Home > Western States Bank > Securities
Western States Bank, Securities
| 2021-12-31 | Rank | |
| Total securities | $102,001,000 | 1,755 |
| U.S. Government securities | $49,876,000 | 1,864 |
| U.S. Treasury securities | $2,471,000 | 1,696 |
| U.S. Government agency obligations | $47,405,000 | 1,720 |
| Securities issued by states & political subdivisions | $43,458,000 | 1,222 |
| Other domestic debt securities | $7,278,000 | 1,108 |
| 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 | $7,278,000 | 790 |
| Foreign debt securities | $1,389,000 | 167 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,921,000 | 1,315 |
| Mortgage-backed securities | $26,376,000 | 1,968 |
| Certificates of participation in pools of residential mortgages | $20,696,000 | 1,659 |
| Issued or guaranteed by U.S. | $20,696,000 | 1,625 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,098,000 | 1,824 |
| CMOs issued by government agencies or sponsored agencies | $3,098,000 | 1,770 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,582,000 | 1,403 |
| Commercial mortgage pass-through securities | $975,000 | 1,216 |
| Other commercial mortgage-backed securities | $1,607,000 | 1,087 |
| Held to maturity securities (book value) | $31,816,000 | 462 |
| Available-for-sale securities (fair market value) | $70,185,000 | 2,095 |
| Total debt securities | $102,001,000 | 1,737 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $95,312,000 | 1,772 |
| U.S. Government securities | $44,281,000 | 1,945 |
| U.S. Treasury securities | $1,999,000 | 1,575 |
| U.S. Government agency obligations | $42,282,000 | 1,827 |
| Securities issued by states & political subdivisions | $43,408,000 | 1,192 |
| Other domestic debt securities | $6,189,000 | 1,124 |
| 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 | $6,189,000 | 805 |
| Foreign debt securities | $1,434,000 | 155 |
| 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 | $22,172,000 | 1,882 |
| Mortgage-backed securities | $20,218,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $14,102,000 | 1,992 |
| Issued or guaranteed by U.S. | $14,102,000 | 1,938 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,424,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $3,424,000 | 1,740 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,692,000 | 1,386 |
| Commercial mortgage pass-through securities | $996,000 | 1,223 |
| Other commercial mortgage-backed securities | $1,696,000 | 1,075 |
| Held to maturity securities (book value) | $23,206,000 | 519 |
| Available-for-sale securities (fair market value) | $72,106,000 | 1,994 |
| Total debt securities | $95,311,000 | 1,754 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $89,733,000 | 1,777 |
| U.S. Government securities | $40,718,000 | 1,992 |
| U.S. Treasury securities | $1,480,000 | 1,558 |
| U.S. Government agency obligations | $39,238,000 | 1,866 |
| Securities issued by states & political subdivisions | $40,039,000 | 1,244 |
| Other domestic debt securities | $7,523,000 | 1,012 |
| 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 | $7,523,000 | 683 |
| Foreign debt securities | $1,453,000 | 151 |
| 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 | $42,636,000 | 1,248 |
| Mortgage-backed securities | $19,822,000 | 2,172 |
| Certificates of participation in pools of residential mortgages | $14,249,000 | 1,936 |
| Issued or guaranteed by U.S. | $14,249,000 | 1,890 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,690,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $2,690,000 | 1,838 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,883,000 | 1,352 |
| Commercial mortgage pass-through securities | $1,008,000 | 1,210 |
| Other commercial mortgage-backed securities | $1,875,000 | 1,042 |
| Held to maturity securities (book value) | $13,125,000 | 645 |
| Available-for-sale securities (fair market value) | $76,608,000 | 1,876 |
| Total debt securities | $89,734,000 | 1,762 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 327 |
| Fair value | $2,497,000 | 332 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $80,869,000 | 1,795 |
| U.S. Government securities | $34,599,000 | 2,037 |
| U.S. Treasury securities | $1,474,000 | 1,250 |
| U.S. Government agency obligations | $33,125,000 | 1,947 |
| Securities issued by states & political subdivisions | $37,369,000 | 1,251 |
| Other domestic debt securities | $7,467,000 | 966 |
| 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 | $7,467,000 | 629 |
| Foreign debt securities | $1,434,000 | 154 |
| 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 | $38,578,000 | 1,303 |
| Mortgage-backed securities | $16,340,000 | 2,282 |
| Certificates of participation in pools of residential mortgages | $11,853,000 | 2,050 |
| Issued or guaranteed by U.S. | $11,853,000 | 1,992 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,489,000 | 2,124 |
| CMOs issued by government agencies or sponsored agencies | $1,489,000 | 2,077 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,998,000 | 1,319 |
| Commercial mortgage pass-through securities | $1,012,000 | 1,196 |
| Other commercial mortgage-backed securities | $1,986,000 | 976 |
| Held to maturity securities (book value) | $10,135,000 | 680 |
| Available-for-sale securities (fair market value) | $70,734,000 | 1,856 |
| Total debt securities | $80,868,000 | 1,777 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 219 |
| Fair value | $2,451,000 | 230 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $65,043,000 | 1,956 |
| U.S. Government securities | $28,765,000 | 2,111 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $28,765,000 | 1,997 |
| Securities issued by states & political subdivisions | $31,187,000 | 1,399 |
| Other domestic debt securities | $5,091,000 | 1,077 |
| 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 | $5,091,000 | 741 |
| 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 | $38,239,000 | 1,280 |
| Mortgage-backed securities | $13,290,000 | 2,399 |
| Certificates of participation in pools of residential mortgages | $8,476,000 | 2,237 |
| Issued or guaranteed by U.S. | $8,476,000 | 2,179 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,710,000 | 2,104 |
| CMOs issued by government agencies or sponsored agencies | $1,710,000 | 2,056 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $3,104,000 | 1,251 |
| Commercial mortgage pass-through securities | $1,038,000 | 1,151 |
| Other commercial mortgage-backed securities | $2,066,000 | 929 |
| Held to maturity securities (book value) | $10,090,000 | 658 |
| Available-for-sale securities (fair market value) | $54,953,000 | 2,047 |
| Total debt securities | $65,043,000 | 1,936 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 128 |
| Fair value | $2,494,000 | 131 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $59,526,000 | 1,978 |
| U.S. Government securities | $21,298,000 | 2,422 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $21,298,000 | 2,294 |
| Securities issued by states & political subdivisions | $28,609,000 | 1,382 |
| Other domestic debt securities | $9,619,000 | 776 |
| Privately issued residential mortgage-backed securities | $4,513,000 | 265 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $5,106,000 | 698 |
| 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 | $38,308,000 | 1,258 |
| Mortgage-backed securities | $10,310,000 | 2,611 |
| Certificates of participation in pools of residential mortgages | $4,982,000 | 2,692 |
| Issued or guaranteed by U.S. | $469,000 | 3,619 |
| Privately issued | $4,513,000 | 110 |
| Collaterized mortgage obligations | $2,040,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $2,040,000 | 1,990 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,288,000 | 1,203 |
| Commercial mortgage pass-through securities | $1,048,000 | 1,130 |
| Other commercial mortgage-backed securities | $2,240,000 | 886 |
| Held to maturity securities (book value) | $10,248,000 | 649 |
| Available-for-sale securities (fair market value) | $49,278,000 | 2,101 |
| Total debt securities | $59,530,000 | 1,963 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 121 |
| Fair value | $2,507,000 | 119 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $58,763,000 | 1,931 |
| U.S. Government securities | $25,647,000 | 2,197 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $25,647,000 | 2,085 |
| Securities issued by states & political subdivisions | $28,072,000 | 1,324 |
| Other domestic debt securities | $5,044,000 | 976 |
| 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 | $5,044,000 | 670 |
| 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 | $37,744,000 | 1,282 |
| Mortgage-backed securities | $11,624,000 | 2,508 |
| Certificates of participation in pools of residential mortgages | $5,655,000 | 2,571 |
| Issued or guaranteed by U.S. | $5,655,000 | 2,496 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,488,000 | 1,979 |
| CMOs issued by government agencies or sponsored agencies | $2,488,000 | 1,933 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,481,000 | 1,162 |
| Commercial mortgage pass-through securities | $1,047,000 | 1,128 |
| Other commercial mortgage-backed securities | $2,434,000 | 847 |
| Held to maturity securities (book value) | $10,407,000 | 654 |
| Available-for-sale securities (fair market value) | $48,356,000 | 2,066 |
| Total debt securities | $58,762,000 | 1,918 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 139 |
| Fair value | $2,458,000 | 139 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $59,550,000 | 1,839 |
| U.S. Government securities | $25,457,000 | 2,223 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $25,457,000 | 2,107 |
| Securities issued by states & political subdivisions | $28,136,000 | 1,208 |
| Other domestic debt securities | $5,957,000 | 884 |
| 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 | $5,957,000 | 579 |
| 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 | $35,192,000 | 1,269 |
| Mortgage-backed securities | $12,354,000 | 2,462 |
| Certificates of participation in pools of residential mortgages | $5,944,000 | 2,537 |
| Issued or guaranteed by U.S. | $5,944,000 | 2,450 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,824,000 | 1,929 |
| CMOs issued by government agencies or sponsored agencies | $2,824,000 | 1,884 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,586,000 | 1,136 |
| Commercial mortgage pass-through securities | $1,031,000 | 1,100 |
| Other commercial mortgage-backed securities | $2,555,000 | 808 |
| Held to maturity securities (book value) | $11,012,000 | 649 |
| Available-for-sale securities (fair market value) | $48,538,000 | 2,001 |
| Total debt securities | $59,551,000 | 1,825 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 174 |
| Fair value | $2,445,000 | 176 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $53,134,000 | 2,010 |
| U.S. Government securities | $23,480,000 | 2,361 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $23,480,000 | 2,234 |
| Securities issued by states & political subdivisions | $26,622,000 | 1,233 |
| Other domestic debt securities | $3,032,000 | 1,108 |
| 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 | $3,032,000 | 768 |
| 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 | $18,837,000 | 1,902 |
| Mortgage-backed securities | $9,291,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $2,891,000 | 3,019 |
| Issued or guaranteed by U.S. | $2,891,000 | 2,932 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,932,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $2,932,000 | 1,869 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,468,000 | 1,123 |
| Commercial mortgage pass-through securities | $987,000 | 1,116 |
| Other commercial mortgage-backed securities | $2,481,000 | 786 |
| Held to maturity securities (book value) | $12,511,000 | 649 |
| Available-for-sale securities (fair market value) | $40,623,000 | 2,262 |
| Total debt securities | $53,133,000 | 1,993 |
| Structured notes | ||
| Amortized cost | $500,000 | 539 |
| Fair value | $491,000 | 595 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $53,620,000 | 1,996 |
| U.S. Government securities | $22,775,000 | 2,430 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $22,775,000 | 2,298 |
| Securities issued by states & political subdivisions | $26,429,000 | 1,227 |
| Other domestic debt securities | $4,416,000 | 947 |
| Privately issued residential mortgage-backed securities | $1,378,000 | 362 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,038,000 | 774 |
| 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 | $39,317,000 | 1,168 |
| Mortgage-backed securities | $6,576,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | $1,989,000 | 3,245 |
| Issued or guaranteed by U.S. | $611,000 | 3,621 |
| Privately issued | $1,378,000 | 164 |
| Collaterized mortgage obligations | $2,086,000 | 2,099 |
| CMOs issued by government agencies or sponsored agencies | $2,086,000 | 2,052 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,501,000 | 1,227 |
| Commercial mortgage pass-through securities | $1,002,000 | 1,113 |
| Other commercial mortgage-backed securities | $1,499,000 | 883 |
| Held to maturity securities (book value) | $17,332,000 | 590 |
| Available-for-sale securities (fair market value) | $36,288,000 | 2,414 |
| Total debt securities | $53,620,000 | 1,975 |
| Structured notes | ||
| Amortized cost | $5,013,000 | 182 |
| Fair value | $5,020,000 | 181 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $53,752,000 | 2,012 |
| U.S. Government securities | $25,527,000 | 2,317 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $25,527,000 | 2,194 |
| Securities issued by states & political subdivisions | $26,232,000 | 1,257 |
| Other domestic debt securities | $1,993,000 | 1,278 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,993,000 | 931 |
| 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 | $29,129,000 | 1,499 |
| Mortgage-backed securities | $4,827,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $2,093,000 | 3,216 |
| Issued or guaranteed by U.S. | $2,093,000 | 3,128 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,220,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $1,220,000 | 2,246 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,514,000 | 1,406 |
| Commercial mortgage pass-through securities | $991,000 | 1,119 |
| Other commercial mortgage-backed securities | $523,000 | 1,064 |
| Held to maturity securities (book value) | $17,753,000 | 609 |
| Available-for-sale securities (fair market value) | $35,999,000 | 2,477 |
| Total debt securities | $53,751,000 | 1,995 |
| Structured notes | ||
| Amortized cost | $4,511,000 | 235 |
| Fair value | $4,510,000 | 235 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $50,655,000 | 2,140 |
| U.S. Government securities | $25,847,000 | 2,333 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $25,847,000 | 2,205 |
| Securities issued by states & political subdivisions | $22,816,000 | 1,464 |
| Other domestic debt securities | $1,992,000 | 1,273 |
| 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 | $1,992,000 | 928 |
| 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 | $27,539,000 | 1,577 |
| Mortgage-backed securities | $4,394,000 | 3,242 |
| Certificates of participation in pools of residential mortgages | $2,151,000 | 3,221 |
| Issued or guaranteed by U.S. | $2,151,000 | 3,131 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,288,000 | 2,278 |
| CMOs issued by government agencies or sponsored agencies | $1,288,000 | 2,228 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $955,000 | 1,499 |
| Commercial mortgage pass-through securities | $955,000 | 1,110 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $18,227,000 | 615 |
| Available-for-sale securities (fair market value) | $32,428,000 | 2,645 |
| Total debt securities | $50,656,000 | 2,122 |
| Structured notes | ||
| Amortized cost | $4,508,000 | 246 |
| Fair value | $4,474,000 | 248 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $52,946,000 | 2,097 |
| U.S. Government securities | $26,749,000 | 2,290 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $26,749,000 | 2,174 |
| Securities issued by states & political subdivisions | $22,697,000 | 1,508 |
| Other domestic debt securities | $3,500,000 | 1,007 |
| Privately issued residential mortgage-backed securities | $1,512,000 | 309 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,988,000 | 932 |
| 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 | $27,004,000 | 1,595 |
| Mortgage-backed securities | $4,524,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | $2,210,000 | 3,234 |
| Issued or guaranteed by U.S. | $698,000 | 3,680 |
| Privately issued | $1,512,000 | 102 |
| Collaterized mortgage obligations | $1,372,000 | 2,260 |
| CMOs issued by government agencies or sponsored agencies | $1,372,000 | 2,210 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $942,000 | 1,467 |
| Commercial mortgage pass-through securities | $942,000 | 1,097 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $18,284,000 | 649 |
| Available-for-sale securities (fair market value) | $34,662,000 | 2,582 |
| Total debt securities | $52,948,000 | 2,082 |
| Structured notes | ||
| Amortized cost | $4,505,000 | 253 |
| Fair value | $4,449,000 | 254 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $51,620,000 | 2,148 |
| U.S. Government securities | $27,092,000 | 2,292 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $27,092,000 | 2,186 |
| Securities issued by states & political subdivisions | $22,537,000 | 1,513 |
| Other domestic debt securities | $1,991,000 | 1,201 |
| 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 | $1,991,000 | 920 |
| 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 | $27,357,000 | 1,579 |
| Mortgage-backed securities | $4,621,000 | 3,243 |
| Certificates of participation in pools of residential mortgages | $2,267,000 | 3,270 |
| Issued or guaranteed by U.S. | $2,267,000 | 3,243 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,436,000 | 2,243 |
| CMOs issued by government agencies or sponsored agencies | $1,436,000 | 2,192 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $918,000 | 1,455 |
| Commercial mortgage pass-through securities | $918,000 | 1,084 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $18,409,000 | 658 |
| Available-for-sale securities (fair market value) | $33,211,000 | 2,641 |
| Total debt securities | $51,621,000 | 2,132 |
| Structured notes | ||
| Amortized cost | $4,501,000 | 253 |
| Fair value | $4,405,000 | 256 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $49,452,000 | 2,251 |
| U.S. Government securities | $24,335,000 | 2,451 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $24,335,000 | 2,333 |
| Securities issued by states & political subdivisions | $23,127,000 | 1,532 |
| Other domestic debt securities | $1,990,000 | 1,353 |
| 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 | $1,990,000 | 926 |
| 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 | $27,400,000 | 1,611 |
| Mortgage-backed securities | $3,955,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $2,392,000 | 3,281 |
| Issued or guaranteed by U.S. | $2,392,000 | 3,118 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,563,000 | 2,221 |
| CMOs issued by government agencies or sponsored agencies | $1,563,000 | 2,169 |
| 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) | $19,020,000 | 652 |
| Available-for-sale securities (fair market value) | $30,432,000 | 2,791 |
| Total debt securities | $49,452,000 | 2,233 |
| Structured notes | ||
| Amortized cost | $4,019,000 | 274 |
| Fair value | $3,931,000 | 282 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $48,328,000 | 2,318 |
| U.S. Government securities | $22,709,000 | 2,606 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $22,709,000 | 2,482 |
| Securities issued by states & political subdivisions | $23,627,000 | 1,544 |
| Other domestic debt securities | $1,992,000 | 1,214 |
| 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 | $1,992,000 | 952 |
| 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 | $26,459,000 | 1,657 |
| Mortgage-backed securities | $4,181,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $2,501,000 | 3,300 |
| Issued or guaranteed by U.S. | $2,501,000 | 3,294 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,680,000 | 2,180 |
| CMOs issued by government agencies or sponsored agencies | $1,680,000 | 2,120 |
| 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) | $19,803,000 | 653 |
| Available-for-sale securities (fair market value) | $28,525,000 | 2,912 |
| Total debt securities | $48,327,000 | 2,299 |
| Structured notes | ||
| Amortized cost | $7,015,000 | 165 |
| Fair value | $6,849,000 | 169 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $46,117,000 | 2,418 |
| U.S. Government securities | $21,330,000 | 2,699 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $21,330,000 | 2,579 |
| Securities issued by states & political subdivisions | $22,801,000 | 1,653 |
| Other domestic debt securities | $1,986,000 | 1,217 |
| 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 | $1,986,000 | 975 |
| 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 | $26,834,000 | 1,679 |
| Mortgage-backed securities | $4,471,000 | 3,369 |
| Certificates of participation in pools of residential mortgages | $2,655,000 | 3,291 |
| Issued or guaranteed by U.S. | $2,655,000 | 3,286 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,816,000 | 2,127 |
| CMOs issued by government agencies or sponsored agencies | $1,816,000 | 2,064 |
| 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) | $19,904,000 | 665 |
| Available-for-sale securities (fair market value) | $26,213,000 | 3,073 |
| Total debt securities | $46,117,000 | 2,399 |
| Structured notes | ||
| Amortized cost | $7,011,000 | 161 |
| Fair value | $6,912,000 | 165 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $42,384,000 | 2,590 |
| U.S. Government securities | $18,668,000 | 2,910 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $18,668,000 | 2,798 |
| Securities issued by states & political subdivisions | $21,743,000 | 1,735 |
| Other domestic debt securities | $1,973,000 | 1,238 |
| 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 | $1,973,000 | 1,001 |
| 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 | $26,827,000 | 1,697 |
| Mortgage-backed securities | $5,121,000 | 3,306 |
| Certificates of participation in pools of residential mortgages | $3,106,000 | 3,229 |
| Issued or guaranteed by U.S. | $3,106,000 | 3,226 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,015,000 | 2,082 |
| CMOs issued by government agencies or sponsored agencies | $2,015,000 | 2,022 |
| 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) | $20,462,000 | 681 |
| Available-for-sale securities (fair market value) | $21,922,000 | 3,354 |
| Total debt securities | $42,386,000 | 2,573 |
| Structured notes | ||
| Amortized cost | $7,006,000 | 175 |
| Fair value | $6,972,000 | 177 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $40,656,000 | 2,696 |
| U.S. Government securities | $17,205,000 | 3,106 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $17,205,000 | 2,984 |
| Securities issued by states & political subdivisions | $21,480,000 | 1,758 |
| Other domestic debt securities | $1,971,000 | 1,261 |
| 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 | $1,971,000 | 1,029 |
| 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 | $25,387,000 | 1,788 |
| Mortgage-backed securities | $5,472,000 | 3,285 |
| Certificates of participation in pools of residential mortgages | $3,282,000 | 3,228 |
| Issued or guaranteed by U.S. | $3,282,000 | 3,225 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,190,000 | 2,068 |
| CMOs issued by government agencies or sponsored agencies | $2,190,000 | 2,006 |
| 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) | $21,004,000 | 679 |
| Available-for-sale securities (fair market value) | $19,652,000 | 3,545 |
| Total debt securities | $40,656,000 | 2,675 |
| Structured notes | ||
| Amortized cost | $7,002,000 | 188 |
| Fair value | $6,969,000 | 191 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $45,798,000 | 2,535 |
| U.S. Government securities | $17,495,000 | 3,118 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $17,495,000 | 2,996 |
| Securities issued by states & political subdivisions | $21,200,000 | 1,786 |
| Other domestic debt securities | $7,103,000 | 719 |
| 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 | $7,103,000 | 541 |
| 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 | $23,736,000 | 1,884 |
| Mortgage-backed securities | $5,765,000 | 3,287 |
| Certificates of participation in pools of residential mortgages | $3,413,000 | 3,268 |
| Issued or guaranteed by U.S. | $3,413,000 | 3,265 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,352,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $2,352,000 | 1,984 |
| 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) | $21,376,000 | 685 |
| Available-for-sale securities (fair market value) | $24,422,000 | 3,273 |
| Total debt securities | $45,796,000 | 2,520 |
| Structured notes | ||
| Amortized cost | $6,997,000 | 198 |
| Fair value | $6,931,000 | 197 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $46,135,000 | 2,507 |
| U.S. Government securities | $20,451,000 | 2,879 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $20,451,000 | 2,748 |
| Securities issued by states & political subdivisions | $14,792,000 | 2,278 |
| Other domestic debt securities | $7,024,000 | 717 |
| 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 | $7,024,000 | 531 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $3,868,000 | 274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,220,000 | 2,145 |
| Mortgage-backed securities | $4,036,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $1,505,000 | 3,832 |
| Issued or guaranteed by U.S. | $1,505,000 | 3,825 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,531,000 | 2,013 |
| CMOs issued by government agencies or sponsored agencies | $2,531,000 | 1,941 |
| 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) | $12,965,000 | 886 |
| Available-for-sale securities (fair market value) | $33,170,000 | 2,803 |
| Total debt securities | $42,267,000 | 2,632 |
| Structured notes | ||
| Amortized cost | $6,993,000 | 189 |
| Fair value | $6,927,000 | 186 |
| 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 | $45,141,000 | 2,557 |
| U.S. Government securities | $15,247,000 | 3,275 |
| U.S. Treasury securities | $6,996,000 | 444 |
| U.S. Government agency obligations | $8,251,000 | 3,970 |
| Securities issued by states & political subdivisions | $19,013,000 | 1,937 |
| Other domestic debt securities | $6,970,000 | 731 |
| 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 | $6,970,000 | 543 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $3,911,000 | 278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,016,000 | 2,090 |
| Mortgage-backed securities | $4,451,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $1,649,000 | 3,815 |
| Issued or guaranteed by U.S. | $1,649,000 | 3,812 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,802,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $2,802,000 | 1,896 |
| 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) | $20,426,000 | 711 |
| Available-for-sale securities (fair market value) | $24,715,000 | 3,261 |
| Total debt securities | $41,230,000 | 2,677 |
| 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 | $46,135,000 | 2,562 |
| U.S. Government securities | $15,683,000 | 3,328 |
| U.S. Treasury securities | $6,989,000 | 453 |
| U.S. Government agency obligations | $8,694,000 | 3,993 |
| Securities issued by states & political subdivisions | $19,621,000 | 1,895 |
| Other domestic debt securities | $6,924,000 | 749 |
| 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 | $6,924,000 | 548 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $3,907,000 | 278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,170,000 | 2,056 |
| Mortgage-backed securities | $4,798,000 | 3,519 |
| Certificates of participation in pools of residential mortgages | $1,754,000 | 3,813 |
| Issued or guaranteed by U.S. | $1,754,000 | 3,808 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,044,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $3,044,000 | 1,867 |
| 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) | $20,874,000 | 737 |
| Available-for-sale securities (fair market value) | $25,261,000 | 3,278 |
| Total debt securities | $42,227,000 | 2,672 |
| 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 | $8,001,000 | 5,037 |
| U.S. Government securities | $2,911,000 | 5,138 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,911,000 | 5,033 |
| Securities issued by states & political subdivisions | $5,090,000 | 3,525 |
| 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 | $2,873,000 | 4,351 |
| Mortgage-backed securities | $2,305,000 | 4,027 |
| Certificates of participation in pools of residential mortgages | $1,743,000 | 3,849 |
| Issued or guaranteed by U.S. | $1,743,000 | 3,844 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $562,000 | 2,772 |
| CMOs issued by government agencies or sponsored agencies | $562,000 | 2,680 |
| 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) | $8,001,000 | 1,115 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $8,002,000 | 5,011 |
| 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 | $8,167,000 | 5,082 |
| U.S. Government securities | $3,060,000 | 5,179 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,060,000 | 5,069 |
| Securities issued by states & political subdivisions | $5,107,000 | 3,537 |
| 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 | $1,237,000 | 4,848 |
| Mortgage-backed securities | $2,427,000 | 4,019 |
| Certificates of participation in pools of residential mortgages | $1,831,000 | 3,839 |
| Issued or guaranteed by U.S. | $1,831,000 | 3,835 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $596,000 | 2,786 |
| CMOs issued by government agencies or sponsored agencies | $596,000 | 2,699 |
| 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) | $8,167,000 | 1,124 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $8,167,000 | 5,062 |
| 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 | $8,524,000 | 5,139 |
| U.S. Government securities | $3,216,000 | 5,256 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,216,000 | 5,150 |
| Securities issued by states & political subdivisions | $5,308,000 | 3,541 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,325,000 | 4,878 |
| Mortgage-backed securities | $2,583,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $1,947,000 | 3,858 |
| Issued or guaranteed by U.S. | $1,947,000 | 3,855 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $636,000 | 2,804 |
| CMOs issued by government agencies or sponsored agencies | $636,000 | 2,716 |
| 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) | $8,524,000 | 1,112 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $8,524,000 | 5,117 |
| 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 | $8,745,000 | 5,196 |
| U.S. Government securities | $3,427,000 | 5,323 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,427,000 | 5,211 |
| Securities issued by states & political subdivisions | $5,318,000 | 3,557 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,423,000 | 4,899 |
| Mortgage-backed securities | $2,769,000 | 4,071 |
| Certificates of participation in pools of residential mortgages | $2,077,000 | 3,895 |
| Issued or guaranteed by U.S. | $2,077,000 | 3,891 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $692,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $692,000 | 2,744 |
| 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) | $8,745,000 | 1,109 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $8,746,000 | 5,176 |
| 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 | $9,224,000 | 5,206 |
| U.S. Government securities | $3,645,000 | 5,355 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,645,000 | 5,251 |
| Securities issued by states & political subdivisions | $5,579,000 | 3,510 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,035,000 | 5,095 |
| Mortgage-backed securities | $2,986,000 | 4,091 |
| Certificates of participation in pools of residential mortgages | $2,223,000 | 3,920 |
| Issued or guaranteed by U.S. | $2,223,000 | 3,915 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $763,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $763,000 | 2,743 |
| 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) | $9,224,000 | 1,092 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $9,225,000 | 5,188 |
| 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 | $9,520,000 | 5,261 |
| U.S. Government securities | $3,931,000 | 5,402 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,931,000 | 5,297 |
| Securities issued by states & political subdivisions | $5,589,000 | 3,542 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,668,000 | 4,957 |
| Mortgage-backed securities | $3,213,000 | 4,122 |
| Certificates of participation in pools of residential mortgages | $2,393,000 | 3,951 |
| Issued or guaranteed by U.S. | $2,393,000 | 3,945 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $820,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $820,000 | 2,763 |
| 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) | $9,520,000 | 1,095 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $9,520,000 | 5,241 |
| 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 | $10,047,000 | 5,295 |
| U.S. Government securities | $4,135,000 | 5,444 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $4,135,000 | 5,338 |
| Securities issued by states & political subdivisions | $5,912,000 | 3,513 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,796,000 | 4,989 |
| Mortgage-backed securities | $3,417,000 | 4,161 |
| Certificates of participation in pools of residential mortgages | $2,556,000 | 3,979 |
| Issued or guaranteed by U.S. | $2,556,000 | 3,976 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $861,000 | 2,895 |
| CMOs issued by government agencies or sponsored agencies | $861,000 | 2,785 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $10,047,000 | 1,090 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $10,047,000 | 5,278 |
| 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 | $10,295,000 | 5,329 |
| U.S. Government securities | $4,372,000 | 5,488 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,372,000 | 5,380 |
| Securities issued by states & political subdivisions | $5,923,000 | 3,552 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,940,000 | 4,994 |
| Mortgage-backed securities | $3,648,000 | 4,182 |
| Certificates of participation in pools of residential mortgages | $2,738,000 | 3,988 |
| Issued or guaranteed by U.S. | $2,738,000 | 3,986 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $910,000 | 2,904 |
| CMOs issued by government agencies or sponsored agencies | $910,000 | 2,803 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $10,295,000 | 1,088 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $10,295,000 | 5,310 |
| 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 | $10,566,000 | 5,355 |
| U.S. Government securities | $4,636,000 | 5,477 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,636,000 | 5,382 |
| Securities issued by states & political subdivisions | $5,930,000 | 3,580 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,126,000 | 4,967 |
| Mortgage-backed securities | $3,912,000 | 4,163 |
| Certificates of participation in pools of residential mortgages | $2,961,000 | 3,967 |
| Issued or guaranteed by U.S. | $2,961,000 | 3,965 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $951,000 | 2,911 |
| CMOs issued by government agencies or sponsored agencies | $951,000 | 2,815 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $10,566,000 | 1,070 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $10,566,000 | 5,333 |
| 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 | $10,839,000 | 5,355 |
| U.S. Government securities | $4,891,000 | 5,458 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,891,000 | 5,360 |
| Securities issued by states & political subdivisions | $5,948,000 | 3,573 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,298,000 | 4,953 |
| Mortgage-backed securities | $4,162,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $3,171,000 | 3,926 |
| Issued or guaranteed by U.S. | $3,171,000 | 3,921 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $991,000 | 2,872 |
| CMOs issued by government agencies or sponsored agencies | $991,000 | 2,767 |
| 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) | $10,839,000 | 1,054 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $10,839,000 | 5,328 |
| 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 | $11,040,000 | 5,386 |
| U.S. Government securities | $5,075,000 | 5,481 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,075,000 | 5,383 |
| Securities issued by states & political subdivisions | $5,965,000 | 3,598 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,512,000 | 4,940 |
| Mortgage-backed securities | $4,346,000 | 4,122 |
| Certificates of participation in pools of residential mortgages | $3,306,000 | 3,905 |
| Issued or guaranteed by U.S. | $3,306,000 | 3,898 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,040,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $1,040,000 | 2,783 |
| 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) | $11,040,000 | 1,013 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $11,040,000 | 5,356 |
| 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 | $8,305,000 | 5,698 |
| U.S. Government securities | $5,485,000 | 5,413 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,485,000 | 5,305 |
| Securities issued by states & political subdivisions | $2,820,000 | 4,330 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $982,000 | 5,514 |
| Mortgage-backed securities | $4,755,000 | 4,072 |
| Certificates of participation in pools of residential mortgages | $3,654,000 | 3,804 |
| Issued or guaranteed by U.S. | $3,654,000 | 3,799 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,101,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $1,101,000 | 2,784 |
| 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) | $8,305,000 | 1,094 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $8,306,000 | 5,663 |
| 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 | $17,713,000 | 4,732 |
| U.S. Government securities | $5,222,000 | 5,491 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,222,000 | 5,383 |
| Securities issued by states & political subdivisions | $2,491,000 | 4,400 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $10,000,000 | 162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,070,000 | 5,507 |
| Mortgage-backed securities | $4,492,000 | 4,170 |
| Certificates of participation in pools of residential mortgages | $3,319,000 | 3,945 |
| Issued or guaranteed by U.S. | $3,319,000 | 3,941 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,173,000 | 2,927 |
| CMOs issued by government agencies or sponsored agencies | $1,173,000 | 2,803 |
| 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) | $7,713,000 | 1,079 |
| Available-for-sale securities (fair market value) | $10,000,000 | 5,184 |
| Total debt securities | $7,714,000 | 5,772 |
| 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 | $6,829,000 | 5,923 |
| U.S. Government securities | $4,331,000 | 5,702 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,331,000 | 5,587 |
| Securities issued by states & political subdivisions | $2,498,000 | 4,396 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,137,000 | 5,514 |
| Mortgage-backed securities | $3,601,000 | 4,376 |
| Certificates of participation in pools of residential mortgages | $2,350,000 | 4,208 |
| Issued or guaranteed by U.S. | $2,350,000 | 4,207 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,251,000 | 2,941 |
| CMOs issued by government agencies or sponsored agencies | $1,251,000 | 2,818 |
| 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) | $6,829,000 | 1,144 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $6,829,000 | 5,896 |
| 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 | $5,283,000 | 6,229 |
| U.S. Government securities | $3,674,000 | 5,920 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,674,000 | 5,828 |
| Securities issued by states & political subdivisions | $1,609,000 | 4,723 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 5,572 |
| Mortgage-backed securities | $983,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $983,000 | 3,121 |
| CMOs issued by government agencies or sponsored agencies | $983,000 | 2,976 |
| 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) | $5,283,000 | 1,300 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $5,283,000 | 6,202 |
| Structured notes | ||
| Amortized cost | $2,691,000 | 1,153 |
| Fair value | $2,687,000 | 1,155 |
| 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 | $4,367,000 | 6,414 |
| U.S. Government securities | $3,081,000 | 6,140 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,081,000 | 6,042 |
| Securities issued by states & political subdivisions | $1,286,000 | 4,840 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,741 |
| Mortgage-backed securities | $1,026,000 | 5,190 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,026,000 | 3,111 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,964 |
| 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) | $4,367,000 | 1,393 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $4,367,000 | 6,385 |
| Structured notes | ||
| Amortized cost | $2,055,000 | 1,461 |
| Fair value | $2,054,000 | 1,468 |
| 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 | $4,049,000 | 6,507 |
| U.S. Government securities | $3,197,000 | 6,215 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,197,000 | 6,113 |
| Securities issued by states & political subdivisions | $852,000 | 5,035 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 5,665 |
| Mortgage-backed securities | $1,069,000 | 5,190 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,069,000 | 3,116 |
| CMOs issued by government agencies or sponsored agencies | $1,069,000 | 2,963 |
| 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) | $4,049,000 | 1,427 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $4,049,000 | 6,477 |
| Structured notes | ||
| Amortized cost | $2,128,000 | 1,640 |
| Fair value | $2,127,000 | 1,641 |
| 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 | $3,621,000 | 6,593 |
| U.S. Government securities | $2,765,000 | 6,331 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,765,000 | 6,235 |
| Securities issued by states & political subdivisions | $856,000 | 5,034 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,139,000 | 5,420 |
| Mortgage-backed securities | $81,000 | 5,717 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $81,000 | 3,691 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,424 |
| 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) | $3,621,000 | 1,524 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $3,622,000 | 6,562 |
| Structured notes | ||
| Amortized cost | $2,684,000 | 1,470 |
| Fair value | $2,683,000 | 1,473 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $4,703,000 | 6,511 |
| U.S. Government securities | $3,844,000 | 6,142 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,844,000 | 6,028 |
| Securities issued by states & political subdivisions | $859,000 | 5,028 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,401,000 | 5,338 |
| Mortgage-backed securities | $102,000 | 5,713 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $102,000 | 3,663 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 3,390 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $4,703,000 | 1,419 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $4,703,000 | 6,474 |
| Structured notes | ||
| Amortized cost | $3,742,000 | 1,279 |
| Fair value | $3,740,000 | 1,286 |
| 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 | $4,596,000 | 6,611 |
| U.S. Government securities | $3,895,000 | 6,266 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,895,000 | 6,145 |
| Securities issued by states & political subdivisions | $701,000 | 5,103 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,402,000 | 5,371 |
| Mortgage-backed securities | $129,000 | 5,701 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $129,000 | 3,632 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 3,344 |
| 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) | $4,596,000 | 1,455 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $4,596,000 | 6,577 |
| Structured notes | ||
| Amortized cost | $3,766,000 | 1,438 |
| Fair value | $3,764,000 | 1,440 |
| 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 | $6,673,000 | 6,311 |
| U.S. Government securities | $5,747,000 | 5,868 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,747,000 | 5,740 |
| Securities issued by states & political subdivisions | $703,000 | 5,115 |
| Other domestic debt securities | $223,000 | 2,602 |
| 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 | $223,000 | 267 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,220,000 | 5,114 |
| Mortgage-backed securities | $5,747,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,747,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $5,747,000 | 1,717 |
| 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) | $6,673,000 | 1,251 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $6,673,000 | 6,278 |
| Structured notes | ||
| Amortized cost | $223,000 | 3,144 |
| Fair value | $227,000 | 3,139 |
| 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 | $6,511,000 | 6,261 |
| U.S. Government securities | $5,746,000 | 5,742 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,746,000 | 5,618 |
| Securities issued by states & political subdivisions | $394,000 | 5,386 |
| Other domestic debt securities | $371,000 | 2,614 |
| 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 | $371,000 | 237 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,371,000 | 5,076 |
| Mortgage-backed securities | $5,746,000 | 3,875 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,746,000 | 1,887 |
| CMOs issued by government agencies or sponsored agencies | $5,746,000 | 1,680 |
| 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) | $6,511,000 | 1,263 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $6,511,000 | 6,228 |
| Structured notes | ||
| Amortized cost | $371,000 | 2,938 |
| Fair value | $374,000 | 2,935 |
| 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 | $7,293,000 | 6,133 |
| U.S. Government securities | $6,745,000 | 5,478 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,745,000 | 5,355 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $548,000 | 2,480 |
| 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 | $548,000 | 243 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,093,000 | 5,244 |
| Mortgage-backed securities | $6,745,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,745,000 | 1,756 |
| CMOs issued by government agencies or sponsored agencies | $6,745,000 | 1,540 |
| 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) | $7,293,000 | 1,234 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $7,293,000 | 6,093 |
| Structured notes | ||
| Amortized cost | $548,000 | 2,764 |
| Fair value | $551,000 | 2,757 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $6,937,000 | 6,284 |
| U.S. Government securities | $6,248,000 | 5,737 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,248,000 | 5,625 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $689,000 | 2,387 |
| 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 | $689,000 | 227 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,889,000 | 5,416 |
| Mortgage-backed securities | $6,248,000 | 3,754 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,248,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $6,248,000 | 1,515 |
| 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) | $6,937,000 | 1,298 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $6,937,000 | 6,247 |
| Structured notes | ||
| Amortized cost | $689,000 | 2,799 |
| Fair value | $691,000 | 2,802 |
| 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 | $2,318,000 | 7,229 |
| U.S. Government securities | $1,500,000 | 7,075 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,500,000 | 6,966 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $818,000 | 2,361 |
| 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 | $818,000 | 219 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,200,000 | 5,331 |
| Mortgage-backed securities | $1,500,000 | 5,107 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,500,000 | 2,666 |
| CMOs issued by government agencies or sponsored agencies | $1,500,000 | 2,343 |
| 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) | $2,318,000 | 1,954 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $2,318,000 | 7,191 |
| Structured notes | ||
| Amortized cost | $818,000 | 2,515 |
| Fair value | $819,000 | 2,516 |
| 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 | $4,725,000 | 6,785 |
| U.S. Government securities | $2,225,000 | 6,899 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,225,000 | 6,802 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $2,500,000 | 1,665 |
| 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 | $2,500,000 | 133 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,950,000 | 5,100 |
| Mortgage-backed securities | $1,225,000 | 5,290 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,225,000 | 2,772 |
| CMOs issued by government agencies or sponsored agencies | $1,225,000 | 2,438 |
| 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) | $4,725,000 | 1,558 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $4,725,000 | 6,746 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,340 |
| Fair value | $2,499,000 | 1,347 |
| 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 | $4,000,000 | 6,983 |
| U.S. Government securities | $1,000,000 | 7,302 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,000,000 | 7,209 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $3,000,000 | 1,640 |
| 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 | $3,000,000 | 141 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 4,728 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $4,000,000 | 1,730 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $4,000,000 | 6,945 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 822 |
| Fair value | $2,996,000 | 860 |
| 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 | $3,999,000 | 7,006 |
| U.S. Government securities | $1,000,000 | 7,361 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,000,000 | 7,277 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,999,000 | 1,660 |
| 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 | $2,999,000 | 149 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 5,824 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $3,999,000 | 1,750 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $3,999,000 | 6,963 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 578 |
| Fair value | $2,997,000 | 555 |
| 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 | $5,259,000 | 6,809 |
| U.S. Government securities | $5,259,000 | 6,221 |
| U.S. Treasury securities | $50,000 | 974 |
| U.S. Government agency obligations | $5,209,000 | 6,152 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,810,000 | 4,877 |
| Mortgage-backed securities | $2,500,000 | 5,043 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,500,000 | 2,356 |
| CMOs issued by government agencies or sponsored agencies | $2,500,000 | 1,977 |
| 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) | $5,259,000 | 1,594 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $5,259,000 | 6,770 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 493 |
| Fair value | $2,496,000 | 501 |
| 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 | $4,259,000 | 7,064 |
| U.S. Government securities | $4,259,000 | 6,605 |
| U.S. Treasury securities | $50,000 | 965 |
| U.S. Government agency obligations | $4,209,000 | 6,524 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,255,000 | 4,767 |
| Mortgage-backed securities | $1,502,000 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,502,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $1,502,000 | 2,285 |
| 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) | $4,259,000 | 1,726 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $4,256,000 | 7,023 |
| Structured notes | ||
| Amortized cost | $1,502,000 | 779 |
| Fair value | $1,501,000 | 805 |
| 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 | $4,045,000 | 7,133 |
| U.S. Government securities | $4,045,000 | 6,677 |
| U.S. Treasury securities | $50,000 | 1,010 |
| U.S. Government agency obligations | $3,995,000 | 6,599 |
| 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 | $3,800,000 | 4,931 |
| Mortgage-backed securities | $999,000 | 5,584 |
| 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 | $999,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $999,000 | 2,434 |
| 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) | $50,000 | 3,367 |
| Available-for-sale securities (fair market value) | $3,995,000 | 6,565 |
| Total debt securities | $4,045,000 | 7,091 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $999,000 | 986 |
| 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 | $4,045,000 | 7,201 |
| U.S. Government securities | $4,045,000 | 6,704 |
| U.S. Treasury securities | $50,000 | 1,013 |
| U.S. Government agency obligations | $3,995,000 | 6,633 |
| 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 | $3,150,000 | 5,162 |
| Mortgage-backed securities | $0 | 6,675 |
| 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 | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $50,000 | 3,387 |
| Available-for-sale securities (fair market value) | $3,995,000 | 6,620 |
| Total debt securities | $4,048,000 | 7,142 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 979 |
| Fair value | $999,000 | 1,056 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $3,045,000 | 7,466 |
| U.S. Government securities | $3,045,000 | 7,053 |
| U.S. Treasury securities | $50,000 | 1,038 |
| U.S. Government agency obligations | $2,995,000 | 6,980 |
| 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 | $1,996,000 | 5,635 |
| Mortgage-backed securities | $0 | 6,689 |
| 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 | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $50,000 | 3,434 |
| Available-for-sale securities (fair market value) | $2,995,000 | 6,870 |
| Total debt securities | $3,046,000 | 7,410 |
| 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 | $50,000 | 8,203 |
| U.S. Government securities | $50,000 | 8,063 |
| U.S. Treasury securities | $50,000 | 1,140 |
| 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) | $50,000 | 3,495 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $50,000 | 8,160 |
| 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 | $50,000 | 8,251 |
| U.S. Government securities | $50,000 | 8,122 |
| U.S. Treasury securities | $50,000 | 1,226 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $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) | $50,000 | 3,544 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $50,000 | 8,209 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $50,000 | 8,301 |
| U.S. Government securities | $50,000 | 8,171 |
| U.S. Treasury securities | $50,000 | 1,355 |
| 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) | $50,000 | 3,591 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $50,000 | 8,262 |
| 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 |
| 2006-09-30 | Rank | |
| Total securities | $0 | 8,496 |
| U.S. Government securities | $0 | 8,377 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $0 | 8,450 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |