Home > First Farmers Bank and Trust Company > Securities
First Farmers Bank and Trust Company, Securities
| 2016-12-31 | Rank | |
| Total securities | $12,229,000 | 4,460 |
| U.S. Government securities | $11,982,000 | 3,613 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,982,000 | 3,479 |
| Securities issued by states & political subdivisions | $247,000 | 4,802 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,090,000 | 3,891 |
| Mortgage-backed securities | $5,698,000 | 3,322 |
| Certificates of participation in pools of residential mortgages | $3,462,000 | 3,282 |
| Issued or guaranteed by U.S. | $3,462,000 | 3,278 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $2,236,000 | 883 |
| Commercial mortgage pass-through securities | $2,236,000 | 575 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $12,229,000 | 4,140 |
| Total debt securities | $12,227,000 | 4,439 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $12,951,000 | 4,416 |
| U.S. Government securities | $12,695,000 | 3,536 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,695,000 | 3,415 |
| Securities issued by states & political subdivisions | $256,000 | 4,828 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,881,000 | 3,997 |
| Mortgage-backed securities | $6,124,000 | 3,277 |
| Certificates of participation in pools of residential mortgages | $3,798,000 | 3,235 |
| Issued or guaranteed by U.S. | $3,798,000 | 3,234 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $2,326,000 | 834 |
| Commercial mortgage pass-through securities | $2,326,000 | 526 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $12,951,000 | 4,101 |
| Total debt securities | $12,948,000 | 4,396 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $12,973,000 | 4,494 |
| U.S. Government securities | $12,716,000 | 3,618 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,716,000 | 3,500 |
| Securities issued by states & political subdivisions | $257,000 | 4,870 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,022,000 | 4,021 |
| Mortgage-backed securities | $6,099,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | $4,009,000 | 3,220 |
| Issued or guaranteed by U.S. | $4,009,000 | 3,216 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $2,090,000 | 803 |
| Commercial mortgage pass-through securities | $2,090,000 | 492 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $12,973,000 | 4,169 |
| Total debt securities | $12,973,000 | 4,471 |
| 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 | $14,331,000 | 4,430 |
| U.S. Government securities | $14,077,000 | 3,576 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $14,077,000 | 3,451 |
| Securities issued by states & political subdivisions | $254,000 | 4,914 |
| 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 | $4,049,000 | 4,059 |
| Mortgage-backed securities | $6,317,000 | 3,290 |
| Certificates of participation in pools of residential mortgages | $5,301,000 | 2,988 |
| Issued or guaranteed by U.S. | $5,301,000 | 2,988 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,016,000 | 966 |
| Commercial mortgage pass-through securities | $1,016,000 | 624 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $14,331,000 | 4,095 |
| Total debt securities | $14,330,000 | 4,409 |
| Structured notes | ||
| Amortized cost | $1,082,000 | 848 |
| Fair value | $1,098,000 | 846 |
| 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 | $13,451,000 | 4,576 |
| U.S. Government securities | $13,201,000 | 3,712 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,201,000 | 3,582 |
| Securities issued by states & political subdivisions | $250,000 | 4,956 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,555,000 | 3,820 |
| Mortgage-backed securities | $6,484,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $5,474,000 | 2,957 |
| Issued or guaranteed by U.S. | $5,474,000 | 2,956 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,010,000 | 915 |
| Commercial mortgage pass-through securities | $1,010,000 | 586 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $13,451,000 | 4,225 |
| Total debt securities | $13,452,000 | 4,554 |
| Structured notes | ||
| Amortized cost | $1,081,000 | 971 |
| Fair value | $1,083,000 | 970 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $12,711,000 | 4,715 |
| U.S. Government securities | $12,462,000 | 3,884 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $12,462,000 | 3,759 |
| Securities issued by states & political subdivisions | $249,000 | 5,014 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,226,000 | 4,114 |
| Mortgage-backed securities | $6,739,000 | 3,281 |
| Certificates of participation in pools of residential mortgages | $5,724,000 | 2,954 |
| Issued or guaranteed by U.S. | $5,724,000 | 2,950 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,015,000 | 883 |
| Commercial mortgage pass-through securities | $1,015,000 | 570 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $12,711,000 | 4,351 |
| Total debt securities | $12,711,000 | 4,691 |
| Structured notes | ||
| Amortized cost | $1,080,000 | 1,117 |
| Fair value | $1,092,000 | 1,112 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $12,918,000 | 4,793 |
| U.S. Government securities | $12,674,000 | 3,967 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $12,674,000 | 3,844 |
| Securities issued by states & political subdivisions | $244,000 | 5,054 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,347,000 | 4,136 |
| Mortgage-backed securities | $6,950,000 | 3,335 |
| Certificates of participation in pools of residential mortgages | $5,946,000 | 3,006 |
