Home > Bank of Walker County > Securities
Bank of Walker County, Securities
| 2023-12-31 | Rank | |
| Total securities | $12,590,000 | 3,896 |
| U.S. Government securities | $8,590,000 | 3,685 |
| U.S. Treasury securities | $4,964,000 | 1,828 |
| U.S. Government agency obligations | $3,626,000 | 3,815 |
| Securities issued by states & political subdivisions | $4,000,000 | 3,034 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,007,000 | 3,642 |
| Mortgage-backed securities | $2,855,000 | 3,246 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,468,000 | 2,945 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $387,000 | 2,387 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $12,590,000 | 3,635 |
| Total debt securities | $12,589,000 | 3,876 |
| Structured notes | ||
| Amortized cost | $5,551,000 | 281 |
| Fair value | $4,771,000 | 305 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $21,649,000 | 3,570 |
| U.S. Government securities | $17,730,000 | 3,154 |
| U.S. Treasury securities | $14,836,000 | 1,145 |
| U.S. Government agency obligations | $2,894,000 | 3,928 |
| Securities issued by states & political subdivisions | $3,919,000 | 3,101 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,057,000 | 3,623 |
| Mortgage-backed securities | $2,001,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,606,000 | 3,113 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $395,000 | 2,383 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $21,649,000 | 3,308 |
| Total debt securities | $21,648,000 | 3,549 |
| Structured notes | ||
| Amortized cost | $5,684,000 | 316 |
| Fair value | $4,812,000 | 330 |
| 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 | $26,815,000 | 3,454 |
| U.S. Government securities | $22,864,000 | 2,937 |
| U.S. Treasury securities | $19,706,000 | 1,028 |
| U.S. Government agency obligations | $3,158,000 | 3,921 |
| Securities issued by states & political subdivisions | $3,951,000 | 3,142 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,103,000 | 3,048 |
| Mortgage-backed securities | $2,124,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,706,000 | 3,132 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $418,000 | 2,409 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $26,815,000 | 3,190 |
| Total debt securities | $26,814,000 | 3,428 |
| Structured notes | ||
| Amortized cost | $5,829,000 | 331 |
| Fair value | $4,985,000 | 331 |
| 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 | $31,627,000 | 3,315 |
| U.S. Government securities | $27,801,000 | 2,713 |
| U.S. Treasury securities | $24,514,000 | 935 |
| U.S. Government agency obligations | $3,287,000 | 3,910 |
| Securities issued by states & political subdivisions | $3,826,000 | 3,189 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,071,000 | 2,964 |
| Mortgage-backed securities | $2,214,000 | 3,418 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,778,000 | 3,150 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $436,000 | 2,414 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $31,627,000 | 3,050 |
| Total debt securities | $31,626,000 | 3,291 |
| Structured notes | ||
| Amortized cost | $5,883,000 | 352 |
| Fair value | $4,899,000 | 359 |
| 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 | $36,863,000 | 3,154 |
| U.S. Government securities | $33,050,000 | 2,514 |
| U.S. Treasury securities | $29,400,000 | 845 |
| U.S. Government agency obligations | $3,650,000 | 3,896 |
| Securities issued by states & political subdivisions | $3,813,000 | 3,222 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,344,000 | 3,508 |
| Mortgage-backed securities | $2,261,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,825,000 | 3,157 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $436,000 | 2,445 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $36,863,000 | 2,898 |
| Total debt securities | $36,862,000 | 3,130 |
| Structured notes | ||
| Amortized cost | $6,200,000 | 313 |
| Fair value | $5,202,000 | 338 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $22,789,000 | 3,677 |
| U.S. Government securities | $18,808,000 | 3,229 |
| U.S. Treasury securities | $14,806,000 | 1,289 |
| U.S. Government agency obligations | $4,002,000 | 3,881 |
| Securities issued by states & political subdivisions | $3,981,000 | 3,255 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,733,000 | 3,462 |
| Mortgage-backed securities | $2,515,000 | 3,443 |
| Certificates of participation in pools of residential mortgages | $2,037,000 | 3,229 |
| Issued or guaranteed by U.S. | $2,037,000 | 3,139 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $478,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $478,000 | 2,442 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $22,789,000 | 3,415 |
| Total debt securities | $22,790,000 | 3,658 |
| Structured notes | ||
| Amortized cost | $6,298,000 | 297 |
| Fair value | $5,468,000 | 320 |
| 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 | $13,864,000 | 4,005 |
| U.S. Government securities | $9,474,000 | 3,750 |
| U.S. Treasury securities | $5,021,000 | 1,797 |
| U.S. Government agency obligations | $4,453,000 | 3,823 |
| Securities issued by states & political subdivisions | $4,390,000 | 3,230 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,802,000 | 3,451 |
| Mortgage-backed securities | $2,789,000 | 3,426 |
| Certificates of participation in pools of residential mortgages | $2,249,000 | 3,208 |
| Issued or guaranteed by U.S. | $2,249,000 | 3,117 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $540,000 | 2,481 |
| CMOs issued by government agencies or sponsored agencies | $540,000 | 2,412 |
| 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) | $13,864,000 | 3,754 |
| Total debt securities | $13,864,000 | 3,990 |
| Structured notes | ||
| Amortized cost | $6,592,000 | 256 |
| Fair value | $6,054,000 | 259 |
| 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 | $10,223,000 | 4,133 |
| U.S. Government securities | $5,189,000 | 3,978 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $5,189,000 | 3,731 |
| Securities issued by states & political subdivisions | $5,034,000 | 3,206 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,463,000 | 3,522 |
| Mortgage-backed securities | $3,300,000 | 3,372 |
| Certificates of participation in pools of residential mortgages | $2,645,000 | 3,146 |
| Issued or guaranteed by U.S. | $2,645,000 | 3,043 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $655,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $655,000 | 2,370 |
| 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) | $10,223,000 | 3,904 |
| Total debt securities | $10,224,000 | 4,113 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $7,670,000 | 4,274 |
| U.S. Government securities | $5,624,000 | 3,923 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $5,624,000 | 3,702 |
| Securities issued by states & political subdivisions | $2,046,000 | 3,634 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,577,000 | 3,516 |
| Mortgage-backed securities | $3,668,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $2,973,000 | 3,106 |
| Issued or guaranteed by U.S. | $2,973,000 | 3,019 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $695,000 | 2,445 |
| CMOs issued by government agencies or sponsored agencies | $695,000 | 2,387 |
| 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) | $7,670,000 | 4,044 |
| Total debt securities | $7,669,000 | 4,250 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $8,272,000 | 4,251 |
| U.S. Government securities | $6,206,000 | 3,861 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $6,206,000 | 3,629 |
| Securities issued by states & political subdivisions | $2,066,000 | 3,649 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,271,000 | 3,569 |
| Mortgage-backed securities | $4,128,000 | 3,310 |
| Certificates of participation in pools of residential mortgages | $3,421,000 | 3,029 |
| Issued or guaranteed by U.S. | $3,421,000 | 2,935 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $707,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $707,000 | 2,367 |
| 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) | $8,272,000 | 4,007 |
| Total debt securities | $8,271,000 | 4,229 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $8,894,000 | 4,166 |
| U.S. Government securities | $6,848,000 | 3,689 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $6,848,000 | 3,498 |
| Securities issued by states & political subdivisions | $2,046,000 | 3,657 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,852,000 | 3,665 |
| Mortgage-backed securities | $4,666,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $3,919,000 | 2,923 |
| Issued or guaranteed by U.S. | $3,919,000 | 2,829 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $747,000 | 2,372 |
| CMOs issued by government agencies or sponsored agencies | $747,000 | 2,322 |
| 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) | $8,894,000 | 3,930 |
| Total debt securities | $8,894,000 | 4,141 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $9,238,000 | 4,090 |
| U.S. Government securities | $7,568,000 | 3,509 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $7,568,000 | 3,352 |
| Securities issued by states & political subdivisions | $1,670,000 | 3,733 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,024,000 | 3,628 |
| Mortgage-backed securities | $6,541,000 | 2,979 |
| Certificates of participation in pools of residential mortgages | $4,485,000 | 2,791 |
| Issued or guaranteed by U.S. | $4,485,000 | 2,711 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $812,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $812,000 | 2,310 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,244,000 | 1,581 |
| Commercial mortgage pass-through securities | $1,244,000 | 1,091 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $9,238,000 | 3,851 |
| Total debt securities | $9,237,000 | 4,066 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $8,491,000 | 4,121 |
| U.S. Government securities | $6,816,000 | 3,584 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,816,000 | 3,428 |
| Securities issued by states & political subdivisions | $1,675,000 | 3,690 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,142,000 | 3,639 |
| Mortgage-backed securities | $5,740,000 | 3,069 |
| Certificates of participation in pools of residential mortgages | $5,063,000 | 2,675 |
| Issued or guaranteed by U.S. | $5,063,000 | 2,596 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $120,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 2,691 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $557,000 | 1,761 |
| Commercial mortgage pass-through securities | $557,000 | 1,297 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $8,491,000 | 3,870 |
| Total debt securities | $8,492,000 | 4,095 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $7,545,000 | 4,199 |
| U.S. Government securities | $5,882,000 | 3,720 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $5,882,000 | 3,559 |
| Securities issued by states & political subdivisions | $1,663,000 | 3,679 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,267,000 | 3,646 |
| Mortgage-backed securities | $5,882,000 | 3,049 |
| Certificates of participation in pools of residential mortgages | $5,701,000 | 2,563 |
| Issued or guaranteed by U.S. | $5,701,000 | 2,487 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $181,000 | 2,717 |
| CMOs issued by government agencies or sponsored agencies | $181,000 | 2,671 |
| Privately issued | $0 | 454 |
| 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) | $7,545,000 | 3,957 |
| Total debt securities | $7,545,000 | 4,176 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $8,602,000 | 4,145 |
| U.S. Government securities | $6,553,000 | 3,682 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $6,553,000 | 3,517 |
| Securities issued by states & political subdivisions | $2,049,000 | 3,556 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,809,000 | 3,554 |
| Mortgage-backed securities | $6,553,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | $6,334,000 | 2,470 |
| Issued or guaranteed by U.S. | $6,334,000 | 2,387 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $219,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $219,000 | 2,649 |
| Privately issued | $0 | 460 |
| 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) | $8,602,000 | 3,893 |
| Total debt securities | $8,602,000 | 4,119 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $8,898,000 | 4,178 |
| U.S. Government securities | $6,768,000 | 3,748 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $6,768,000 | 3,586 |
| Securities issued by states & political subdivisions | $2,130,000 | 3,536 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,583,000 | 2,867 |
| Mortgage-backed securities | $6,768,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $6,519,000 | 2,393 |
| Issued or guaranteed by U.S. | $6,519,000 | 2,331 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $249,000 | 2,698 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 2,649 |
| Privately issued | $0 | 457 |
| 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) | $8,898,000 | 3,922 |
| Total debt securities | $8,898,000 | 4,153 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $9,292,000 | 4,201 |
| U.S. Government securities | $287,000 | 4,853 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $287,000 | 4,727 |
| Securities issued by states & political subdivisions | $1,528,000 | 3,743 |
| Other domestic debt securities | $7,477,000 | 745 |
| Privately issued residential mortgage-backed securities | $7,477,000 | 188 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,685,000 | 3,034 |
| Mortgage-backed securities | $7,764,000 | 2,819 |
| Certificates of participation in pools of residential mortgages | $7,477,000 | 2,233 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $7,477,000 | 73 |
| Collaterized mortgage obligations | $287,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $287,000 | 2,639 |
| 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) | $9,292,000 | 3,946 |
| Total debt securities | $9,291,000 | 4,176 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $9,622,000 | 4,237 |
| U.S. Government securities | $1,260,000 | 4,702 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,260,000 | 4,571 |
| Securities issued by states & political subdivisions | $4,497,000 | 3,148 |
| Other domestic debt securities | $3,865,000 | 996 |
| Privately issued residential mortgage-backed securities | $3,865,000 | 240 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,885,000 | 3,187 |
| Mortgage-backed securities | $4,190,000 | 3,249 |
| Certificates of participation in pools of residential mortgages | $3,865,000 | 2,814 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $3,865,000 | 85 |
| Collaterized mortgage obligations | $325,000 | 2,673 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 2,622 |
| 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) | $9,622,000 | 3,970 |
| Total debt securities | $9,621,000 | 4,212 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $9,885,000 | 4,269 |
| U.S. Government securities | $1,343,000 | 4,744 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,343,000 | 4,615 |
| Securities issued by states & political subdivisions | $4,503,000 | 3,211 |
| Other domestic debt securities | $4,039,000 | 963 |
| Privately issued residential mortgage-backed securities | $4,039,000 | 242 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,130,000 | 3,210 |
| Mortgage-backed securities | $4,398,000 | 3,240 |
| Certificates of participation in pools of residential mortgages | $4,039,000 | 2,806 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $4,039,000 | 82 |
| Collaterized mortgage obligations | $359,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $359,000 | 2,618 |
| 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) | $9,885,000 | 3,996 |
| Total debt securities | $9,885,000 | 4,247 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $11,671,000 | 4,158 |
| U.S. Government securities | $1,926,000 | 4,688 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,926,000 | 4,534 |
| Securities issued by states & political subdivisions | $5,570,000 | 3,091 |
| Other domestic debt securities | $4,175,000 | 914 |
| Privately issued residential mortgage-backed securities | $4,175,000 | 216 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,739,000 | 3,160 |
| Mortgage-backed securities | $5,049,000 | 3,162 |
| Certificates of participation in pools of residential mortgages | $4,175,000 | 2,786 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $4,175,000 | 62 |
| Collaterized mortgage obligations | $377,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $377,000 | 2,621 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $497,000 | 1,578 |
| Commercial mortgage pass-through securities | $497,000 | 1,215 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $11,671,000 | 3,882 |
| Total debt securities | $11,671,000 | 4,133 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $11,591,000 | 4,221 |
| U.S. Government securities | $2,011,000 | 4,727 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,011,000 | 4,579 |
| Securities issued by states & political subdivisions | $5,243,000 | 3,181 |
| Other domestic debt securities | $4,337,000 | 882 |
| Privately issued residential mortgage-backed securities | $4,337,000 | 175 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,968,000 | 3,140 |
| Mortgage-backed securities | $5,251,000 | 3,156 |
| Certificates of participation in pools of residential mortgages | $4,337,000 | 2,789 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $4,337,000 | 29 |
| Collaterized mortgage obligations | $410,000 | 2,664 |
| CMOs issued by government agencies or sponsored agencies | $410,000 | 2,611 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $504,000 | 1,564 |
| Commercial mortgage pass-through securities | $504,000 | 1,188 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $11,591,000 | 3,947 |
| Total debt securities | $11,591,000 | 4,200 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $11,558,000 | 4,283 |
| U.S. Government securities | $6,275,000 | 4,108 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,275,000 | 3,964 |
| Securities issued by states & political subdivisions | $5,283,000 | 3,227 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,380,000 | 3,129 |
| Mortgage-backed securities | $5,081,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $4,615,000 | 2,783 |
| Issued or guaranteed by U.S. | $4,615,000 | 2,647 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $466,000 | 2,657 |
| CMOs issued by government agencies or sponsored agencies | $466,000 | 2,601 |
| 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) | $11,558,000 | 4,003 |
| Total debt securities | $11,557,000 | 4,258 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $14,986,000 | 4,030 |
| U.S. Government securities | $9,664,000 | 3,747 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $9,664,000 | 3,594 |
| Securities issued by states & political subdivisions | $5,322,000 | 3,271 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,730,000 | 3,581 |
| Mortgage-backed securities | $5,405,000 | 3,181 |
| Certificates of participation in pools of residential mortgages | $4,887,000 | 2,783 |
| Issued or guaranteed by U.S. | $4,887,000 | 2,779 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $518,000 | 2,626 |
| CMOs issued by government agencies or sponsored agencies | $518,000 | 2,568 |
| 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) | $14,986,000 | 3,752 |
| Total debt securities | $14,985,000 | 4,008 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 483 |
| Fair value | $1,892,000 | 476 |
| 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 | $12,389,000 | 4,305 |
| U.S. Government securities | $6,987,000 | 4,108 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,987,000 | 3,971 |
| Securities issued by states & political subdivisions | $5,402,000 | 3,317 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,003,000 | 3,761 |
| Mortgage-backed securities | $5,502,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $4,942,000 | 2,812 |
| Issued or guaranteed by U.S. | $4,942,000 | 2,808 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $560,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $560,000 | 2,539 |
| 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) | $12,389,000 | 4,020 |
| Total debt securities | $12,388,000 | 4,285 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $12,259,000 | 4,351 |
| U.S. Government securities | $7,394,000 | 4,101 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,394,000 | 3,958 |
| Securities issued by states & political subdivisions | $4,865,000 | 3,437 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,043,000 | 4,022 |
| Mortgage-backed securities | $5,866,000 | 3,204 |
| Certificates of participation in pools of residential mortgages | $5,250,000 | 2,801 |
| Issued or guaranteed by U.S. | $5,250,000 | 2,798 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $616,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $616,000 | 2,525 |
| 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) | $12,259,000 | 4,062 |
| Total debt securities | $12,258,000 | 4,325 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $14,821,000 | 4,190 |
| U.S. Government securities | $9,398,000 | 3,871 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,398,000 | 3,738 |
| Securities issued by states & political subdivisions | $5,423,000 | 3,383 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,302,000 | 3,986 |
| Mortgage-backed securities | $7,752,000 | 2,982 |
| Certificates of participation in pools of residential mortgages | $6,307,000 | 2,665 |
| Issued or guaranteed by U.S. | $6,307,000 | 2,664 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $688,000 | 2,580 |
| CMOs issued by government agencies or sponsored agencies | $688,000 | 2,515 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $757,000 | 1,242 |
| Commercial mortgage pass-through securities | $757,000 | 875 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $14,821,000 | 3,900 |
| Total debt securities | $14,821,000 | 4,169 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $12,875,000 | 4,390 |
| U.S. Government securities | $8,309,000 | 4,080 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $8,309,000 | 3,939 |
| Securities issued by states & political subdivisions | $4,566,000 | 3,573 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,461,000 | 4,003 |
| Mortgage-backed securities | $6,590,000 | 3,182 |
| Certificates of participation in pools of residential mortgages | $5,080,000 | 2,940 |
| Issued or guaranteed by U.S. | $5,080,000 | 2,937 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $757,000 | 2,592 |
| CMOs issued by government agencies or sponsored agencies | $757,000 | 2,527 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $753,000 | 1,220 |
| Commercial mortgage pass-through securities | $753,000 | 841 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $12,875,000 | 4,086 |
| Total debt securities | $12,874,000 | 4,369 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $11,134,000 | 4,566 |
| U.S. Government securities | $6,560,000 | 4,345 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,560,000 | 4,204 |
| Securities issued by states & political subdivisions | $4,574,000 | 3,593 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,650,000 | 3,980 |
| Mortgage-backed securities | $4,765,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $3,941,000 | 3,169 |
| Issued or guaranteed by U.S. | $3,941,000 | 3,164 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $824,000 | 2,570 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 2,497 |
| 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) | $11,134,000 | 4,240 |
| Total debt securities | $11,133,000 | 4,541 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $11,835,000 | 4,518 |
| U.S. Government securities | $7,112,000 | 4,270 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,112,000 | 4,156 |
| Securities issued by states & political subdivisions | $4,723,000 | 3,583 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,982,000 | 3,974 |
| Mortgage-backed securities | $5,240,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $4,319,000 | 3,128 |
| Issued or guaranteed by U.S. | $4,319,000 | 3,127 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $921,000 | 2,547 |
| CMOs issued by government agencies or sponsored agencies | $921,000 | 2,477 |
| 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) | $11,835,000 | 4,199 |
| Total debt securities | $11,835,000 | 4,496 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $12,967,000 | 4,496 |
| U.S. Government securities | $9,915,000 | 3,963 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,915,000 | 3,843 |
| Securities issued by states & political subdivisions | $3,052,000 | 3,936 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,755,000 | 3,884 |
| Mortgage-backed securities | $7,463,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | $5,746,000 | 2,920 |
| Issued or guaranteed by U.S. | $5,746,000 | 2,918 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,717,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $1,717,000 | 2,221 |
| 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) | $12,967,000 | 4,170 |
| Total debt securities | $12,966,000 | 4,473 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $12,018,000 | 4,658 |
| U.S. Government securities | $9,922,000 | 4,063 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $9,922,000 | 3,942 |
| Securities issued by states & political subdivisions | $2,096,000 | 4,193 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,545,000 | 3,766 |
| Mortgage-backed securities | $7,317,000 | 3,150 |
| Certificates of participation in pools of residential mortgages | $5,008,000 | 3,053 |
| Issued or guaranteed by U.S. | $5,008,000 | 3,052 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,808,000 | 2,275 |
| CMOs issued by government agencies or sponsored agencies | $1,808,000 | 2,211 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $501,000 | 1,101 |
| Commercial mortgage pass-through securities | $501,000 | 727 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $12,018,000 | 4,303 |
| Total debt securities | $12,018,000 | 4,637 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $15,223,000 | 4,418 |
| U.S. Government securities | $10,300,000 | 4,057 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,300,000 | 3,921 |
| Securities issued by states & political subdivisions | $4,923,000 | 3,574 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,783,000 | 3,780 |
| Mortgage-backed securities | $7,538,000 | 3,131 |
| Certificates of participation in pools of residential mortgages | $5,148,000 | 3,004 |
| Issued or guaranteed by U.S. | $5,148,000 | 3,002 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,897,000 | 2,272 |
| CMOs issued by government agencies or sponsored agencies | $1,897,000 | 2,204 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $493,000 | 1,057 |
| Commercial mortgage pass-through securities | $493,000 | 702 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $15,223,000 | 4,065 |
| Total debt securities | $15,222,000 | 4,396 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $12,312,000 | 4,757 |
| U.S. Government securities | $8,119,000 | 4,444 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,119,000 | 4,333 |
| Securities issued by states & political subdivisions | $4,193,000 | 3,777 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,695,000 | 4,013 |
| Mortgage-backed securities | $5,241,000 | 3,513 |
| Certificates of participation in pools of residential mortgages | $4,015,000 | 3,296 |
| Issued or guaranteed by U.S. | $4,015,000 | 3,292 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,226,000 | 2,523 |
| CMOs issued by government agencies or sponsored agencies | $1,226,000 | 2,457 |
| 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) | $12,312,000 | 4,395 |
| Total debt securities | $12,312,000 | 4,732 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $12,150,000 | 4,858 |
| U.S. Government securities | $9,056,000 | 4,445 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,056,000 | 4,328 |
| Securities issued by states & political subdivisions | $3,094,000 | 4,042 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,026,000 | 4,215 |
| Mortgage-backed securities | $4,295,000 | 3,762 |
| Certificates of participation in pools of residential mortgages | $2,567,000 | 3,749 |
| Issued or guaranteed by U.S. | $2,567,000 | 3,746 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,728,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $1,728,000 | 2,335 |
| 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) | $12,150,000 | 4,482 |
| Total debt securities | $12,149,000 | 4,837 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $486,000 | 1,692 |
| 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 | $15,365,000 | 4,629 |
| U.S. Government securities | $10,958,000 | 4,250 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $10,958,000 | 4,125 |
| Securities issued by states & political subdivisions | $4,407,000 | 3,737 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,215,000 | 4,231 |
| Mortgage-backed securities | $5,942,000 | 3,537 |
| Certificates of participation in pools of residential mortgages | $2,702,000 | 3,780 |
| Issued or guaranteed by U.S. | $2,702,000 | 3,776 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,240,000 | 2,055 |
| CMOs issued by government agencies or sponsored agencies | $3,240,000 | 1,987 |
| 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) | $15,365,000 | 4,270 |
| Total debt securities | $15,365,000 | 4,607 |
| Structured notes | ||
| Amortized cost | $5,000 | 2,095 |
| Fair value | $5,000 | 2,098 |
| 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 | $16,484,000 | 4,584 |
| U.S. Government securities | $12,168,000 | 4,163 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,168,000 | 4,046 |
| Securities issued by states & political subdivisions | $4,316,000 | 3,799 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,348,000 | 4,265 |
| Mortgage-backed securities | $6,947,000 | 3,452 |
| Certificates of participation in pools of residential mortgages | $3,626,000 | 3,603 |
| Issued or guaranteed by U.S. | $3,626,000 | 3,597 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,321,000 | 2,089 |
| CMOs issued by government agencies or sponsored agencies | $3,321,000 | 2,018 |
| 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) | $16,484,000 | 4,209 |
| Total debt securities | $16,483,000 | 4,563 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $496,000 | 1,829 |
| 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 | $16,552,000 | 4,668 |
| U.S. Government securities | $12,433,000 | 4,232 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,433,000 | 4,129 |
| Securities issued by states & political subdivisions | $4,119,000 | 3,887 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,385,000 | 4,307 |
| Mortgage-backed securities | $7,108,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $3,689,000 | 3,663 |
| Issued or guaranteed by U.S. | $3,689,000 | 3,661 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,419,000 | 2,108 |
| CMOs issued by government agencies or sponsored agencies | $3,419,000 | 2,026 |
| 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) | $16,552,000 | 4,288 |
| Total debt securities | $16,551,000 | 4,650 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,862 |
| Fair value | $486,000 | 1,970 |
| 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 | $16,882,000 | 4,701 |
| U.S. Government securities | $13,341,000 | 4,193 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,341,000 | 4,084 |
| Securities issued by states & political subdivisions | $3,541,000 | 4,061 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,493,000 | 4,329 |
| Mortgage-backed securities | $7,866,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $4,821,000 | 3,470 |
| Issued or guaranteed by U.S. | $4,821,000 | 3,470 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,045,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $3,045,000 | 2,130 |
| 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) | $16,882,000 | 4,303 |
| Total debt securities | $16,882,000 | 4,684 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,912 |
| Fair value | $480,000 | 2,024 |
| 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 | $16,936,000 | 4,746 |
| U.S. Government securities | $13,674,000 | 4,186 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,674,000 | 4,088 |
| Securities issued by states & political subdivisions | $3,262,000 | 4,163 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,719,000 | 4,826 |
| Mortgage-backed securities | $8,091,000 | 3,459 |
| Certificates of participation in pools of residential mortgages | $4,932,000 | 3,486 |
| Issued or guaranteed by U.S. | $4,932,000 | 3,486 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,159,000 | 2,168 |
| CMOs issued by government agencies or sponsored agencies | $3,159,000 | 2,099 |
| 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) | $16,936,000 | 4,349 |
| Total debt securities | $16,935,000 | 4,726 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $466,000 | 2,086 |
| 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 | $15,598,000 | 4,870 |
| U.S. Government securities | $14,085,000 | 4,118 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,085,000 | 4,014 |
| Securities issued by states & political subdivisions | $1,513,000 | 4,730 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,739,000 | 4,840 |
| Mortgage-backed securities | $8,291,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $5,031,000 | 3,465 |
| Issued or guaranteed by U.S. | $5,031,000 | 3,463 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,260,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $3,260,000 | 2,069 |
| 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) | $15,598,000 | 4,480 |
| Total debt securities | $15,597,000 | 4,844 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $454,000 | 2,090 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $17,166,000 | 4,770 |
| U.S. Government securities | $15,663,000 | 3,976 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,663,000 | 3,873 |
| Securities issued by states & political subdivisions | $1,503,000 | 4,758 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,798,000 | 4,868 |
| Mortgage-backed securities | $9,722,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $6,786,000 | 3,135 |
| Issued or guaranteed by U.S. | $6,786,000 | 3,132 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,936,000 | 2,247 |
| CMOs issued by government agencies or sponsored agencies | $2,936,000 | 2,158 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $17,166,000 | 4,381 |
| Total debt securities | $17,164,000 | 4,738 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $461,000 | 2,070 |
| 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 | $16,919,000 | 4,795 |
| U.S. Government securities | $15,402,000 | 3,988 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,402,000 | 3,892 |
| Securities issued by states & political subdivisions | $1,517,000 | 4,739 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,335,000 | 5,003 |
| Mortgage-backed securities | $9,132,000 | 3,335 |
| Certificates of participation in pools of residential mortgages | $7,091,000 | 3,076 |
| Issued or guaranteed by U.S. | $7,091,000 | 3,073 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,041,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $2,041,000 | 2,431 |
| 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) | $16,919,000 | 4,422 |
| Total debt securities | $16,919,000 | 4,763 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $486,000 | 2,018 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $19,565,000 | 4,554 |
| U.S. Government securities | $19,565,000 | 3,577 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $19,565,000 | 3,487 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,373,000 | 5,394 |
| Mortgage-backed securities | $9,974,000 | 3,281 |
| Certificates of participation in pools of residential mortgages | $7,683,000 | 3,009 |
| Issued or guaranteed by U.S. | $7,683,000 | 3,008 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,291,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $2,291,000 | 2,426 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $19,565,000 | 4,201 |
| Total debt securities | $19,565,000 | 4,524 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,074 |
| Fair value | $2,501,000 | 1,097 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $18,487,000 | 4,625 |
| U.S. Government securities | $18,487,000 | 3,654 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,487,000 | 3,558 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,911,000 | 4,894 |
| Mortgage-backed securities | $9,489,000 | 3,366 |
| Certificates of participation in pools of residential mortgages | $6,984,000 | 3,124 |
| Issued or guaranteed by U.S. | $6,984,000 | 3,123 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,505,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $2,505,000 | 2,425 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $18,487,000 | 4,270 |
| Total debt securities | $18,487,000 | 4,592 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 940 |
| Fair value | $3,505,000 | 943 |
| 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 | $19,630,000 | 4,577 |
| U.S. Government securities | $19,630,000 | 3,616 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $19,630,000 | 3,539 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,940,000 | 4,942 |
| Mortgage-backed securities | $12,286,000 | 3,189 |
| Certificates of participation in pools of residential mortgages | $9,491,000 | 2,858 |
| Issued or guaranteed by U.S. | $9,491,000 | 2,857 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,795,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $2,795,000 | 2,437 |
| 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) | $19,630,000 | 4,226 |
| Total debt securities | $19,630,000 | 4,544 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 844 |
| Fair value | $4,505,000 | 859 |
| 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 | $17,709,000 | 4,792 |
| U.S. Government securities | $17,709,000 | 3,870 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $17,709,000 | 3,791 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,966,000 | 5,346 |
| Mortgage-backed securities | $12,199,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | $9,142,000 | 2,954 |
| Issued or guaranteed by U.S. | $9,142,000 | 2,954 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,057,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $3,057,000 | 2,389 |
| 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) | $17,709,000 | 4,422 |
| Total debt securities | $17,709,000 | 4,761 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 963 |
| Fair value | $4,510,000 | 970 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $15,094,000 | 5,117 |
| U.S. Government securities | $15,094,000 | 4,269 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $15,094,000 | 4,172 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,901,000 | 5,024 |
| Mortgage-backed securities | $11,637,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $8,578,000 | 3,025 |
| Issued or guaranteed by U.S. | $8,578,000 | 3,023 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,059,000 | 2,518 |
| CMOs issued by government agencies or sponsored agencies | $3,059,000 | 2,401 |
| 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) | $15,094,000 | 4,711 |
| Total debt securities | $15,093,000 | 5,091 |
| Structured notes | ||
| Amortized cost | $2,944,000 | 1,462 |
| Fair value | $2,901,000 | 1,462 |
| 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 | $14,893,000 | 5,113 |
| U.S. Government securities | $12,135,000 | 4,600 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,135,000 | 4,512 |
| Securities issued by states & political subdivisions | $2,758,000 | 4,205 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,854,000 | 4,827 |
| Mortgage-backed securities | $9,132,000 | 3,539 |
| Certificates of participation in pools of residential mortgages | $5,586,000 | 3,479 |
| Issued or guaranteed by U.S. | $5,586,000 | 3,477 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,546,000 | 2,373 |
| CMOs issued by government agencies or sponsored agencies | $3,546,000 | 2,194 |
| 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) | $14,893,000 | 4,691 |
| Total debt securities | $14,893,000 | 5,087 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,344 |
| Fair value | $3,003,000 | 1,383 |
| 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 | $16,705,000 | 4,868 |
| U.S. Government securities | $13,962,000 | 4,298 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,962,000 | 4,203 |
| Securities issued by states & political subdivisions | $2,743,000 | 4,173 |
| 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 | $5,883,000 | 3,953 |
| Mortgage-backed securities | $9,950,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $7,744,000 | 3,003 |
| Issued or guaranteed by U.S. | $7,744,000 | 2,999 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,206,000 | 2,694 |
| CMOs issued by government agencies or sponsored agencies | $2,206,000 | 2,473 |
| 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) | $16,705,000 | 4,465 |
| Total debt securities | $16,705,000 | 4,840 |
| Structured notes | ||
| Amortized cost | $3,995,000 | 1,244 |
| Fair value | $4,012,000 | 1,217 |
| 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 | $18,944,000 | 4,690 |
| U.S. Government securities | $16,280,000 | 4,106 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $16,280,000 | 4,001 |
| Securities issued by states & political subdivisions | $2,664,000 | 4,183 |
| 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 | $9,021,000 | 3,364 |
| Mortgage-backed securities | $7,296,000 | 3,731 |
| Certificates of participation in pools of residential mortgages | $7,012,000 | 3,105 |
| Issued or guaranteed by U.S. | $7,012,000 | 3,100 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $284,000 | 3,491 |
| CMOs issued by government agencies or sponsored agencies | $284,000 | 3,213 |
| 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) | $18,944,000 | 4,300 |
| Total debt securities | $18,945,000 | 4,656 |
| Structured notes | ||
| Amortized cost | $8,993,000 | 763 |
| Fair value | $8,984,000 | 763 |
| 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 | $17,441,000 | 4,835 |
| U.S. Government securities | $14,845,000 | 4,265 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,845,000 | 4,138 |
| Securities issued by states & political subdivisions | $2,596,000 | 4,173 |
| 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 | $9,651,000 | 3,281 |
| Mortgage-backed securities | $5,611,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $5,314,000 | 3,382 |
| Issued or guaranteed by U.S. | $5,314,000 | 3,375 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $297,000 | 3,445 |
| CMOs issued by government agencies or sponsored agencies | $297,000 | 3,159 |
| 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) | $17,441,000 | 4,435 |
| Total debt securities | $17,441,000 | 4,800 |
| Structured notes | ||
| Amortized cost | $9,492,000 | 760 |
| Fair value | $9,234,000 | 766 |
| 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 | $16,474,000 | 4,840 |
| U.S. Government securities | $13,852,000 | 4,232 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,852,000 | 4,109 |
| Securities issued by states & political subdivisions | $2,622,000 | 4,174 |
| 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 | $10,608,000 | 3,071 |
| Mortgage-backed securities | $4,533,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $4,215,000 | 3,549 |
| Issued or guaranteed by U.S. | $4,215,000 | 3,540 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $318,000 | 3,420 |
| CMOs issued by government agencies or sponsored agencies | $318,000 | 3,123 |
| 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) | $16,474,000 | 4,426 |
| Total debt securities | $16,475,000 | 4,806 |
| Structured notes | ||
| Amortized cost | $9,554,000 | 691 |
| Fair value | $9,319,000 | 699 |
| 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 | $15,310,000 | 4,934 |
| U.S. Government securities | $12,533,000 | 4,410 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,533,000 | 4,293 |
| Securities issued by states & political subdivisions | $2,777,000 | 4,036 |
| 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 | $10,805,000 | 3,087 |
| Mortgage-backed securities | $3,942,000 | 4,273 |
| Certificates of participation in pools of residential mortgages | $3,620,000 | 3,707 |
| Issued or guaranteed by U.S. | $3,620,000 | 3,699 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $322,000 | 3,414 |
| CMOs issued by government agencies or sponsored agencies | $322,000 | 3,101 |
| 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) | $15,310,000 | 4,503 |
| Total debt securities | $15,310,000 | 4,898 |
| Structured notes | ||
| Amortized cost | $8,555,000 | 714 |
| Fair value | $8,591,000 | 719 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $13,634,000 | 5,161 |
| U.S. Government securities | $10,959,000 | 4,746 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,959,000 | 4,641 |
| Securities issued by states & political subdivisions | $2,675,000 | 4,028 |
| 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 | $10,316,000 | 3,179 |
| Mortgage-backed securities | $4,378,000 | 4,158 |
| Certificates of participation in pools of residential mortgages | $4,035,000 | 3,605 |
| Issued or guaranteed by U.S. | $4,035,000 | 3,597 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $343,000 | 3,318 |
| CMOs issued by government agencies or sponsored agencies | $343,000 | 3,006 |
| 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) | $13,634,000 | 4,734 |
| Total debt securities | $13,633,000 | 5,126 |
| Structured notes | ||
| Amortized cost | $6,542,000 | 957 |
| Fair value | $6,581,000 | 958 |
| 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 | $12,863,000 | 5,325 |
| U.S. Government securities | $10,191,000 | 4,963 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,191,000 | 4,862 |
| Securities issued by states & political subdivisions | $2,672,000 | 4,006 |
| 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 | $10,362,000 | 3,259 |
| Mortgage-backed securities | $4,710,000 | 4,166 |
| Certificates of participation in pools of residential mortgages | $4,343,000 | 3,624 |
| Issued or guaranteed by U.S. | $4,343,000 | 3,618 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $367,000 | 3,281 |
| CMOs issued by government agencies or sponsored agencies | $367,000 | 2,951 |
| 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) | $12,863,000 | 4,876 |
| Total debt securities | $12,864,000 | 5,282 |
| Structured notes | ||
| Amortized cost | $5,485,000 | 909 |
| Fair value | $5,481,000 | 902 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $11,397,000 | 5,542 |
| U.S. Government securities | $8,739,000 | 5,225 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,739,000 | 5,125 |
| Securities issued by states & political subdivisions | $2,658,000 | 4,030 |
| 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 | $9,554,000 | 3,416 |
| Mortgage-backed securities | $5,162,000 | 4,116 |
| Certificates of participation in pools of residential mortgages | $4,770,000 | 3,606 |
| Issued or guaranteed by U.S. | $4,770,000 | 3,599 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $392,000 | 3,274 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 2,938 |
| 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) | $11,397,000 | 5,076 |
| Total debt securities | $11,396,000 | 5,506 |
| Structured notes | ||
| Amortized cost | $3,684,000 | 1,043 |
| Fair value | $3,577,000 | 1,055 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $11,316,000 | 5,597 |
| U.S. Government securities | $8,599,000 | 5,274 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,599,000 | 5,175 |
| Securities issued by states & political subdivisions | $2,717,000 | 4,024 |
| 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 | $10,615,000 | 3,258 |
| Mortgage-backed securities | $5,634,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $5,221,000 | 3,591 |
| Issued or guaranteed by U.S. | $5,221,000 | 3,580 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $413,000 | 3,261 |
| CMOs issued by government agencies or sponsored agencies | $413,000 | 2,920 |
| 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) | $11,316,000 | 5,128 |
| Total debt securities | $11,317,000 | 5,552 |
| Structured notes | ||
| Amortized cost | $2,482,000 | 993 |
| Fair value | $2,470,000 | 990 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $10,852,000 | 5,676 |
| U.S. Government securities | $8,324,000 | 5,323 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,324,000 | 5,233 |
| Securities issued by states & political subdivisions | $2,528,000 | 4,089 |
| 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 | $8,689,000 | 3,591 |
| Mortgage-backed securities | $6,072,000 | 4,035 |
| Certificates of participation in pools of residential mortgages | $5,639,000 | 3,528 |
| Issued or guaranteed by U.S. | $5,639,000 | 3,515 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $433,000 | 3,249 |
| CMOs issued by government agencies or sponsored agencies | $433,000 | 2,893 |
| 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) | $10,852,000 | 5,181 |
| Total debt securities | $10,850,000 | 5,632 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $486,000 | 1,668 |
| 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 | $12,263,000 | 5,497 |
| U.S. Government securities | $9,731,000 | 5,134 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,731,000 | 5,050 |
| Securities issued by states & political subdivisions | $2,532,000 | 4,011 |
| 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 | $9,904,000 | 3,434 |
| Mortgage-backed securities | $6,958,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $6,497,000 | 3,392 |
| Issued or guaranteed by U.S. | $6,497,000 | 3,381 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $461,000 | 3,267 |
| CMOs issued by government agencies or sponsored agencies | $461,000 | 2,902 |
| 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) | $12,263,000 | 5,018 |
| Total debt securities | $12,264,000 | 5,450 |
| Structured notes | ||
| Amortized cost | $1,485,000 | 773 |
| Fair value | $1,475,000 | 774 |
| 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 | $12,202,000 | 5,552 |
| U.S. Government securities | $9,807,000 | 5,192 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,807,000 | 5,109 |
| Securities issued by states & political subdivisions | $2,395,000 | 4,029 |
| 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 | $9,619,000 | 3,513 |
| Mortgage-backed securities | $6,990,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | $6,516,000 | 3,368 |
| Issued or guaranteed by U.S. | $6,516,000 | 3,356 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $474,000 | 3,196 |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 2,873 |
| 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) | $12,202,000 | 5,038 |
| Total debt securities | $12,203,000 | 5,505 |
| Structured notes | ||
| Amortized cost | $1,985,000 | 697 |
| Fair value | $2,013,000 | 637 |
| 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 | $16,107,000 | 4,914 |
| U.S. Government securities | $13,498,000 | 4,447 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,498,000 | 4,370 |
| Securities issued by states & political subdivisions | $2,609,000 | 3,916 |
| 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 | $11,907,000 | 3,150 |
| Mortgage-backed securities | $8,210,000 | 3,536 |
| Certificates of participation in pools of residential mortgages | $8,118,000 | 2,950 |
| Issued or guaranteed by U.S. | $8,118,000 | 2,939 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $92,000 | 3,470 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 3,115 |
| 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) | $16,107,000 | 4,419 |
| Total debt securities | $16,107,000 | 4,870 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $493,000 | 1,403 |
| 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 | $12,564,000 | 5,485 |
| U.S. Government securities | $9,929,000 | 5,158 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,929,000 | 5,068 |
| Securities issued by states & political subdivisions | $2,635,000 | 3,938 |
| 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 | $11,615,000 | 3,147 |
| Mortgage-backed securities | $8,459,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $8,354,000 | 2,897 |
| Issued or guaranteed by U.S. | $8,354,000 | 2,883 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $105,000 | 3,452 |
| CMOs issued by government agencies or sponsored agencies | $105,000 | 3,121 |
| 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) | $12,564,000 | 4,996 |
| Total debt securities | $12,564,000 | 5,432 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,369 |
| Fair value | $484,000 | 1,488 |
| 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 | $13,775,000 | 5,290 |
| U.S. Government securities | $11,197,000 | 4,907 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,197,000 | 4,813 |
| Securities issued by states & political subdivisions | $2,578,000 | 3,977 |
| 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 | $11,134,000 | 3,172 |
| Mortgage-backed securities | $9,181,000 | 3,290 |
| Certificates of participation in pools of residential mortgages | $9,061,000 | 2,680 |
| Issued or guaranteed by U.S. | $9,061,000 | 2,669 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $120,000 | 3,427 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 3,087 |
| 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) | $13,775,000 | 4,791 |
| Total debt securities | $13,775,000 | 5,229 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $500,000 | 1,593 |
| 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 | $14,645,000 | 5,211 |
| U.S. Government securities | $11,489,000 | 4,957 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,489,000 | 4,860 |
| Securities issued by states & political subdivisions | $3,156,000 | 3,726 |
| 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 | $10,740,000 | 3,267 |
| Mortgage-backed securities | $9,497,000 | 2,975 |
| Certificates of participation in pools of residential mortgages | $9,363,000 | 2,372 |
| Issued or guaranteed by U.S. | $9,363,000 | 2,359 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $134,000 | 3,337 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 3,019 |
| 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) | $14,645,000 | 4,659 |
| Total debt securities | $14,647,000 | 5,155 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,090 |
| Fair value | $501,000 | 1,966 |
| 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 | $13,812,000 | 5,404 |
| U.S. Government securities | $11,508,000 | 5,052 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,508,000 | 4,958 |
| Securities issued by states & political subdivisions | $2,304,000 | 4,120 |
| 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 | $9,690,000 | 3,488 |
| Mortgage-backed securities | $9,242,000 | 2,850 |
| Certificates of participation in pools of residential mortgages | $9,096,000 | 2,239 |
| Issued or guaranteed by U.S. | $9,096,000 | 2,229 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $146,000 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 2,959 |
| 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) | $13,812,000 | 4,828 |
| Total debt securities | $13,812,000 | 5,353 |
| Structured notes | ||
| Amortized cost | $496,000 | 2,334 |
| Fair value | $498,000 | 2,278 |
| 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 | $9,535,000 | 6,190 |
| U.S. Government securities | $8,613,000 | 5,713 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,613,000 | 5,606 |
| Securities issued by states & political subdivisions | $922,000 | 4,985 |
| 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 | $7,137,000 | 3,968 |
| Mortgage-backed securities | $6,391,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $6,231,000 | 2,708 |
| Issued or guaranteed by U.S. | $6,231,000 | 2,695 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $160,000 | 3,237 |
| CMOs issued by government agencies or sponsored agencies | $160,000 | 2,920 |
| 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) | $9,535,000 | 5,572 |
| Total debt securities | $9,535,000 | 6,135 |
| Structured notes | ||
| Amortized cost | $496,000 | 2,427 |
| Fair value | $490,000 | 2,418 |
| 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 | $9,508,000 | 6,237 |
| U.S. Government securities | $8,539,000 | 5,757 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,539,000 | 5,636 |
| Securities issued by states & political subdivisions | $969,000 | 4,989 |
| 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 | $7,866,000 | 3,817 |
| Mortgage-backed securities | $6,034,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | $5,859,000 | 2,781 |
| Issued or guaranteed by U.S. | $5,859,000 | 2,769 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $175,000 | 3,197 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 2,906 |
| 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) | $9,508,000 | 5,584 |
| Total debt securities | $9,509,000 | 6,179 |
| Structured notes | ||
| Amortized cost | $496,000 | 2,499 |
| Fair value | $496,000 | 2,429 |
| 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 | $9,824,000 | 6,208 |
| U.S. Government securities | $9,545,000 | 5,579 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,545,000 | 5,457 |
| Securities issued by states & political subdivisions | $279,000 | 5,747 |
| 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 | $8,298,000 | 3,726 |
| Mortgage-backed securities | $5,302,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $5,114,000 | 2,962 |
| Issued or guaranteed by U.S. | $5,114,000 | 2,946 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $188,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 2,899 |
| 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) | $9,824,000 | 5,565 |
| Total debt securities | $9,824,000 | 6,150 |
| Structured notes | ||
| Amortized cost | $996,000 | 2,121 |
| 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 | $10,131,000 | 6,176 |
| U.S. Government securities | $9,851,000 | 5,559 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,851,000 | 5,433 |
| Securities issued by states & political subdivisions | $280,000 | 5,808 |
| 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 | $7,849,000 | 3,857 |
| Mortgage-backed securities | $4,883,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $4,683,000 | 3,106 |
| Issued or guaranteed by U.S. | $4,683,000 | 3,090 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $200,000 | 3,137 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 2,854 |
| 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) | $10,131,000 | 5,505 |
| Total debt securities | $10,131,000 | 6,118 |
| Structured notes | ||
| Amortized cost | $996,000 | 2,243 |
| Fair value | $992,000 | 2,124 |
| 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 | $10,035,000 | 6,223 |
| U.S. Government securities | $10,035,000 | 5,526 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,035,000 | 5,396 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,147,000 | 4,013 |
| Mortgage-backed securities | $5,112,000 | 3,576 |
| Certificates of participation in pools of residential mortgages | $4,903,000 | 3,058 |
| Issued or guaranteed by U.S. | $4,903,000 | 3,046 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $209,000 | 3,129 |
| CMOs issued by government agencies or sponsored agencies | $209,000 | 2,831 |
| 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) | $10,035,000 | 5,538 |
| Total debt securities | $10,035,000 | 6,165 |
| Structured notes | ||
| Amortized cost | $996,000 | 2,326 |
| Fair value | $986,000 | 2,181 |
| 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 | $10,929,000 | 6,087 |
| U.S. Government securities | $10,929,000 | 5,377 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,929,000 | 5,236 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,804,000 | 4,080 |
| Mortgage-backed securities | $5,279,000 | 3,575 |
| Certificates of participation in pools of residential mortgages | $5,053,000 | 3,051 |
| Issued or guaranteed by U.S. | $5,053,000 | 3,039 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $226,000 | 3,119 |
| CMOs issued by government agencies or sponsored agencies | $226,000 | 2,817 |
| 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) | $10,929,000 | 5,400 |
| Total debt securities | $10,924,000 | 6,036 |
| Structured notes | ||
| Amortized cost | $996,000 | 2,330 |
| Fair value | $989,000 | 2,172 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $9,302,000 | 6,496 |
| U.S. Government securities | $9,302,000 | 5,749 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,302,000 | 5,605 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,108,000 | 3,990 |
| Mortgage-backed securities | $3,133,000 | 4,274 |
| Certificates of participation in pools of residential mortgages | $2,902,000 | 3,787 |
| Issued or guaranteed by U.S. | $2,902,000 | 3,771 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $231,000 | 3,128 |
| CMOs issued by government agencies or sponsored agencies | $231,000 | 2,837 |
| 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) | $9,302,000 | 5,766 |
| Total debt securities | $9,302,000 | 6,436 |
| Structured notes | ||
| Amortized cost | $996,000 | 2,328 |
| Fair value | $994,000 | 2,134 |
| 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 | $8,075,000 | 6,757 |
| U.S. Government securities | $8,075,000 | 6,042 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,075,000 | 5,902 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,991,000 | 4,018 |
| Mortgage-backed securities | $3,379,000 | 4,235 |
| Certificates of participation in pools of residential mortgages | $3,139,000 | 3,740 |
| Issued or guaranteed by U.S. | $3,139,000 | 3,726 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $240,000 | 3,139 |
| CMOs issued by government agencies or sponsored agencies | $240,000 | 2,841 |
| 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) | $8,075,000 | 6,023 |
| Total debt securities | $8,075,000 | 6,698 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $499,000 | 2,543 |
| 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 | $7,862,000 | 6,854 |
| U.S. Government securities | $7,862,000 | 6,166 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,862,000 | 6,020 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,448,000 | 4,772 |
| Mortgage-backed securities | $3,630,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $3,384,000 | 3,738 |
| Issued or guaranteed by U.S. | $3,384,000 | 3,724 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $246,000 | 3,180 |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 2,884 |
| 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) | $7,862,000 | 6,096 |
| Total debt securities | $7,862,000 | 6,797 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $500,000 | 2,521 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $7,283,000 | 7,036 |
| U.S. Government securities | $7,283,000 | 6,384 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,283,000 | 6,239 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,495,000 | 4,786 |
| Mortgage-backed securities | $3,559,000 | 4,354 |
| Certificates of participation in pools of residential mortgages | $3,559,000 | 3,761 |
| Issued or guaranteed by U.S. | $3,559,000 | 3,752 |
| 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) | $7,283,000 | 6,265 |
| Total debt securities | $7,283,000 | 6,982 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,004,000 | 7,395 |
| U.S. Government securities | $6,004,000 | 6,781 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,004,000 | 6,625 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,601,000 | 5,118 |
| Mortgage-backed securities | $3,773,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $3,773,000 | 3,727 |
| Issued or guaranteed by U.S. | $3,773,000 | 3,719 |
| 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) | $6,004,000 | 6,591 |
| Total debt securities | $6,004,000 | 7,322 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,975,000 | 7,447 |
| U.S. Government securities | $3,657,000 | 7,550 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,657,000 | 7,400 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,318,000 | 1,687 |
| Privately issued residential mortgage-backed securities | $2,318,000 | 553 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,919,000 | 5,450 |
| Mortgage-backed securities | $2,817,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,817,000 | 1,934 |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 2,767 |
| Privately issued | $2,318,000 | 513 |
| 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) | $5,975,000 | 6,633 |
| Total debt securities | $5,975,000 | 7,370 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,620,000 | 8,082 |
| U.S. Government securities | $2,199,000 | 8,127 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,199,000 | 7,965 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,421,000 | 2,159 |
| Privately issued residential mortgage-backed securities | $1,421,000 | 646 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,406,000 | 5,711 |
| Mortgage-backed securities | $1,920,000 | 5,187 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,920,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 2,821 |
| Privately issued | $1,421,000 | 606 |
| 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) | $3,620,000 | 7,286 |
| Total debt securities | $3,620,000 | 8,020 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,529,000 | 8,574 |
| U.S. Government securities | $1,529,000 | 8,298 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,529,000 | 8,159 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $1,529,000 | 5,434 |
| Certificates of participation in pools of residential mortgages | $1,529,000 | 4,890 |
| Issued or guaranteed by U.S. | $1,529,000 | 4,875 |
| 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) | $1,529,000 | 7,799 |
| Total debt securities | $1,529,000 | 8,514 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |