Home > Canyon Community Bank > Securities
Canyon Community Bank, Securities
| 2023-06-30 | Rank | |
| Total securities | $38,436,000 | 2,974 |
| U.S. Government securities | $25,022,000 | 2,739 |
| U.S. Treasury securities | $24,113,000 | 846 |
| U.S. Government agency obligations | $909,000 | 4,132 |
| Securities issued by states & political subdivisions | $2,677,000 | 3,277 |
| Other domestic debt securities | $7,859,000 | 1,144 |
| Privately issued residential mortgage-backed securities | $540,000 | 527 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $7,319,000 | 789 |
| Foreign debt securities | $2,878,000 | 136 |
| 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 | $33,603,000 | 1,790 |
| Mortgage-backed securities | $1,449,000 | 3,448 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $673,000 | 3,332 |
| Privately issued | $540,000 | 166 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 2,463 |
| 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) | $38,436,000 | 2,739 |
| Total debt securities | $38,436,000 | 2,954 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $38,818,000 | 3,042 |
| U.S. Government securities | $25,287,000 | 2,811 |
| U.S. Treasury securities | $24,298,000 | 902 |
| U.S. Government agency obligations | $989,000 | 4,139 |
| Securities issued by states & political subdivisions | $2,696,000 | 3,331 |
| Other domestic debt securities | $7,961,000 | 1,186 |
| Privately issued residential mortgage-backed securities | $595,000 | 545 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $7,366,000 | 827 |
| Foreign debt securities | $2,874,000 | 120 |
| 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 | $33,901,000 | 1,719 |
| Mortgage-backed securities | $1,584,000 | 3,482 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $735,000 | 3,359 |
| Privately issued | $595,000 | 177 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 2,492 |
| 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) | $38,818,000 | 2,792 |
| Total debt securities | $38,819,000 | 3,021 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $46,372,000 | 2,854 |
| U.S. Government securities | $29,961,000 | 2,613 |
| U.S. Treasury securities | $28,953,000 | 844 |
| U.S. Government agency obligations | $1,008,000 | 4,151 |
| Securities issued by states & political subdivisions | $2,670,000 | 3,382 |
| Other domestic debt securities | $9,432,000 | 1,122 |
| Privately issued residential mortgage-backed securities | $630,000 | 560 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $8,802,000 | 754 |
| Foreign debt securities | $4,309,000 | 104 |
| 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 | $41,525,000 | 1,446 |
| Mortgage-backed securities | $1,638,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $748,000 | 3,386 |
| Privately issued | $630,000 | 192 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $260,000 | 2,509 |
| 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) | $46,372,000 | 2,612 |
| Total debt securities | $46,372,000 | 2,834 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $50,853,000 | 2,740 |
| U.S. Government securities | $32,390,000 | 2,544 |
| U.S. Treasury securities | $31,333,000 | 802 |
| U.S. Government agency obligations | $1,057,000 | 4,178 |
| Securities issued by states & political subdivisions | $3,216,000 | 3,316 |
| Other domestic debt securities | $10,964,000 | 1,007 |
| Privately issued residential mortgage-backed securities | $677,000 | 546 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $10,287,000 | 683 |
| Foreign debt securities | $4,283,000 | 104 |
| 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 | $46,004,000 | 1,268 |
| Mortgage-backed securities | $1,734,000 | 3,501 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $782,000 | 3,400 |
| Privately issued | $677,000 | 174 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $275,000 | 2,523 |
| 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) | $50,853,000 | 2,507 |
| Total debt securities | $50,854,000 | 2,720 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $52,281,000 | 2,724 |
| U.S. Government securities | $32,951,000 | 2,550 |
| U.S. Treasury securities | $31,783,000 | 787 |
| U.S. Government agency obligations | $1,168,000 | 4,195 |
| Securities issued by states & political subdivisions | $3,783,000 | 3,282 |
| Other domestic debt securities | $11,212,000 | 943 |
| Privately issued residential mortgage-backed securities | $766,000 | 549 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $10,446,000 | 681 |
| Foreign debt securities | $4,335,000 | 105 |
| 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 | $47,301,000 | 1,239 |
| Mortgage-backed securities | $1,934,000 | 3,519 |
| Certificates of participation in pools of residential mortgages | $1,625,000 | 3,335 |
| Issued or guaranteed by U.S. | $859,000 | 3,405 |
| Privately issued | $766,000 | 172 |
| Collaterized mortgage obligations | $309,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $309,000 | 2,536 |
| 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) | $52,281,000 | 2,521 |
| Total debt securities | $52,281,000 | 2,711 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $25,846,000 | 3,505 |
| U.S. Government securities | $21,130,000 | 3,021 |
| U.S. Treasury securities | $19,820,000 | 951 |
| U.S. Government agency obligations | $1,310,000 | 4,172 |
| Securities issued by states & political subdivisions | $3,851,000 | 3,280 |
| Other domestic debt securities | $865,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $865,000 | 516 |
| 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 | $5,990,000 | 3,016 |
| Mortgage-backed securities | $2,175,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $1,801,000 | 3,308 |
| Issued or guaranteed by U.S. | $936,000 | 3,397 |
| Privately issued | $865,000 | 173 |
| Collaterized mortgage obligations | $374,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $374,000 | 2,502 |
| 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) | $25,846,000 | 3,283 |
| Total debt securities | $25,848,000 | 3,484 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $6,463,000 | 4,309 |
| U.S. Government securities | $2,482,000 | 4,249 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,482,000 | 4,029 |
| Securities issued by states & political subdivisions | $3,981,000 | 3,313 |
| 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 | $6,421,000 | 2,971 |
| Mortgage-backed securities | $2,482,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | $2,034,000 | 3,265 |
| Issued or guaranteed by U.S. | $2,034,000 | 3,163 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $448,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $448,000 | 2,458 |
| 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) | $6,463,000 | 4,085 |
| Total debt securities | $6,461,000 | 4,288 |
| 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 | $7,734,000 | 4,272 |
| U.S. Government securities | $2,827,000 | 4,215 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,827,000 | 4,021 |
| Securities issued by states & political subdivisions | $4,907,000 | 3,241 |
| 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 | $7,688,000 | 2,874 |
| Mortgage-backed securities | $2,827,000 | 3,459 |
| Certificates of participation in pools of residential mortgages | $2,267,000 | 3,237 |
| Issued or guaranteed by U.S. | $2,267,000 | 3,151 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $560,000 | 2,495 |
| CMOs issued by government agencies or sponsored agencies | $560,000 | 2,435 |
| 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) | $7,734,000 | 4,041 |
| Total debt securities | $7,735,000 | 4,248 |
| 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 | $9,155,000 | 4,194 |
| U.S. Government securities | $3,154,000 | 4,183 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,154,000 | 3,987 |
| Securities issued by states & political subdivisions | $6,001,000 | 3,096 |
| 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 | $9,102,000 | 2,720 |
| Mortgage-backed securities | $3,154,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $2,478,000 | 3,196 |
| Issued or guaranteed by U.S. | $2,478,000 | 3,101 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $676,000 | 2,429 |
| CMOs issued by government agencies or sponsored agencies | $676,000 | 2,378 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $9,155,000 | 3,951 |
| Total debt securities | $9,154,000 | 4,171 |
| 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 | $9,774,000 | 4,118 |
| U.S. Government securities | $3,764,000 | 4,048 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,764,000 | 3,875 |
| Securities issued by states & political subdivisions | $6,010,000 | 3,071 |
| 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 | $9,714,000 | 2,641 |
| Mortgage-backed securities | $3,764,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $2,839,000 | 3,082 |
| Issued or guaranteed by U.S. | $2,839,000 | 2,991 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $808,000 | 2,347 |
| CMOs issued by government agencies or sponsored agencies | $808,000 | 2,300 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $117,000 | 1,960 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $117,000 | 1,364 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $9,774,000 | 3,883 |
| Total debt securities | $9,773,000 | 4,091 |
| 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 | $10,510,000 | 3,996 |
| U.S. Government securities | $4,426,000 | 3,864 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,426,000 | 3,720 |
| Securities issued by states & political subdivisions | $6,084,000 | 3,048 |
| 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 | $10,442,000 | 2,561 |
| Mortgage-backed securities | $4,426,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $3,207,000 | 2,976 |
| Issued or guaranteed by U.S. | $3,207,000 | 2,901 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $972,000 | 2,313 |
| CMOs issued by government agencies or sponsored agencies | $972,000 | 2,262 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $247,000 | 1,889 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $247,000 | 1,307 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $10,510,000 | 3,769 |
| Total debt securities | $10,508,000 | 3,968 |
| 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 | $11,917,000 | 3,859 |
| U.S. Government securities | $5,268,000 | 3,773 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,268,000 | 3,617 |
| Securities issued by states & political subdivisions | $6,649,000 | 2,877 |
| 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 | $11,835,000 | 2,438 |
| Mortgage-backed securities | $5,268,000 | 3,119 |
| Certificates of participation in pools of residential mortgages | $3,725,000 | 2,868 |
| Issued or guaranteed by U.S. | $3,725,000 | 2,785 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,199,000 | 2,258 |
| CMOs issued by government agencies or sponsored agencies | $1,199,000 | 2,211 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $344,000 | 1,843 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $344,000 | 1,253 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $11,917,000 | 3,624 |
| Total debt securities | $11,919,000 | 3,836 |
| 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 | $15,448,000 | 3,621 |
| U.S. Government securities | $7,328,000 | 3,545 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,328,000 | 3,389 |
| Securities issued by states & political subdivisions | $7,619,000 | 2,697 |
| Other domestic debt securities | $501,000 | 1,788 |
| 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 | $501,000 | 1,406 |
| 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 | $15,345,000 | 2,173 |
| Mortgage-backed securities | $7,328,000 | 2,880 |
| Certificates of participation in pools of residential mortgages | $4,417,000 | 2,758 |
| Issued or guaranteed by U.S. | $4,417,000 | 2,680 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,496,000 | 1,977 |
| CMOs issued by government agencies or sponsored agencies | $2,496,000 | 1,931 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $415,000 | 1,823 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $415,000 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $15,448,000 | 3,385 |
| Total debt securities | $15,448,000 | 3,598 |
| 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 | $16,470,000 | 3,528 |
| U.S. Government securities | $8,679,000 | 3,447 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $8,679,000 | 3,297 |
| Securities issued by states & political subdivisions | $7,290,000 | 2,642 |
| Other domestic debt securities | $501,000 | 1,713 |
| 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 | $501,000 | 1,310 |
| 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 | $15,304,000 | 2,133 |
| Mortgage-backed securities | $8,679,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $4,978,000 | 2,673 |
| Issued or guaranteed by U.S. | $4,978,000 | 2,585 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,190,000 | 1,862 |
| CMOs issued by government agencies or sponsored agencies | $3,190,000 | 1,816 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $511,000 | 1,756 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $511,000 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $16,470,000 | 3,303 |
| Total debt securities | $16,470,000 | 3,505 |
| 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 | $12,177,000 | 3,899 |
| U.S. Government securities | $5,337,000 | 3,920 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $5,337,000 | 3,750 |
| Securities issued by states & political subdivisions | $6,338,000 | 2,781 |
| Other domestic debt securities | $502,000 | 1,683 |
| 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 | $502,000 | 1,278 |
| 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 | $12,039,000 | 2,409 |
| Mortgage-backed securities | $5,337,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $5,242,000 | 2,588 |
| Issued or guaranteed by U.S. | $5,242,000 | 2,514 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $95,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 2,744 |
| 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) | $12,177,000 | 3,652 |
| Total debt securities | $12,175,000 | 3,877 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $12,734,000 | 3,908 |
| U.S. Government securities | $5,860,000 | 3,928 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $5,860,000 | 3,768 |
| Securities issued by states & political subdivisions | $6,373,000 | 2,789 |
| Other domestic debt securities | $501,000 | 1,725 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $501,000 | 1,286 |
| 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 | $12,575,000 | 2,390 |
| Mortgage-backed securities | $5,860,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $5,750,000 | 2,488 |
| Issued or guaranteed by U.S. | $5,750,000 | 2,414 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $110,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 2,742 |
| 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) | $12,734,000 | 3,656 |
| Total debt securities | $12,734,000 | 3,887 |
| 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 | $13,743,000 | 3,891 |
| U.S. Government securities | $6,893,000 | 3,884 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,893,000 | 3,722 |
| Securities issued by states & political subdivisions | $6,349,000 | 2,858 |
| Other domestic debt securities | $501,000 | 1,715 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $501,000 | 1,318 |
| 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 | $13,561,000 | 2,349 |
| Mortgage-backed securities | $6,893,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | $6,766,000 | 2,327 |
| Issued or guaranteed by U.S. | $6,766,000 | 2,279 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $127,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 2,735 |
| 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) | $13,743,000 | 3,626 |
| Total debt securities | $13,743,000 | 3,871 |
| 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 | $13,367,000 | 3,971 |
| U.S. Government securities | $6,677,000 | 3,949 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,677,000 | 3,782 |
| Securities issued by states & political subdivisions | $6,189,000 | 2,930 |
| Other domestic debt securities | $501,000 | 1,715 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $501,000 | 1,320 |
| 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 | $13,158,000 | 2,431 |
| Mortgage-backed securities | $6,677,000 | 2,951 |
| Certificates of participation in pools of residential mortgages | $6,530,000 | 2,381 |
| Issued or guaranteed by U.S. | $6,530,000 | 2,326 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $147,000 | 2,800 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 2,738 |
| 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) | $13,367,000 | 3,702 |
| Total debt securities | $13,367,000 | 3,949 |
| 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 | $13,643,000 | 3,986 |
| U.S. Government securities | $7,024,000 | 3,931 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,024,000 | 3,766 |
| Securities issued by states & political subdivisions | $6,118,000 | 3,001 |
| Other domestic debt securities | $501,000 | 1,701 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $501,000 | 1,318 |
| 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 | $13,408,000 | 2,429 |
| Mortgage-backed securities | $7,024,000 | 2,909 |
| Certificates of participation in pools of residential mortgages | $6,857,000 | 2,338 |
| Issued or guaranteed by U.S. | $6,857,000 | 2,304 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $167,000 | 2,794 |
| CMOs issued by government agencies or sponsored agencies | $167,000 | 2,738 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $13,643,000 | 3,720 |
| Total debt securities | $13,645,000 | 3,964 |
| 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 | $13,840,000 | 4,007 |
| U.S. Government securities | $7,375,000 | 3,936 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $7,375,000 | 3,775 |
| Securities issued by states & political subdivisions | $5,964,000 | 3,055 |
| Other domestic debt securities | $501,000 | 1,671 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $501,000 | 1,330 |
| 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 | $13,577,000 | 2,407 |
| Mortgage-backed securities | $7,375,000 | 2,889 |
| Certificates of participation in pools of residential mortgages | $7,189,000 | 2,319 |
| Issued or guaranteed by U.S. | $7,189,000 | 2,308 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $186,000 | 2,792 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 2,733 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $13,840,000 | 3,734 |
| Total debt securities | $13,839,000 | 3,982 |
| 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 | $15,506,000 | 3,947 |
| U.S. Government securities | $8,978,000 | 3,747 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $8,978,000 | 3,591 |
| Securities issued by states & political subdivisions | $6,027,000 | 3,099 |
| Other domestic debt securities | $501,000 | 1,868 |
| 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 | $501,000 | 1,338 |
| 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 | $14,709,000 | 2,368 |
| Mortgage-backed securities | $7,979,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $7,769,000 | 2,280 |
| Issued or guaranteed by U.S. | $7,769,000 | 2,176 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $210,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $210,000 | 2,734 |
| 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) | $15,506,000 | 3,664 |
| Total debt securities | $15,508,000 | 3,924 |
| 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 | $16,186,000 | 3,927 |
| U.S. Government securities | $9,637,000 | 3,750 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $9,637,000 | 3,598 |
| Securities issued by states & political subdivisions | $6,047,000 | 3,139 |
| Other domestic debt securities | $502,000 | 1,681 |
| 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 | $502,000 | 1,362 |
| 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 | $15,350,000 | 2,330 |
| Mortgage-backed securities | $8,639,000 | 2,786 |
| Certificates of participation in pools of residential mortgages | $8,402,000 | 2,246 |
| Issued or guaranteed by U.S. | $8,402,000 | 2,244 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $237,000 | 2,774 |
| CMOs issued by government agencies or sponsored agencies | $237,000 | 2,709 |
| 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) | $16,186,000 | 3,651 |
| Total debt securities | $16,186,000 | 3,903 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $17,615,000 | 3,887 |
| U.S. Government securities | $10,890,000 | 3,628 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $10,890,000 | 3,480 |
| Securities issued by states & political subdivisions | $6,225,000 | 3,185 |
| Other domestic debt securities | $500,000 | 1,702 |
| 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 | $500,000 | 1,400 |
| 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 | $16,738,000 | 2,250 |
| Mortgage-backed securities | $9,390,000 | 2,753 |
| Certificates of participation in pools of residential mortgages | $9,123,000 | 2,216 |
| Issued or guaranteed by U.S. | $9,123,000 | 2,213 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $267,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $267,000 | 2,685 |
| 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) | $17,615,000 | 3,599 |
| Total debt securities | $17,616,000 | 3,867 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $18,500,000 | 3,863 |
