Home > Riverside Savings Bank, SSB > Securities
Riverside Savings Bank, SSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $26,793,000 | 3,309 |
| U.S. Government securities | $13,329,000 | 3,356 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $13,329,000 | 2,997 |
| Securities issued by states & political subdivisions | $13,464,000 | 2,184 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $11,900,000 | 2,445 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,900,000 | 1,908 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $26,793,000 | 3,052 |
| Total debt securities | $26,793,000 | 3,284 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $32,353,000 | 3,113 |
| U.S. Government securities | $15,380,000 | 3,253 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $15,380,000 | 2,861 |
| Securities issued by states & political subdivisions | $16,977,000 | 1,944 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $12,716,000 | 2,367 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,716,000 | 1,828 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $32,304,000 | 680 |
| Available-for-sale securities (fair market value) | $53,000 | 4,218 |
| Total debt securities | $32,360,000 | 3,091 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $32,696,000 | 3,148 |
| U.S. Government securities | $15,686,000 | 3,288 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $15,686,000 | 2,897 |
| Securities issued by states & political subdivisions | $17,014,000 | 1,995 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $13,022,000 | 2,392 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,022,000 | 1,840 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| 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) | $32,641,000 | 678 |
| Available-for-sale securities (fair market value) | $59,000 | 4,242 |
| Total debt securities | $32,700,000 | 3,123 |
| 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 | $33,052,000 | 3,226 |
| U.S. Government securities | $16,004,000 | 3,349 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $16,004,000 | 2,891 |
| Securities issued by states & political subdivisions | $17,052,000 | 2,056 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $13,768,000 | 2,406 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,327,000 | 1,880 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $441,000 | 1,409 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $32,992,000 | 707 |
| Available-for-sale securities (fair market value) | $64,000 | 4,300 |
| Total debt securities | $33,057,000 | 3,199 |
| 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 | $33,359,000 | 3,252 |
| U.S. Government securities | $16,268,000 | 3,336 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $16,268,000 | 2,857 |
| Securities issued by states & political subdivisions | $17,091,000 | 2,091 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $14,033,000 | 2,419 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,592,000 | 1,873 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $441,000 | 1,401 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $33,291,000 | 707 |
| Available-for-sale securities (fair market value) | $68,000 | 4,328 |
| Total debt securities | $33,358,000 | 3,227 |
| 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 | $32,733,000 | 3,285 |
| U.S. Government securities | $15,603,000 | 3,385 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $15,603,000 | 2,915 |
| Securities issued by states & political subdivisions | $17,130,000 | 2,092 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $13,368,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,913,000 | 1,942 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $455,000 | 1,410 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $32,659,000 | 698 |
| Available-for-sale securities (fair market value) | $74,000 | 4,371 |
| Total debt securities | $32,733,000 | 3,259 |
| 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 | $32,249,000 | 3,339 |
| U.S. Government securities | $15,434,000 | 3,436 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $15,434,000 | 2,960 |
| Securities issued by states & political subdivisions | $16,815,000 | 2,167 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $13,200,000 | 2,532 |
| Certificates of participation in pools of residential mortgages | $12,745,000 | 2,042 |
| Issued or guaranteed by U.S. | $12,745,000 | 1,993 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $455,000 | 1,904 |
| Commercial mortgage pass-through securities | $455,000 | 1,410 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $32,167,000 | 628 |
| Available-for-sale securities (fair market value) | $82,000 | 4,402 |
| Total debt securities | $32,246,000 | 3,320 |
| 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 | $26,345,000 | 3,486 |
| U.S. Government securities | $12,375,000 | 3,555 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $12,375,000 | 3,162 |
| Securities issued by states & political subdivisions | $13,970,000 | 2,365 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $10,641,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | $10,161,000 | 2,265 |
| Issued or guaranteed by U.S. | $10,161,000 | 2,209 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $480,000 | 1,877 |
| Commercial mortgage pass-through securities | $480,000 | 1,380 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $26,246,000 | 619 |
| Available-for-sale securities (fair market value) | $99,000 | 4,412 |
| Total debt securities | $26,341,000 | 3,466 |
| 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 | $24,121,000 | 3,501 |
| U.S. Government securities | $11,398,000 | 3,485 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $11,398,000 | 3,189 |
| Securities issued by states & political subdivisions | $12,723,000 | 2,484 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $10,648,000 | 2,704 |
| Certificates of participation in pools of residential mortgages | $10,168,000 | 2,270 |
| Issued or guaranteed by U.S. | $10,168,000 | 2,208 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $480,000 | 1,857 |
| Commercial mortgage pass-through securities | $480,000 | 1,377 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $24,020,000 | 539 |
| Available-for-sale securities (fair market value) | $101,000 | 4,453 |
| Total debt securities | $24,121,000 | 3,479 |
| 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 | $22,394,000 | 3,535 |
| U.S. Government securities | $11,664,000 | 3,425 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $11,664,000 | 3,177 |
| Securities issued by states & political subdivisions | $10,730,000 | 2,618 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $10,914,000 | 2,712 |
| Certificates of participation in pools of residential mortgages | $10,411,000 | 2,260 |
| Issued or guaranteed by U.S. | $10,411,000 | 2,205 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $503,000 | 1,853 |
| Commercial mortgage pass-through securities | $503,000 | 1,375 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $22,284,000 | 529 |
| Available-for-sale securities (fair market value) | $110,000 | 4,508 |
| Total debt securities | $22,395,000 | 3,514 |
| 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 | $18,776,000 | 3,669 |
| U.S. Government securities | $11,733,000 | 3,379 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $11,733,000 | 3,157 |
| Securities issued by states & political subdivisions | $7,043,000 | 2,957 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $10,983,000 | 2,692 |
| Certificates of participation in pools of residential mortgages | $10,479,000 | 2,215 |
| Issued or guaranteed by U.S. | $10,479,000 | 2,158 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $504,000 | 1,852 |
| Commercial mortgage pass-through securities | $504,000 | 1,385 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $18,653,000 | 556 |
| Available-for-sale securities (fair market value) | $123,000 | 4,533 |
| Total debt securities | $18,776,000 | 3,644 |
| 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 | $14,267,000 | 3,836 |
| U.S. Government securities | $9,790,000 | 3,433 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $9,790,000 | 3,245 |
| Securities issued by states & political subdivisions | $4,477,000 | 3,266 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $9,040,000 | 2,804 |
| Certificates of participation in pools of residential mortgages | $9,040,000 | 2,289 |
| Issued or guaranteed by U.S. | $9,040,000 | 2,220 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $14,131,000 | 600 |
| Available-for-sale securities (fair market value) | $136,000 | 4,545 |
| Total debt securities | $14,267,000 | 3,813 |
| 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 | $10,308,000 | 4,010 |
| U.S. Government securities | $7,680,000 | 3,497 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $7,680,000 | 3,345 |
| Securities issued by states & political subdivisions | $2,628,000 | 3,541 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $7,180,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $7,180,000 | 2,389 |
| Issued or guaranteed by U.S. | $7,180,000 | 2,319 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $10,160,000 | 653 |
| Available-for-sale securities (fair market value) | $148,000 | 4,560 |
| Total debt securities | $10,308,000 | 3,981 |
| 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 | $9,610,000 | 4,039 |
| U.S. Government securities | $7,938,000 | 3,467 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $7,938,000 | 3,312 |
| Securities issued by states & political subdivisions | $1,672,000 | 3,691 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $6,438,000 | 2,977 |
| Certificates of participation in pools of residential mortgages | $6,438,000 | 2,467 |
| Issued or guaranteed by U.S. | $6,438,000 | 2,392 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $9,450,000 | 680 |
| Available-for-sale securities (fair market value) | $160,000 | 4,582 |
| Total debt securities | $9,610,000 | 4,016 |
| 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 | $8,985,000 | 4,081 |
| U.S. Government securities | $7,914,000 | 3,472 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,914,000 | 3,326 |
| Securities issued by states & political subdivisions | $1,071,000 | 3,839 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $6,414,000 | 2,984 |
| Certificates of participation in pools of residential mortgages | $6,414,000 | 2,451 |
| Issued or guaranteed by U.S. | $6,414,000 | 2,378 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $8,718,000 | 709 |
| Available-for-sale securities (fair market value) | $267,000 | 4,595 |
| Total debt securities | $8,985,000 | 4,052 |
| 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 | $3,988,000 | 4,520 |
| U.S. Government securities | $3,217,000 | 4,141 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,217,000 | 3,980 |
| Securities issued by states & political subdivisions | $771,000 | 3,923 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $2,467,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $2,467,000 | 3,129 |
| Issued or guaranteed by U.S. | $2,467,000 | 3,034 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $3,792,000 | 969 |
| Available-for-sale securities (fair market value) | $196,000 | 4,665 |
| Total debt securities | $3,988,000 | 4,500 |
| Structured notes | ||
| Amortized cost | $750,000 | 378 |
| Fair value | $751,000 | 375 |
| 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 | $10,072,000 | 4,079 |
| U.S. Government securities | $9,301,000 | 3,463 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $9,301,000 | 3,306 |
| Securities issued by states & political subdivisions | $771,000 | 3,948 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $2,683,000 | 3,477 |
| Certificates of participation in pools of residential mortgages | $2,683,000 | 3,061 |
| Issued or guaranteed by U.S. | $2,683,000 | 2,972 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| 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) | $8,146,000 | 786 |
| Available-for-sale securities (fair market value) | $1,926,000 | 4,536 |
| Total debt securities | $10,072,000 | 4,053 |
| Structured notes | ||
| Amortized cost | $750,000 | 506 |
| Fair value | $750,000 | 505 |
| 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 | $10,507,000 | 4,089 |
| U.S. Government securities | $7,126,000 | 3,767 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,126,000 | 3,608 |
| Securities issued by states & political subdivisions | $773,000 | 3,986 |
| Other domestic debt securities | $2,608,000 | 1,175 |
| Privately issued residential mortgage-backed securities | $2,608,000 | 293 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $2,819,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $2,819,000 | 3,026 |
| Issued or guaranteed by U.S. | $211,000 | 3,816 |
| Privately issued | $2,608,000 | 131 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $8,276,000 | 828 |
| Available-for-sale securities (fair market value) | $2,231,000 | 4,588 |
| Total debt securities | $10,510,000 | 4,063 |
| Structured notes | ||
| Amortized cost | $750,000 | 627 |
| Fair value | $746,000 | 637 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $9,617,000 | 4,238 |
| U.S. Government securities | $7,628,000 | 3,783 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $7,628,000 | 3,615 |
| Securities issued by states & political subdivisions | $773,000 | 4,052 |
| Other domestic debt securities | $1,216,000 | 1,448 |
| Privately issued residential mortgage-backed securities | $1,216,000 | 344 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $1,442,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $1,442,000 | 3,397 |
| Issued or guaranteed by U.S. | $226,000 | 3,839 |
| Privately issued | $1,216,000 | 138 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $6,883,000 | 910 |
| Available-for-sale securities (fair market value) | $2,734,000 | 4,579 |
| Total debt securities | $9,618,000 | 4,213 |
| Structured notes | ||
| Amortized cost | $1,247,000 | 523 |
| Fair value | $1,244,000 | 520 |
| 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 | $10,571,000 | 4,207 |
| U.S. Government securities | $7,980,000 | 3,796 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $7,980,000 | 3,630 |
| Securities issued by states & political subdivisions | $1,250,000 | 3,939 |
| Other domestic debt securities | $1,341,000 | 1,423 |
| Privately issued residential mortgage-backed securities | $1,341,000 | 344 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $1,584,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $1,584,000 | 3,373 |
| Issued or guaranteed by U.S. | $243,000 | 3,856 |
| Privately issued | $1,341,000 | 137 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $7,859,000 | 881 |
| Available-for-sale securities (fair market value) | $2,712,000 | 4,627 |
| Total debt securities | $10,570,000 | 4,185 |
| Structured notes | ||
| Amortized cost | $1,621,000 | 493 |
| Fair value | $1,610,000 | 493 |
| 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 | $9,612,000 | 4,334 |
| U.S. Government securities | $7,159,000 | 3,909 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,159,000 | 3,744 |
| Securities issued by states & political subdivisions | $1,505,000 | 3,917 |
| Other domestic debt securities | $948,000 | 1,560 |
| Privately issued residential mortgage-backed securities | $948,000 | 347 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $1,201,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $1,201,000 | 3,528 |
| Issued or guaranteed by U.S. | $253,000 | 3,898 |
| Privately issued | $948,000 | 118 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $6,445,000 | 988 |
| Available-for-sale securities (fair market value) | $3,167,000 | 4,636 |
| Total debt securities | $9,611,000 | 4,312 |
| Structured notes | ||
| Amortized cost | $1,245,000 | 552 |
| Fair value | $1,220,000 | 548 |
| 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 | $6,496,000 | 4,637 |
| U.S. Government securities | $4,986,000 | 4,259 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,986,000 | 4,112 |
| Securities issued by states & political subdivisions | $1,510,000 | 3,959 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $986,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | $986,000 | 3,660 |
| Issued or guaranteed by U.S. | $986,000 | 3,631 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $6,496,000 | 1,011 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $6,497,000 | 4,617 |
| Structured notes | ||
| Amortized cost | $750,000 | 705 |
| Fair value | $711,000 | 716 |
| 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 | $6,535,000 | 4,688 |
| U.S. Government securities | $4,034,000 | 4,424 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,034,000 | 4,269 |
| Securities issued by states & political subdivisions | $1,514,000 | 4,011 |
| Other domestic debt securities | $987,000 | 1,656 |
| Privately issued residential mortgage-backed securities | $987,000 | 486 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $1,021,000 | 3,983 |
| Certificates of participation in pools of residential mortgages | $1,021,000 | 3,704 |
| Issued or guaranteed by U.S. | $34,000 | 4,133 |
| Privately issued | $987,000 | 261 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $6,535,000 | 1,023 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $6,535,000 | 4,667 |
| Structured notes | ||
| Amortized cost | $750,000 | 710 |
| Fair value | $715,000 | 719 |
| 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 | $6,579,000 | 4,743 |
| U.S. Government securities | $5,060,000 | 4,353 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,060,000 | 4,204 |
| Securities issued by states & political subdivisions | $1,519,000 | 4,051 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $1,060,000 | 4,013 |
| Certificates of participation in pools of residential mortgages | $1,060,000 | 3,746 |
| Issued or guaranteed by U.S. | $1,060,000 | 3,739 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $6,579,000 | 1,042 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $6,580,000 | 4,723 |
| Structured notes | ||
| Amortized cost | $750,000 | 683 |
| Fair value | $718,000 | 692 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $6,609,000 | 4,814 |
| U.S. Government securities | $5,084,000 | 4,395 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,084,000 | 4,254 |
| Securities issued by states & political subdivisions | $1,525,000 | 4,127 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $1,084,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $1,084,000 | 3,781 |
| Issued or guaranteed by U.S. | $1,084,000 | 3,775 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $6,609,000 | 1,060 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $6,609,000 | 4,792 |
| Structured notes | ||
| Amortized cost | $750,000 | 684 |
| Fair value | $730,000 | 694 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $6,150,000 | 4,913 |
| U.S. Government securities | $4,619,000 | 4,523 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,619,000 | 4,401 |
| Securities issued by states & political subdivisions | $1,531,000 | 4,169 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $619,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $619,000 | 4,014 |
| Issued or guaranteed by U.S. | $619,000 | 4,009 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $6,150,000 | 1,118 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $6,151,000 | 4,889 |
| Structured notes | ||
| Amortized cost | $750,000 | 709 |
| Fair value | $739,000 | 723 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $5,654,000 | 5,008 |
| U.S. Government securities | $4,639,000 | 4,562 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,639,000 | 4,434 |
| Securities issued by states & political subdivisions | $1,015,000 | 4,377 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $639,000 | 4,275 |
| Certificates of participation in pools of residential mortgages | $639,000 | 4,044 |
| Issued or guaranteed by U.S. | $639,000 | 4,038 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $5,654,000 | 1,176 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $5,653,000 | 4,986 |
| Structured notes | ||
| Amortized cost | $749,000 | 772 |
| Fair value | $739,000 | 770 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $5,675,000 | 5,056 |
| U.S. Government securities | $4,654,000 | 4,611 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,654,000 | 4,478 |
| Securities issued by states & political subdivisions | $1,021,000 | 4,426 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $655,000 | 4,337 |
| Certificates of participation in pools of residential mortgages | $655,000 | 4,102 |
| Issued or guaranteed by U.S. | $655,000 | 4,098 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $5,675,000 | 1,196 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $5,675,000 | 5,030 |
| Structured notes | ||
| Amortized cost | $749,000 | 805 |
| Fair value | $731,000 | 804 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $5,704,000 | 5,086 |
| U.S. Government securities | $4,678,000 | 4,615 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,678,000 | 4,486 |
| Securities issued by states & political subdivisions | $1,026,000 | 4,464 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $679,000 | 4,357 |
| Certificates of participation in pools of residential mortgages | $679,000 | 4,120 |
| Issued or guaranteed by U.S. | $679,000 | 4,114 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $5,704,000 | 1,203 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $5,704,000 | 5,061 |
| Structured notes | ||
| Amortized cost | $749,000 | 797 |
| Fair value | $723,000 | 796 |
| 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 | $5,355,000 | 5,183 |
| U.S. Government securities | $4,324,000 | 4,708 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,324,000 | 4,591 |
| Securities issued by states & political subdivisions | $1,031,000 | 4,484 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $825,000 | 4,358 |
| Certificates of participation in pools of residential mortgages | $825,000 | 4,100 |
| Issued or guaranteed by U.S. | $825,000 | 4,097 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $5,355,000 | 1,228 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $5,355,000 | 5,157 |
| Structured notes | ||
| Amortized cost | $749,000 | 784 |
| Fair value | $748,000 | 782 |
| 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 | $4,468,000 | 5,365 |
| U.S. Government securities | $3,431,000 | 4,964 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,431,000 | 4,848 |
| Securities issued by states & political subdivisions | $1,037,000 | 4,521 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $956,000 | 4,373 |
| Certificates of participation in pools of residential mortgages | $956,000 | 4,101 |
| Issued or guaranteed by U.S. | $956,000 | 4,096 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $4,468,000 | 1,333 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $4,469,000 | 5,342 |
| Structured notes | ||
| Amortized cost | $975,000 | 871 |
| Fair value | $1,001,000 | 746 |
| 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 | $3,515,000 | 5,538 |
| U.S. Government securities | $2,472,000 | 5,221 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,472,000 | 5,119 |
| Securities issued by states & political subdivisions | $1,043,000 | 4,545 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $998,000 | 4,391 |
| Certificates of participation in pools of residential mortgages | $998,000 | 4,112 |
| Issued or guaranteed by U.S. | $998,000 | 4,108 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $3,515,000 | 1,468 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $3,516,000 | 5,514 |
| Structured notes | ||
| Amortized cost | $974,000 | 1,018 |
| Fair value | $1,001,000 | 891 |
| 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 | $4,053,000 | 5,532 |
| U.S. Government securities | $3,005,000 | 5,196 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,005,000 | 5,084 |
| Securities issued by states & political subdivisions | $1,048,000 | 4,575 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $532,000 | 4,594 |
| Certificates of participation in pools of residential mortgages | $532,000 | 4,356 |
| Issued or guaranteed by U.S. | $532,000 | 4,352 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $4,053,000 | 1,431 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $4,054,000 | 5,508 |
| Structured notes | ||
| Amortized cost | $2,473,000 | 668 |
| Fair value | $2,473,000 | 665 |
| 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 | $6,077,000 | 5,381 |
| U.S. Government securities | $5,023,000 | 4,944 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,023,000 | 4,832 |
| Securities issued by states & political subdivisions | $1,054,000 | 4,626 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $767,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $767,000 | 4,308 |
| Issued or guaranteed by U.S. | $767,000 | 4,303 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $6,077,000 | 1,264 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $6,077,000 | 5,362 |
| Structured notes | ||
| Amortized cost | $4,256,000 | 534 |
| Fair value | $4,274,000 | 530 |
| 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 | $7,871,000 | 5,287 |
| U.S. Government securities | $6,812,000 | 4,778 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,812,000 | 4,667 |
| Securities issued by states & political subdivisions | $1,059,000 | 4,646 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $811,000 | 4,634 |
| Certificates of participation in pools of residential mortgages | $811,000 | 4,367 |
| Issued or guaranteed by U.S. | $811,000 | 4,363 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $7,871,000 | 1,165 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $7,872,000 | 5,265 |
| Structured notes | ||
| Amortized cost | $4,501,000 | 581 |
| Fair value | $4,448,000 | 589 |
| 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 | $7,345,000 | 5,402 |
| U.S. Government securities | $6,809,000 | 4,856 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,809,000 | 4,750 |
| Securities issued by states & political subdivisions | $536,000 | 4,881 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $814,000 | 4,694 |
| Certificates of participation in pools of residential mortgages | $814,000 | 4,423 |
| Issued or guaranteed by U.S. | $814,000 | 4,418 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $7,345,000 | 1,210 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $7,346,000 | 5,382 |
| Structured notes | ||
| Amortized cost | $4,495,000 | 632 |
| Fair value | $4,542,000 | 626 |
| 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 | $8,069,000 | 5,420 |
| U.S. Government securities | $7,808,000 | 4,754 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,808,000 | 4,635 |
| Securities issued by states & political subdivisions | $261,000 | 5,126 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $819,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $819,000 | 4,494 |
| Issued or guaranteed by U.S. | $819,000 | 4,487 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $8,068,000 | 1,185 |
| Available-for-sale securities (fair market value) | $1,000 | 6,018 |
| Total debt securities | $8,068,000 | 5,398 |
| Structured notes | ||
| Amortized cost | $5,489,000 | 601 |
| Fair value | $5,462,000 | 601 |
| 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 | $10,146,000 | 5,284 |
| U.S. Government securities | $10,146,000 | 4,527 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,146,000 | 4,410 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $915,000 | 4,824 |
| Certificates of participation in pools of residential mortgages | $915,000 | 4,551 |
| Issued or guaranteed by U.S. | $915,000 | 4,548 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $10,145,000 | 1,082 |
| Available-for-sale securities (fair market value) | $1,000 | 6,092 |
| Total debt securities | $10,146,000 | 5,267 |
| Structured notes | ||
| Amortized cost | $7,731,000 | 505 |
| Fair value | $7,584,000 | 499 |
| 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 | $10,236,000 | 5,331 |
| U.S. Government securities | $10,236,000 | 4,584 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $10,236,000 | 4,476 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $958,000 | 4,857 |
| Certificates of participation in pools of residential mortgages | $958,000 | 4,571 |
| Issued or guaranteed by U.S. | $958,000 | 4,568 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $10,235,000 | 1,090 |
| Available-for-sale securities (fair market value) | $1,000 | 6,153 |
| Total debt securities | $10,236,000 | 5,312 |
| Structured notes | ||
| Amortized cost | $7,778,000 | 529 |
| Fair value | $7,552,000 | 527 |
| 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 | $10,262,000 | 5,381 |
| U.S. Government securities | $10,262,000 | 4,612 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $10,262,000 | 4,512 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $962,000 | 4,898 |
| Certificates of participation in pools of residential mortgages | $962,000 | 4,603 |
| Issued or guaranteed by U.S. | $962,000 | 4,599 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $10,261,000 | 1,082 |
| Available-for-sale securities (fair market value) | $1,000 | 6,223 |
| Total debt securities | $10,262,000 | 5,357 |
| Structured notes | ||
| Amortized cost | $7,800,000 | 546 |
| Fair value | $7,434,000 | 544 |
| 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 | $9,266,000 | 5,520 |
| U.S. Government securities | $9,266,000 | 4,731 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,266,000 | 4,632 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $966,000 | 4,916 |
| Certificates of participation in pools of residential mortgages | $966,000 | 4,621 |
| Issued or guaranteed by U.S. | $966,000 | 4,616 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $9,265,000 | 1,124 |
| Available-for-sale securities (fair market value) | $1,000 | 6,297 |
| Total debt securities | $9,266,000 | 5,498 |
| Structured notes | ||
| Amortized cost | $6,800,000 | 579 |
| Fair value | $6,267,000 | 589 |
| 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 | $9,310,000 | 5,565 |
| U.S. Government securities | $9,310,000 | 4,772 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,310,000 | 4,674 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $1,010,000 | 4,948 |
| Certificates of participation in pools of residential mortgages | $1,010,000 | 4,641 |
| Issued or guaranteed by U.S. | $1,010,000 | 4,637 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $9,309,000 | 1,091 |
| Available-for-sale securities (fair market value) | $1,000 | 6,365 |
| Total debt securities | $9,310,000 | 5,538 |
| Structured notes | ||
| Amortized cost | $6,800,000 | 575 |
| Fair value | $6,335,000 | 578 |
| 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 | $9,315,000 | 5,577 |
| U.S. Government securities | $9,315,000 | 4,761 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,315,000 | 4,664 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $1,015,000 | 4,956 |
| Certificates of participation in pools of residential mortgages | $1,015,000 | 4,625 |
| Issued or guaranteed by U.S. | $1,015,000 | 4,621 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $9,314,000 | 1,040 |
| Available-for-sale securities (fair market value) | $1,000 | 6,417 |
| Total debt securities | $9,315,000 | 5,539 |
| Structured notes | ||
| Amortized cost | $6,800,000 | 557 |
| Fair value | $6,568,000 | 557 |
| 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 | $9,319,000 | 5,624 |
| U.S. Government securities | $9,319,000 | 4,822 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,319,000 | 4,720 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $1,019,000 | 5,012 |
| Certificates of participation in pools of residential mortgages | $1,019,000 | 4,672 |
| Issued or guaranteed by U.S. | $1,019,000 | 4,670 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $9,318,000 | 1,010 |
| Available-for-sale securities (fair market value) | $1,000 | 6,489 |
| Total debt securities | $9,319,000 | 5,588 |
| Structured notes | ||
| Amortized cost | $8,300,000 | 471 |
| Fair value | $8,283,000 | 472 |
| 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 | $5,223,000 | 6,144 |
| U.S. Government securities | $5,223,000 | 5,517 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,223,000 | 5,402 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $1,023,000 | 5,051 |
| Certificates of participation in pools of residential mortgages | $1,023,000 | 4,706 |
| Issued or guaranteed by U.S. | $1,023,000 | 4,705 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $5,221,000 | 1,288 |
| Available-for-sale securities (fair market value) | $2,000 | 6,524 |
| Total debt securities | $5,222,000 | 6,119 |
| Structured notes | ||
| Amortized cost | $4,200,000 | 833 |
| Fair value | $4,201,000 | 831 |
| 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 | $8,657,000 | 5,790 |
| U.S. Government securities | $8,657,000 | 4,990 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,657,000 | 4,900 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $1,157,000 | 5,098 |
| Certificates of participation in pools of residential mortgages | $1,157,000 | 4,752 |
| Issued or guaranteed by U.S. | $1,157,000 | 4,749 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $8,655,000 | 1,049 |
| Available-for-sale securities (fair market value) | $2,000 | 6,610 |
| Total debt securities | $8,656,000 | 5,765 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 551 |
| Fair value | $7,488,000 | 559 |
| 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 | $7,961,000 | 5,943 |
| U.S. Government securities | $7,961,000 | 5,218 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,961,000 | 5,118 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $1,161,000 | 5,146 |
| Certificates of participation in pools of residential mortgages | $1,161,000 | 4,778 |
| Issued or guaranteed by U.S. | $1,161,000 | 4,775 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $7,959,000 | 1,082 |
| Available-for-sale securities (fair market value) | $2,000 | 6,667 |
| Total debt securities | $7,961,000 | 5,917 |
| Structured notes | ||
| Amortized cost | $6,800,000 | 702 |
| Fair value | $6,801,000 | 701 |
| 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 | $8,757,000 | 5,894 |
| U.S. Government securities | $8,757,000 | 5,200 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,757,000 | 5,097 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $1,257,000 | 5,141 |
| Certificates of participation in pools of residential mortgages | $1,257,000 | 4,759 |
| Issued or guaranteed by U.S. | $1,257,000 | 4,757 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $8,755,000 | 1,059 |
| Available-for-sale securities (fair market value) | $2,000 | 6,721 |
| Total debt securities | $8,757,000 | 5,865 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 762 |
| Fair value | $7,481,000 | 765 |
| 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 | $7,386,000 | 6,075 |
| U.S. Government securities | $7,386,000 | 5,404 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,386,000 | 5,310 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $1,386,000 | 5,072 |
| Certificates of participation in pools of residential mortgages | $1,386,000 | 4,652 |
| Issued or guaranteed by U.S. | $1,386,000 | 4,645 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $7,384,000 | 1,160 |
| Available-for-sale securities (fair market value) | $2,000 | 6,744 |
| Total debt securities | $7,387,000 | 6,041 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 859 |
| Fair value | $5,995,000 | 897 |
| 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 | $4,071,000 | 6,592 |
| U.S. Government securities | $4,071,000 | 6,091 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,071,000 | 5,973 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $1,571,000 | 5,004 |
| Certificates of participation in pools of residential mortgages | $1,571,000 | 4,561 |
| Issued or guaranteed by U.S. | $1,571,000 | 4,548 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $4,069,000 | 1,480 |
| Available-for-sale securities (fair market value) | $2,000 | 6,806 |
| Total debt securities | $4,071,000 | 6,556 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,566 |
| Fair value | $2,518,000 | 1,572 |
| 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 | $1,726,000 | 7,016 |
| U.S. Government securities | $1,726,000 | 6,719 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,726,000 | 6,611 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $1,726,000 | 4,951 |
| Certificates of participation in pools of residential mortgages | $1,726,000 | 4,489 |
| Issued or guaranteed by U.S. | $1,726,000 | 4,479 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,724,000 | 1,912 |
| Available-for-sale securities (fair market value) | $2,000 | 6,882 |
| Total debt securities | $1,726,000 | 6,984 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $4,887,000 | 6,589 |
| U.S. Government securities | $4,887,000 | 6,066 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,887,000 | 5,940 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $1,887,000 | 4,861 |
| Certificates of participation in pools of residential mortgages | $1,887,000 | 4,376 |
| Issued or guaranteed by U.S. | $1,887,000 | 4,366 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $4,885,000 | 1,435 |
| Available-for-sale securities (fair market value) | $2,000 | 6,938 |
| Total debt securities | $4,887,000 | 6,557 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,661 |
| Fair value | $2,973,000 | 1,701 |
| 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 | $5,112,000 | 6,508 |
| U.S. Government securities | $5,112,000 | 5,883 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,112,000 | 5,753 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $2,112,000 | 4,734 |
| Certificates of participation in pools of residential mortgages | $2,112,000 | 4,197 |
| Issued or guaranteed by U.S. | $2,112,000 | 4,191 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $5,110,000 | 1,403 |
| Available-for-sale securities (fair market value) | $2,000 | 6,986 |
| Total debt securities | $5,112,000 | 6,476 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,519 |
| Fair value | $3,002,000 | 1,530 |
| 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 | $3,328,000 | 6,876 |
| U.S. Government securities | $3,328,000 | 6,340 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,328,000 | 6,220 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $2,328,000 | 4,694 |
| Certificates of participation in pools of residential mortgages | $2,328,000 | 4,110 |
| Issued or guaranteed by U.S. | $2,328,000 | 4,101 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $3,326,000 | 1,673 |
| Available-for-sale securities (fair market value) | $2,000 | 7,066 |
| Total debt securities | $3,328,000 | 6,841 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,002,000 | 2,508 |
| 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 | $3,675,000 | 6,901 |
| U.S. Government securities | $3,675,000 | 6,393 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,675,000 | 6,271 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $2,675,000 | 4,600 |
| Certificates of participation in pools of residential mortgages | $2,675,000 | 4,028 |
| Issued or guaranteed by U.S. | $2,675,000 | 4,019 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $3,672,000 | 1,690 |
| Available-for-sale securities (fair market value) | $3,000 | 7,121 |
| Total debt securities | $3,675,000 | 6,865 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,000,000 | 2,624 |
| 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 | $3,078,000 | 7,075 |
| U.S. Government securities | $3,078,000 | 6,644 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,078,000 | 6,534 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $3,078,000 | 4,576 |
| Certificates of participation in pools of residential mortgages | $3,078,000 | 4,023 |
| Issued or guaranteed by U.S. | $3,078,000 | 4,015 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $3,075,000 | 1,789 |
| Available-for-sale securities (fair market value) | $3,000 | 7,222 |
| Total debt securities | $3,078,000 | 7,034 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $3,271,000 | 7,059 |
| U.S. Government securities | $3,271,000 | 6,599 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,271,000 | 6,502 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $3,271,000 | 4,594 |
| Certificates of participation in pools of residential mortgages | $3,271,000 | 4,039 |
| Issued or guaranteed by U.S. | $3,271,000 | 4,031 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $3,268,000 | 1,779 |
| Available-for-sale securities (fair market value) | $3,000 | 7,273 |
| Total debt securities | $3,271,000 | 7,022 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $3,275,000 | 7,136 |
| U.S. Government securities | $3,275,000 | 6,637 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,275,000 | 6,541 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $3,275,000 | 4,682 |
| Certificates of participation in pools of residential mortgages | $3,275,000 | 4,122 |
| Issued or guaranteed by U.S. | $3,275,000 | 4,114 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $3,272,000 | 1,856 |
| Available-for-sale securities (fair market value) | $3,000 | 7,341 |
| Total debt securities | $3,275,000 | 7,100 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $4,758,000 | 6,836 |
| U.S. Government securities | $4,758,000 | 6,227 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,758,000 | 6,137 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $4,758,000 | 4,350 |
| Certificates of participation in pools of residential mortgages | $4,758,000 | 3,738 |
| Issued or guaranteed by U.S. | $4,758,000 | 3,725 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $4,754,000 | 1,634 |
| Available-for-sale securities (fair market value) | $4,000 | 7,401 |
| Total debt securities | $4,758,000 | 6,799 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $3,591,000 | 7,145 |
| U.S. Government securities | $3,591,000 | 6,678 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,591,000 | 6,590 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $3,591,000 | 4,712 |
| Certificates of participation in pools of residential mortgages | $3,591,000 | 4,175 |
| Issued or guaranteed by U.S. | $3,591,000 | 4,162 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,587,000 | 1,837 |
| Available-for-sale securities (fair market value) | $4,000 | 7,458 |
| Total debt securities | $3,590,000 | 7,098 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $3,707,000 | 7,205 |
| U.S. Government securities | $3,682,000 | 6,772 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,682,000 | 6,678 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $25,000 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,414 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $3,682,000 | 4,664 |
| Certificates of participation in pools of residential mortgages | $3,682,000 | 4,130 |
| Issued or guaranteed by U.S. | $3,682,000 | 4,117 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $178,000 | 3,124 |
| Available-for-sale securities (fair market value) | $3,529,000 | 6,661 |
| Total debt securities | $3,707,000 | 7,165 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $3,686,000 | 7,234 |
| U.S. Government securities | $3,661,000 | 6,794 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,661,000 | 6,701 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $25,000 | 3,162 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,381 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $161,000 | 6,155 |
| Certificates of participation in pools of residential mortgages | $161,000 | 5,856 |
| Issued or guaranteed by U.S. | $161,000 | 5,838 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,682,000 | 1,827 |
| Available-for-sale securities (fair market value) | $4,000 | 7,554 |
| Total debt securities | $3,686,000 | 7,193 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $3,699,000 | 7,294 |
| U.S. Government securities | $3,674,000 | 6,841 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,674,000 | 6,740 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $25,000 | 3,121 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,377 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $174,000 | 6,156 |
| Certificates of participation in pools of residential mortgages | $174,000 | 5,848 |
| Issued or guaranteed by U.S. | $174,000 | 5,823 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,695,000 | 1,837 |
| Available-for-sale securities (fair market value) | $4,000 | 7,603 |
| Total debt securities | $3,700,000 | 7,237 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $7,713,000 | 6,405 |
| U.S. Government securities | $7,688,000 | 5,676 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,688,000 | 5,589 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $25,000 | 3,092 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,341 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $188,000 | 6,142 |
| Certificates of participation in pools of residential mortgages | $188,000 | 5,826 |
| Issued or guaranteed by U.S. | $188,000 | 5,795 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,709,000 | 1,349 |
| Available-for-sale securities (fair market value) | $4,000 | 7,631 |
| Total debt securities | $7,713,000 | 6,338 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $12,234,000 | 5,636 |
| U.S. Government securities | $12,209,000 | 4,844 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,209,000 | 4,746 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $25,000 | 2,934 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,216 |
| 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 | $3,500,000 | 5,035 |
| Mortgage-backed securities | $213,000 | 6,010 |
| Certificates of participation in pools of residential mortgages | $213,000 | 5,676 |
| Issued or guaranteed by U.S. | $213,000 | 5,656 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,230,000 | 1,078 |
| Available-for-sale securities (fair market value) | $4,000 | 7,646 |
| Total debt securities | $12,234,000 | 5,581 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $12,256,000 | 5,684 |
| U.S. Government securities | $12,231,000 | 4,912 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,231,000 | 4,815 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $25,000 | 2,903 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,188 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 5,043 |
| Mortgage-backed securities | $235,000 | 5,934 |
| Certificates of participation in pools of residential mortgages | $235,000 | 5,579 |
| Issued or guaranteed by U.S. | $235,000 | 5,557 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,250,000 | 1,115 |
| Available-for-sale securities (fair market value) | $6,000 | 7,666 |
| Total debt securities | $12,256,000 | 5,628 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $14,280,000 | 5,328 |
| U.S. Government securities | $14,255,000 | 4,533 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $14,255,000 | 4,425 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $25,000 | 2,851 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,157 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 5,070 |
| Mortgage-backed securities | $259,000 | 5,919 |
| Certificates of participation in pools of residential mortgages | $259,000 | 5,555 |
| Issued or guaranteed by U.S. | $259,000 | 5,535 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,274,000 | 1,022 |
| Available-for-sale securities (fair market value) | $6,000 | 7,705 |
| Total debt securities | $14,280,000 | 5,285 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $14,335,000 | 5,359 |
| U.S. Government securities | $14,310,000 | 4,545 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,310,000 | 4,426 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $25,000 | 2,882 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,199 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 5,092 |
| Mortgage-backed securities | $314,000 | 5,851 |
| Certificates of participation in pools of residential mortgages | $314,000 | 5,478 |
| Issued or guaranteed by U.S. | $314,000 | 5,452 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,329,000 | 1,036 |
| Available-for-sale securities (fair market value) | $6,000 | 7,728 |
| Total debt securities | $14,335,000 | 5,314 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $18,360,000 | 4,783 |
| U.S. Government securities | $18,335,000 | 3,956 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,335,000 | 3,852 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $25,000 | 2,927 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,268 |
| 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 | $3,500,000 | 5,108 |
| Mortgage-backed securities | $339,000 | 5,835 |
| Certificates of participation in pools of residential mortgages | $339,000 | 5,448 |
| Issued or guaranteed by U.S. | $339,000 | 5,427 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,354,000 | 882 |
| Available-for-sale securities (fair market value) | $6,000 | 7,783 |
| Total debt securities | $18,360,000 | 4,734 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $18,420,000 | 4,802 |
| U.S. Government securities | $18,395,000 | 3,983 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $18,395,000 | 3,869 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $25,000 | 2,975 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,310 |
| 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 | $3,500,000 | 5,130 |
| Mortgage-backed securities | $400,000 | 5,792 |
| Certificates of participation in pools of residential mortgages | $400,000 | 5,396 |
| Issued or guaranteed by U.S. | $400,000 | 5,370 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,414,000 | 927 |
| Available-for-sale securities (fair market value) | $6,000 | 7,844 |
| Total debt securities | $18,420,000 | 4,751 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $18,464,000 | 4,785 |
| U.S. Government securities | $18,439,000 | 3,992 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $18,439,000 | 3,869 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $25,000 | 3,043 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,390 |
| 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 | $3,500,000 | 5,153 |
| Mortgage-backed securities | $444,000 | 5,774 |
| Certificates of participation in pools of residential mortgages | $444,000 | 5,375 |
| Issued or guaranteed by U.S. | $444,000 | 5,352 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,458,000 | 943 |
| Available-for-sale securities (fair market value) | $6,000 | 7,891 |
| Total debt securities | $18,464,000 | 4,733 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $18,521,000 | 4,821 |
| U.S. Government securities | $18,496,000 | 4,022 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $18,496,000 | 3,889 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $25,000 | 3,120 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,501 |
| 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 | $3,500,000 | 5,153 |
| Mortgage-backed securities | $502,000 | 5,741 |
| Certificates of participation in pools of residential mortgages | $502,000 | 5,326 |
| Issued or guaranteed by U.S. | $502,000 | 5,307 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,514,000 | 952 |
| Available-for-sale securities (fair market value) | $7,000 | 7,917 |
| Total debt securities | $18,521,000 | 4,766 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $18,570,000 | 4,834 |
| U.S. Government securities | $18,545,000 | 4,013 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,545,000 | 3,883 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $25,000 | 3,220 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,624 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $551,000 | 5,751 |
| Certificates of participation in pools of residential mortgages | $551,000 | 5,314 |
| Issued or guaranteed by U.S. | $551,000 | 5,293 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,563,000 | 978 |
| Available-for-sale securities (fair market value) | $7,000 | 7,964 |
| Total debt securities | $18,570,000 | 4,781 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $18,631,000 | 4,812 |
| U.S. Government securities | $18,606,000 | 3,952 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $18,606,000 | 3,828 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $25,000 | 3,283 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,690 |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | $613,000 | 5,743 |
| Certificates of participation in pools of residential mortgages | $613,000 | 5,294 |
| Issued or guaranteed by U.S. | $613,000 | 5,275 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,623,000 | 968 |
| Available-for-sale securities (fair market value) | $8,000 | 7,998 |
| Total debt securities | $18,630,000 | 4,756 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $19,711,000 | 4,679 |
| U.S. Government securities | $19,686,000 | 3,838 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $19,686,000 | 3,709 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $25,000 | 3,327 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,767 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $699,000 | 5,726 |
| Certificates of participation in pools of residential mortgages | $699,000 | 5,264 |
| Issued or guaranteed by U.S. | $699,000 | 5,241 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,707,000 | 962 |
| Available-for-sale securities (fair market value) | $1,004,000 | 7,702 |
| Total debt securities | $19,711,000 | 4,611 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $19,798,000 | 4,738 |
| U.S. Government securities | $19,773,000 | 3,907 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,773,000 | 3,768 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $25,000 | 3,378 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,839 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $789,000 | 5,737 |
| 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 | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,797,000 | 988 |
| Available-for-sale securities (fair market value) | $1,001,000 | 7,775 |
| Total debt securities | $19,798,000 | 4,682 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $19,849,000 | 4,748 |
| U.S. Government securities | $19,849,000 | 3,898 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,849,000 | 3,763 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $878,000 | 5,724 |
| Certificates of participation in pools of residential mortgages | $878,000 | 5,227 |
| Issued or guaranteed by U.S. | $878,000 | 5,211 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,844,000 | 944 |
| Available-for-sale securities (fair market value) | $5,000 | 8,123 |
| Total debt securities | $19,849,000 | 4,680 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $18,966,000 | 4,844 |
| U.S. Government securities | $18,941,000 | 3,972 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $18,941,000 | 3,838 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $25,000 | 3,500 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,994 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $951,000 | 5,687 |
| Certificates of participation in pools of residential mortgages | $951,000 | 5,183 |
| Issued or guaranteed by U.S. | $951,000 | 5,170 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,957,000 | 983 |
| Available-for-sale securities (fair market value) | $9,000 | 8,169 |
| Total debt securities | $18,966,000 | 4,781 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $20,072,000 | 4,779 |
| U.S. Government securities | $20,048,000 | 3,880 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $20,048,000 | 3,741 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $24,000 | 3,607 |
| 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 | $24,000 | 3,103 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $1,059,000 | 5,662 |
| Certificates of participation in pools of residential mortgages | $1,059,000 | 5,158 |
| Issued or guaranteed by U.S. | $1,059,000 | 5,144 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,063,000 | 952 |
| Available-for-sale securities (fair market value) | $9,000 | 8,223 |
| Total debt securities | $20,072,000 | 4,714 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $19,206,000 | 4,891 |
| U.S. Government securities | $19,181,000 | 3,967 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $19,181,000 | 3,829 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $25,000 | 3,697 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 3,175 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $1,193,000 | 5,628 |
| Certificates of participation in pools of residential mortgages | $1,193,000 | 5,109 |
| Issued or guaranteed by U.S. | $1,193,000 | 5,095 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,195,000 | 956 |
| Available-for-sale securities (fair market value) | $11,000 | 8,243 |
| Total debt securities | $19,206,000 | 4,819 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $16,808,000 | 5,303 |
| U.S. Government securities | $16,783,000 | 4,372 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $16,783,000 | 4,227 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $25,000 | 3,745 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 3,313 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $1,294,000 | 5,576 |
| Certificates of participation in pools of residential mortgages | $1,294,000 | 5,054 |
| Issued or guaranteed by U.S. | $1,294,000 | 5,034 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,292,000 | 1,145 |
| Available-for-sale securities (fair market value) | $1,516,000 | 7,867 |
| Total debt securities | $16,808,000 | 5,218 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $12,908,000 | 5,943 |
| U.S. Government securities | $12,883,000 | 4,949 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,883,000 | 4,800 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $25,000 | 3,856 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 3,419 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $1,385,000 | 5,521 |
| Certificates of participation in pools of residential mortgages | $1,385,000 | 4,978 |
| Issued or guaranteed by U.S. | $1,385,000 | 4,958 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,390,000 | 1,349 |
| Available-for-sale securities (fair market value) | $1,518,000 | 7,872 |
| Total debt securities | $12,908,000 | 5,853 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $9,053,000 | 6,716 |
| U.S. Government securities | $9,028,000 | 5,800 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,028,000 | 5,615 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $25,000 | 3,905 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 3,445 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $1,517,000 | 5,581 |
| Certificates of participation in pools of residential mortgages | $1,517,000 | 4,966 |
| Issued or guaranteed by U.S. | $1,517,000 | 4,946 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,526,000 | 1,981 |
| Available-for-sale securities (fair market value) | $3,527,000 | 7,321 |
| Total debt securities | $9,053,000 | 6,612 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $5,678,000 | 7,611 |
| U.S. Government securities | $5,653,000 | 6,914 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,653,000 | 6,711 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $25,000 | 3,967 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 3,495 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $1,647,000 | 5,527 |
| Certificates of participation in pools of residential mortgages | $1,647,000 | 4,891 |
| Issued or guaranteed by U.S. | $1,647,000 | 4,876 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,654,000 | 2,423 |
| Available-for-sale securities (fair market value) | $2,024,000 | 7,786 |
| Total debt securities | $5,678,000 | 7,523 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $7,886,000 | 7,057 |
| U.S. Government securities | $7,861,000 | 6,205 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,861,000 | 6,009 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $25,000 | 4,015 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 3,529 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $1,833,000 | 5,411 |
| Certificates of participation in pools of residential mortgages | $1,833,000 | 4,755 |
| Issued or guaranteed by U.S. | $1,833,000 | 4,739 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,838,000 | 2,431 |
| Available-for-sale securities (fair market value) | $4,048,000 | 7,235 |
| Total debt securities | $7,885,000 | 6,963 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $4,073,000 | 8,221 |
| U.S. Government securities | $4,073,000 | 7,626 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,073,000 | 7,370 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $73,000 | 7,057 |
| Certificates of participation in pools of residential mortgages | $73,000 | 6,603 |
| Issued or guaranteed by U.S. | $73,000 | 6,581 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $4,049,000 | 2,486 |
| Available-for-sale securities (fair market value) | $24,000 | 8,588 |
| Total debt securities | $4,073,000 | 8,117 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $3,664,000 | 8,803 |
| U.S. Government securities | $2,953,000 | 8,630 |
| U.S. Treasury securities | $999,000 | 2,804 |
| U.S. Government agency obligations | $1,954,000 | 8,732 |
| Securities issued by states & political subdivisions | $311,000 | 6,429 |
| 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 | $400,000 | 4,313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $311,000 | 7,656 |
| Mortgage-backed securities | $111,000 | 6,869 |
| Certificates of participation in pools of residential mortgages | $111,000 | 6,359 |
| Issued or guaranteed by U.S. | $111,000 | 6,337 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $84,000 | 5,498 |
| Available-for-sale securities (fair market value) | $3,580,000 | 7,683 |
| Total debt securities | $3,264,000 | 8,824 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 178 |
| Fair value | $1,843,000 | 208 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $3,618,000 | 9,147 |
| U.S. Government securities | $3,019,000 | 8,913 |
| U.S. Treasury securities | $992,000 | 3,827 |
| U.S. Government agency obligations | $2,027,000 | 8,896 |
| Securities issued by states & political subdivisions | $308,000 | 6,740 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $291,000 | 4,923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $308,000 | 7,869 |
| Mortgage-backed securities | $205,000 | 6,978 |
| Certificates of participation in pools of residential mortgages | $205,000 | 6,371 |
| Issued or guaranteed by U.S. | $205,000 | 6,354 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $175,000 | 5,767 |
| Available-for-sale securities (fair market value) | $3,443,000 | 7,929 |
| Total debt securities | $3,327,000 | 9,127 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 256 |
| Fair value | $1,822,000 | 308 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $6,083,000 | 8,369 |
| U.S. Government securities | $5,127,000 | 7,970 |
| U.S. Treasury securities | $1,513,000 | 4,408 |
| U.S. Government agency obligations | $3,614,000 | 7,890 |
| Securities issued by states & political subdivisions | $315,000 | 6,948 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $641,000 | 3,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $315,000 | 7,984 |
| Mortgage-backed securities | $381,000 | 6,870 |
| Certificates of participation in pools of residential mortgages | $381,000 | 6,203 |
| Issued or guaranteed by U.S. | $381,000 | 6,186 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $236,000 | 6,200 |
| Available-for-sale securities (fair market value) | $5,847,000 | 7,048 |
| Total debt securities | $5,442,000 | 8,484 |
| Structured notes | ||
| Amortized cost | $3,400,000 | 215 |
| Fair value | $3,233,000 | 219 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $7,965,000 | 8,105 |
| U.S. Government securities | $7,013,000 | 7,655 |
| U.S. Treasury securities | $1,984,000 | 5,289 |
| U.S. Government agency obligations | $5,029,000 | 7,254 |
| Securities issued by states & political subdivisions | $312,000 | 7,167 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $640,000 | 3,113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $312,000 | 8,415 |
| Mortgage-backed securities | $618,000 | 6,801 |
| Certificates of participation in pools of residential mortgages | $618,000 | 5,954 |
| Issued or guaranteed by U.S. | $618,000 | 5,935 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $418,000 | 6,857 |
| Available-for-sale securities (fair market value) | $7,547,000 | 6,517 |
| Total debt securities | $7,325,000 | 8,194 |
| Structured notes | ||
| Amortized cost | $3,903,000 | 385 |
| Fair value | $3,664,000 | 393 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $8,283,000 | 8,507 |
| U.S. Government securities | $7,334,000 | 8,119 |
| U.S. Treasury securities | $1,956,000 | 6,151 |
| U.S. Government agency obligations | $5,378,000 | 7,444 |
| Securities issued by states & political subdivisions | $308,000 | 7,557 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $641,000 | 3,046 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $310,000 | 8,816 |
| Mortgage-backed securities | $696,000 | 7,240 |
| Certificates of participation in pools of residential mortgages | $696,000 | 6,303 |
| Issued or guaranteed by U.S. | $696,000 | 6,287 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $487,000 | 7,464 |
| Available-for-sale securities (fair market value) | $7,796,000 | 6,694 |
| Total debt securities | $7,973,000 | 8,527 |
| Structured notes | ||
| Amortized cost | $3,905,000 | 543 |
| Fair value | $3,626,000 | 556 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $6,460,000 | 9,582 |
| U.S. Government securities | $5,509,000 | 9,297 |
| U.S. Treasury securities | $503,000 | 9,355 |
| U.S. Government agency obligations | $5,006,000 | 7,708 |
| Securities issued by states & political subdivisions | $310,000 | 7,843 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $641,000 | 2,852 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $310,000 | 9,158 |
| Mortgage-backed securities | $755,000 | 7,626 |
| Certificates of participation in pools of residential mortgages | $755,000 | 6,500 |
| Issued or guaranteed by U.S. | $755,000 | 6,468 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $538,000 | 7,772 |
| Available-for-sale securities (fair market value) | $5,922,000 | 7,613 |
| Total debt securities | $6,029,000 | 9,651 |
| Structured notes | ||
| Amortized cost | $2,502,000 | 1,371 |
| Fair value | $2,265,000 | 1,482 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $15,688,000 | 6,921 |
| U.S. Government securities | $9,370,000 | 8,030 |
| U.S. Treasury securities | $2,440,000 | 7,747 |
| U.S. Government agency obligations | $6,930,000 | 6,693 |
| Securities issued by states & political subdivisions | $5,677,000 | 2,647 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $641,000 | 2,673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $310,000 | 9,606 |
| Mortgage-backed securities | $810,000 | 8,034 |
| Certificates of participation in pools of residential mortgages | $810,000 | 6,750 |
| Issued or guaranteed by U.S. | $810,000 | 6,726 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,382,000 | 5,241 |
| Available-for-sale securities (fair market value) | $4,306,000 | 7,268 |
| Total debt securities | $15,123,000 | 6,982 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $15,887,000 | 7,127 |
| U.S. Government securities | $6,853,000 | 9,481 |
| U.S. Treasury securities | $1,990,000 | 8,613 |
| U.S. Government agency obligations | $4,863,000 | 8,015 |
| Securities issued by states & political subdivisions | $5,674,000 | 2,698 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,360,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $310,000 | 9,940 |
| Mortgage-backed securities | $1,009,000 | 8,434 |
| Certificates of participation in pools of residential mortgages | $1,009,000 | 7,066 |
| Issued or guaranteed by U.S. | $1,009,000 | 7,013 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,527,000 | 8,022 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $13,623,000 | 7,786 |
| U.S. Government securities | $7,149,000 | 9,480 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $7,149,000 | 6,735 |
| Securities issued by states & political subdivisions | $675,000 | 7,266 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,799,000 | 543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,719 |
| Mortgage-backed securities | $6,610,000 | 4,727 |
| Certificates of participation in pools of residential mortgages | $5,343,000 | 3,813 |
| Issued or guaranteed by U.S. | $5,343,000 | 3,763 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,267,000 | 4,707 |
| CMOs issued by government agencies or sponsored agencies | $1,267,000 | 4,341 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,824,000 | 9,976 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |