Home > West Valley National Bank > Securities
West Valley National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $11,806,000 | 3,934 |
| U.S. Government securities | $11,806,000 | 3,465 |
| U.S. Treasury securities | $494,000 | 2,654 |
| U.S. Government agency obligations | $11,312,000 | 3,147 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| 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 | $4,849,000 | 3,355 |
| Mortgage-backed securities | $10,767,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,767,000 | 1,997 |
| 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) | $1,142,000 | 1,494 |
| Available-for-sale securities (fair market value) | $10,664,000 | 3,719 |
| Total debt securities | $11,808,000 | 3,910 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $12,191,000 | 3,936 |
| U.S. Government securities | $12,191,000 | 3,468 |
| U.S. Treasury securities | $491,000 | 2,723 |
| U.S. Government agency obligations | $11,700,000 | 3,089 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| 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 | $4,961,000 | 3,324 |
| Mortgage-backed securities | $11,153,000 | 2,469 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,153,000 | 1,932 |
| 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) | $1,174,000 | 1,518 |
| Available-for-sale securities (fair market value) | $11,017,000 | 3,701 |
| Total debt securities | $12,190,000 | 3,915 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $13,551,000 | 3,901 |
| U.S. Government securities | $13,551,000 | 3,409 |
| U.S. Treasury securities | $487,000 | 2,747 |
| U.S. Government agency obligations | $13,064,000 | 3,052 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| 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 | $5,625,000 | 3,233 |
| Mortgage-backed securities | $12,116,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,116,000 | 1,907 |
| 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) | $1,611,000 | 1,474 |
| Available-for-sale securities (fair market value) | $11,940,000 | 3,702 |
| Total debt securities | $13,552,000 | 3,882 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $14,657,000 | 3,929 |
| U.S. Government securities | $14,657,000 | 3,423 |
| U.S. Treasury securities | $489,000 | 2,812 |
| U.S. Government agency obligations | $14,168,000 | 2,994 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| 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 | $5,868,000 | 3,152 |
| Mortgage-backed securities | $13,216,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,216,000 | 1,889 |
| 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 | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,647,000 | 1,522 |
| Available-for-sale securities (fair market value) | $13,010,000 | 3,731 |
| Total debt securities | $14,657,000 | 3,909 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $18,965,000 | 3,783 |
| U.S. Government securities | $18,965,000 | 3,175 |
| U.S. Treasury securities | $1,980,000 | 2,452 |
| U.S. Government agency obligations | $16,985,000 | 2,820 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| 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 | $5,576,000 | 3,110 |
| Mortgage-backed securities | $16,029,000 | 2,298 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,029,000 | 1,735 |
| 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 | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,684,000 | 1,524 |
| Available-for-sale securities (fair market value) | $17,281,000 | 3,581 |
| Total debt securities | $18,964,000 | 3,759 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $14,696,000 | 3,980 |
| U.S. Government securities | $14,696,000 | 3,450 |
| U.S. Treasury securities | $976,000 | 2,732 |
| U.S. Government agency obligations | $13,720,000 | 3,032 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| 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 | $3,933,000 | 3,277 |
| Mortgage-backed securities | $12,759,000 | 2,504 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,759,000 | 1,957 |
| 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 | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,726,000 | 1,502 |
| Available-for-sale securities (fair market value) | $12,970,000 | 3,774 |
| Total debt securities | $14,696,000 | 3,957 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $7,125,000 | 4,355 |
| U.S. Government securities | $7,125,000 | 3,993 |
| U.S. Treasury securities | $987,000 | 2,695 |
| U.S. Government agency obligations | $6,138,000 | 3,671 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,741,000 | 3,461 |
| Mortgage-backed securities | $5,171,000 | 3,168 |
| Certificates of participation in pools of residential mortgages | $5,171,000 | 2,773 |
| Issued or guaranteed by U.S. | $5,171,000 | 2,693 |
| 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 | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,774,000 | 1,423 |
| Available-for-sale securities (fair market value) | $5,351,000 | 4,163 |
| Total debt securities | $7,135,000 | 4,337 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $2,385,000 | 4,532 |
| U.S. Government securities | $2,385,000 | 4,309 |
| U.S. Treasury securities | $500,000 | 2,567 |
| U.S. Government agency obligations | $1,885,000 | 4,105 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,310,000 | 3,528 |
| Mortgage-backed securities | $914,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $914,000 | 3,494 |
| Issued or guaranteed by U.S. | $914,000 | 3,402 |
| 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 | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $1,831,000 | 1,320 |
| Available-for-sale securities (fair market value) | $554,000 | 4,374 |
| Total debt securities | $2,385,000 | 4,515 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $2,473,000 | 4,533 |
| U.S. Government securities | $2,473,000 | 4,252 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,473,000 | 4,033 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,389,000 | 3,535 |
| Mortgage-backed securities | $995,000 | 3,709 |
| Certificates of participation in pools of residential mortgages | $995,000 | 3,489 |
| Issued or guaranteed by U.S. | $995,000 | 3,388 |
| 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 | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $2,412,000 | 1,157 |
| Available-for-sale securities (fair market value) | $61,000 | 4,458 |
| Total debt securities | $2,473,000 | 4,513 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $2,563,000 | 4,569 |
| U.S. Government securities | $2,563,000 | 4,247 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,563,000 | 4,060 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,473,000 | 3,535 |
| Mortgage-backed securities | $1,079,000 | 3,741 |
| Certificates of participation in pools of residential mortgages | $1,079,000 | 3,499 |
| Issued or guaranteed by U.S. | $1,079,000 | 3,408 |
| 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 | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $2,497,000 | 1,136 |
| Available-for-sale securities (fair market value) | $66,000 | 4,512 |
| Total debt securities | $2,563,000 | 4,548 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $2,664,000 | 4,585 |
| U.S. Government securities | $2,664,000 | 4,247 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,664,000 | 4,068 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,564,000 | 3,529 |
| Mortgage-backed securities | $1,173,000 | 3,745 |
| Certificates of participation in pools of residential mortgages | $1,173,000 | 3,493 |
| Issued or guaranteed by U.S. | $1,173,000 | 3,394 |
| 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 | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $2,591,000 | 1,108 |
| Available-for-sale securities (fair market value) | $73,000 | 4,540 |
| Total debt securities | $2,661,000 | 4,565 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $2,794,000 | 4,558 |
| U.S. Government securities | $2,794,000 | 4,177 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,794,000 | 4,008 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| 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 | $2,686,000 | 3,515 |
| Mortgage-backed securities | $1,296,000 | 3,714 |
| Certificates of participation in pools of residential mortgages | $1,296,000 | 3,440 |
| Issued or guaranteed by U.S. | $1,296,000 | 3,345 |
| 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) | $2,716,000 | 1,073 |
| Available-for-sale securities (fair market value) | $78,000 | 4,552 |
| Total debt securities | $2,802,000 | 4,538 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $2,425,000 | 4,581 |
| U.S. Government securities | $2,425,000 | 4,156 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,425,000 | 4,016 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,305,000 | 3,570 |
| Mortgage-backed securities | $1,418,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $1,418,000 | 3,395 |
| Issued or guaranteed by U.S. | $1,418,000 | 3,307 |
| 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) | $2,339,000 | 1,095 |
| Available-for-sale securities (fair market value) | $86,000 | 4,567 |
| Total debt securities | $2,423,000 | 4,559 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $2,562,000 | 4,590 |
| U.S. Government securities | $2,562,000 | 4,152 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,562,000 | 4,003 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,432,000 | 3,582 |
| Mortgage-backed securities | $1,548,000 | 3,679 |
| Certificates of participation in pools of residential mortgages | $1,548,000 | 3,344 |
| Issued or guaranteed by U.S. | $1,548,000 | 3,254 |
| 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) | $2,468,000 | 1,073 |
| Available-for-sale securities (fair market value) | $94,000 | 4,593 |
| Total debt securities | $2,561,000 | 4,569 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $2,305,000 | 4,635 |
| U.S. Government securities | $2,305,000 | 4,226 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,305,000 | 4,075 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,062,000 | 3,688 |
| Mortgage-backed securities | $1,681,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $1,681,000 | 3,319 |
| Issued or guaranteed by U.S. | $1,681,000 | 3,226 |
| 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) | $2,202,000 | 1,107 |
| Available-for-sale securities (fair market value) | $103,000 | 4,623 |
| Total debt securities | $2,302,000 | 4,610 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $2,426,000 | 4,661 |
| U.S. Government securities | $2,426,000 | 4,269 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,426,000 | 4,122 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,080,000 | 3,708 |
| Mortgage-backed securities | $1,796,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | $1,796,000 | 3,303 |
| Issued or guaranteed by U.S. | $1,796,000 | 3,199 |
| 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) | $2,318,000 | 1,101 |
| Available-for-sale securities (fair market value) | $108,000 | 4,678 |
| Total debt securities | $2,425,000 | 4,638 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $2,537,000 | 4,717 |
| U.S. Government securities | $2,537,000 | 4,343 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,537,000 | 4,174 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| 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 | $2,080,000 | 3,768 |
| Mortgage-backed securities | $1,894,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $1,894,000 | 3,254 |
| Issued or guaranteed by U.S. | $1,894,000 | 3,157 |
| 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) | $2,424,000 | 1,132 |
| Available-for-sale securities (fair market value) | $113,000 | 4,732 |
| Total debt securities | $2,538,000 | 4,694 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,663,000 | 4,795 |
| U.S. Government securities | $2,663,000 | 4,404 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,663,000 | 4,245 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $1,532,000 | 3,974 |
| Mortgage-backed securities | $2,012,000 | 3,628 |
| Certificates of participation in pools of residential mortgages | $2,012,000 | 3,239 |
| Issued or guaranteed by U.S. | $2,012,000 | 3,136 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $2,541,000 | 1,183 |
| Available-for-sale securities (fair market value) | $122,000 | 4,812 |
| Total debt securities | $2,663,000 | 4,772 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $2,787,000 | 4,837 |
| U.S. Government securities | $2,787,000 | 4,444 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,787,000 | 4,287 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $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 | $1,589,000 | 4,005 |
| Mortgage-backed securities | $2,126,000 | 3,601 |
| Certificates of participation in pools of residential mortgages | $2,126,000 | 3,209 |
| Issued or guaranteed by U.S. | $2,126,000 | 3,120 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $2,662,000 | 1,209 |
| Available-for-sale securities (fair market value) | $125,000 | 4,859 |
| Total debt securities | $2,788,000 | 4,812 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $2,903,000 | 4,885 |
| U.S. Government securities | $2,903,000 | 4,486 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,903,000 | 4,320 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $1,644,000 | 4,034 |
| Mortgage-backed securities | $2,231,000 | 3,600 |
| Certificates of participation in pools of residential mortgages | $2,231,000 | 3,201 |
| Issued or guaranteed by U.S. | $2,231,000 | 3,109 |
| Privately issued | $0 | 248 |
| 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) | $2,773,000 | 1,217 |
| Available-for-sale securities (fair market value) | $130,000 | 4,902 |
| Total debt securities | $2,903,000 | 4,863 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $3,004,000 | 4,916 |
| U.S. Government securities | $3,004,000 | 4,501 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,004,000 | 4,334 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $1,692,000 | 4,074 |
| Mortgage-backed securities | $2,322,000 | 3,598 |
| Certificates of participation in pools of residential mortgages | $2,322,000 | 3,194 |
| Issued or guaranteed by U.S. | $2,322,000 | 3,122 |
| Privately issued | $0 | 211 |
| 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) | $2,867,000 | 1,244 |
| Available-for-sale securities (fair market value) | $137,000 | 4,948 |
| Total debt securities | $3,005,000 | 4,897 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $3,117,000 | 4,973 |
| U.S. Government securities | $3,117,000 | 4,553 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,117,000 | 4,388 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| 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 | $1,749,000 | 4,116 |
| Mortgage-backed securities | $2,424,000 | 3,618 |
| Certificates of participation in pools of residential mortgages | $2,424,000 | 3,209 |
| Issued or guaranteed by U.S. | $2,424,000 | 3,181 |
| 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) | $2,972,000 | 1,261 |
| Available-for-sale securities (fair market value) | $145,000 | 5,014 |
| Total debt securities | $3,118,000 | 4,951 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $3,245,000 | 5,017 |
| U.S. Government securities | $3,245,000 | 4,560 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,245,000 | 4,396 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,650,000 | 3,949 |
| Mortgage-backed securities | $2,539,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | $2,539,000 | 3,223 |
| Issued or guaranteed by U.S. | $2,539,000 | 3,063 |
| Privately issued | $0 | 453 |
| 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) | $3,092,000 | 1,260 |
| Available-for-sale securities (fair market value) | $153,000 | 5,069 |
| Total debt securities | $3,245,000 | 4,993 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $3,387,000 | 5,063 |
| U.S. Government securities | $3,387,000 | 4,606 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,387,000 | 4,459 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| 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 | $2,769,000 | 3,968 |
| Mortgage-backed securities | $2,666,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $2,666,000 | 3,244 |
| Issued or guaranteed by U.S. | $2,666,000 | 3,238 |
| 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) | $3,225,000 | 1,279 |
| Available-for-sale securities (fair market value) | $162,000 | 5,127 |
| Total debt securities | $3,387,000 | 5,042 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $3,532,000 | 5,107 |
| U.S. Government securities | $3,532,000 | 4,615 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,532,000 | 4,485 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| 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 | $2,877,000 | 4,007 |
| Mortgage-backed securities | $2,798,000 | 3,661 |
| Certificates of participation in pools of residential mortgages | $2,798,000 | 3,253 |
| Issued or guaranteed by U.S. | $2,798,000 | 3,248 |
| 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) | $3,361,000 | 1,297 |
| Available-for-sale securities (fair market value) | $171,000 | 5,188 |
| Total debt securities | $3,532,000 | 5,086 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $3,696,000 | 5,158 |
| U.S. Government securities | $3,696,000 | 4,648 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,696,000 | 4,523 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,014,000 | 4,029 |
| Mortgage-backed securities | $2,951,000 | 3,679 |
| Certificates of participation in pools of residential mortgages | $2,951,000 | 3,267 |
| Issued or guaranteed by U.S. | $2,951,000 | 3,264 |
| 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) | $3,512,000 | 1,320 |
| Available-for-sale securities (fair market value) | $184,000 | 5,240 |
| Total debt securities | $3,696,000 | 5,134 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $3,858,000 | 5,185 |
| U.S. Government securities | $3,858,000 | 4,676 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,858,000 | 4,550 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,139,000 | 4,029 |
| Mortgage-backed securities | $3,101,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | $3,101,000 | 3,278 |
| Issued or guaranteed by U.S. | $3,101,000 | 3,275 |
| 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) | $3,663,000 | 1,328 |
| Available-for-sale securities (fair market value) | $195,000 | 5,289 |
| Total debt securities | $3,858,000 | 5,163 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $4,027,000 | 5,229 |
| U.S. Government securities | $4,027,000 | 4,704 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,027,000 | 4,577 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,280,000 | 4,038 |
| Mortgage-backed securities | $3,248,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $3,248,000 | 3,303 |
| Issued or guaranteed by U.S. | $3,248,000 | 3,300 |
| 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) | $3,824,000 | 1,338 |
| Available-for-sale securities (fair market value) | $203,000 | 5,350 |
| Total debt securities | $4,027,000 | 5,209 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $4,202,000 | 5,252 |
| U.S. Government securities | $4,202,000 | 4,691 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,202,000 | 4,567 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| 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 | $4,202,000 | 3,864 |
| Mortgage-backed securities | $3,408,000 | 3,695 |
| Certificates of participation in pools of residential mortgages | $3,408,000 | 3,291 |
| Issued or guaranteed by U.S. | $3,408,000 | 3,287 |
| 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) | $3,993,000 | 1,335 |
| Available-for-sale securities (fair market value) | $209,000 | 5,399 |
| Total debt securities | $4,202,000 | 5,231 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $4,445,000 | 5,281 |
| U.S. Government securities | $4,445,000 | 4,689 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,445,000 | 4,570 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,622,000 | 4,045 |
| Mortgage-backed securities | $3,629,000 | 3,691 |
| Certificates of participation in pools of residential mortgages | $3,629,000 | 3,272 |
| Issued or guaranteed by U.S. | $3,629,000 | 3,271 |
| 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) | $4,225,000 | 1,319 |
| Available-for-sale securities (fair market value) | $220,000 | 5,451 |
| Total debt securities | $4,445,000 | 5,257 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $4,682,000 | 5,337 |
| U.S. Government securities | $4,682,000 | 4,746 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,682,000 | 4,624 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| 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 | $3,842,000 | 4,071 |
| Mortgage-backed securities | $3,855,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $3,855,000 | 3,263 |
| Issued or guaranteed by U.S. | $3,855,000 | 3,259 |
| 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) | $4,448,000 | 1,336 |
| Available-for-sale securities (fair market value) | $234,000 | 5,525 |
| Total debt securities | $4,682,000 | 5,314 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $4,906,000 | 5,372 |
| U.S. Government securities | $4,906,000 | 4,808 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,906,000 | 4,698 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| 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 | $3,062,000 | 4,294 |
| Mortgage-backed securities | $4,059,000 | 3,668 |
| Certificates of participation in pools of residential mortgages | $4,059,000 | 3,245 |
| Issued or guaranteed by U.S. | $4,059,000 | 3,244 |
| 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) | $4,658,000 | 1,349 |
| Available-for-sale securities (fair market value) | $248,000 | 5,576 |
| Total debt securities | $4,906,000 | 5,351 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $4,554,000 | 5,481 |
| U.S. Government securities | $4,554,000 | 4,931 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,554,000 | 4,815 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| 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 | $2,614,000 | 4,449 |
| Mortgage-backed securities | $4,215,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $4,215,000 | 3,213 |
| Issued or guaranteed by U.S. | $4,215,000 | 3,211 |
| 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) | $4,293,000 | 1,406 |
| Available-for-sale securities (fair market value) | $261,000 | 5,620 |
| Total debt securities | $4,554,000 | 5,455 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $5,244,000 | 5,488 |
| U.S. Government securities | $4,743,000 | 4,988 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,743,000 | 4,876 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $501,000 | 1,886 |
| 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 | $501,000 | 1,510 |
| 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 | $2,765,000 | 4,495 |
| Mortgage-backed securities | $4,381,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $4,381,000 | 3,208 |
| Issued or guaranteed by U.S. | $4,381,000 | 3,205 |
| 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) | $4,466,000 | 1,400 |
| Available-for-sale securities (fair market value) | $778,000 | 5,636 |
| Total debt securities | $5,244,000 | 5,465 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $4,403,000 | 5,664 |
| U.S. Government securities | $3,900,000 | 5,236 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,900,000 | 5,120 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $503,000 | 1,886 |
| 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 | $503,000 | 1,509 |
| 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 | $886,000 | 5,109 |
| Mortgage-backed securities | $3,526,000 | 3,914 |
| Certificates of participation in pools of residential mortgages | $3,526,000 | 3,498 |
| Issued or guaranteed by U.S. | $3,526,000 | 3,494 |
| 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) | $3,609,000 | 1,514 |
| Available-for-sale securities (fair market value) | $794,000 | 5,699 |
| Total debt securities | $4,403,000 | 5,640 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,503,000 | 5,925 |
| U.S. Government securities | $1,998,000 | 5,665 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,998,000 | 5,574 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $505,000 | 1,942 |
| 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 | $505,000 | 1,543 |
| 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 | $953,000 | 5,157 |
| Mortgage-backed securities | $1,597,000 | 4,439 |
| Certificates of participation in pools of residential mortgages | $1,597,000 | 4,122 |
| Issued or guaranteed by U.S. | $1,597,000 | 4,115 |
| 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) | $1,686,000 | 1,775 |
| Available-for-sale securities (fair market value) | $817,000 | 5,760 |
| Total debt securities | $2,503,000 | 5,901 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,574,000 | 6,011 |
| U.S. Government securities | $2,067,000 | 5,732 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,067,000 | 5,637 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $507,000 | 1,954 |
| 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 | $507,000 | 1,558 |
| 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 | $975,000 | 5,222 |
| Mortgage-backed securities | $1,653,000 | 4,500 |
| Certificates of participation in pools of residential mortgages | $1,653,000 | 4,176 |
| Issued or guaranteed by U.S. | $1,653,000 | 4,169 |
| 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) | $1,737,000 | 1,787 |
| Available-for-sale securities (fair market value) | $837,000 | 5,848 |
| Total debt securities | $2,574,000 | 5,989 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,658,000 | 6,097 |
| U.S. Government securities | $2,149,000 | 5,806 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,149,000 | 5,713 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $509,000 | 2,016 |
| 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 | $509,000 | 1,595 |
| 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 | $759,000 | 5,364 |
| Mortgage-backed securities | $1,711,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $1,711,000 | 4,254 |
| Issued or guaranteed by U.S. | $1,711,000 | 4,250 |
| 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) | $1,798,000 | 1,807 |
| Available-for-sale securities (fair market value) | $860,000 | 5,922 |
| Total debt securities | $2,658,000 | 6,077 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,740,000 | 6,159 |
| U.S. Government securities | $2,228,000 | 5,860 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,228,000 | 5,760 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $512,000 | 2,060 |
| 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 | $512,000 | 1,637 |
| 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 | $512,000 | 5,487 |
| Mortgage-backed securities | $1,781,000 | 4,617 |
| Certificates of participation in pools of residential mortgages | $1,781,000 | 4,282 |
| Issued or guaranteed by U.S. | $1,781,000 | 4,279 |
| 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) | $1,849,000 | 1,815 |
| Available-for-sale securities (fair market value) | $891,000 | 5,979 |
| Total debt securities | $2,740,000 | 6,135 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,823,000 | 6,197 |
| U.S. Government securities | $2,310,000 | 5,887 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,310,000 | 5,792 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $513,000 | 2,113 |
| 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 | $513,000 | 1,671 |
| 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 | $779,000 | 5,448 |
| Mortgage-backed securities | $1,846,000 | 4,637 |
| Certificates of participation in pools of residential mortgages | $1,846,000 | 4,296 |
| Issued or guaranteed by U.S. | $1,846,000 | 4,292 |
| 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) | $1,904,000 | 1,807 |
| Available-for-sale securities (fair market value) | $919,000 | 6,044 |
| Total debt securities | $2,823,000 | 6,171 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,897,000 | 6,265 |
| U.S. Government securities | $2,381,000 | 5,923 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,381,000 | 5,825 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $516,000 | 2,166 |
| 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 | $516,000 | 1,712 |
| 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 | $1,152,000 | 5,342 |
| Mortgage-backed securities | $1,902,000 | 4,655 |
| Certificates of participation in pools of residential mortgages | $1,902,000 | 4,300 |
| Issued or guaranteed by U.S. | $1,902,000 | 4,295 |
| 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) | $1,951,000 | 1,789 |
| Available-for-sale securities (fair market value) | $946,000 | 6,113 |
| Total debt securities | $2,897,000 | 6,237 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,690,000 | 6,349 |
| U.S. Government securities | $2,177,000 | 6,033 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,177,000 | 5,937 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $513,000 | 2,232 |
| 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 | $513,000 | 1,754 |
| 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 | $1,000,000 | 5,475 |
| Mortgage-backed securities | $1,962,000 | 4,675 |
| Certificates of participation in pools of residential mortgages | $1,962,000 | 4,303 |
| Issued or guaranteed by U.S. | $1,962,000 | 4,296 |
| 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) | $1,717,000 | 1,810 |
| Available-for-sale securities (fair market value) | $973,000 | 6,176 |
| Total debt securities | $2,690,000 | 6,319 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,788,000 | 6,479 |
| U.S. Government securities | $1,021,000 | 6,289 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,021,000 | 6,190 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $767,000 | 2,145 |
| 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 | $767,000 | 1,684 |
| 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 | $1,000,000 | 5,494 |
| Mortgage-backed securities | $1,021,000 | 4,954 |
| Certificates of participation in pools of residential mortgages | $1,021,000 | 4,623 |
| Issued or guaranteed by U.S. | $1,021,000 | 4,619 |
| 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) | $512,000 | 2,082 |
| Available-for-sale securities (fair market value) | $1,276,000 | 6,160 |
| Total debt securities | $1,788,000 | 6,451 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,339,000 | 6,594 |
| U.S. Government securities | $565,000 | 6,467 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $565,000 | 6,365 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $774,000 | 2,133 |
| 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 | $774,000 | 1,653 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,339,000 | 5,407 |
| Mortgage-backed securities | $565,000 | 5,174 |
| Certificates of participation in pools of residential mortgages | $565,000 | 4,881 |
| Issued or guaranteed by U.S. | $565,000 | 4,879 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $1,339,000 | 6,213 |
| Total debt securities | $1,339,000 | 6,565 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,411,000 | 6,641 |
| U.S. Government securities | $632,000 | 6,508 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $632,000 | 6,405 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $779,000 | 2,138 |
| 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 | $779,000 | 1,628 |
| 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 | $1,411,000 | 5,417 |
| Mortgage-backed securities | $632,000 | 5,187 |
| Certificates of participation in pools of residential mortgages | $623,000 | 4,887 |
| Issued or guaranteed by U.S. | $623,000 | 4,886 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,000 | 3,731 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,570 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,411,000 | 6,246 |
| Total debt securities | $1,411,000 | 6,610 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,464,000 | 6,740 |
| U.S. Government securities | $691,000 | 6,605 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $691,000 | 6,511 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $773,000 | 2,202 |
| 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 | $773,000 | 1,684 |
| 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 | $1,464,000 | 5,471 |
| Mortgage-backed securities | $691,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $668,000 | 4,983 |
| Issued or guaranteed by U.S. | $668,000 | 4,979 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $23,000 | 3,772 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,605 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,464,000 | 6,327 |
| Total debt securities | $1,464,000 | 6,708 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,544,000 | 6,792 |
| U.S. Government securities | $769,000 | 6,657 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $769,000 | 6,561 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $775,000 | 2,201 |
| 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 | $775,000 | 1,681 |
| 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 | $768,000 | 5,836 |
| Mortgage-backed securities | $769,000 | 5,285 |
| Certificates of participation in pools of residential mortgages | $716,000 | 4,981 |
| Issued or guaranteed by U.S. | $716,000 | 4,978 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $53,000 | 3,728 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,556 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,544,000 | 6,377 |
| Total debt securities | $1,544,000 | 6,759 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,651,000 | 6,835 |
| U.S. Government securities | $866,000 | 6,712 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $866,000 | 6,611 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $785,000 | 2,170 |
| 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 | $785,000 | 1,664 |
| 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 | $865,000 | 5,820 |
| Mortgage-backed securities | $866,000 | 5,262 |
| Certificates of participation in pools of residential mortgages | $775,000 | 4,963 |
| Issued or guaranteed by U.S. | $775,000 | 4,961 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $91,000 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,535 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,651,000 | 6,410 |
| Total debt securities | $1,651,000 | 6,799 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,798,000 | 6,862 |
| U.S. Government securities | $1,026,000 | 6,687 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,026,000 | 6,596 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $772,000 | 2,153 |
| 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 | $772,000 | 1,586 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,798,000 | 5,202 |
| Mortgage-backed securities | $1,026,000 | 5,188 |
| Certificates of participation in pools of residential mortgages | $816,000 | 4,908 |
| Issued or guaranteed by U.S. | $816,000 | 4,901 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $210,000 | 3,566 |
| CMOs issued by government agencies or sponsored agencies | $210,000 | 3,302 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,798,000 | 6,416 |
| Total debt securities | $1,798,000 | 6,831 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,937,000 | 6,915 |
| U.S. Government securities | $1,161,000 | 6,738 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,161,000 | 6,634 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $776,000 | 2,140 |
| 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 | $776,000 | 1,544 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,161,000 | 5,430 |
| Mortgage-backed securities | $1,161,000 | 5,150 |
| Certificates of participation in pools of residential mortgages | $866,000 | 4,885 |
| Issued or guaranteed by U.S. | $866,000 | 4,876 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $295,000 | 3,501 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 3,231 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $1,937,000 | 6,465 |
| Total debt securities | $1,937,000 | 6,882 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,406,000 | 6,929 |
| U.S. Government securities | $2,127,000 | 6,626 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,127,000 | 6,516 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $279,000 | 2,486 |
| 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 | $279,000 | 1,814 |
| 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 | $2,406,000 | 5,024 |
| Mortgage-backed securities | $2,127,000 | 4,828 |
| Certificates of participation in pools of residential mortgages | $900,000 | 4,876 |
| Issued or guaranteed by U.S. | $900,000 | 4,868 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,227,000 | 2,977 |
| CMOs issued by government agencies or sponsored agencies | $1,227,000 | 2,731 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $2,406,000 | 6,461 |
| Total debt securities | $2,406,000 | 6,899 |
| 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 | $2,522,000 | 6,953 |
| U.S. Government securities | $2,242,000 | 6,637 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,242,000 | 6,521 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $280,000 | 2,529 |
| 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 | $280,000 | 1,850 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,242,000 | 5,109 |
| Mortgage-backed securities | $2,242,000 | 4,757 |
| Certificates of participation in pools of residential mortgages | $943,000 | 4,812 |
| Issued or guaranteed by U.S. | $943,000 | 4,806 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,299,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $1,299,000 | 2,641 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $2,522,000 | 6,476 |
| Total debt securities | $2,522,000 | 6,915 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,750,000 | 6,943 |
| U.S. Government securities | $2,469,000 | 6,546 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,469,000 | 6,423 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $281,000 | 2,677 |
| 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 | $281,000 | 1,861 |
| 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 | $2,468,000 | 5,037 |
| Mortgage-backed securities | $2,469,000 | 4,631 |
| Certificates of participation in pools of residential mortgages | $1,025,000 | 4,682 |
| Issued or guaranteed by U.S. | $1,025,000 | 4,675 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,444,000 | 2,820 |
| CMOs issued by government agencies or sponsored agencies | $1,444,000 | 2,553 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $2,750,000 | 6,434 |
| Total debt securities | $2,750,000 | 6,901 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,012,000 | 6,749 |
| U.S. Government securities | $3,725,000 | 6,228 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,725,000 | 6,111 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $287,000 | 2,760 |
| 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 | $287,000 | 1,884 |
| 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 | $2,836,000 | 4,972 |
| Mortgage-backed securities | $3,725,000 | 4,342 |
| Certificates of participation in pools of residential mortgages | $1,118,000 | 4,635 |
| Issued or guaranteed by U.S. | $1,118,000 | 4,627 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,607,000 | 2,408 |
| CMOs issued by government agencies or sponsored agencies | $2,607,000 | 2,166 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $4,012,000 | 6,242 |
| Total debt securities | $4,012,000 | 6,713 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,169,000 | 6,794 |
| U.S. Government securities | $3,886,000 | 6,333 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,886,000 | 6,214 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $283,000 | 2,749 |
| 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 | $283,000 | 1,831 |
| 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 | $2,620,000 | 5,086 |
| Mortgage-backed securities | $3,886,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $1,195,000 | 4,638 |
| Issued or guaranteed by U.S. | $1,195,000 | 4,631 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,691,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $2,691,000 | 2,077 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $4,169,000 | 6,278 |
| Total debt securities | $4,169,000 | 6,751 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $3,859,000 | 6,929 |
| U.S. Government securities | $3,576,000 | 6,510 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,576,000 | 6,400 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $283,000 | 2,808 |
| 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 | $283,000 | 1,852 |
| 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 | $2,236,000 | 5,317 |
| Mortgage-backed securities | $3,576,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $1,261,000 | 4,752 |
| Issued or guaranteed by U.S. | $1,261,000 | 4,742 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,315,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $2,315,000 | 2,109 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $3,859,000 | 6,412 |
| Total debt securities | $3,859,000 | 6,890 |
| 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 | $5,988,000 | 6,532 |
| U.S. Government securities | $3,937,000 | 6,396 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,937,000 | 6,302 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $2,051,000 | 1,802 |
| 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 | $2,051,000 | 1,031 |
| 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 | $2,518,000 | 5,243 |
| Mortgage-backed securities | $3,937,000 | 4,416 |
| Certificates of participation in pools of residential mortgages | $1,321,000 | 4,806 |
| Issued or guaranteed by U.S. | $1,321,000 | 4,796 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,616,000 | 2,285 |
| CMOs issued by government agencies or sponsored agencies | $2,616,000 | 2,001 |
| 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) | $4,090,000 | 1,659 |
| Available-for-sale securities (fair market value) | $1,898,000 | 6,819 |
| Total debt securities | $5,988,000 | 6,497 |
| 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 | $6,044,000 | 6,588 |
| U.S. Government securities | $3,744,000 | 6,513 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,744,000 | 6,419 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $2,300,000 | 1,825 |
| 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 | $2,300,000 | 1,033 |
| 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 | $2,195,000 | 5,388 |
| Mortgage-backed securities | $3,744,000 | 4,550 |
| Certificates of participation in pools of residential mortgages | $892,000 | 5,118 |
| Issued or guaranteed by U.S. | $892,000 | 5,106 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,852,000 | 2,232 |
| CMOs issued by government agencies or sponsored agencies | $2,852,000 | 1,931 |
| 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) | $3,900,000 | 1,754 |
| Available-for-sale securities (fair market value) | $2,144,000 | 6,806 |
| Total debt securities | $6,044,000 | 6,543 |
| 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 | $6,031,000 | 6,601 |
| U.S. Government securities | $3,610,000 | 6,571 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,610,000 | 6,486 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,421,000 | 1,818 |
| 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 | $2,421,000 | 1,033 |
| 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 | $1,975,000 | 5,523 |
| Mortgage-backed securities | $3,610,000 | 4,625 |
| Certificates of participation in pools of residential mortgages | $928,000 | 5,149 |
| Issued or guaranteed by U.S. | $928,000 | 5,134 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,682,000 | 2,264 |
| CMOs issued by government agencies or sponsored agencies | $2,682,000 | 1,919 |
| 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) | $3,586,000 | 1,803 |
| Available-for-sale securities (fair market value) | $2,445,000 | 6,789 |
| Total debt securities | $6,031,000 | 6,554 |
| 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 | $6,588,000 | 6,529 |
| U.S. Government securities | $4,164,000 | 6,526 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,164,000 | 6,444 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,424,000 | 1,732 |
| 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 | $2,424,000 | 1,037 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,354,000 | 5,396 |
| Mortgage-backed securities | $4,164,000 | 4,565 |
| Certificates of participation in pools of residential mortgages | $1,003,000 | 5,191 |
| Issued or guaranteed by U.S. | $1,003,000 | 5,173 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,161,000 | 2,172 |
| CMOs issued by government agencies or sponsored agencies | $3,161,000 | 1,819 |
| 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) | $3,678,000 | 1,822 |
| Available-for-sale securities (fair market value) | $2,910,000 | 6,741 |
| Total debt securities | $6,588,000 | 6,489 |
| 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 | $5,812,000 | 6,756 |
| U.S. Government securities | $3,386,000 | 6,863 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,386,000 | 6,767 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,426,000 | 1,680 |
| 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 | $2,426,000 | 1,005 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,881,000 | 5,280 |
| Mortgage-backed securities | $2,873,000 | 4,906 |
| Certificates of participation in pools of residential mortgages | $507,000 | 5,493 |
| Issued or guaranteed by U.S. | $507,000 | 5,477 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,366,000 | 2,318 |
| CMOs issued by government agencies or sponsored agencies | $2,366,000 | 2,002 |
| 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) | $2,933,000 | 1,971 |
| Available-for-sale securities (fair market value) | $2,879,000 | 6,803 |
| Total debt securities | $5,812,000 | 6,719 |
| 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 | $4,379,000 | 7,050 |
| U.S. Government securities | $4,379,000 | 6,580 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,379,000 | 6,486 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,879,000 | 4,903 |
| Mortgage-backed securities | $2,378,000 | 5,022 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,378,000 | 2,242 |
| CMOs issued by government agencies or sponsored agencies | $2,378,000 | 1,904 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,379,000 | 6,469 |
| Total debt securities | $4,379,000 | 7,006 |
| 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 | $3,892,000 | 7,246 |
| U.S. Government securities | $3,892,000 | 6,763 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,892,000 | 6,669 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,892,000 | 4,896 |
| Mortgage-backed securities | $2,405,000 | 5,016 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,405,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $2,405,000 | 1,904 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $3,892,000 | 6,634 |
| Total debt securities | $3,892,000 | 7,188 |
| 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 | $4,989,000 | 7,016 |
| U.S. Government securities | $4,989,000 | 6,479 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,989,000 | 6,386 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $2,477,000 | 4,907 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,477,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $2,477,000 | 1,871 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $4,989,000 | 6,432 |
| Total debt securities | $4,989,000 | 6,953 |
| 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 | $0 | 8,234 |
| U.S. Government securities | $0 | 8,104 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $0 | 8,190 |
| 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 | $1,599,000 | 7,911 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,599,000 | 1,709 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,599,000 | 162 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $1,599,000 | 7,236 |
| Total debt securities | $1,599,000 | 7,864 |
| Structured notes | ||
| Amortized cost | $1,599,000 | 1,411 |
| Fair value | $1,599,000 | 1,407 |
| 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 | $0 | 8,331 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $0 | 8,291 |
| 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 | $0 | 8,365 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $0 | 8,320 |
| 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 | $0 | 8,416 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $0 | 8,369 |
| 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 |