| U.S. Government securities | $11,741,000 | 3,565 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $11,741,000 | 3,420 |
| Securities issued by states & political subdivisions | $6,260,000 | 3,216 |
| Other domestic debt securities | $499,000 | 1,754 |
| 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 | $499,000 | 1,466 |
| 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 | $17,564,000 | 2,202 |
| Mortgage-backed securities | $10,237,000 | 2,690 |
| Certificates of participation in pools of residential mortgages | $9,922,000 | 2,172 |
| Issued or guaranteed by U.S. | $9,922,000 | 2,169 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $315,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 2,671 |
| 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) | $18,500,000 | 3,576 |
| Total debt securities | $18,500,000 | 3,834 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $19,315,000 | 3,859 |
| U.S. Government securities | $12,518,000 | 3,517 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $12,518,000 | 3,385 |
| Securities issued by states & political subdivisions | $6,298,000 | 3,243 |
| Other domestic debt securities | $499,000 | 1,782 |
| 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 | $499,000 | 1,493 |
| 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 | $17,290,000 | 2,259 |
| Mortgage-backed securities | $11,013,000 | 2,657 |
| Certificates of participation in pools of residential mortgages | $10,648,000 | 2,136 |
| Issued or guaranteed by U.S. | $10,648,000 | 2,135 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $365,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $365,000 | 2,677 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $19,315,000 | 3,568 |
| Total debt securities | $19,315,000 | 3,834 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $20,201,000 | 3,837 |
| U.S. Government securities | $13,296,000 | 3,485 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $13,296,000 | 3,359 |
| Securities issued by states & political subdivisions | $6,407,000 | 3,264 |
| Other domestic debt securities | $498,000 | 1,852 |
| 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 | $498,000 | 1,536 |
| 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 | $18,492,000 | 2,194 |
| Mortgage-backed securities | $11,788,000 | 2,630 |
| Certificates of participation in pools of residential mortgages | $11,286,000 | 2,125 |
| Issued or guaranteed by U.S. | $11,286,000 | 2,125 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $502,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,648 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $20,201,000 | 3,536 |
| Total debt securities | $20,201,000 | 3,812 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $498,000 | 874 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $21,077,000 | 3,795 |
| U.S. Government securities | $14,172,000 | 3,378 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,172,000 | 3,251 |
| Securities issued by states & political subdivisions | $6,409,000 | 3,284 |
| Other domestic debt securities | $496,000 | 1,872 |
| 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 | $496,000 | 1,545 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,011,000 | 4,671 |
| Mortgage-backed securities | $12,662,000 | 2,542 |
| Certificates of participation in pools of residential mortgages | $12,018,000 | 2,069 |
| Issued or guaranteed by U.S. | $12,018,000 | 2,068 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $644,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $644,000 | 2,569 |
| 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) | $21,077,000 | 3,480 |
| Total debt securities | $21,077,000 | 3,765 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $496,000 | 871 |
| 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 | $21,223,000 | 3,782 |
| U.S. Government securities | $15,899,000 | 3,217 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $15,899,000 | 3,115 |
| Securities issued by states & political subdivisions | $4,829,000 | 3,557 |
| Other domestic debt securities | $495,000 | 1,889 |
| 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 | $495,000 | 1,555 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,019,000 | 4,730 |
| Mortgage-backed securities | $14,380,000 | 2,398 |
| Certificates of participation in pools of residential mortgages | $13,542,000 | 1,947 |
| Issued or guaranteed by U.S. | $13,542,000 | 1,947 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $838,000 | 2,590 |
| CMOs issued by government agencies or sponsored agencies | $838,000 | 2,520 |
| 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) | $21,223,000 | 3,475 |
| Total debt securities | $21,223,000 | 3,751 |
| Structured notes | ||
| Amortized cost | $500,000 | 832 |
| Fair value | $495,000 | 902 |
| 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 | $17,163,000 | 4,144 |
| U.S. Government securities | $16,615,000 | 3,237 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $16,615,000 | 3,126 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $548,000 | 1,819 |
| Privately issued residential mortgage-backed securities | $52,000 | 616 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $496,000 | 1,563 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,017,000 | 4,817 |
| Mortgage-backed securities | $14,126,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $13,002,000 | 2,019 |
| Issued or guaranteed by U.S. | $13,002,000 | 2,015 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,124,000 | 2,489 |
| CMOs issued by government agencies or sponsored agencies | $1,072,000 | 2,437 |
| Privately issued | $52,000 | 580 |
| 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) | $17,163,000 | 3,806 |
| Total debt securities | $17,163,000 | 4,122 |
| Structured notes | ||
| Amortized cost | $500,000 | 968 |
| Fair value | $496,000 | 1,045 |
| 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 | $7,778,000 | 5,066 |
| U.S. Government securities | $7,228,000 | 4,462 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,228,000 | 4,341 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $550,000 | 1,837 |
| Privately issued residential mortgage-backed securities | $53,000 | 627 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $497,000 | 1,560 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,009,000 | 4,881 |
| Mortgage-backed securities | $4,256,000 | 3,631 |
| Certificates of participation in pools of residential mortgages | $2,887,000 | 3,515 |
| Issued or guaranteed by U.S. | $2,887,000 | 3,512 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,369,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $1,316,000 | 2,361 |
| Privately issued | $53,000 | 595 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $7,778,000 | 4,728 |
| Total debt securities | $7,777,000 | 5,043 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,132 |
| Fair value | $497,000 | 1,219 |
| 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 | $8,580,000 | 5,045 |
| U.S. Government securities | $8,028,000 | 4,377 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,028,000 | 4,252 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $552,000 | 1,821 |
| Privately issued residential mortgage-backed securities | $54,000 | 630 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $498,000 | 1,546 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,566,000 | 4,745 |
| Mortgage-backed securities | $4,582,000 | 3,582 |
| Certificates of participation in pools of residential mortgages | $2,994,000 | 3,499 |
| Issued or guaranteed by U.S. | $2,994,000 | 3,495 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,588,000 | 2,368 |
| CMOs issued by government agencies or sponsored agencies | $1,534,000 | 2,319 |
| Privately issued | $54,000 | 600 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $8,580,000 | 4,689 |
| Total debt securities | $8,580,000 | 5,024 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,254 |
| Fair value | $498,000 | 1,317 |
| 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 | $9,266,000 | 5,078 |
| U.S. Government securities | $8,463,000 | 4,391 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,463,000 | 4,278 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $803,000 | 1,725 |
| Privately issued residential mortgage-backed securities | $54,000 | 647 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $749,000 | 1,410 |
| 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 | $881,000 | 5,065 |
| Mortgage-backed securities | $4,989,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | $3,133,000 | 3,504 |
| Issued or guaranteed by U.S. | $3,133,000 | 3,499 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,856,000 | 2,297 |
| CMOs issued by government agencies or sponsored agencies | $1,802,000 | 2,247 |
| Privately issued | $54,000 | 616 |
| 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) | $9,266,000 | 4,708 |
| Total debt securities | $9,265,000 | 5,055 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,416 |
| Fair value | $499,000 | 1,492 |
| 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 | $9,167,000 | 5,157 |
| U.S. Government securities | $8,359,000 | 4,537 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,359,000 | 4,429 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $808,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $63,000 | 663 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $745,000 | 1,423 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,081,000 | 5,006 |
| Mortgage-backed securities | $5,418,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $3,207,000 | 3,581 |
| Issued or guaranteed by U.S. | $3,207,000 | 3,577 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,211,000 | 2,253 |
| CMOs issued by government agencies or sponsored agencies | $2,148,000 | 2,203 |
| Privately issued | $63,000 | 631 |
| 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) | $9,167,000 | 4,790 |
| Total debt securities | $9,167,000 | 5,138 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $495,000 | 1,633 |
| 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 | $9,018,000 | 5,226 |
| U.S. Government securities | $8,209,000 | 4,638 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,209,000 | 4,524 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $809,000 | 1,783 |
| Privately issued residential mortgage-backed securities | $64,000 | 709 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $745,000 | 1,457 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,147,000 | 5,046 |
| Mortgage-backed securities | $5,756,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $3,335,000 | 3,619 |
| Issued or guaranteed by U.S. | $3,335,000 | 3,615 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,421,000 | 2,230 |
| CMOs issued by government agencies or sponsored agencies | $2,357,000 | 2,172 |
| Privately issued | $64,000 | 673 |
| 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) | $9,018,000 | 4,857 |
| Total debt securities | $9,016,000 | 5,209 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $494,000 | 1,790 |
| 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 | $3,925,000 | 5,875 |
| U.S. Government securities | $2,860,000 | 5,582 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,860,000 | 5,491 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,065,000 | 1,635 |
| Privately issued residential mortgage-backed securities | $64,000 | 706 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,001,000 | 1,338 |
| 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 | $1,172,000 | 5,111 |
| Mortgage-backed securities | $2,924,000 | 4,201 |
| Certificates of participation in pools of residential mortgages | $322,000 | 4,743 |
| Issued or guaranteed by U.S. | $322,000 | 4,737 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,602,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $2,538,000 | 2,174 |
| Privately issued | $64,000 | 669 |
| 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) | $3,925,000 | 5,493 |
| Total debt securities | $3,925,000 | 5,850 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $499,000 | 1,784 |
| 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 | $4,467,000 | 5,898 |
| U.S. Government securities | $3,145,000 | 5,616 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,145,000 | 5,521 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,322,000 | 1,596 |
| Privately issued residential mortgage-backed securities | $65,000 | 740 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,257,000 | 1,261 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,206,000 | 5,163 |
| Mortgage-backed securities | $3,210,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $343,000 | 4,822 |
| Issued or guaranteed by U.S. | $343,000 | 4,817 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,867,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $2,802,000 | 2,152 |
| Privately issued | $65,000 | 705 |
| 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) | $4,467,000 | 5,516 |
| Total debt securities | $4,466,000 | 5,875 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,862 |
| Fair value | $499,000 | 1,894 |
| 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 | $5,315,000 | 5,862 |
| U.S. Government securities | $3,728,000 | 5,586 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,728,000 | 5,480 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,587,000 | 1,552 |
| Privately issued residential mortgage-backed securities | $74,000 | 750 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,513,000 | 1,230 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,138,000 | 5,238 |
| Mortgage-backed securities | $3,802,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $368,000 | 4,854 |
| Issued or guaranteed by U.S. | $368,000 | 4,850 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,434,000 | 2,130 |
| CMOs issued by government agencies or sponsored agencies | $3,360,000 | 2,069 |
| Privately issued | $74,000 | 717 |
| 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) | $5,315,000 | 5,473 |
| Total debt securities | $5,315,000 | 5,845 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,912 |
| Fair value | $499,000 | 1,948 |
| 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 | $5,870,000 | 5,859 |
| U.S. Government securities | $4,284,000 | 5,539 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,284,000 | 5,439 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,586,000 | 1,602 |
| Privately issued residential mortgage-backed securities | $75,000 | 779 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,511,000 | 1,262 |
| 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 | $551,000 | 5,519 |
| Mortgage-backed securities | $4,359,000 | 4,061 |
| Certificates of participation in pools of residential mortgages | $387,000 | 4,889 |
| Issued or guaranteed by U.S. | $387,000 | 4,884 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,972,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $3,897,000 | 1,962 |
| Privately issued | $75,000 | 746 |
| 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) | $5,870,000 | 5,467 |
| Total debt securities | $5,869,000 | 5,835 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $491,000 | 2,029 |
| 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 | $6,291,000 | 5,844 |
| U.S. Government securities | $4,698,000 | 5,499 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,698,000 | 5,400 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,593,000 | 1,640 |
| Privately issued residential mortgage-backed securities | $74,000 | 816 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,519,000 | 1,280 |
| 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 | $560,000 | 5,591 |
| Mortgage-backed securities | $4,772,000 | 3,996 |
| Certificates of participation in pools of residential mortgages | $411,000 | 4,905 |
| Issued or guaranteed by U.S. | $411,000 | 4,900 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,361,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $4,287,000 | 1,889 |
| Privately issued | $74,000 | 779 |
| 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) | $6,291,000 | 5,444 |
| Total debt securities | $6,291,000 | 5,822 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $493,000 | 1,999 |
| 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 | $6,703,000 | 5,859 |
| U.S. Government securities | $5,106,000 | 5,471 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,106,000 | 5,375 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,597,000 | 1,687 |
| Privately issued residential mortgage-backed securities | $74,000 | 850 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,523,000 | 1,306 |
| 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 | $576,000 | 5,644 |
| Mortgage-backed securities | $5,180,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $438,000 | 4,924 |
| Issued or guaranteed by U.S. | $438,000 | 4,919 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,742,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $4,668,000 | 1,852 |
| Privately issued | $74,000 | 814 |
| 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) | $6,703,000 | 5,464 |
| Total debt securities | $6,703,000 | 5,833 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $493,000 | 2,002 |
| 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 | $6,434,000 | 5,897 |
| U.S. Government securities | $4,827,000 | 5,532 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,827,000 | 5,421 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,607,000 | 1,718 |
| Privately issued residential mortgage-backed securities | $76,000 | 872 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,531,000 | 1,329 |
| 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 | $585,000 | 5,664 |
| Mortgage-backed securities | $4,903,000 | 4,034 |
| Certificates of participation in pools of residential mortgages | $478,000 | 4,887 |
| Issued or guaranteed by U.S. | $478,000 | 4,883 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,425,000 | 2,007 |
| CMOs issued by government agencies or sponsored agencies | $4,349,000 | 1,941 |
| Privately issued | $76,000 | 833 |
| 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) | $6,434,000 | 5,525 |
| Total debt securities | $6,434,000 | 5,868 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $500,000 | 1,952 |
| 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 | $7,592,000 | 5,821 |
| U.S. Government securities | $5,714,000 | 5,419 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,714,000 | 5,301 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,626,000 | 1,717 |
| Privately issued residential mortgage-backed securities | $85,000 | 910 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,541,000 | 1,318 |
| Foreign debt securities | $252,000 | 271 |
| 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 | $608,000 | 5,715 |
| Mortgage-backed securities | $5,799,000 | 3,930 |
| Certificates of participation in pools of residential mortgages | $632,000 | 4,851 |
| Issued or guaranteed by U.S. | $632,000 | 4,849 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,167,000 | 1,948 |
| CMOs issued by government agencies or sponsored agencies | $5,082,000 | 1,870 |
| Privately issued | $85,000 | 872 |
| 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) | $7,592,000 | 5,456 |
| Total debt securities | $7,591,000 | 5,790 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,980 |
| Fair value | $500,000 | 2,030 |
| 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 | $8,634,000 | 5,703 |
| U.S. Government securities | $6,767,000 | 5,222 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,767,000 | 5,116 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,613,000 | 1,699 |
| Privately issued residential mortgage-backed securities | $113,000 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,500,000 | 1,300 |
| Foreign debt securities | $254,000 | 268 |
| 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 | $626,000 | 5,734 |
| Mortgage-backed securities | $6,880,000 | 3,743 |
| Certificates of participation in pools of residential mortgages | $708,000 | 4,841 |
| Issued or guaranteed by U.S. | $708,000 | 4,840 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,172,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $6,059,000 | 1,802 |
| Privately issued | $113,000 | 882 |
| 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) | $8,634,000 | 5,333 |
| Total debt securities | $8,634,000 | 5,672 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $478,000 | 2,167 |
| 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 | $9,901,000 | 5,645 |
| U.S. Government securities | $8,508,000 | 5,020 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,508,000 | 4,929 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,136,000 | 1,930 |
| Privately issued residential mortgage-backed securities | $167,000 | 924 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $969,000 | 1,610 |
| Foreign debt securities | $257,000 | 254 |
| 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 | $622,000 | 5,821 |
| Mortgage-backed securities | $8,237,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $824,000 | 4,898 |
| Issued or guaranteed by U.S. | $824,000 | 4,895 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,413,000 | 1,787 |
| CMOs issued by government agencies or sponsored agencies | $7,246,000 | 1,714 |
| Privately issued | $167,000 | 887 |
| 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) | $9,901,000 | 5,264 |
| Total debt securities | $9,902,000 | 5,617 |
| Structured notes | ||
| Amortized cost | $938,000 | 1,953 |
| Fair value | $904,000 | 1,958 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $10,749,000 | 5,607 |
| U.S. Government securities | $8,775,000 | 5,076 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,775,000 | 4,985 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,211,000 | 1,914 |
| Privately issued residential mortgage-backed securities | $232,000 | 934 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $979,000 | 1,585 |
| Foreign debt securities | $763,000 | 186 |
| 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 | $608,000 | 5,904 |
| Mortgage-backed securities | $7,943,000 | 3,746 |
| Certificates of participation in pools of residential mortgages | $920,000 | 4,881 |
| Issued or guaranteed by U.S. | $920,000 | 4,878 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,023,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $6,791,000 | 1,781 |
| Privately issued | $232,000 | 898 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $10,749,000 | 5,215 |
| Total debt securities | $10,749,000 | 5,578 |
| Structured notes | ||
| Amortized cost | $1,063,000 | 1,935 |
| Fair value | $1,035,000 | 1,946 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $11,459,000 | 5,556 |
| U.S. Government securities | $9,199,000 | 5,121 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,199,000 | 5,018 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $2,260,000 | 1,517 |
| Privately issued residential mortgage-backed securities | $263,000 | 946 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,997,000 | 1,194 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,006,000 | 5,752 |
| Mortgage-backed securities | $7,870,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $1,058,000 | 4,836 |
| Issued or guaranteed by U.S. | $1,058,000 | 4,834 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,812,000 | 1,914 |
| CMOs issued by government agencies or sponsored agencies | $6,549,000 | 1,830 |
| Privately issued | $263,000 | 912 |
| 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) | $11,459,000 | 5,153 |
| Total debt securities | $11,460,000 | 5,529 |
| Structured notes | ||
| Amortized cost | $580,000 | 2,642 |
| Fair value | $558,000 | 2,645 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $11,903,000 | 5,500 |
| U.S. Government securities | $9,864,000 | 4,965 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,864,000 | 4,867 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $2,039,000 | 1,578 |
| Privately issued residential mortgage-backed securities | $288,000 | 1,019 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,751,000 | 1,198 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,014,000 | 5,474 |
| Mortgage-backed securities | $8,539,000 | 3,625 |
| Certificates of participation in pools of residential mortgages | $1,180,000 | 4,744 |
| Issued or guaranteed by U.S. | $1,180,000 | 4,737 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,359,000 | 1,819 |
| CMOs issued by government agencies or sponsored agencies | $7,071,000 | 1,678 |
| Privately issued | $288,000 | 966 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $11,903,000 | 5,082 |
| Total debt securities | $11,904,000 | 5,472 |
| Structured notes | ||
| Amortized cost | $587,000 | 2,535 |
| Fair value | $575,000 | 2,538 |
| 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 | $13,057,000 | 5,307 |
| U.S. Government securities | $10,603,000 | 4,803 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,603,000 | 4,700 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $2,454,000 | 1,471 |
| Privately issued residential mortgage-backed securities | $339,000 | 1,031 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $610,000 | 165 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,505,000 | 1,224 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,024,000 | 5,490 |
| Mortgage-backed securities | $8,273,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $1,317,000 | 4,670 |
| Issued or guaranteed by U.S. | $1,317,000 | 4,659 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,956,000 | 1,847 |
| CMOs issued by government agencies or sponsored agencies | $6,617,000 | 1,712 |
| Privately issued | $339,000 | 978 |
| 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) | $13,057,000 | 4,884 |
| Total debt securities | $13,057,000 | 5,273 |
| Structured notes | ||
| Amortized cost | $1,621,000 | 1,956 |
| Fair value | $1,613,000 | 1,960 |
| 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 | $19,109,000 | 4,667 |
| U.S. Government securities | $17,076,000 | 4,004 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $17,076,000 | 3,907 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,033,000 | 1,533 |
| Privately issued residential mortgage-backed securities | $382,000 | 1,031 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $643,000 | 155 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,008,000 | 1,345 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,032,000 | 5,517 |
| Mortgage-backed securities | $8,960,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $1,379,000 | 4,640 |
| Issued or guaranteed by U.S. | $1,379,000 | 4,632 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,581,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $7,199,000 | 1,628 |
| Privately issued | $382,000 | 978 |
| 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) | $19,109,000 | 4,275 |
| Total debt securities | $19,109,000 | 4,630 |
| Structured notes | ||
| Amortized cost | $7,283,000 | 874 |
| Fair value | $7,296,000 | 872 |
| 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 | $16,439,000 | 4,958 |
| U.S. Government securities | $14,326,000 | 4,333 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,326,000 | 4,209 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $2,113,000 | 1,543 |
| Privately issued residential mortgage-backed securities | $411,000 | 1,059 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $694,000 | 152 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,008,000 | 1,380 |
| 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 | $513,000 | 5,802 |
| Mortgage-backed securities | $8,050,000 | 3,534 |
| Certificates of participation in pools of residential mortgages | $807,000 | 4,889 |
| Issued or guaranteed by U.S. | $807,000 | 4,882 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,243,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $6,832,000 | 1,608 |
| Privately issued | $411,000 | 1,007 |
| 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) | $16,439,000 | 4,541 |
| Total debt securities | $16,439,000 | 4,923 |
| Structured notes | ||
| Amortized cost | $5,622,000 | 1,129 |
| Fair value | $5,620,000 | 1,130 |
| 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 | $15,194,000 | 5,006 |
| U.S. Government securities | $12,470,000 | 4,466 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,470,000 | 4,346 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $2,724,000 | 1,474 |
| Privately issued residential mortgage-backed securities | $471,000 | 1,085 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $744,000 | 138 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,509,000 | 1,173 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,540,000 | 5,397 |
| Mortgage-backed securities | $6,932,000 | 3,659 |
| Certificates of participation in pools of residential mortgages | $862,000 | 4,786 |
| Issued or guaranteed by U.S. | $862,000 | 4,778 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,070,000 | 1,852 |
| CMOs issued by government agencies or sponsored agencies | $5,599,000 | 1,694 |
| Privately issued | $471,000 | 1,028 |
| 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) | $15,194,000 | 4,578 |
| Total debt securities | $15,195,000 | 4,969 |
| Structured notes | ||
| Amortized cost | $4,504,000 | 1,210 |
| Fair value | $4,496,000 | 1,215 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $14,631,000 | 5,017 |
| U.S. Government securities | $12,577,000 | 4,404 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,577,000 | 4,287 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $2,054,000 | 1,716 |
| Privately issued residential mortgage-backed securities | $542,000 | 1,130 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,512,000 | 1,166 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,521,000 | 5,487 |
| Mortgage-backed securities | $7,276,000 | 3,567 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,276,000 | 1,693 |
| CMOs issued by government agencies or sponsored agencies | $6,734,000 | 1,541 |
| Privately issued | $542,000 | 1,075 |
| 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) | $14,631,000 | 4,577 |
| Total debt securities | $14,631,000 | 4,982 |
| Structured notes | ||
| Amortized cost | $5,008,000 | 1,096 |
| Fair value | $5,020,000 | 1,128 |
| 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 | $11,786,000 | 5,441 |
| U.S. Government securities | $10,179,000 | 4,885 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,179,000 | 4,771 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $1,607,000 | 1,849 |
| Privately issued residential mortgage-backed securities | $598,000 | 1,154 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,009,000 | 1,342 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,520,000 | 5,526 |
| Mortgage-backed securities | $3,466,000 | 4,398 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,466,000 | 2,161 |
| CMOs issued by government agencies or sponsored agencies | $2,868,000 | 2,033 |
| Privately issued | $598,000 | 1,105 |
| 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) | $11,786,000 | 4,985 |
| Total debt securities | $11,786,000 | 5,408 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 1,020 |
| Fair value | $6,020,000 | 1,043 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $9,386,000 | 5,906 |
| U.S. Government securities | $6,679,000 | 5,713 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,679,000 | 5,596 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $2,707,000 | 1,572 |
| Privately issued residential mortgage-backed securities | $2,199,000 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $508,000 | 1,652 |
| 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 | $913,000 | 5,895 |
| Mortgage-backed securities | $4,405,000 | 4,238 |
| Certificates of participation in pools of residential mortgages | $232,000 | 5,465 |
| Issued or guaranteed by U.S. | $232,000 | 5,453 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,173,000 | 1,986 |
| CMOs issued by government agencies or sponsored agencies | $1,974,000 | 2,191 |
| Privately issued | $2,199,000 | 795 |
| 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) | $9,386,000 | 5,421 |
| Total debt securities | $9,386,000 | 5,866 |
| Structured notes | ||
| Amortized cost | $3,280,000 | 1,339 |
| Fair value | $3,301,000 | 1,333 |
| 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 | $9,648,000 | 5,857 |
| U.S. Government securities | $6,865,000 | 5,642 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,865,000 | 5,541 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $2,783,000 | 1,598 |
| Privately issued residential mortgage-backed securities | $2,278,000 | 848 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $505,000 | 1,705 |
| 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 | $1,689,000 | 5,593 |
| Mortgage-backed securities | $4,175,000 | 4,356 |
| Certificates of participation in pools of residential mortgages | $247,000 | 5,520 |
| Issued or guaranteed by U.S. | $247,000 | 5,506 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,928,000 | 2,017 |
| CMOs issued by government agencies or sponsored agencies | $1,650,000 | 2,271 |
| Privately issued | $2,278,000 | 811 |
| 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) | $9,648,000 | 5,383 |
| Total debt securities | $9,648,000 | 5,822 |
| Structured notes | ||
| Amortized cost | $3,294,000 | 1,114 |
| Fair value | $3,291,000 | 1,117 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,753,000 | 6,232 |
| U.S. Government securities | $5,275,000 | 6,080 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,275,000 | 5,991 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $2,478,000 | 1,773 |
| Privately issued residential mortgage-backed securities | $2,478,000 | 896 |
| 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 | $1,970,000 | 5,519 |
| Mortgage-backed securities | $4,732,000 | 4,313 |
| Certificates of participation in pools of residential mortgages | $270,000 | 5,567 |
| Issued or guaranteed by U.S. | $270,000 | 5,551 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,462,000 | 1,930 |
| CMOs issued by government agencies or sponsored agencies | $1,984,000 | 2,149 |
| Privately issued | $2,478,000 | 856 |
| 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) | $7,753,000 | 5,723 |
| Total debt securities | $7,753,000 | 6,192 |
| Structured notes | ||
| Amortized cost | $1,305,000 | 1,419 |
| Fair value | $1,323,000 | 1,418 |
| 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 | $10,204,000 | 5,779 |
| U.S. Government securities | $6,218,000 | 5,854 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,218,000 | 5,767 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $3,986,000 | 1,470 |
| Privately issued residential mortgage-backed securities | $2,591,000 | 896 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,395,000 | 1,344 |
| 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 | $2,166,000 | 5,417 |
| Mortgage-backed securities | $5,272,000 | 4,220 |
| Certificates of participation in pools of residential mortgages | $304,000 | 5,596 |
| Issued or guaranteed by U.S. | $304,000 | 5,578 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,968,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $2,377,000 | 2,005 |
| Privately issued | $2,591,000 | 858 |
| 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) | $10,204,000 | 5,286 |
| Total debt securities | $10,202,000 | 5,736 |
| Structured notes | ||
| Amortized cost | $1,326,000 | 1,012 |
| Fair value | $1,342,000 | 1,010 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $9,262,000 | 6,031 |
| U.S. Government securities | $5,298,000 | 6,203 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,298,000 | 6,124 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $3,964,000 | 1,395 |
| Privately issued residential mortgage-backed securities | $2,618,000 | 923 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,346,000 | 1,384 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,645,000 | 5,285 |
| Mortgage-backed securities | $5,513,000 | 4,241 |
| Certificates of participation in pools of residential mortgages | $331,000 | 5,634 |
| Issued or guaranteed by U.S. | $331,000 | 5,618 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,182,000 | 1,814 |
| CMOs issued by government agencies or sponsored agencies | $2,564,000 | 1,964 |
| Privately issued | $2,618,000 | 883 |
| 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) | $9,262,000 | 5,512 |
| Total debt securities | $9,261,000 | 5,974 |
| Structured notes | ||
| Amortized cost | $849,000 | 1,105 |
| Fair value | $854,000 | 1,095 |
| 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 | $7,832,000 | 6,333 |
| U.S. Government securities | $3,435,000 | 6,846 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,435,000 | 6,754 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $4,397,000 | 1,292 |
| Privately issued residential mortgage-backed securities | $2,991,000 | 842 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,406,000 | 1,329 |
| 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 | $2,792,000 | 5,318 |
| Mortgage-backed securities | $6,056,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $343,000 | 5,622 |
| Issued or guaranteed by U.S. | $343,000 | 5,605 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,713,000 | 1,690 |
| CMOs issued by government agencies or sponsored agencies | $2,722,000 | 1,901 |
| Privately issued | $2,991,000 | 805 |
| 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) | $7,832,000 | 5,804 |
| Total debt securities | $7,833,000 | 6,296 |
| Structured notes | ||
| Amortized cost | $364,000 | 1,518 |
| Fair value | $370,000 | 1,512 |
| 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 | $7,501,000 | 6,381 |
| U.S. Government securities | $3,597,000 | 6,815 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,597,000 | 6,724 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $3,844,000 | 1,361 |
| Privately issued residential mortgage-backed securities | $3,464,000 | 800 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $380,000 | 2,020 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $60,000 | 1,483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,685,000 | 5,365 |
| Mortgage-backed securities | $6,685,000 | 3,829 |
| Certificates of participation in pools of residential mortgages | $417,000 | 5,560 |
| Issued or guaranteed by U.S. | $417,000 | 5,544 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,268,000 | 1,567 |
| CMOs issued by government agencies or sponsored agencies | $2,804,000 | 1,795 |
| Privately issued | $3,464,000 | 768 |
| 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) | $7,501,000 | 5,822 |
| Total debt securities | $7,441,000 | 6,348 |
| Structured notes | ||
| Amortized cost | $373,000 | 1,515 |
| Fair value | $376,000 | 1,509 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $9,779,000 | 5,979 |
| U.S. Government securities | $6,085,000 | 6,120 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,085,000 | 6,033 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $3,694,000 | 1,437 |
| Privately issued residential mortgage-backed securities | $3,253,000 | 822 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $441,000 | 2,004 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,584,000 | 5,378 |
| Mortgage-backed securities | $7,113,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $973,000 | 5,188 |
| Issued or guaranteed by U.S. | $973,000 | 5,167 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $6,140,000 | 1,580 |
| CMOs issued by government agencies or sponsored agencies | $2,887,000 | 1,775 |
| Privately issued | $3,253,000 | 781 |
| 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) | $9,779,000 | 5,459 |
| Total debt securities | $9,778,000 | 5,915 |
| Structured notes | ||
| Amortized cost | $698,000 | 1,254 |
| Fair value | $692,000 | 1,251 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $8,554,000 | 6,224 |
| U.S. Government securities | $7,132,000 | 5,850 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,132,000 | 5,760 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,422,000 | 1,979 |
| Privately issued residential mortgage-backed securities | $1,042,000 | 1,090 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $380,000 | 1,997 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,684,000 | 5,320 |
| Mortgage-backed securities | $5,830,000 | 3,925 |
| Certificates of participation in pools of residential mortgages | $1,267,000 | 4,975 |
| Issued or guaranteed by U.S. | $1,267,000 | 4,952 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,563,000 | 1,756 |
| CMOs issued by government agencies or sponsored agencies | $3,521,000 | 1,638 |
| Privately issued | $1,042,000 | 1,032 |
| 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) | $8,554,000 | 5,675 |
| Total debt securities | $8,553,000 | 6,154 |
| Structured notes | ||
| Amortized cost | $723,000 | 1,351 |
| Fair value | $742,000 | 1,343 |
| 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 | $7,430,000 | 6,556 |
| U.S. Government securities | $6,732,000 | 6,077 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,732,000 | 5,963 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $698,000 | 2,244 |
| Privately issued residential mortgage-backed securities | $185,000 | 1,293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $513,000 | 1,689 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,621,000 | 4,989 |
| Mortgage-backed securities | $3,657,000 | 4,251 |
| Certificates of participation in pools of residential mortgages | $1,348,000 | 4,716 |
| Issued or guaranteed by U.S. | $1,348,000 | 4,696 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,309,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $2,124,000 | 1,897 |
| Privately issued | $185,000 | 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 | 3,689 |
| Available-for-sale securities (fair market value) | $7,430,000 | 5,945 |
| Total debt securities | $7,431,000 | 6,497 |
| Structured notes | ||
| Amortized cost | $747,000 | 1,819 |
| Fair value | $739,000 | 1,827 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $12,759,000 | 5,585 |
| U.S. Government securities | $9,400,000 | 5,483 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,400,000 | 5,375 |
| Securities issued by states & political subdivisions | $3,100,000 | 3,752 |
| Other domestic debt securities | $259,000 | 2,602 |
| Privately issued residential mortgage-backed securities | $259,000 | 1,216 |
| 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 | $6,159,000 | 4,200 |
| Mortgage-backed securities | $3,908,000 | 4,008 |
| Certificates of participation in pools of residential mortgages | $1,492,000 | 4,502 |
| Issued or guaranteed by U.S. | $1,492,000 | 4,488 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,416,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $2,157,000 | 1,838 |
| Privately issued | $259,000 | 1,154 |
| 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) | $12,759,000 | 5,004 |
| Total debt securities | $12,758,000 | 5,537 |
| Structured notes | ||
| Amortized cost | $1,265,000 | 1,584 |
| Fair value | $1,253,000 | 1,591 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $12,274,000 | 5,677 |
| U.S. Government securities | $9,215,000 | 5,576 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,215,000 | 5,468 |
| Securities issued by states & political subdivisions | $2,703,000 | 3,926 |
| Other domestic debt securities | $356,000 | 2,461 |
| Privately issued residential mortgage-backed securities | $356,000 | 1,131 |
| 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 | $6,127,000 | 4,220 |
| Mortgage-backed securities | $3,862,000 | 3,980 |
| Certificates of participation in pools of residential mortgages | $1,573,000 | 4,432 |
| Issued or guaranteed by U.S. | $1,573,000 | 4,418 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,289,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $1,933,000 | 1,897 |
| Privately issued | $356,000 | 1,068 |
| 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) | $12,274,000 | 5,075 |
| Total debt securities | $12,274,000 | 5,627 |
| Structured notes | ||
| Amortized cost | $1,290,000 | 1,663 |
| Fair value | $1,268,000 | 1,666 |
| 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 | $12,752,000 | 5,607 |
| U.S. Government securities | $9,509,000 | 5,530 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,509,000 | 5,411 |
| Securities issued by states & political subdivisions | $2,788,000 | 3,895 |
| Other domestic debt securities | $455,000 | 2,398 |
| Privately issued residential mortgage-backed securities | $455,000 | 1,053 |
| 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 | $6,208,000 | 4,226 |
| Mortgage-backed securities | $4,169,000 | 3,870 |
| Certificates of participation in pools of residential mortgages | $1,650,000 | 4,378 |
| Issued or guaranteed by U.S. | $1,650,000 | 4,361 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,519,000 | 1,985 |
| CMOs issued by government agencies or sponsored agencies | $2,064,000 | 1,829 |
| Privately issued | $455,000 | 988 |
| 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) | $12,752,000 | 4,992 |
| Total debt securities | $12,752,000 | 5,562 |
| Structured notes | ||
| Amortized cost | $3,318,000 | 970 |
| Fair value | $3,301,000 | 969 |
| 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 | $12,460,000 | 5,699 |
| U.S. Government securities | $9,198,000 | 5,662 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,198,000 | 5,534 |
| Securities issued by states & political subdivisions | $2,766,000 | 3,920 |
| Other domestic debt securities | $496,000 | 2,357 |
| Privately issued residential mortgage-backed securities | $496,000 | 1,009 |
| 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 | $5,732,000 | 4,355 |
| Mortgage-backed securities | $4,369,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $1,741,000 | 4,332 |
| Issued or guaranteed by U.S. | $1,741,000 | 4,317 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,628,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $2,132,000 | 1,814 |
| Privately issued | $496,000 | 950 |
| 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) | $12,460,000 | 5,092 |
| Total debt securities | $12,458,000 | 5,655 |
| Structured notes | ||
| Amortized cost | $3,352,000 | 1,045 |
| Fair value | $3,328,000 | 1,046 |
| 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 | $13,180,000 | 5,621 |
| U.S. Government securities | $8,144,000 | 5,967 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,144,000 | 5,851 |
| Securities issued by states & political subdivisions | $2,331,000 | 4,120 |
| Other domestic debt securities | $2,705,000 | 1,346 |
| Privately issued residential mortgage-backed securities | $2,705,000 | 645 |
| 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 | $7,242,000 | 3,993 |
| Mortgage-backed securities | $4,516,000 | 3,770 |
| Certificates of participation in pools of residential mortgages | $1,811,000 | 4,296 |
| Issued or guaranteed by U.S. | $1,811,000 | 4,274 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,705,000 | 1,904 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $2,705,000 | 602 |
| 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) | $13,180,000 | 4,983 |
| Total debt securities | $13,180,000 | 5,569 |
| Structured notes | ||
| Amortized cost | $3,886,000 | 1,012 |
| Fair value | $3,850,000 | 1,008 |
| 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 | $12,102,000 | 5,818 |
| U.S. Government securities | $10,449,000 | 5,441 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,449,000 | 5,306 |
| Securities issued by states & political subdivisions | $1,135,000 | 4,916 |
| Other domestic debt securities | $518,000 | 2,309 |
| Privately issued residential mortgage-backed securities | $518,000 | 962 |
| 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 | $7,215,000 | 3,990 |
| Mortgage-backed securities | $4,203,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $1,928,000 | 4,223 |
| Issued or guaranteed by U.S. | $1,928,000 | 4,208 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,275,000 | 1,998 |
| CMOs issued by government agencies or sponsored agencies | $1,757,000 | 1,886 |
| Privately issued | $518,000 | 901 |
| 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) | $12,102,000 | 5,179 |
| Total debt securities | $12,103,000 | 5,769 |
| Structured notes | ||
| Amortized cost | $4,421,000 | 959 |
| Fair value | $4,329,000 | 953 |
| 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 | $12,819,000 | 5,741 |
| U.S. Government securities | $12,260,000 | 5,072 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,260,000 | 4,935 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $559,000 | 2,342 |
| Privately issued residential mortgage-backed securities | $559,000 | 944 |
| 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 | $5,367,000 | 4,503 |
| Mortgage-backed securities | $3,971,000 | 3,949 |
| Certificates of participation in pools of residential mortgages | $1,550,000 | 4,481 |
| Issued or guaranteed by U.S. | $1,550,000 | 4,464 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,421,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $1,862,000 | 1,867 |
| Privately issued | $559,000 | 885 |
| 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) | $12,819,000 | 5,081 |
| Total debt securities | $12,820,000 | 5,688 |
| Structured notes | ||
| Amortized cost | $4,467,000 | 965 |
| Fair value | $4,394,000 | 963 |
| 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 | $12,862,000 | 5,759 |
| U.S. Government securities | $10,988,000 | 5,356 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,988,000 | 5,222 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,874,000 | 1,689 |
| Privately issued residential mortgage-backed securities | $675,000 | 882 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,199,000 | 1,486 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,447,000 | 5,194 |
| Mortgage-backed securities | $3,256,000 | 4,235 |
| Certificates of participation in pools of residential mortgages | $1,163,000 | 4,794 |
| Issued or guaranteed by U.S. | $1,163,000 | 4,775 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,093,000 | 2,046 |
| CMOs issued by government agencies or sponsored agencies | $1,418,000 | 2,021 |
| Privately issued | $675,000 | 824 |
| 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) | $12,862,000 | 5,076 |
| Total debt securities | $12,863,000 | 5,702 |
| Structured notes | ||
| Amortized cost | $4,989,000 | 903 |
| Fair value | $4,932,000 | 870 |
| 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 | $12,570,000 | 5,795 |
| U.S. Government securities | $10,252,000 | 5,514 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,252,000 | 5,381 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $2,318,000 | 1,551 |
| Privately issued residential mortgage-backed securities | $1,113,000 | 779 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,205,000 | 1,535 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,450,000 | 4,787 |
| Mortgage-backed securities | $2,954,000 | 4,411 |
| Certificates of participation in pools of residential mortgages | $1,284,000 | 4,748 |
| Issued or guaranteed by U.S. | $1,284,000 | 4,729 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,670,000 | 2,189 |
| CMOs issued by government agencies or sponsored agencies | $557,000 | 2,529 |
| Privately issued | $1,113,000 | 728 |
| 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) | $12,570,000 | 5,097 |
| Total debt securities | $12,571,000 | 5,731 |
| Structured notes | ||
| Amortized cost | $3,985,000 | 1,046 |
| Fair value | $3,948,000 | 1,028 |
| 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 | $12,149,000 | 5,934 |
| U.S. Government securities | $9,722,000 | 5,678 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,722,000 | 5,537 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $2,427,000 | 1,563 |
| Privately issued residential mortgage-backed securities | $791,000 | 838 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,636,000 | 157 |
| 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 | $4,461,000 | 4,766 |
| Mortgage-backed securities | $3,070,000 | 4,438 |
| Certificates of participation in pools of residential mortgages | $1,524,000 | 4,668 |
| Issued or guaranteed by U.S. | $1,524,000 | 4,647 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,546,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $755,000 | 2,460 |
| Privately issued | $791,000 | 778 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $12,149,000 | 5,211 |
| Total debt securities | $12,149,000 | 5,868 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 985 |
| Fair value | $3,973,000 | 1,024 |
| 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 | $11,740,000 | 6,102 |
| U.S. Government securities | $9,737,000 | 5,745 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,737,000 | 5,597 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $2,003,000 | 1,738 |
| Privately issued residential mortgage-backed securities | $364,000 | 943 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,639,000 | 1,491 |
| 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 | $4,421,000 | 4,809 |
| Mortgage-backed securities | $2,246,000 | 4,880 |
| Certificates of participation in pools of residential mortgages | $789,000 | 5,257 |
| Issued or guaranteed by U.S. | $789,000 | 5,241 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,457,000 | 2,369 |
| CMOs issued by government agencies or sponsored agencies | $1,093,000 | 2,315 |
| Privately issued | $364,000 | 871 |
| 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) | $11,740,000 | 5,352 |
| Total debt securities | $11,738,000 | 6,032 |
| Structured notes | ||
| Amortized cost | $4,491,000 | 951 |
| Fair value | $4,408,000 | 951 |
| 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 | $14,025,000 | 5,680 |
| U.S. Government securities | $11,447,000 | 5,358 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,447,000 | 5,206 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $2,578,000 | 1,609 |
| Privately issued residential mortgage-backed securities | $913,000 | 782 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,665,000 | 1,545 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,950,000 | 4,629 |
| Mortgage-backed securities | $4,438,000 | 4,120 |
| Certificates of participation in pools of residential mortgages | $2,049,000 | 4,442 |
| Issued or guaranteed by U.S. | $2,049,000 | 4,427 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,389,000 | 2,065 |
| CMOs issued by government agencies or sponsored agencies | $1,476,000 | 2,180 |
| Privately issued | $913,000 | 730 |
| 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) | $14,025,000 | 4,985 |
| Total debt securities | $14,026,000 | 5,608 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 977 |
| Fair value | $3,961,000 | 1,017 |
| 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 | $14,326,000 | 5,640 |
| U.S. Government securities | $11,137,000 | 5,446 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,137,000 | 5,293 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $3,189,000 | 1,451 |
| Privately issued residential mortgage-backed securities | $997,000 | 701 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,192,000 | 1,379 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,995,000 | 5,932 |
| Mortgage-backed securities | $4,665,000 | 4,064 |
| Certificates of participation in pools of residential mortgages | $2,126,000 | 4,433 |
| Issued or guaranteed by U.S. | $2,126,000 | 4,421 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,539,000 | 2,014 |
| CMOs issued by government agencies or sponsored agencies | $1,542,000 | 2,150 |
| Privately issued | $997,000 | 651 |
| 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) | $14,326,000 | 4,931 |
| Total debt securities | $14,326,000 | 5,571 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,100 |
| Fair value | $3,480,000 | 1,134 |
| 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 | $12,136,000 | 6,131 |
| U.S. Government securities | $9,937,000 | 5,800 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,937,000 | 5,641 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,199,000 | 1,794 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,199,000 | 1,455 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,966,000 | 5,960 |
| Mortgage-backed securities | $3,546,000 | 4,503 |
| Certificates of participation in pools of residential mortgages | $1,784,000 | 4,695 |
| Issued or guaranteed by U.S. | $1,784,000 | 4,681 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,762,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $1,762,000 | 2,095 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $12,136,000 | 5,384 |
| Total debt securities | $12,130,000 | 6,060 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,333 |
| Fair value | $2,437,000 | 1,362 |
| 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 | $12,043,000 | 6,117 |
| U.S. Government securities | $9,308,000 | 5,905 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,308,000 | 5,750 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,735,000 | 1,733 |
| Privately issued residential mortgage-backed securities | $462,000 | 870 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,000 | 357 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,238,000 | 1,537 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,229,000 | 5,751 |
| Mortgage-backed securities | $4,604,000 | 4,192 |
| Certificates of participation in pools of residential mortgages | $2,041,000 | 4,583 |
| Issued or guaranteed by U.S. | $2,041,000 | 4,565 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,563,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $2,101,000 | 2,006 |
| Privately issued | $462,000 | 803 |
| 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) | $12,043,000 | 5,397 |
| Total debt securities | $12,041,000 | 6,035 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,296 |
| Fair value | $2,000,000 | 1,375 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $15,101,000 | 5,610 |
| U.S. Government securities | $11,821,000 | 5,347 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,821,000 | 5,189 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $3,280,000 | 1,598 |
| Privately issued residential mortgage-backed securities | $799,000 | 657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $169,000 | 359 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,312,000 | 1,609 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,372,000 | 5,133 |
| Mortgage-backed securities | $4,818,000 | 4,112 |
| Certificates of participation in pools of residential mortgages | $1,596,000 | 4,859 |
| Issued or guaranteed by U.S. | $1,596,000 | 4,840 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,222,000 | 1,931 |
| CMOs issued by government agencies or sponsored agencies | $2,423,000 | 2,014 |
| Privately issued | $799,000 | 572 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $15,101,000 | 4,887 |
| Total debt securities | $15,107,000 | 5,519 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,180 |
| Fair value | $1,974,000 | 1,268 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $13,265,000 | 5,864 |
| U.S. Government securities | $8,753,000 | 5,955 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,753,000 | 5,772 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $4,512,000 | 1,429 |
| Privately issued residential mortgage-backed securities | $1,370,000 | 582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $322,000 | 340 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,820,000 | 1,550 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,996,000 | 4,848 |
| Mortgage-backed securities | $2,979,000 | 4,748 |
| Certificates of participation in pools of residential mortgages | $124,000 | 6,394 |
| Issued or guaranteed by U.S. | $124,000 | 6,367 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,855,000 | 2,068 |
| CMOs issued by government agencies or sponsored agencies | $1,485,000 | 2,417 |
| Privately issued | $1,370,000 | 515 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $13,265,000 | 5,134 |
| Total debt securities | $13,266,000 | 5,774 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 896 |
| Fair value | $2,474,000 | 921 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $12,808,000 | 5,903 |
| U.S. Government securities | $8,853,000 | 5,870 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,853,000 | 5,687 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $3,955,000 | 1,601 |
| Privately issued residential mortgage-backed securities | $1,518,000 | 592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $45,000 | 416 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,392,000 | 1,748 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,081,000 | 5,225 |
| Mortgage-backed securities | $3,516,000 | 4,608 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,516,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $1,998,000 | 2,397 |
| Privately issued | $1,518,000 | 530 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $12,808,000 | 5,177 |
| Total debt securities | $12,808,000 | 5,809 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 606 |
| Fair value | $3,001,000 | 647 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $10,408,000 | 6,411 |
| U.S. Government securities | $6,351,000 | 6,671 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,351,000 | 6,481 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $4,057,000 | 1,579 |
| Privately issued residential mortgage-backed securities | $1,485,000 | 598 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $214,000 | 388 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,358,000 | 1,755 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,046,000 | 5,829 |
| Mortgage-backed securities | $3,974,000 | 4,512 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,974,000 | 1,989 |
| CMOs issued by government agencies or sponsored agencies | $2,489,000 | 2,259 |
| Privately issued | $1,485,000 | 534 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $10,408,000 | 5,644 |
| Total debt securities | $10,407,000 | 6,315 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 756 |
| Fair value | $1,499,000 | 795 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $13,238,000 | 5,801 |
| U.S. Government securities | $9,982,000 | 5,593 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,982,000 | 5,397 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $3,256,000 | 1,760 |
| Privately issued residential mortgage-backed securities | $992,000 | 726 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,264,000 | 1,798 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,778,000 | 5,441 |
| Mortgage-backed securities | $5,077,000 | 4,126 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,077,000 | 1,807 |
| CMOs issued by government agencies or sponsored agencies | $4,085,000 | 1,892 |
| Privately issued | $992,000 | 650 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $13,238,000 | 5,030 |
| Total debt securities | $13,237,000 | 5,708 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 409 |
| Fair value | $2,498,000 | 429 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $8,430,000 | 6,911 |
| U.S. Government securities | $5,512,000 | 7,030 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,512,000 | 6,797 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $2,818,000 | 1,956 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,818,000 | 1,645 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $100,000 | 2,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,030,000 | 5,341 |
| Mortgage-backed securities | $1,418,000 | 5,626 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,418,000 | 3,020 |
| CMOs issued by government agencies or sponsored agencies | $1,418,000 | 2,859 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $8,430,000 | 6,019 |
| Total debt securities | $8,330,000 | 6,832 |
| Structured notes | ||
| Amortized cost | $451,000 | 659 |
| Fair value | $452,000 | 658 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $2,561,000 | 9,130 |
| U.S. Government securities | $2,378,000 | 8,844 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,378,000 | 8,532 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $183,000 | 5,959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,005,000 | 7,034 |
| Mortgage-backed securities | $840,000 | 5,704 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $840,000 | 3,009 |
| CMOs issued by government agencies or sponsored agencies | $840,000 | 2,853 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $2,561,000 | 7,998 |
| Total debt securities | $2,378,000 | 9,062 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |