issued by states & political subdivisions | $6,491,000 | 3,039 |
| Other domestic debt securities | $497,000 | 2,004 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $497,000 | 1,685 |
| 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 | $7,424,000 | 2,896 |
| Mortgage-backed securities | $1,248,000 | 3,705 |
| Certificates of participation in pools of residential mortgages | $543,000 | 3,669 |
| Issued or guaranteed by U.S. | $543,000 | 3,586 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $705,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $705,000 | 2,384 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $8,968,000 | 3,961 |
| Total debt securities | $8,967,000 | 4,172 |
| Structured notes | ||
| Amortized cost | $250,000 | 826 |
| Fair value | $261,000 | 828 |
| 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 | $9,982,000 | 4,138 |
| U.S. Government securities | $2,200,000 | 4,302 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,200,000 | 4,135 |
| Securities issued by states & political subdivisions | $6,987,000 | 2,961 |
| Other domestic debt securities | $795,000 | 1,873 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $795,000 | 1,505 |
| 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 | $7,698,000 | 2,865 |
| Mortgage-backed securities | $1,385,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $636,000 | 3,659 |
| Issued or guaranteed by U.S. | $636,000 | 3,564 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $749,000 | 2,404 |
| CMOs issued by government agencies or sponsored agencies | $749,000 | 2,352 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $9,982,000 | 3,902 |
| Total debt securities | $9,975,000 | 4,115 |
| Structured notes | ||
| Amortized cost | $250,000 | 763 |
| Fair value | $258,000 | 765 |
| 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 | $10,105,000 | 4,095 |
| U.S. Government securities | $2,602,000 | 4,200 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,602,000 | 4,040 |
| Securities issued by states & political subdivisions | $7,010,000 | 2,950 |
| Other domestic debt securities | $493,000 | 1,979 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $493,000 | 1,593 |
| 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 | $7,258,000 | 2,897 |
| Mortgage-backed securities | $1,787,000 | 3,619 |
| Certificates of participation in pools of residential mortgages | $717,000 | 3,633 |
| Issued or guaranteed by U.S. | $717,000 | 3,543 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,070,000 | 2,244 |
| CMOs issued by government agencies or sponsored agencies | $1,070,000 | 2,196 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $10,105,000 | 3,862 |
| Total debt securities | $10,103,000 | 4,067 |
| Structured notes | ||
| Amortized cost | $250,000 | 559 |
| Fair value | $257,000 | 557 |
| 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 | $12,246,000 | 3,874 |
| U.S. Government securities | $3,819,000 | 3,949 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,819,000 | 3,799 |
| Securities issued by states & political subdivisions | $7,307,000 | 2,892 |
| Other domestic debt securities | $1,120,000 | 1,647 |
| Privately issued residential mortgage-backed securities | $320,000 | 513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $800,000 | 1,390 |
| 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 | $7,715,000 | 2,836 |
| Mortgage-backed securities | $2,036,000 | 3,582 |
| Certificates of participation in pools of residential mortgages | $845,000 | 3,574 |
| Issued or guaranteed by U.S. | $845,000 | 3,488 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,191,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $871,000 | 2,290 |
| Privately issued | $320,000 | 336 |
| 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) | $12,246,000 | 3,652 |
| Total debt securities | $12,246,000 | 3,848 |
| Structured notes | ||
| Amortized cost | $250,000 | 319 |
| Fair value | $262,000 | 320 |
| 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 | $11,085,000 | 3,925 |
| U.S. Government securities | $3,464,000 | 4,025 |
| U.S. Treasury securities | $930,000 | 1,024 |
| U.S. Government agency obligations | $2,534,000 | 4,010 |
| Securities issued by states & political subdivisions | $6,467,000 | 2,910 |
| Other domestic debt securities | $1,154,000 | 1,602 |
| Privately issued residential mortgage-backed securities | $324,000 | 510 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $830,000 | 1,349 |
| 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 | $8,152,000 | 2,797 |
| Mortgage-backed securities | $2,251,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $914,000 | 3,556 |
| Issued or guaranteed by U.S. | $914,000 | 3,465 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,337,000 | 2,214 |
| CMOs issued by government agencies or sponsored agencies | $1,013,000 | 2,269 |
| Privately issued | $324,000 | 323 |
| 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) | $11,085,000 | 3,688 |
| Total debt securities | $11,084,000 | 3,902 |
| Structured notes | ||
| Amortized cost | $250,000 | 313 |
| Fair value | $262,000 | 309 |
| 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 | $11,780,000 | 3,861 |
| U.S. Government securities | $3,922,000 | 3,983 |
| U.S. Treasury securities | $1,500,000 | 912 |
| U.S. Government agency obligations | $2,422,000 | 4,060 |
| Securities issued by states & political subdivisions | $6,709,000 | 2,818 |
| Other domestic debt securities | $1,149,000 | 1,558 |
| Privately issued residential mortgage-backed securities | $326,000 | 489 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $823,000 | 1,305 |
| 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 | $9,600,000 | 2,636 |
| Mortgage-backed securities | $2,039,000 | 3,599 |
| Certificates of participation in pools of residential mortgages | $981,000 | 3,534 |
| Issued or guaranteed by U.S. | $981,000 | 3,440 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,058,000 | 2,314 |
| CMOs issued by government agencies or sponsored agencies | $732,000 | 2,402 |
| Privately issued | $326,000 | 306 |
| 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) | $11,780,000 | 3,625 |
| Total debt securities | $11,782,000 | 3,837 |
| Structured notes | ||
| Amortized cost | $250,000 | 346 |
| Fair value | $258,000 | 346 |
| 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 | $9,955,000 | 4,036 |
| U.S. Government securities | $1,998,000 | 4,330 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,998,000 | 4,198 |
| Securities issued by states & political subdivisions | $6,642,000 | 2,746 |
| Other domestic debt securities | $1,315,000 | 1,455 |
| Privately issued residential mortgage-backed securities | $320,000 | 505 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $995,000 | 1,186 |
| 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 | $8,108,000 | 2,774 |
| Mortgage-backed securities | $2,134,000 | 3,592 |
| Certificates of participation in pools of residential mortgages | $1,043,000 | 3,517 |
| Issued or guaranteed by U.S. | $1,043,000 | 3,415 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,091,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $771,000 | 2,383 |
| Privately issued | $320,000 | 312 |
| 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) | $9,955,000 | 3,789 |
| Total debt securities | $9,956,000 | 4,011 |
| Structured notes | ||
| Amortized cost | $250,000 | 503 |
| Fair value | $243,000 | 523 |
| 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 | $8,562,000 | 4,195 |
| U.S. Government securities | $947,000 | 4,637 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $947,000 | 4,497 |
| Securities issued by states & political subdivisions | $6,262,000 | 2,793 |
| Other domestic debt securities | $1,353,000 | 1,420 |
| Privately issued residential mortgage-backed securities | $341,000 | 472 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,012,000 | 1,120 |
| 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 | $7,816,000 | 2,848 |
| Mortgage-backed securities | $1,074,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $733,000 | 3,624 |
| Issued or guaranteed by U.S. | $733,000 | 3,537 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $341,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $341,000 | 304 |
| 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) | $8,562,000 | 3,942 |
| Total debt securities | $8,563,000 | 4,171 |
| Structured notes | ||
| Amortized cost | $450,000 | 604 |
| Fair value | $451,000 | 604 |
| 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 | $9,842,000 | 4,148 |
| U.S. Government securities | $1,010,000 | 4,694 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,010,000 | 4,562 |
| Securities issued by states & political subdivisions | $7,573,000 | 2,616 |
| Other domestic debt securities | $1,259,000 | 1,449 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,259,000 | 1,065 |
| 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 | $9,088,000 | 2,740 |
| Mortgage-backed securities | $545,000 | 3,967 |
| Certificates of participation in pools of residential mortgages | $545,000 | 3,731 |
| Issued or guaranteed by U.S. | $545,000 | 3,649 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $9,842,000 | 3,887 |
| Total debt securities | $9,842,000 | 4,122 |
| Structured notes | ||
| Amortized cost | $949,000 | 609 |
| Fair value | $948,000 | 608 |
| 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 | $10,582,000 | 4,146 |
| U.S. Government securities | $1,052,000 | 4,744 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,052,000 | 4,612 |
| Securities issued by states & political subdivisions | $8,278,000 | 2,572 |
| Other domestic debt securities | $1,252,000 | 1,435 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,252,000 | 1,079 |
| 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 | $9,776,000 | 2,728 |
| Mortgage-backed securities | $571,000 | 3,973 |
| Certificates of participation in pools of residential mortgages | $571,000 | 3,737 |
| Issued or guaranteed by U.S. | $571,000 | 3,664 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $10,582,000 | 3,878 |
| Total debt securities | $10,581,000 | 4,125 |
| Structured notes | ||
| Amortized cost | $949,000 | 671 |
| Fair value | $943,000 | 668 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $11,630,000 | 4,116 |
| U.S. Government securities | $478,000 | 4,931 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $478,000 | 4,808 |
| Securities issued by states & political subdivisions | $9,065,000 | 2,549 |
| Other domestic debt securities | $2,087,000 | 1,237 |
| Privately issued residential mortgage-backed securities | $851,000 | 387 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,236,000 | 1,093 |
| 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 | $10,672,000 | 2,661 |
| Mortgage-backed securities | $856,000 | 3,924 |
| Certificates of participation in pools of residential mortgages | $856,000 | 3,649 |
| Issued or guaranteed by U.S. | $5,000 | 4,123 |
| Privately issued | $851,000 | 151 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $11,630,000 | 3,848 |
| Total debt securities | $11,630,000 | 4,095 |
| Structured notes | ||
| Amortized cost | $949,000 | 680 |
| Fair value | $922,000 | 682 |
| 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 | $12,488,000 | 4,080 |
| U.S. Government securities | $489,000 | 4,972 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $489,000 | 4,846 |
| Securities issued by states & political subdivisions | $10,123,000 | 2,471 |
| Other domestic debt securities | $1,876,000 | 1,280 |
| Privately issued residential mortgage-backed securities | $863,000 | 359 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,013,000 | 1,139 |
| 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 | $10,653,000 | 2,679 |
| Mortgage-backed securities | $868,000 | 3,941 |
| Certificates of participation in pools of residential mortgages | $868,000 | 3,667 |
| Issued or guaranteed by U.S. | $5,000 | 4,177 |
| Privately issued | $863,000 | 122 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $12,488,000 | 3,809 |
| Total debt securities | $12,488,000 | 4,059 |
| Structured notes | ||
| Amortized cost | $749,000 | 734 |
| Fair value | $717,000 | 735 |
| 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 | $12,273,000 | 4,157 |
| U.S. Government securities | $483,000 | 5,044 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $483,000 | 4,918 |
| Securities issued by states & political subdivisions | $9,881,000 | 2,525 |
| Other domestic debt securities | $1,909,000 | 1,230 |
| Privately issued residential mortgage-backed securities | $895,000 | 301 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,014,000 | 1,140 |
| 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 | $10,863,000 | 2,656 |
| Mortgage-backed securities | $901,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $901,000 | 3,699 |
| Issued or guaranteed by U.S. | $6,000 | 4,260 |
| Privately issued | $895,000 | 65 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $12,273,000 | 3,883 |
| Total debt securities | $12,274,000 | 4,134 |
| Structured notes | ||
| Amortized cost | $749,000 | 717 |
| Fair value | $709,000 | 717 |
| 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 | $11,888,000 | 4,257 |
| U.S. Government securities | $252,000 | 5,130 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $252,000 | 5,015 |
| Securities issued by states & political subdivisions | $9,993,000 | 2,563 |
| Other domestic debt securities | $1,643,000 | 1,449 |
| Privately issued residential mortgage-backed securities | $933,000 | 503 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $710,000 | 1,268 |
| 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 | $10,411,000 | 2,738 |
| Mortgage-backed securities | $940,000 | 4,015 |
| Certificates of participation in pools of residential mortgages | $940,000 | 3,740 |
| Issued or guaranteed by U.S. | $7,000 | 4,213 |
| Privately issued | $933,000 | 269 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $11,888,000 | 3,979 |
| Total debt securities | $11,884,000 | 4,232 |
| Structured notes | ||
| Amortized cost | $749,000 | 721 |
| Fair value | $712,000 | 722 |
| 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 | $11,706,000 | 4,313 |
| U.S. Government securities | $1,243,000 | 4,993 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,243,000 | 4,866 |
| Securities issued by states & political subdivisions | $9,734,000 | 2,638 |
| Other domestic debt securities | $729,000 | 1,599 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $729,000 | 1,291 |
| 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 | $10,622,000 | 2,761 |
| Mortgage-backed securities | $998,000 | 4,043 |
| Certificates of participation in pools of residential mortgages | $998,000 | 3,771 |
| Issued or guaranteed by U.S. | $998,000 | 3,764 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $11,706,000 | 4,030 |
| Total debt securities | $11,708,000 | 4,289 |
| Structured notes | ||
| Amortized cost | $749,000 | 695 |
| Fair value | $730,000 | 688 |
| 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 | $12,355,000 | 4,310 |
| U.S. Government securities | $1,307,000 | 5,022 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,307,000 | 4,902 |
| Securities issued by states & political subdivisions | $10,317,000 | 2,638 |
| Other domestic debt securities | $731,000 | 1,612 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $731,000 | 1,320 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,118,000 | 2,834 |
| Mortgage-backed securities | $1,059,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $1,059,000 | 3,791 |
| Issued or guaranteed by U.S. | $1,059,000 | 3,785 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $12,355,000 | 4,026 |
| Total debt securities | $12,357,000 | 4,289 |
| Structured notes | ||
| Amortized cost | $749,000 | 696 |
| Fair value | $741,000 | 689 |
| 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 | $10,743,000 | 4,496 |
| U.S. Government securities | $2,342,000 | 4,875 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,342,000 | 4,760 |
| Securities issued by states & political subdivisions | $8,165,000 | 2,932 |
| Other domestic debt securities | $236,000 | 1,905 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $236,000 | 1,579 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,728,000 | 2,922 |
| Mortgage-backed securities | $1,593,000 | 3,951 |
| Certificates of participation in pools of residential mortgages | $1,593,000 | 3,650 |
| Issued or guaranteed by U.S. | $1,593,000 | 3,643 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $10,743,000 | 4,207 |
| Total debt securities | $10,743,000 | 4,473 |
| Structured notes | ||
| Amortized cost | $750,000 | 709 |
| Fair value | $747,000 | 714 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $10,615,000 | 4,563 |
| U.S. Government securities | $2,439,000 | 4,917 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,439,000 | 4,797 |
| Securities issued by states & political subdivisions | $7,941,000 | 3,003 |
| Other domestic debt securities | $235,000 | 1,943 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $235,000 | 1,608 |
| 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 | $10,119,000 | 2,891 |
| Mortgage-backed securities | $1,688,000 | 3,972 |
| Certificates of participation in pools of residential mortgages | $1,688,000 | 3,656 |
| Issued or guaranteed by U.S. | $1,688,000 | 3,650 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $10,615,000 | 4,264 |
| Total debt securities | $10,615,000 | 4,539 |
| Structured notes | ||
| Amortized cost | $750,000 | 759 |
| Fair value | $746,000 | 764 |
| 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 | $11,698,000 | 4,502 |
| U.S. Government securities | $2,501,000 | 4,960 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,501,000 | 4,841 |
| Securities issued by states & political subdivisions | $8,964,000 | 2,897 |
| Other domestic debt securities | $233,000 | 2,002 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $233,000 | 1,647 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,919,000 | 2,961 |
| Mortgage-backed securities | $1,753,000 | 4,020 |
| Certificates of participation in pools of residential mortgages | $1,753,000 | 3,693 |
| Issued or guaranteed by U.S. | $1,753,000 | 3,688 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $11,698,000 | 4,188 |
| Total debt securities | $11,698,000 | 4,479 |
| Structured notes | ||
| Amortized cost | $750,000 | 790 |
| Fair value | $743,000 | 798 |
| 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 | $13,069,000 | 4,389 |
| U.S. Government securities | $2,572,000 | 4,958 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,572,000 | 4,843 |
| Securities issued by states & political subdivisions | $9,968,000 | 2,798 |
| Other domestic debt securities | $529,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $529,000 | 1,462 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,676,000 | 2,992 |
| Mortgage-backed securities | $1,825,000 | 4,024 |
| Certificates of participation in pools of residential mortgages | $1,825,000 | 3,706 |
| Issued or guaranteed by U.S. | $1,825,000 | 3,699 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $13,069,000 | 4,079 |
| Total debt securities | $13,069,000 | 4,369 |
| Structured notes | ||
| Amortized cost | $1,052,000 | 624 |
| Fair value | $1,042,000 | 622 |
| 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 | $15,815,000 | 4,175 |
| U.S. Government securities | $3,750,000 | 4,802 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,750,000 | 4,683 |
| Securities issued by states & political subdivisions | $10,689,000 | 2,714 |
| Other domestic debt securities | $1,376,000 | 1,458 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,376,000 | 1,180 |
| 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 | $10,036,000 | 2,984 |
| Mortgage-backed securities | $2,991,000 | 3,810 |
| Certificates of participation in pools of residential mortgages | $2,991,000 | 3,412 |
| Issued or guaranteed by U.S. | $2,991,000 | 3,410 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $15,815,000 | 3,857 |
| Total debt securities | $15,811,000 | 4,150 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 571 |
| Fair value | $1,347,000 | 570 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $18,051,000 | 4,071 |
| U.S. Government securities | $5,329,000 | 4,642 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $5,329,000 | 4,518 |
| Securities issued by states & political subdivisions | $11,095,000 | 2,666 |
| Other domestic debt securities | $1,627,000 | 1,397 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,627,000 | 1,105 |
| 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 | $9,271,000 | 3,138 |
| Mortgage-backed securities | $3,068,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $3,068,000 | 3,436 |
| Issued or guaranteed by U.S. | $3,068,000 | 3,432 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $18,051,000 | 3,745 |
| Total debt securities | $18,053,000 | 4,049 |
| Structured notes | ||
| Amortized cost | $2,347,000 | 489 |
| Fair value | $2,347,000 | 492 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $18,992,000 | 4,064 |
| U.S. Government securities | $5,396,000 | 4,729 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,396,000 | 4,615 |
| Securities issued by states & political subdivisions | $12,287,000 | 2,518 |
| Other domestic debt securities | $1,309,000 | 1,503 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,309,000 | 1,199 |
| 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 | $8,886,000 | 3,216 |
| Mortgage-backed securities | $2,113,000 | 4,074 |
| Certificates of participation in pools of residential mortgages | $2,113,000 | 3,725 |
| Issued or guaranteed by U.S. | $2,113,000 | 3,722 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $18,992,000 | 3,729 |
| Total debt securities | $18,992,000 | 4,042 |
| Structured notes | ||
| Amortized cost | $3,347,000 | 473 |
| Fair value | $3,342,000 | 474 |
| 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 | $20,117,000 | 4,026 |
| U.S. Government securities | $5,835,000 | 4,704 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,835,000 | 4,591 |
| Securities issued by states & political subdivisions | $12,960,000 | 2,482 |
| Other domestic debt securities | $1,322,000 | 1,487 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,322,000 | 1,196 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,179,000 | 3,218 |
| Mortgage-backed securities | $2,237,000 | 4,062 |
| Certificates of participation in pools of residential mortgages | $2,237,000 | 3,710 |
| Issued or guaranteed by U.S. | $2,237,000 | 3,707 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $20,117,000 | 3,686 |
| Total debt securities | $20,121,000 | 4,002 |
| Structured notes | ||
| Amortized cost | $3,697,000 | 511 |
| Fair value | $3,678,000 | 510 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $16,453,000 | 4,393 |
| U.S. Government securities | $4,361,000 | 5,051 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,361,000 | 4,945 |
| Securities issued by states & political subdivisions | $11,062,000 | 2,693 |
| Other domestic debt securities | $1,030,000 | 1,585 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,030,000 | 1,253 |
| 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 | $7,177,000 | 3,552 |
| Mortgage-backed securities | $2,062,000 | 4,175 |
| Certificates of participation in pools of residential mortgages | $2,062,000 | 3,823 |
| Issued or guaranteed by U.S. | $2,062,000 | 3,820 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $16,453,000 | 4,034 |
| Total debt securities | $16,453,000 | 4,369 |
| Structured notes | ||
| Amortized cost | $1,792,000 | 951 |
| Fair value | $1,764,000 | 952 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $18,779,000 | 4,271 |
| U.S. Government securities | $6,240,000 | 4,863 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,240,000 | 4,753 |
| Securities issued by states & political subdivisions | $11,508,000 | 2,654 |
| Other domestic debt securities | $1,031,000 | 1,600 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,031,000 | 1,268 |
| 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 | $8,990,000 | 3,315 |
| Mortgage-backed securities | $2,222,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $2,222,000 | 3,851 |
| Issued or guaranteed by U.S. | $2,222,000 | 3,847 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $18,779,000 | 3,914 |
| Total debt securities | $18,779,000 | 4,245 |
| Structured notes | ||
| Amortized cost | $2,842,000 | 824 |
| Fair value | $2,788,000 | 832 |
| 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 | $15,650,000 | 4,606 |
| U.S. Government securities | $4,903,000 | 5,158 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,903,000 | 5,046 |
| Securities issued by states & political subdivisions | $9,955,000 | 2,836 |
| Other domestic debt securities | $792,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $792,000 | 1,433 |
| 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 | $8,346,000 | 3,457 |
| Mortgage-backed securities | $826,000 | 4,689 |
| Certificates of participation in pools of residential mortgages | $826,000 | 4,416 |
| Issued or guaranteed by U.S. | $826,000 | 4,411 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $15,650,000 | 4,246 |
| Total debt securities | $15,644,000 | 4,585 |
| Structured notes | ||
| Amortized cost | $2,342,000 | 950 |
| Fair value | $2,326,000 | 953 |
| 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 | $14,750,000 | 4,743 |
| U.S. Government securities | $3,712,000 | 5,435 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,712,000 | 5,335 |
| Securities issued by states & political subdivisions | $9,944,000 | 2,839 |
| Other domestic debt securities | $1,094,000 | 1,626 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,094,000 | 1,278 |
| 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 | $9,127,000 | 3,350 |
| Mortgage-backed securities | $71,000 | 5,142 |
| Certificates of participation in pools of residential mortgages | $71,000 | 4,948 |
| Issued or guaranteed by U.S. | $71,000 | 4,941 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $14,750,000 | 4,358 |
| Total debt securities | $14,749,000 | 4,722 |
| Structured notes | ||
| Amortized cost | $3,747,000 | 779 |
| Fair value | $3,694,000 | 778 |
| 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 | $15,010,000 | 4,809 |
| U.S. Government securities | $3,671,000 | 5,517 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,671,000 | 5,418 |
| Securities issued by states & political subdivisions | $10,749,000 | 2,766 |
| Other domestic debt securities | $590,000 | 1,965 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $590,000 | 1,555 |
| 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 | $9,125,000 | 3,370 |
| Mortgage-backed securities | $341,000 | 5,042 |
| Certificates of participation in pools of residential mortgages | $87,000 | 5,005 |
| Issued or guaranteed by U.S. | $87,000 | 5,002 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $254,000 | 3,243 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 3,130 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $15,010,000 | 4,419 |
| Total debt securities | $15,008,000 | 4,786 |
| Structured notes | ||
| Amortized cost | $3,498,000 | 897 |
| Fair value | $3,385,000 | 905 |
| 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 | $13,374,000 | 5,048 |
| U.S. Government securities | $3,121,000 | 5,678 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,121,000 | 5,573 |
| Securities issued by states & political subdivisions | $9,666,000 | 2,935 |
| Other domestic debt securities | $587,000 | 2,018 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $587,000 | 1,603 |
| 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 | $8,806,000 | 3,443 |
| Mortgage-backed securities | $109,000 | 5,233 |
| Certificates of participation in pools of residential mortgages | $109,000 | 5,029 |
| Issued or guaranteed by U.S. | $109,000 | 5,025 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $13,374,000 | 4,640 |
| Total debt securities | $13,374,000 | 5,020 |
| Structured notes | ||
| Amortized cost | $3,200,000 | 966 |
| Fair value | $3,062,000 | 976 |
| 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 | $13,800,000 | 5,049 |
| U.S. Government securities | $3,462,000 | 5,660 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,462,000 | 5,559 |
| Securities issued by states & political subdivisions | $9,761,000 | 2,934 |
| Other domestic debt securities | $577,000 | 2,079 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $577,000 | 1,644 |
| 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 | $7,997,000 | 3,624 |
| Mortgage-backed securities | $312,000 | 5,157 |
| Certificates of participation in pools of residential mortgages | $133,000 | 5,059 |
| Issued or guaranteed by U.S. | $133,000 | 5,054 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $179,000 | 3,349 |
| CMOs issued by government agencies or sponsored agencies | $179,000 | 3,228 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $13,800,000 | 4,641 |
| Total debt securities | $13,800,000 | 5,025 |
| Structured notes | ||
| Amortized cost | $3,451,000 | 954 |
| Fair value | $3,203,000 | 969 |
| 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 | $12,013,000 | 5,248 |
| U.S. Government securities | $4,226,000 | 5,573 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,226,000 | 5,476 |
| Securities issued by states & political subdivisions | $7,204,000 | 3,351 |
| Other domestic debt securities | $583,000 | 2,130 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $583,000 | 1,685 |
| 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 | $8,229,000 | 3,574 |
| Mortgage-backed securities | $593,000 | 5,063 |
| Certificates of participation in pools of residential mortgages | $168,000 | 5,069 |
| Issued or guaranteed by U.S. | $168,000 | 5,063 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $425,000 | 3,193 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 3,076 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $12,013,000 | 4,853 |
| Total debt securities | $12,013,000 | 5,215 |
| Structured notes | ||
| Amortized cost | $3,952,000 | 876 |
| Fair value | $3,693,000 | 880 |
| 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 | $12,923,000 | 5,188 |
| U.S. Government securities | $4,617,000 | 5,559 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,617,000 | 5,455 |
| Securities issued by states & political subdivisions | $7,721,000 | 3,275 |
| Other domestic debt securities | $585,000 | 2,185 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $585,000 | 1,720 |
| 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 | $8,618,000 | 3,501 |
| Mortgage-backed securities | $960,000 | 4,968 |
| Certificates of participation in pools of residential mortgages | $206,000 | 5,084 |
| Issued or guaranteed by U.S. | $206,000 | 5,078 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $754,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $754,000 | 2,920 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $12,923,000 | 4,798 |
| Total debt securities | $12,915,000 | 5,158 |
| Structured notes | ||
| Amortized cost | $3,954,000 | 867 |
| Fair value | $3,714,000 | 867 |
| 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 | $12,243,000 | 5,270 |
| U.S. Government securities | $4,297,000 | 5,627 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,297,000 | 5,523 |
| Securities issued by states & political subdivisions | $7,358,000 | 3,330 |
| Other domestic debt securities | $588,000 | 2,252 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $588,000 | 1,764 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,904,000 | 3,456 |
| Mortgage-backed securities | $1,266,000 | 4,872 |
| Certificates of participation in pools of residential mortgages | $252,000 | 5,039 |
| Issued or guaranteed by U.S. | $252,000 | 5,032 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,014,000 | 2,939 |
| CMOs issued by government agencies or sponsored agencies | $1,014,000 | 2,817 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $12,243,000 | 4,891 |
| Total debt securities | $12,243,000 | 5,236 |
| Structured notes | ||
| Amortized cost | $3,205,000 | 935 |
| Fair value | $3,071,000 | 936 |
| 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 | $12,743,000 | 5,250 |
| U.S. Government securities | $4,985,000 | 5,539 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,985,000 | 5,427 |
| Securities issued by states & political subdivisions | $7,148,000 | 3,349 |
| Other domestic debt securities | $610,000 | 2,232 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $610,000 | 1,724 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,465,000 | 3,576 |
| Mortgage-backed securities | $1,338,000 | 4,903 |
| Certificates of participation in pools of residential mortgages | $307,000 | 5,044 |
| Issued or guaranteed by U.S. | $307,000 | 5,040 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,031,000 | 2,975 |
| CMOs issued by government agencies or sponsored agencies | $1,031,000 | 2,848 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $12,743,000 | 4,872 |
| Total debt securities | $12,742,000 | 5,217 |
| Structured notes | ||
| Amortized cost | $3,210,000 | 942 |
| Fair value | $3,197,000 | 946 |
| 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 | $13,156,000 | 5,183 |
| U.S. Government securities | $6,081,000 | 5,355 |
| U.S. Treasury securities | $373,000 | 1,023 |
| U.S. Government agency obligations | $5,708,000 | 5,316 |
| Securities issued by states & political subdivisions | $6,511,000 | 3,438 |
| Other domestic debt securities | $564,000 | 2,250 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $564,000 | 1,717 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,951,000 | 3,661 |
| Mortgage-backed securities | $1,398,000 | 4,919 |
| Certificates of participation in pools of residential mortgages | $361,000 | 5,035 |
| Issued or guaranteed by U.S. | $361,000 | 5,031 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,037,000 | 3,020 |
| CMOs issued by government agencies or sponsored agencies | $1,037,000 | 2,890 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $13,156,000 | 4,801 |
| Total debt securities | $13,164,000 | 5,153 |
| Structured notes | ||
| Amortized cost | $3,394,000 | 967 |
| Fair value | $3,395,000 | 966 |
| 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 | $12,364,000 | 5,363 |
| U.S. Government securities | $6,133,000 | 5,491 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,133,000 | 5,378 |
| Securities issued by states & political subdivisions | $5,466,000 | 3,638 |
| Other domestic debt securities | $765,000 | 2,206 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $765,000 | 1,688 |
| 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 | $8,849,000 | 3,529 |
| Mortgage-backed securities | $1,475,000 | 5,003 |
| Certificates of participation in pools of residential mortgages | $418,000 | 5,105 |
| Issued or guaranteed by U.S. | $418,000 | 5,099 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,057,000 | 3,084 |
| CMOs issued by government agencies or sponsored agencies | $1,057,000 | 2,946 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $12,364,000 | 4,956 |
| Total debt securities | $12,363,000 | 5,336 |
| Structured notes | ||
| Amortized cost | $4,594,000 | 832 |
| Fair value | $4,589,000 | 831 |
| 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 | $10,467,000 | 5,630 |
| U.S. Government securities | $4,428,000 | 5,885 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,428,000 | 5,787 |
| Securities issued by states & political subdivisions | $5,280,000 | 3,633 |
| Other domestic debt securities | $759,000 | 2,208 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $759,000 | 1,686 |
| 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 | $2,630,000 | 5,077 |
| Mortgage-backed securities | $1,545,000 | 5,034 |
| Certificates of participation in pools of residential mortgages | $486,000 | 5,103 |
| Issued or guaranteed by U.S. | $486,000 | 5,096 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,059,000 | 3,094 |
| CMOs issued by government agencies or sponsored agencies | $1,059,000 | 2,950 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $10,467,000 | 5,249 |
| Total debt securities | $10,469,000 | 5,604 |
| Structured notes | ||
| Amortized cost | $2,811,000 | 1,301 |
| Fair value | $2,816,000 | 1,303 |
| 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 | $12,973,000 | 5,373 |
| U.S. Government securities | $7,476,000 | 5,413 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,476,000 | 5,311 |
| Securities issued by states & political subdivisions | $4,735,000 | 3,688 |
| Other domestic debt securities | $762,000 | 2,188 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $762,000 | 1,679 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,685,000 | 4,770 |
| Mortgage-backed securities | $1,638,000 | 5,022 |
| Certificates of participation in pools of residential mortgages | $571,000 | 5,063 |
| Issued or guaranteed by U.S. | $571,000 | 5,058 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,067,000 | 3,117 |
| CMOs issued by government agencies or sponsored agencies | $1,067,000 | 2,964 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $12,973,000 | 4,970 |
| Total debt securities | $12,973,000 | 5,336 |
| Structured notes | ||
| Amortized cost | $5,271,000 | 990 |
| Fair value | $5,237,000 | 990 |
| 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 | $11,266,000 | 5,573 |
| U.S. Government securities | $7,106,000 | 5,461 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,106,000 | 5,362 |
| Securities issued by states & political subdivisions | $4,160,000 | 3,798 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,017,000 | 4,465 |
| Mortgage-backed securities | $1,708,000 | 4,981 |
| Certificates of participation in pools of residential mortgages | $644,000 | 4,993 |
| Issued or guaranteed by U.S. | $644,000 | 4,984 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,064,000 | 3,085 |
| CMOs issued by government agencies or sponsored agencies | $1,064,000 | 2,842 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $11,266,000 | 5,156 |
| Total debt securities | $11,265,000 | 5,546 |
| Structured notes | ||
| Amortized cost | $5,071,000 | 980 |
| Fair value | $5,075,000 | 982 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $9,365,000 | 5,811 |
| U.S. Government securities | $5,689,000 | 5,744 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,689,000 | 5,636 |
| Securities issued by states & political subdivisions | $3,676,000 | 3,889 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,173,000 | 4,724 |
| Mortgage-backed securities | $1,781,000 | 4,948 |
| Certificates of participation in pools of residential mortgages | $721,000 | 4,963 |
| Issued or guaranteed by U.S. | $721,000 | 4,953 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,060,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $1,060,000 | 2,835 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $9,365,000 | 5,377 |
| Total debt securities | $9,365,000 | 5,770 |
| Structured notes | ||
| Amortized cost | $3,571,000 | 1,307 |
| Fair value | $3,591,000 | 1,305 |
| 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 | $9,127,000 | 5,947 |
| U.S. Government securities | $5,662,000 | 5,879 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,662,000 | 5,750 |
| Securities issued by states & political subdivisions | $3,465,000 | 3,908 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,748,000 | 4,600 |
| Mortgage-backed securities | $2,174,000 | 4,819 |
| Certificates of participation in pools of residential mortgages | $1,099,000 | 4,756 |
| Issued or guaranteed by U.S. | $1,099,000 | 4,748 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,075,000 | 3,033 |
| CMOs issued by government agencies or sponsored agencies | $1,075,000 | 2,786 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $9,127,000 | 5,498 |
| Total debt securities | $9,126,000 | 5,913 |
| Structured notes | ||
| Amortized cost | $3,149,000 | 1,565 |
| Fair value | $3,158,000 | 1,571 |
| 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 | $9,089,000 | 5,943 |
| U.S. Government securities | $5,218,000 | 5,987 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,218,000 | 5,858 |
| Securities issued by states & political subdivisions | $3,871,000 | 3,740 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,775,000 | 4,918 |
| Mortgage-backed securities | $2,393,000 | 4,711 |
| Certificates of participation in pools of residential mortgages | $1,332,000 | 4,628 |
| Issued or guaranteed by U.S. | $1,332,000 | 4,620 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,061,000 | 2,983 |
| CMOs issued by government agencies or sponsored agencies | $1,061,000 | 2,721 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $9,089,000 | 5,485 |
| Total debt securities | $9,088,000 | 5,907 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,863 |
| Fair value | $2,494,000 | 1,840 |
| 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 | $8,806,000 | 5,886 |
| U.S. Government securities | $5,689,000 | 5,756 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,689,000 | 5,634 |
| Securities issued by states & political subdivisions | $3,117,000 | 3,991 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,865,000 | 4,553 |
| Mortgage-backed securities | $2,605,000 | 4,595 |
| Certificates of participation in pools of residential mortgages | $1,544,000 | 4,449 |
| Issued or guaranteed by U.S. | $1,544,000 | 4,444 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,061,000 | 2,959 |
| CMOs issued by government agencies or sponsored agencies | $1,061,000 | 2,685 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $8,806,000 | 5,435 |
| Total debt securities | $8,806,000 | 5,845 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,852 |
| Fair value | $1,998,000 | 1,902 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $6,971,000 | 6,189 |
| U.S. Government securities | $4,857,000 | 5,943 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,857,000 | 5,815 |
| Securities issued by states & political subdivisions | $2,114,000 | 4,291 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,919,000 | 4,586 |
| Mortgage-backed securities | $1,741,000 | 4,883 |
| Certificates of participation in pools of residential mortgages | $1,741,000 | 4,333 |
| Issued or guaranteed by U.S. | $1,741,000 | 4,326 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $6,971,000 | 5,698 |
| Total debt securities | $6,971,000 | 6,148 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,140 |
| Fair value | $1,516,000 | 2,151 |
| 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 | $6,987,000 | 6,274 |
| U.S. Government securities | $6,100,000 | 5,774 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,100,000 | 5,664 |
| Securities issued by states & political subdivisions | $887,000 | 4,927 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,942,000 | 4,643 |
| Mortgage-backed securities | $1,967,000 | 4,835 |
| Certificates of participation in pools of residential mortgages | $1,967,000 | 4,309 |
| Issued or guaranteed by U.S. | $1,967,000 | 4,301 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $6,987,000 | 5,774 |
| Total debt securities | $6,988,000 | 6,235 |
| Structured notes | ||
| Amortized cost | $2,501,000 | 1,785 |
| Fair value | $2,524,000 | 1,787 |
| 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 | $8,300,000 | 6,091 |
| U.S. Government securities | $7,601,000 | 5,506 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,601,000 | 5,393 |
| Securities issued by states & political subdivisions | $699,000 | 5,063 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,063,000 | 4,653 |
| Mortgage-backed securities | $2,199,000 | 4,838 |
| Certificates of participation in pools of residential mortgages | $2,199,000 | 4,323 |
| Issued or guaranteed by U.S. | $2,199,000 | 4,315 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $8,300,000 | 5,604 |
| Total debt securities | $8,298,000 | 6,048 |
| Structured notes | ||
| Amortized cost | $3,004,000 | 1,395 |
| Fair value | $3,032,000 | 1,398 |
| 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 | $8,544,000 | 6,043 |
| U.S. Government securities | $7,844,000 | 5,411 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,844,000 | 5,314 |
| Securities issued by states & political subdivisions | $700,000 | 5,101 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,074,000 | 4,675 |
| Mortgage-backed securities | $2,430,000 | 4,848 |
| Certificates of participation in pools of residential mortgages | $2,430,000 | 4,340 |
| Issued or guaranteed by U.S. | $2,430,000 | 4,333 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $8,544,000 | 5,557 |
| Total debt securities | $8,544,000 | 5,998 |
| Structured notes | ||
| Amortized cost | $2,510,000 | 1,334 |
| Fair value | $2,536,000 | 1,326 |
| 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 | $8,771,000 | 6,046 |
| U.S. Government securities | $8,071,000 | 5,393 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,071,000 | 5,296 |
| Securities issued by states & political subdivisions | $700,000 | 5,150 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,186,000 | 4,648 |
| Mortgage-backed securities | $2,665,000 | 4,865 |
| Certificates of participation in pools of residential mortgages | $2,665,000 | 4,351 |
| Issued or guaranteed by U.S. | $2,665,000 | 4,344 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $8,771,000 | 5,534 |
| Total debt securities | $8,772,000 | 6,002 |
| Structured notes | ||
| Amortized cost | $2,515,000 | 956 |
| Fair value | $2,522,000 | 959 |
| 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 | $7,286,000 | 6,326 |
| U.S. Government securities | $6,586,000 | 5,754 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,586,000 | 5,671 |
| Securities issued by states & political subdivisions | $700,000 | 5,150 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,724,000 | 4,838 |
| Mortgage-backed securities | $1,715,000 | 5,244 |
| Certificates of participation in pools of residential mortgages | $1,715,000 | 4,788 |
| Issued or guaranteed by U.S. | $1,715,000 | 4,774 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,286,000 | 5,830 |
| Total debt securities | $7,287,000 | 6,282 |
| Structured notes | ||
| Amortized cost | $2,520,000 | 652 |
| Fair value | $2,498,000 | 657 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $7,582,000 | 6,333 |
| U.S. Government securities | $6,881,000 | 5,807 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,881,000 | 5,724 |
| Securities issued by states & political subdivisions | $701,000 | 5,073 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,741,000 | 4,900 |
| Mortgage-backed securities | $275,000 | 6,011 |
| Certificates of participation in pools of residential mortgages | $275,000 | 5,673 |
| Issued or guaranteed by U.S. | $275,000 | 5,657 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $7,582,000 | 5,808 |
| Total debt securities | $7,581,000 | 6,286 |
| Structured notes | ||
| Amortized cost | $1,525,000 | 731 |
| Fair value | $1,519,000 | 734 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $5,910,000 | 6,738 |
| U.S. Government securities | $5,211,000 | 6,338 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,211,000 | 6,253 |
| Securities issued by states & political subdivisions | $699,000 | 5,040 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,051,000 | 4,515 |
| Mortgage-backed securities | $312,000 | 5,997 |
| Certificates of participation in pools of residential mortgages | $312,000 | 5,647 |
| Issued or guaranteed by U.S. | $312,000 | 5,628 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $5,910,000 | 6,166 |
| Total debt securities | $5,910,000 | 6,703 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $6,109,000 | 6,668 |
| U.S. Government securities | $5,411,000 | 6,269 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,411,000 | 6,179 |
| Securities issued by states & political subdivisions | $698,000 | 5,041 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,628,000 | 4,351 |
| Mortgage-backed securities | $299,000 | 5,999 |
| Certificates of participation in pools of residential mortgages | $299,000 | 5,659 |
| Issued or guaranteed by U.S. | $299,000 | 5,642 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $6,109,000 | 6,094 |
| Total debt securities | $6,110,000 | 6,624 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $5,105,000 | 6,959 |
| U.S. Government securities | $4,409,000 | 6,619 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,409,000 | 6,522 |
| Securities issued by states & political subdivisions | $696,000 | 5,084 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,118,000 | 4,791 |
| Mortgage-backed securities | $326,000 | 5,990 |
| Certificates of participation in pools of residential mortgages | $326,000 | 5,639 |
| Issued or guaranteed by U.S. | $326,000 | 5,615 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $5,105,000 | 6,376 |
| Total debt securities | $5,105,000 | 6,901 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $3,698,000 | 7,329 |
| U.S. Government securities | $2,995,000 | 7,082 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,995,000 | 6,980 |
| Securities issued by states & political subdivisions | $703,000 | 5,103 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,921,000 | 5,671 |
| Mortgage-backed securities | $358,000 | 5,963 |
| Certificates of participation in pools of residential mortgages | $358,000 | 5,601 |
| Issued or guaranteed by U.S. | $358,000 | 5,571 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $3,698,000 | 6,715 |
| Total debt securities | $3,697,000 | 7,275 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,237,000 | 7,269 |
| U.S. Government securities | $3,543,000 | 7,042 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,543,000 | 6,927 |
| Securities issued by states & political subdivisions | $694,000 | 5,131 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,432,000 | 5,057 |
| Mortgage-backed securities | $402,000 | 5,813 |
| Certificates of participation in pools of residential mortgages | $402,000 | 5,425 |
| Issued or guaranteed by U.S. | $402,000 | 5,404 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $4,237,000 | 6,634 |
| Total debt securities | $4,237,000 | 7,213 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,212,000 | 7,312 |
| U.S. Government securities | $3,528,000 | 7,093 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,528,000 | 6,975 |
| Securities issued by states & political subdivisions | $684,000 | 5,168 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,409,000 | 5,086 |
| Mortgage-backed securities | $395,000 | 5,760 |
| Certificates of participation in pools of residential mortgages | $395,000 | 5,350 |
| Issued or guaranteed by U.S. | $395,000 | 5,331 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $4,212,000 | 6,657 |
| Total debt securities | $4,211,000 | 7,271 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $4,191,000 | 7,365 |
| U.S. Government securities | $3,517,000 | 7,163 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,517,000 | 7,032 |
| Securities issued by states & political subdivisions | $674,000 | 5,210 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,470,000 | 5,085 |
| Mortgage-backed securities | $422,000 | 5,745 |
| Certificates of participation in pools of residential mortgages | $422,000 | 5,339 |
| Issued or guaranteed by U.S. | $422,000 | 5,321 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $4,191,000 | 6,688 |
| Total debt securities | $4,191,000 | 7,322 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $499,000 | 2,260 |
| 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 | $4,531,000 | 7,330 |
| U.S. Government securities | $3,848,000 | 7,091 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,848,000 | 6,958 |
| Securities issued by states & political subdivisions | $683,000 | 5,248 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,711,000 | 5,022 |
| Mortgage-backed securities | $455,000 | 5,711 |
| Certificates of participation in pools of residential mortgages | $455,000 | 5,308 |
| Issued or guaranteed by U.S. | $455,000 | 5,286 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,531,000 | 6,644 |
| Total debt securities | $4,531,000 | 7,282 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $499,000 | 2,344 |
| 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 | $5,055,000 | 7,246 |
| U.S. Government securities | $4,371,000 | 6,974 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,371,000 | 6,849 |
| Securities issued by states & political subdivisions | $684,000 | 5,266 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,151,000 | 4,864 |
| Mortgage-backed securities | $490,000 | 5,690 |
| Certificates of participation in pools of residential mortgages | $490,000 | 5,274 |
| Issued or guaranteed by U.S. | $490,000 | 5,255 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $5,055,000 | 6,552 |
| Total debt securities | $5,061,000 | 7,195 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $995,000 | 1,987 |
| 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 | $5,097,000 | 7,316 |
| U.S. Government securities | $4,415,000 | 7,042 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,415,000 | 6,908 |
| Securities issued by states & political subdivisions | $682,000 | 5,301 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,208,000 | 4,873 |
| Mortgage-backed securities | $540,000 | 5,650 |
| Certificates of participation in pools of residential mortgages | $540,000 | 5,227 |
| Issued or guaranteed by U.S. | $540,000 | 5,203 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $5,097,000 | 6,590 |
| Total debt securities | $5,099,000 | 7,263 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,775 |
| Fair value | $1,490,000 | 1,797 |
| 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 | $5,161,000 | 7,328 |
| U.S. Government securities | $4,488,000 | 7,048 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,488,000 | 6,910 |
| Securities issued by states & political subdivisions | $673,000 | 5,339 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,655,000 | 4,754 |
| Mortgage-backed securities | $556,000 | 5,657 |
| Certificates of participation in pools of residential mortgages | $556,000 | 5,237 |
| Issued or guaranteed by U.S. | $556,000 | 5,214 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $5,161,000 | 6,587 |
| Total debt securities | $5,161,000 | 7,275 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,838 |
| Fair value | $1,480,000 | 1,844 |
| 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 | $5,850,000 | 7,206 |
| U.S. Government securities | $4,854,000 | 6,980 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,854,000 | 6,836 |
| Securities issued by states & political subdivisions | $798,000 | 5,247 |
| Other domestic debt securities | $198,000 | 2,894 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $198,000 | 2,320 |
| 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 | $4,643,000 | 4,735 |
| Mortgage-backed securities | $605,000 | 5,651 |
| Certificates of participation in pools of residential mortgages | $605,000 | 5,225 |
| Issued or guaranteed by U.S. | $605,000 | 5,207 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,850,000 | 6,479 |
| Total debt securities | $5,850,000 | 7,152 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,841 |
| Fair value | $1,486,000 | 1,850 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $5,981,000 | 7,228 |
| U.S. Government securities | $4,989,000 | 6,959 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,989,000 | 6,806 |
| Securities issued by states & political subdivisions | $798,000 | 5,272 |
| Other domestic debt securities | $194,000 | 2,994 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $194,000 | 2,450 |
| 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 | $4,724,000 | 4,689 |
| Mortgage-backed securities | $655,000 | 5,664 |
| Certificates of participation in pools of residential mortgages | $655,000 | 5,216 |
| Issued or guaranteed by U.S. | $655,000 | 5,196 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $5,981,000 | 6,490 |
| Total debt securities | $5,981,000 | 7,173 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,833 |
| Fair value | $1,484,000 | 1,846 |
| 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 | $6,079,000 | 7,218 |
| U.S. Government securities | $5,073,000 | 6,928 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,073,000 | 6,784 |
| Securities issued by states & political subdivisions | $808,000 | 5,276 |
| Other domestic debt securities | $198,000 | 3,043 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $198,000 | 2,514 |
| 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 | $4,718,000 | 4,696 |
| Mortgage-backed securities | $710,000 | 5,654 |
| Certificates of participation in pools of residential mortgages | $710,000 | 5,208 |
| Issued or guaranteed by U.S. | $710,000 | 5,190 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $6,079,000 | 6,471 |
| Total debt securities | $6,079,000 | 7,158 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,794 |
| Fair value | $1,490,000 | 1,809 |
| 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 | $6,160,000 | 7,244 |
| U.S. Government securities | $4,653,000 | 7,115 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,653,000 | 6,965 |
| Securities issued by states & political subdivisions | $1,309,000 | 4,826 |
| Other domestic debt securities | $198,000 | 3,089 |
| 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 | $198,000 | 2,582 |
| 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 | $4,790,000 | 4,662 |
| Mortgage-backed securities | $770,000 | 5,671 |
| Certificates of participation in pools of residential mortgages | $770,000 | 5,214 |
| Issued or guaranteed by U.S. | $770,000 | 5,193 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $6,160,000 | 6,469 |
| Total debt securities | $6,158,000 | 7,176 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $991,000 | 2,213 |
| 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 | $6,179,000 | 7,338 |
| U.S. Government securities | $4,684,000 | 7,167 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,684,000 | 7,003 |
| Securities issued by states & political subdivisions | $1,303,000 | 4,832 |
| Other domestic debt securities | $192,000 | 3,147 |
| 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 | $192,000 | 2,673 |
| 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 | $4,792,000 | 4,683 |
| Mortgage-backed securities | $816,000 | 5,719 |
| Certificates of participation in pools of residential mortgages | $816,000 | 5,238 |
| Issued or guaranteed by U.S. | $816,000 | 5,222 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,179,000 | 6,541 |
| Total debt securities | $6,179,000 | 7,269 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $988,000 | 2,138 |
| 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 | $6,836,000 | 7,167 |
| U.S. Government securities | $5,055,000 | 7,078 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,055,000 | 6,918 |
| Securities issued by states & political subdivisions | $1,331,000 | 4,827 |
| Other domestic debt securities | $450,000 | 2,856 |
| 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 | $450,000 | 2,424 |
| 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 | $4,107,000 | 4,904 |
| Mortgage-backed securities | $889,000 | 5,718 |
| Certificates of participation in pools of residential mortgages | $889,000 | 5,218 |
| Issued or guaranteed by U.S. | $889,000 | 5,203 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,836,000 | 6,378 |
| Total debt securities | $6,836,000 | 7,102 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $993,000 | 2,137 |
| 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 | $7,170,000 | 7,135 |
| U.S. Government securities | $5,181,000 | 7,074 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,181,000 | 6,916 |
| Securities issued by states & political subdivisions | $1,333,000 | 4,847 |
| Other domestic debt securities | $656,000 | 2,609 |
| 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 | $656,000 | 2,216 |
| 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 | $4,029,000 | 4,966 |
| Mortgage-backed securities | $973,000 | 5,668 |
| Certificates of participation in pools of residential mortgages | $973,000 | 5,161 |
| Issued or guaranteed by U.S. | $973,000 | 5,149 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $7,170,000 | 6,336 |
| Total debt securities | $7,170,000 | 7,071 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $998,000 | 2,141 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $7,144,000 | 7,229 |
| U.S. Government securities | $5,177,000 | 7,151 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,177,000 | 6,988 |
| Securities issued by states & political subdivisions | $1,308,000 | 4,869 |
| Other domestic debt securities | $659,000 | 2,712 |
| 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 | $659,000 | 2,317 |
| 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 | $3,315,000 | 5,242 |
| Mortgage-backed securities | $1,018,000 | 5,688 |
| Certificates of participation in pools of residential mortgages | $1,018,000 | 5,186 |
| Issued or guaranteed by U.S. | $1,018,000 | 5,173 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $7,144,000 | 6,428 |
| Total debt securities | $7,144,000 | 7,163 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $984,000 | 2,100 |
| 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 | $6,999,000 | 7,263 |
| U.S. Government securities | $4,970,000 | 7,179 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,970,000 | 7,022 |
| Securities issued by states & political subdivisions | $1,361,000 | 4,830 |
| Other domestic debt securities | $668,000 | 2,805 |
| 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 | $668,000 | 2,398 |
| 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 | $3,690,000 | 5,038 |
| Mortgage-backed securities | $1,161,000 | 5,643 |
| Certificates of participation in pools of residential mortgages | $1,161,000 | 5,126 |
| Issued or guaranteed by U.S. | $1,161,000 | 5,112 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $6,999,000 | 6,453 |
| Total debt securities | $6,999,000 | 7,177 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $500,000 | 2,306 |
| 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 | $6,857,000 | 7,365 |
| U.S. Government securities | $4,826,000 | 7,290 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,826,000 | 7,113 |
| Securities issued by states & political subdivisions | $1,359,000 | 4,872 |
| Other domestic debt securities | $672,000 | 2,842 |
| 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 | $672,000 | 2,518 |
| 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 | $3,709,000 | 4,969 |
| Mortgage-backed securities | $1,263,000 | 5,595 |
| Certificates of participation in pools of residential mortgages | $1,263,000 | 5,073 |
| Issued or guaranteed by U.S. | $1,263,000 | 5,055 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $6,857,000 | 6,534 |
| Total debt securities | $6,857,000 | 7,285 |
| 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 | $7,931,000 | 7,024 |
| U.S. Government securities | $5,487,000 | 6,991 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,487,000 | 6,809 |
| Securities issued by states & political subdivisions | $680,000 | 5,606 |
| Other domestic debt securities | $1,764,000 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,764,000 | 1,944 |
| 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 | $3,728,000 | 4,943 |
| Mortgage-backed securities | $897,000 | 5,904 |
| Certificates of participation in pools of residential mortgages | $897,000 | 5,396 |
| Issued or guaranteed by U.S. | $897,000 | 5,370 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $7,931,000 | 6,231 |
| Total debt securities | $7,931,000 | 6,937 |
| 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 | $8,058,000 | 6,938 |
| U.S. Government securities | $5,329,000 | 6,973 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,329,000 | 6,787 |
| Securities issued by states & political subdivisions | $956,000 | 5,268 |
| Other domestic debt securities | $1,773,000 | 2,281 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,773,000 | 1,989 |
| 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 | $3,667,000 | 4,948 |
| Mortgage-backed securities | $1,166,000 | 5,800 |
| Certificates of participation in pools of residential mortgages | $1,166,000 | 5,204 |
| Issued or guaranteed by U.S. | $1,166,000 | 5,184 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $8,058,000 | 6,168 |
| Total debt securities | $8,058,000 | 6,838 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $7,080,000 | 7,256 |
| U.S. Government securities | $4,147,000 | 7,462 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,147,000 | 7,269 |
| Securities issued by states & political subdivisions | $922,000 | 5,257 |
| Other domestic debt securities | $2,011,000 | 2,215 |
| 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 | $2,011,000 | 1,912 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,468,000 | 5,603 |
| Mortgage-backed securities | $1,437,000 | 5,651 |
| Certificates of participation in pools of residential mortgages | $1,437,000 | 5,013 |
| Issued or guaranteed by U.S. | $1,437,000 | 4,998 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $7,080,000 | 6,438 |
| Total debt securities | $7,080,000 | 7,160 |
| 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 | $8,444,000 | 6,896 |
| U.S. Government securities | $5,721,000 | 6,904 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,721,000 | 6,698 |
| Securities issued by states & political subdivisions | $954,000 | 5,234 |
| Other domestic debt securities | $1,769,000 | 2,323 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,769,000 | 2,028 |
| 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 | $3,475,000 | 5,072 |
| Mortgage-backed securities | $1,699,000 | 5,479 |
| Certificates of participation in pools of residential mortgages | $1,684,000 | 4,846 |
| Issued or guaranteed by U.S. | $1,684,000 | 4,828 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $15,000 | 4,337 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 4,136 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $8,444,000 | 6,089 |
| Total debt securities | $8,444,000 | 6,795 |
| 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 | $10,075,000 | 6,499 |
| U.S. Government securities | $8,873,000 | 5,817 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,873,000 | 5,591 |
| Securities issued by states & political subdivisions | $751,000 | 5,567 |
| Other domestic debt securities | $450,000 | 3,485 |
| Privately issued residential mortgage-backed securities | $157,000 | 1,187 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $293,000 | 3,159 |
| 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 | $2,592,000 | 5,587 |
| Mortgage-backed securities | $2,862,000 | 4,795 |
| Certificates of participation in pools of residential mortgages | $2,085,000 | 4,417 |
| Issued or guaranteed by U.S. | $2,085,000 | 4,399 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $777,000 | 3,490 |
| CMOs issued by government agencies or sponsored agencies | $620,000 | 3,448 |
| Privately issued | $157,000 | 1,063 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $10,075,000 | 5,619 |
| Total debt securities | $10,075,000 | 6,400 |
| 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 | $9,719,000 | 6,885 |
| U.S. Government securities | $9,379,000 | 6,051 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,379,000 | 5,716 |
| Securities issued by states & political subdivisions | $331,000 | 6,395 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 7,946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,359,000 | 6,756 |
| Mortgage-backed securities | $131,000 | 6,795 |
| Certificates of participation in pools of residential mortgages | $131,000 | 6,267 |
| Issued or guaranteed by U.S. | $131,000 | 6,247 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $9,719,000 | 5,797 |
| Total debt securities | $9,710,000 | 6,748 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $9,908,000 | 7,105 |
| U.S. Government securities | $9,562,000 | 6,241 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,562,000 | 5,728 |
| Securities issued by states & political subdivisions | $337,000 | 6,679 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 7,977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,318,000 | 6,869 |
| Mortgage-backed securities | $154,000 | 7,089 |
| Certificates of participation in pools of residential mortgages | $154,000 | 6,519 |
| Issued or guaranteed by U.S. | $154,000 | 6,501 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $9,908,000 | 5,890 |
| Total debt securities | $9,899,000 | 6,988 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $9,146,000 | 7,355 |
| U.S. Government securities | $8,563,000 | 6,543 |
| U.S. Treasury securities | $1,809,000 | 4,124 |
| U.S. Government agency obligations | $6,754,000 | 6,408 |
| Securities issued by states & political subdivisions | $441,000 | 6,714 |
| Other domestic debt securities | $133,000 | 3,348 |
| Privately issued residential mortgage-backed securities | $133,000 | 1,176 |
| 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 | $9,000 | 7,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $789,000 | 7,425 |
| Mortgage-backed securities | $376,000 | 6,880 |
| Certificates of participation in pools of residential mortgages | $200,000 | 6,631 |
| Issued or guaranteed by U.S. | $200,000 | 6,610 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $176,000 | 4,329 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 4,423 |
| Privately issued | $133,000 | 1,003 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $9,146,000 | 5,999 |
| Total debt securities | $9,137,000 | 7,238 |
| 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 | $8,729,000 | 7,841 |
| U.S. Government securities | $8,028,000 | 7,244 |
| U.S. Treasury securities | $5,453,000 | 3,010 |
| U.S. Government agency obligations | $2,575,000 | 8,682 |
| Securities issued by states & political subdivisions | $467,000 | 6,802 |
| Other domestic debt securities | $225,000 | 2,857 |
| Privately issued residential mortgage-backed securities | $225,000 | 1,010 |
| 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 | $9,000 | 7,961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,301,000 | 7,166 |
| Mortgage-backed securities | $612,000 | 6,809 |
| Certificates of participation in pools of residential mortgages | $242,000 | 6,794 |
| Issued or guaranteed by U.S. | $242,000 | 6,773 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $370,000 | 4,220 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 4,475 |
| Privately issued | $225,000 | 815 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $8,729,000 | 6,133 |
| Total debt securities | $8,720,000 | 7,719 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,431 |
| Fair value | $249,000 | 2,493 |
| 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 | $8,484,000 | 8,448 |
| U.S. Government securities | $7,622,000 | 8,007 |
| U.S. Treasury securities | $5,090,000 | 3,695 |
| U.S. Government agency obligations | $2,532,000 | 9,119 |
| Securities issued by states & political subdivisions | $524,000 | 7,006 |
| Other domestic debt securities | $329,000 | 3,027 |
| Privately issued residential mortgage-backed securities | $329,000 | 1,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,529,000 | 7,177 |
| Mortgage-backed securities | $779,000 | 7,139 |
| Certificates of participation in pools of residential mortgages | $274,000 | 7,239 |
| Issued or guaranteed by U.S. | $274,000 | 7,221 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $505,000 | 4,423 |
| CMOs issued by government agencies or sponsored agencies | $176,000 | 4,880 |
| Privately issued | $329,000 | 900 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $8,484,000 | 6,468 |
| Total debt securities | $8,475,000 | 8,337 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,248 |
| Fair value | $692,000 | 2,271 |
| 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 | $10,976,000 | 7,939 |
| U.S. Government securities | $8,385,000 | 7,996 |
| U.S. Treasury securities | $4,587,000 | 4,829 |
| U.S. Government agency obligations | $3,798,000 | 8,452 |
| Securities issued by states & political subdivisions | $2,169,000 | 4,722 |
| Other domestic debt securities | $413,000 | 3,390 |
| Privately issued residential mortgage-backed securities | $413,000 | 1,265 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $784,000 | 8,455 |
| Mortgage-backed securities | $1,353,000 | 6,880 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,353,000 | 3,933 |
| CMOs issued by government agencies or sponsored agencies | $940,000 | 4,190 |
| Privately issued | $413,000 | 1,005 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $10,976,000 | 5,867 |
| Total debt securities | $10,967,000 | 7,809 |
| Structured notes | ||
| Amortized cost | $948,000 | 2,938 |
| Fair value | $934,000 | 2,903 |
| 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 | $13,136,000 | 7,658 |
| U.S. Government securities | $9,096,000 | 8,140 |
| U.S. Treasury securities | $5,503,000 | 5,228 |
| U.S. Government agency obligations | $3,593,000 | 8,669 |
| Securities issued by states & political subdivisions | $3,918,000 | 3,524 |
| Other domestic debt securities | $113,000 | 4,958 |
| Privately issued residential mortgage-backed securities | $113,000 | 2,091 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $746,000 | 8,864 |
| Mortgage-backed securities | $1,190,000 | 7,521 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,190,000 | 4,316 |
| CMOs issued by government agencies or sponsored agencies | $1,077,000 | 4,209 |
| Privately issued | $113,000 | 1,783 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,825,000 | 7,549 |
| Available-for-sale securities (fair market value) | $7,311,000 | 5,741 |
| Total debt securities | $13,127,000 | 7,547 |
| 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 | $15,143,000 | 7,349 |
| U.S. Government securities | $9,210,000 | 8,372 |
| U.S. Treasury securities | $4,841,000 | 5,854 |
| U.S. Government agency obligations | $4,369,000 | 8,335 |
| Securities issued by states & political subdivisions | $5,654,000 | 2,705 |
| Other domestic debt securities | $270,000 | 4,947 |
| Privately issued residential mortgage-backed securities | $270,000 | 2,118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $694,000 | 9,167 |
| Mortgage-backed securities | $2,177,000 | 7,104 |
| Certificates of participation in pools of residential mortgages | $579,000 | 7,889 |
| Issued or guaranteed by U.S. | $579,000 | 7,835 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,598,000 | 4,362 |
| CMOs issued by government agencies or sponsored agencies | $1,328,000 | 4,422 |
| Privately issued | $270,000 | 1,756 |
| 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 | $15,134,000 | 7,200 |
| 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 | $14,918,000 | 7,378 |
| U.S. Government securities | $8,137,000 | 8,928 |
| U.S. Treasury securities | $6,060,000 | 5,116 |
| U.S. Government agency obligations | $2,077,000 | 10,430 |
| Securities issued by states & political subdivisions | $6,349,000 | 2,200 |
| Other domestic debt securities | $423,000 | 5,338 |
| Privately issued residential mortgage-backed securities | $423,000 | 2,505 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $793,000 | 9,153 |
| Mortgage-backed securities | $1,818,000 | 7,869 |
| Certificates of participation in pools of residential mortgages | $789,000 | 7,924 |
| Issued or guaranteed by U.S. | $789,000 | 7,865 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,029,000 | 4,967 |
| CMOs issued by government agencies or sponsored agencies | $606,000 | 5,214 |
| Privately issued | $423,000 | 2,115 |
| 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 | $14,909,000 | 7,254 |
| 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 |