| Issued or guaranteed by U.S. | $5,946,000 | 3,003 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,004,000 | 850 |
| Commercial mortgage pass-through securities | $1,004,000 | 541 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $12,918,000 | 4,416 |
| Total debt securities | $12,918,000 | 4,770 |
| Structured notes | ||
| Amortized cost | $1,079,000 | 1,242 |
| Fair value | $1,072,000 | 1,240 |
| 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 | $12,785,000 | 4,872 |
| U.S. Government securities | $12,535,000 | 4,054 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $12,535,000 | 3,938 |
| Securities issued by states & political subdivisions | $250,000 | 5,055 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,478,000 | 4,170 |
| Mortgage-backed securities | $6,283,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $6,283,000 | 3,000 |
| Issued or guaranteed by U.S. | $6,283,000 | 2,997 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $12,785,000 | 4,493 |
| Total debt securities | $12,785,000 | 4,852 |
| Structured notes | ||
| Amortized cost | $1,078,000 | 1,324 |
| Fair value | $1,081,000 | 1,324 |
| 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 | $12,054,000 | 4,992 |
| U.S. Government securities | $11,807,000 | 4,204 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,807,000 | 4,092 |
| Securities issued by states & political subdivisions | $247,000 | 5,138 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,588,000 | 4,205 |
| Mortgage-backed securities | $6,528,000 | 3,519 |
| Certificates of participation in pools of residential mortgages | $6,528,000 | 3,020 |
| Issued or guaranteed by U.S. | $6,528,000 | 3,018 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $12,054,000 | 4,614 |
| Total debt securities | $12,055,000 | 4,972 |
| Structured notes | ||
| Amortized cost | $1,077,000 | 1,406 |
| Fair value | $1,078,000 | 1,405 |
| 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 | $11,107,000 | 5,200 |
| U.S. Government securities | $10,859,000 | 4,437 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,859,000 | 4,329 |
| Securities issued by states & political subdivisions | $248,000 | 5,193 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,652,000 | 4,242 |
| Mortgage-backed securities | $6,711,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $6,711,000 | 3,067 |
| Issued or guaranteed by U.S. | $6,711,000 | 3,065 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $11,107,000 | 4,812 |
| Total debt securities | $11,109,000 | 5,177 |
| 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 | $11,000,000 | 5,270 |
| U.S. Government securities | $10,748,000 | 4,525 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $10,748,000 | 4,414 |
| Securities issued by states & political subdivisions | $252,000 | 5,238 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,806,000 | 4,246 |
| Mortgage-backed securities | $7,010,000 | 3,591 |
| Certificates of participation in pools of residential mortgages | $7,010,000 | 3,074 |
| Issued or guaranteed by U.S. | $7,010,000 | 3,074 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $11,000,000 | 4,876 |
| Total debt securities | $11,000,000 | 5,247 |
| 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 | $10,362,000 | 5,374 |
| U.S. Government securities | $10,116,000 | 4,629 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $10,116,000 | 4,530 |
| Securities issued by states & political subdivisions | $246,000 | 5,286 |
| 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 | $4,414,000 | 4,369 |
| Mortgage-backed securities | $6,411,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $6,411,000 | 3,184 |
| Issued or guaranteed by U.S. | $6,411,000 | 3,183 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $10,362,000 | 4,974 |
| Total debt securities | $10,361,000 | 5,348 |
| 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 | $8,504,000 | 5,596 |
| U.S. Government securities | $8,262,000 | 4,891 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,262,000 | 4,798 |
| Securities issued by states & political subdivisions | $242,000 | 5,349 |
| 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 | $4,493,000 | 4,348 |
| Mortgage-backed securities | $5,534,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $5,534,000 | 3,367 |
| Issued or guaranteed by U.S. | $5,534,000 | 3,365 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $8,504,000 | 5,212 |
| Total debt securities | $8,504,000 | 5,570 |
| 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 | $8,100,000 | 5,706 |
| U.S. Government securities | $7,860,000 | 4,987 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,860,000 | 4,884 |
| Securities issued by states & political subdivisions | $240,000 | 5,389 |
| 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 | $4,020,000 | 4,498 |
| Mortgage-backed securities | $5,162,000 | 3,967 |
| Certificates of participation in pools of residential mortgages | $5,162,000 | 3,467 |
| Issued or guaranteed by U.S. | $5,162,000 | 3,463 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $8,100,000 | 5,317 |
| Total debt securities | $8,099,000 | 5,676 |
| 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 | $5,818,000 | 5,965 |
| U.S. Government securities | $5,565,000 | 5,397 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,565,000 | 5,289 |
| Securities issued by states & political subdivisions | $253,000 | 5,380 |
| 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 | $4,075,000 | 4,496 |
| Mortgage-backed securities | $3,837,000 | 4,253 |
| Certificates of participation in pools of residential mortgages | $3,837,000 | 3,757 |
| Issued or guaranteed by U.S. | $3,837,000 | 3,752 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $5,818,000 | 5,599 |
| Total debt securities | $5,819,000 | 5,937 |
| 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 | $6,930,000 | 5,886 |
| U.S. Government securities | $6,662,000 | 5,235 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $6,662,000 | 5,124 |
| Securities issued by states & political subdivisions | $268,000 | 5,388 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,079,000 | 4,531 |
| Mortgage-backed securities | $4,893,000 | 4,090 |
| Certificates of participation in pools of residential mortgages | $4,893,000 | 3,547 |
| Issued or guaranteed by U.S. | $4,893,000 | 3,545 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $6,930,000 | 5,529 |
| Total debt securities | $6,931,000 | 5,854 |
| 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 | $7,254,000 | 5,881 |
| U.S. Government securities | $6,987,000 | 5,183 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,987,000 | 5,079 |
| Securities issued by states & political subdivisions | $267,000 | 5,436 |
| 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 | $4,376,000 | 4,437 |
| Mortgage-backed securities | $3,483,000 | 4,404 |
| Certificates of participation in pools of residential mortgages | $3,483,000 | 3,888 |
| Issued or guaranteed by U.S. | $3,483,000 | 3,885 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $7,254,000 | 5,503 |
| Total debt securities | $7,254,000 | 5,853 |
| 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 | $7,604,000 | 5,932 |
| U.S. Government securities | $7,337,000 | 5,215 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,337,000 | 5,122 |
| Securities issued by states & political subdivisions | $267,000 | 5,479 |
| 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 | $4,701,000 | 4,418 |
| Mortgage-backed securities | $3,811,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $3,811,000 | 3,945 |
| Issued or guaranteed by U.S. | $3,811,000 | 3,943 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $7,604,000 | 5,549 |
| Total debt securities | $7,604,000 | 5,902 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $7,866,000 | 5,958 |
| U.S. Government securities | $7,598,000 | 5,282 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,598,000 | 5,182 |
| Securities issued by states & political subdivisions | $268,000 | 5,497 |
| 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 | $5,033,000 | 4,377 |
| Mortgage-backed securities | $4,001,000 | 4,456 |
| Certificates of participation in pools of residential mortgages | $4,001,000 | 3,938 |
| Issued or guaranteed by U.S. | $4,001,000 | 3,936 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $7,866,000 | 5,565 |
| Total debt securities | $7,865,000 | 5,931 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $8,143,000 | 5,970 |
| U.S. Government securities | $7,883,000 | 5,351 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,883,000 | 5,247 |
| Securities issued by states & political subdivisions | $260,000 | 5,494 |
| 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 | $4,877,000 | 4,434 |
| Mortgage-backed securities | $2,275,000 | 4,868 |
| Certificates of participation in pools of residential mortgages | $2,275,000 | 4,417 |
| Issued or guaranteed by U.S. | $2,275,000 | 4,414 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $8,143,000 | 5,563 |
| Total debt securities | $8,143,000 | 5,945 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $500,000 | 2,745 |
| 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 | $8,001,000 | 6,004 |
| U.S. Government securities | $7,746,000 | 5,345 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,746,000 | 5,254 |
| Securities issued by states & political subdivisions | $255,000 | 5,498 |
| 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 | $4,654,000 | 4,279 |
| Mortgage-backed securities | $1,834,000 | 4,947 |
| Certificates of participation in pools of residential mortgages | $1,834,000 | 4,494 |
| Issued or guaranteed by U.S. | $1,834,000 | 4,487 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $8,001,000 | 5,572 |
| Total debt securities | $8,000,000 | 5,973 |
| Structured notes | ||
| Amortized cost | $501,000 | 2,576 |
| Fair value | $502,000 | 2,613 |
| 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 | $7,609,000 | 6,057 |
| U.S. Government securities | $7,353,000 | 5,397 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,353,000 | 5,289 |
| Securities issued by states & political subdivisions | $256,000 | 5,510 |
| 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 | $4,719,000 | 4,278 |
| Mortgage-backed securities | $1,929,000 | 4,904 |
| Certificates of participation in pools of residential mortgages | $1,929,000 | 4,435 |
| Issued or guaranteed by U.S. | $1,929,000 | 4,422 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $7,609,000 | 5,616 |
| Total debt securities | $7,611,000 | 6,018 |
| Structured notes | ||
| Amortized cost | $502,000 | 2,634 |
| Fair value | $505,000 | 2,655 |
| 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 | $7,374,000 | 6,181 |
| U.S. Government securities | $7,374,000 | 5,523 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,374,000 | 5,416 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,100,000 | 4,215 |
| Mortgage-backed securities | $1,948,000 | 4,884 |
| Certificates of participation in pools of residential mortgages | $1,948,000 | 4,412 |
| Issued or guaranteed by U.S. | $1,948,000 | 4,402 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $7,374,000 | 5,738 |
| Total debt securities | $7,373,000 | 6,151 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $6,396,000 | 6,352 |
| U.S. Government securities | $6,396,000 | 5,735 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,396,000 | 5,607 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,144,000 | 4,186 |
| Mortgage-backed securities | $1,478,000 | 4,999 |
| Certificates of participation in pools of residential mortgages | $1,478,000 | 4,564 |
| Issued or guaranteed by U.S. | $1,478,000 | 4,556 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $6,396,000 | 5,887 |
| Total debt securities | $6,397,000 | 6,316 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $5,442,000 | 6,451 |
| U.S. Government securities | $5,442,000 | 5,818 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,442,000 | 5,687 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,189,000 | 4,138 |
| Mortgage-backed securities | $508,000 | 5,430 |
| Certificates of participation in pools of residential mortgages | $508,000 | 5,016 |
| Issued or guaranteed by U.S. | $508,000 | 5,003 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $5,442,000 | 5,962 |
| Total debt securities | $5,442,000 | 6,420 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $5,548,000 | 6,454 |
| U.S. Government securities | $5,548,000 | 5,788 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,548,000 | 5,663 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,094,000 | 4,213 |
| Mortgage-backed securities | $557,000 | 5,441 |
| Certificates of participation in pools of residential mortgages | $557,000 | 4,986 |
| Issued or guaranteed by U.S. | $557,000 | 4,974 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,548,000 | 5,948 |
| Total debt securities | $5,547,000 | 6,412 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,790 |
| Fair value | $501,000 | 2,870 |
| 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 | $2,444,000 | 7,137 |
| U.S. Government securities | $2,444,000 | 6,721 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,444,000 | 6,606 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,072,000 | 5,297 |
| Mortgage-backed securities | $610,000 | 5,441 |
| Certificates of participation in pools of residential mortgages | $610,000 | 5,014 |
| Issued or guaranteed by U.S. | $610,000 | 5,004 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $2,444,000 | 6,591 |
| Total debt securities | $2,443,000 | 7,100 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $501,000 | 2,950 |
| 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 | $2,713,000 | 7,159 |
| U.S. Government securities | $2,713,000 | 6,755 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,713,000 | 6,646 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,638,000 | 5,166 |
| Mortgage-backed securities | $643,000 | 5,531 |
| Certificates of participation in pools of residential mortgages | $643,000 | 5,120 |
| Issued or guaranteed by U.S. | $643,000 | 5,110 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $2,713,000 | 6,621 |
| Total debt securities | $2,711,000 | 7,121 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,797 |
| Fair value | $500,000 | 2,717 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $3,946,000 | 6,947 |
| U.S. Government securities | $3,946,000 | 6,393 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,946,000 | 6,299 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,166,000 | 4,994 |
| Mortgage-backed securities | $681,000 | 5,575 |
| Certificates of participation in pools of residential mortgages | $681,000 | 5,160 |
| Issued or guaranteed by U.S. | $681,000 | 5,150 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $3,946,000 | 6,424 |
| Total debt securities | $3,946,000 | 6,905 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,538 |
| Fair value | $497,000 | 2,490 |
| 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 | $4,878,000 | 6,839 |
| U.S. Government securities | $4,878,000 | 6,200 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,878,000 | 6,109 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,108,000 | 4,678 |
| Mortgage-backed securities | $738,000 | 5,627 |
| Certificates of participation in pools of residential mortgages | $738,000 | 5,217 |
| Issued or guaranteed by U.S. | $738,000 | 5,202 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $4,878,000 | 6,305 |
| Total debt securities | $4,877,000 | 6,793 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,748 |
| Fair value | $999,000 | 1,679 |
| 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 | $5,889,000 | 6,629 |
| U.S. Government securities | $5,889,000 | 5,933 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,889,000 | 5,847 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,030,000 | 4,715 |
| Mortgage-backed securities | $766,000 | 5,657 |
| Certificates of participation in pools of residential mortgages | $766,000 | 5,252 |
| Issued or guaranteed by U.S. | $766,000 | 5,232 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $5,889,000 | 6,101 |
| Total debt securities | $5,889,000 | 6,583 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,298 |
| Fair value | $992,000 | 1,237 |
| 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 | $5,782,000 | 6,699 |
| U.S. Government securities | $5,782,000 | 6,084 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,782,000 | 6,005 |
| 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 | $4,592,000 | 4,600 |
| Mortgage-backed securities | $818,000 | 5,701 |
| Certificates of participation in pools of residential mortgages | $818,000 | 5,301 |
| Issued or guaranteed by U.S. | $818,000 | 5,283 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $5,782,000 | 6,147 |
| Total debt securities | $5,782,000 | 6,661 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,400 |
| Fair value | $496,000 | 1,381 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $5,819,000 | 6,753 |
| U.S. Government securities | $5,819,000 | 6,170 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,819,000 | 6,085 |
| 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 | $5,542,000 | 4,372 |
| Mortgage-backed securities | $868,000 | 5,684 |
| Certificates of participation in pools of residential mortgages | $868,000 | 5,277 |
| Issued or guaranteed by U.S. | $868,000 | 5,260 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $5,819,000 | 6,179 |
| Total debt securities | $5,818,000 | 6,716 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,430 |
| Fair value | $500,000 | 1,398 |
| 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 | $6,152,000 | 6,662 |
| U.S. Government securities | $6,152,000 | 6,049 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,152,000 | 5,965 |
| 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 | $4,281,000 | 4,748 |
| Mortgage-backed securities | $881,000 | 5,665 |
| Certificates of participation in pools of residential mortgages | $881,000 | 5,256 |
| Issued or guaranteed by U.S. | $881,000 | 5,239 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $6,152,000 | 6,088 |
| Total debt securities | $6,151,000 | 6,617 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,428 |
| Fair value | $484,000 | 1,433 |
| 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 | $6,202,000 | 6,704 |
| U.S. Government securities | $6,202,000 | 6,084 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,202,000 | 5,998 |
| 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 | $3,958,000 | 4,868 |
| Mortgage-backed securities | $912,000 | 5,660 |
| Certificates of participation in pools of residential mortgages | $912,000 | 5,247 |
| Issued or guaranteed by U.S. | $912,000 | 5,226 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $6,202,000 | 6,126 |
| Total debt securities | $6,201,000 | 6,644 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,470 |
| Fair value | $481,000 | 1,498 |
| 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 | $5,651,000 | 6,863 |
| U.S. Government securities | $5,651,000 | 6,259 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,651,000 | 6,164 |
| 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 | $4,059,000 | 4,798 |
| Mortgage-backed securities | $236,000 | 6,079 |
| Certificates of participation in pools of residential mortgages | $236,000 | 5,744 |
| Issued or guaranteed by U.S. | $236,000 | 5,713 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,651,000 | 6,288 |
| Total debt securities | $5,652,000 | 6,796 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,611 |
| Fair value | $500,000 | 1,593 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,247,000 | 7,019 |
| U.S. Government securities | $5,247,000 | 6,503 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,247,000 | 6,401 |
| 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 | $4,327,000 | 4,719 |
| Mortgage-backed securities | $243,000 | 5,964 |
| Certificates of participation in pools of residential mortgages | $243,000 | 5,619 |
| Issued or guaranteed by U.S. | $243,000 | 5,597 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,247,000 | 6,388 |
| Total debt securities | $5,247,000 | 6,966 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $500,000 | 1,997 |
| 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 | $5,299,000 | 7,078 |
| U.S. Government securities | $5,299,000 | 6,607 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,299,000 | 6,493 |
| 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 | $5,036,000 | 4,521 |
| Mortgage-backed securities | $252,000 | 5,911 |
| Certificates of participation in pools of residential mortgages | $252,000 | 5,550 |
| Issued or guaranteed by U.S. | $252,000 | 5,528 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $5,299,000 | 6,431 |
| Total debt securities | $5,299,000 | 7,027 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,161 |
| Fair value | $499,000 | 2,252 |
| 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 | $5,252,000 | 7,115 |
| U.S. Government securities | $5,252,000 | 6,655 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,252,000 | 6,530 |
| 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 | $5,136,000 | 4,510 |
| Mortgage-backed securities | $275,000 | 5,897 |
| Certificates of participation in pools of residential mortgages | $260,000 | 5,553 |
| Issued or guaranteed by U.S. | $260,000 | 5,533 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $15,000 | 3,526 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,188 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $5,252,000 | 6,458 |
| Total debt securities | $5,251,000 | 7,076 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $495,000 | 2,348 |
| 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 | $5,334,000 | 7,148 |
| U.S. Government securities | $5,334,000 | 6,673 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,334,000 | 6,544 |
| 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 | $5,159,000 | 4,524 |
| Mortgage-backed securities | $330,000 | 5,831 |
| Certificates of participation in pools of residential mortgages | $274,000 | 5,541 |
| Issued or guaranteed by U.S. | $274,000 | 5,517 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $56,000 | 3,401 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,097 |
| 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) | $5,334,000 | 6,463 |
| Total debt securities | $5,333,000 | 7,103 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,146 |
| Fair value | $792,000 | 2,156 |
| 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 | $5,394,000 | 7,173 |
| U.S. Government securities | $5,394,000 | 6,700 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,394,000 | 6,570 |
| 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 | $5,108,000 | 4,533 |
| Mortgage-backed securities | $398,000 | 5,782 |
| Certificates of participation in pools of residential mortgages | $307,000 | 5,500 |
| Issued or guaranteed by U.S. | $307,000 | 5,479 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $91,000 | 3,331 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,035 |
| 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) | $5,394,000 | 6,472 |
| Total debt securities | $5,397,000 | 7,126 |
| Structured notes | ||
| Amortized cost | $799,000 | 2,260 |
| Fair value | $789,000 | 2,262 |
| 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 | $5,725,000 | 7,169 |
| U.S. Government securities | $5,725,000 | 6,652 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,725,000 | 6,522 |
| 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 | $5,228,000 | 4,542 |
| Mortgage-backed securities | $449,000 | 5,741 |
| Certificates of participation in pools of residential mortgages | $317,000 | 5,511 |
| Issued or guaranteed by U.S. | $317,000 | 5,484 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $132,000 | 3,229 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 2,940 |
| 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) | $5,725,000 | 6,441 |
| Total debt securities | $5,722,000 | 7,114 |
| Structured notes | ||
| Amortized cost | $798,000 | 2,383 |
| Fair value | $785,000 | 2,388 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,314,000 | 7,286 |
| U.S. Government securities | $5,314,000 | 6,787 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,314,000 | 6,652 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,163,000 | 4,569 |
| Mortgage-backed securities | $531,000 | 5,684 |
| Certificates of participation in pools of residential mortgages | $353,000 | 5,493 |
| Issued or guaranteed by U.S. | $353,000 | 5,468 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $178,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $178,000 | 2,872 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $5,314,000 | 6,542 |
| Total debt securities | $5,313,000 | 7,236 |
| Structured notes | ||
| Amortized cost | $796,000 | 2,453 |
| Fair value | $773,000 | 2,454 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $4,975,000 | 7,432 |
| U.S. Government securities | $4,975,000 | 6,935 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,975,000 | 6,789 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,749,000 | 4,710 |
| Mortgage-backed securities | $621,000 | 5,636 |
| Certificates of participation in pools of residential mortgages | $390,000 | 5,467 |
| Issued or guaranteed by U.S. | $390,000 | 5,444 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $231,000 | 3,112 |
| CMOs issued by government agencies or sponsored agencies | $231,000 | 2,810 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,975,000 | 6,686 |
| Total debt securities | $4,975,000 | 7,376 |
| Structured notes | ||
| Amortized cost | $791,000 | 2,445 |
| Fair value | $779,000 | 2,442 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $4,261,000 | 7,625 |
| U.S. Government securities | $4,261,000 | 7,174 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,261,000 | 7,020 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,161,000 | 4,887 |
| Mortgage-backed securities | $690,000 | 5,632 |
| Certificates of participation in pools of residential mortgages | $406,000 | 5,487 |
| Issued or guaranteed by U.S. | $406,000 | 5,462 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $284,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $284,000 | 2,767 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $4,261,000 | 6,864 |
| Total debt securities | $4,259,000 | 7,575 |
| Structured notes | ||
| Amortized cost | $789,000 | 2,437 |
| Fair value | $779,000 | 2,438 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $4,772,000 | 7,536 |
| U.S. Government securities | $4,772,000 | 7,033 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,772,000 | 6,886 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,223,000 | 4,864 |
| Mortgage-backed securities | $829,000 | 5,591 |
| Certificates of participation in pools of residential mortgages | $452,000 | 5,474 |
| Issued or guaranteed by U.S. | $452,000 | 5,452 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $377,000 | 3,003 |
| CMOs issued by government agencies or sponsored agencies | $377,000 | 2,708 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $4,772,000 | 6,768 |
| Total debt securities | $4,772,000 | 7,478 |
| Structured notes | ||
| Amortized cost | $788,000 | 2,399 |
| Fair value | $785,000 | 2,398 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $4,485,000 | 7,648 |
| U.S. Government securities | $4,485,000 | 7,160 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,485,000 | 7,010 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,396,000 | 5,192 |
| Mortgage-backed securities | $1,014,000 | 5,508 |
| Certificates of participation in pools of residential mortgages | $515,000 | 5,453 |
| Issued or guaranteed by U.S. | $515,000 | 5,427 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $499,000 | 2,919 |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 2,645 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $4,485,000 | 6,863 |
| Total debt securities | $4,484,000 | 7,590 |
| Structured notes | ||
| Amortized cost | $295,000 | 2,822 |
| Fair value | $295,000 | 2,820 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,632,000 | 7,944 |
| U.S. Government securities | $3,632,000 | 7,523 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,632,000 | 7,354 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,202,000 | 5,310 |
| Mortgage-backed securities | $500,000 | 5,988 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $500,000 | 2,951 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 2,680 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $3,632,000 | 7,149 |
| Total debt securities | $3,632,000 | 7,886 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,685,000 | 7,974 |
| U.S. Government securities | $3,685,000 | 7,517 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,685,000 | 7,355 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,254,000 | 5,290 |
| Mortgage-backed securities | $501,000 | 6,028 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $501,000 | 3,002 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 2,741 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $3,685,000 | 7,164 |
| Total debt securities | $3,685,000 | 7,908 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,798,000 | 7,969 |
| U.S. Government securities | $3,798,000 | 7,513 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,798,000 | 7,362 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,189,000 | 5,320 |
| Mortgage-backed securities | $503,000 | 6,079 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $503,000 | 3,011 |
| CMOs issued by government agencies or sponsored agencies | $503,000 | 2,750 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $3,798,000 | 7,173 |
| Total debt securities | $3,798,000 | 7,905 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,990,000 | 7,983 |
| U.S. Government securities | $3,990,000 | 7,523 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,990,000 | 7,363 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,143,000 | 5,337 |
| Mortgage-backed securities | $505,000 | 6,140 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $505,000 | 3,053 |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 2,801 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $3,990,000 | 7,197 |
| Total debt securities | $3,990,000 | 7,922 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $4,115,000 | 7,958 |
| U.S. Government securities | $4,115,000 | 7,448 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,115,000 | 7,292 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,255,000 | 5,210 |
| Mortgage-backed securities | $507,000 | 6,180 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $507,000 | 3,142 |
| CMOs issued by government agencies or sponsored agencies | $507,000 | 2,873 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,115,000 | 7,173 |
| Total debt securities | $4,115,000 | 7,885 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,059,000 | 8,047 |
| U.S. Government securities | $4,059,000 | 7,529 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,059,000 | 7,355 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,201,000 | 5,214 |
| Mortgage-backed securities | $507,000 | 6,195 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $507,000 | 3,157 |
| CMOs issued by government agencies or sponsored agencies | $507,000 | 3,007 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $4,059,000 | 7,208 |
| Total debt securities | $4,058,000 | 7,977 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $4,081,000 | 8,001 |
| U.S. Government securities | $4,081,000 | 7,432 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,081,000 | 7,249 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,216,000 | 5,178 |
| Mortgage-backed securities | $509,000 | 6,245 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $509,000 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 3,057 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $4,081,000 | 7,174 |
| Total debt securities | $4,081,000 | 7,918 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,051,000 | 8,564 |
| U.S. Government securities | $2,051,000 | 8,187 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,051,000 | 8,010 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,284,000 | 6,328 |
| Mortgage-backed securities | $447,000 | 6,381 |
| Certificates of participation in pools of residential mortgages | $447,000 | 5,915 |
| Issued or guaranteed by U.S. | $447,000 | 5,894 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $2,051,000 | 7,744 |
| Total debt securities | $2,051,000 | 8,486 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $3,093,000 | 8,342 |
| U.S. Government securities | $3,093,000 | 7,847 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,093,000 | 7,657 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,344,000 | 6,310 |
| Mortgage-backed securities | $575,000 | 6,269 |
| Certificates of participation in pools of residential mortgages | $575,000 | 5,766 |
| Issued or guaranteed by U.S. | $575,000 | 5,750 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $3,093,000 | 7,472 |
| Total debt securities | $3,093,000 | 8,264 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $3,820,000 | 8,193 |
| U.S. Government securities | $3,820,000 | 7,612 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,820,000 | 7,407 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,676,000 | 6,101 |
| Mortgage-backed securities | $680,000 | 6,184 |
| Certificates of participation in pools of residential mortgages | $680,000 | 5,658 |
| Issued or guaranteed by U.S. | $680,000 | 5,641 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $3,820,000 | 7,296 |
| Total debt securities | $3,820,000 | 8,108 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,332,000 | 7,830 |
| U.S. Government securities | $5,332,000 | 7,084 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,332,000 | 6,852 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,214,000 | 4,324 |
| Mortgage-backed securities | $1,044,000 | 5,843 |
| Certificates of participation in pools of residential mortgages | $1,044,000 | 5,157 |
| Issued or guaranteed by U.S. | $1,044,000 | 5,135 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $5,332,000 | 6,878 |
| Total debt securities | $5,331,000 | 7,722 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $13,820,000 | 5,811 |
| U.S. Government securities | $12,955,000 | 5,020 |
| U.S. Treasury securities | $302,000 | 3,688 |
| U.S. Government agency obligations | $12,653,000 | 4,783 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $865,000 | 2,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,278,000 | 2,747 |
| Mortgage-backed securities | $1,399,000 | 5,194 |
| Certificates of participation in pools of residential mortgages | $1,399,000 | 4,430 |
| Issued or guaranteed by U.S. | $1,399,000 | 4,407 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $13,820,000 | 4,820 |
| Total debt securities | $12,955,000 | 5,884 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $11,722,000 | 6,588 |
| U.S. Government securities | $10,916,000 | 5,825 |
| U.S. Treasury securities | $300,000 | 4,863 |
| U.S. Government agency obligations | $10,616,000 | 5,399 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $806,000 | 2,810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,947,000 | 3,158 |
| Mortgage-backed securities | $1,543,000 | 5,403 |
| Certificates of participation in pools of residential mortgages | $1,543,000 | 4,542 |
| Issued or guaranteed by U.S. | $1,543,000 | 4,529 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $11,722,000 | 5,422 |
| Total debt securities | $10,916,000 | 6,693 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $12,861,000 | 6,323 |
| U.S. Government securities | $12,110,000 | 5,491 |
| U.S. Treasury securities | $1,422,000 | 4,534 |
| U.S. Government agency obligations | $10,688,000 | 5,068 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $751,000 | 2,823 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,788,000 | 2,644 |
| Mortgage-backed securities | $965,000 | 6,151 |
| Certificates of participation in pools of residential mortgages | $937,000 | 5,349 |
| Issued or guaranteed by U.S. | $937,000 | 5,332 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $28,000 | 4,714 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 4,471 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $12,861,000 | 5,066 |
| Total debt securities | $12,110,000 | 6,390 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $8,246,000 | 8,014 |
| U.S. Government securities | $7,546,000 | 7,432 |
| U.S. Treasury securities | $1,408,000 | 5,859 |
| U.S. Government agency obligations | $6,138,000 | 6,740 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $700,000 | 2,956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,234,000 | 3,972 |
| Mortgage-backed securities | $1,314,000 | 5,991 |
| Certificates of participation in pools of residential mortgages | $574,000 | 6,023 |
| Issued or guaranteed by U.S. | $574,000 | 6,003 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $740,000 | 3,700 |
| CMOs issued by government agencies or sponsored agencies | $740,000 | 3,570 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $8,246,000 | 6,285 |
| Total debt securities | $7,546,000 | 8,118 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,106,000 | 8,942 |
| U.S. Government securities | $6,741,000 | 8,371 |
| U.S. Treasury securities | $1,204,000 | 6,906 |
| U.S. Government agency obligations | $5,537,000 | 7,348 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $365,000 | 4,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,241,000 | 4,494 |
| Mortgage-backed securities | $2,488,000 | 5,546 |
| Certificates of participation in pools of residential mortgages | $1,369,000 | 5,346 |
| Issued or guaranteed by U.S. | $1,369,000 | 5,331 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,119,000 | 3,693 |
| CMOs issued by government agencies or sponsored agencies | $1,119,000 | 3,548 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $7,106,000 | 6,945 |
| Total debt securities | $6,741,000 | 8,985 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $7,144,000 | 9,328 |
| U.S. Government securities | $7,144,000 | 8,550 |
| U.S. Treasury securities | $1,376,000 | 7,938 |
| U.S. Government agency obligations | $5,768,000 | 7,280 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,401,000 | 4,485 |
| Mortgage-backed securities | $2,560,000 | 5,810 |
| Certificates of participation in pools of residential mortgages | $1,390,000 | 5,567 |
| Issued or guaranteed by U.S. | $1,390,000 | 5,537 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,170,000 | 4,049 |
| CMOs issued by government agencies or sponsored agencies | $1,170,000 | 3,897 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $7,144,000 | 7,089 |
| Total debt securities | $7,144,000 | 9,219 |
| Structured notes | ||
| Amortized cost | $600,000 | 3,290 |
| Fair value | $594,000 | 3,317 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $8,945,000 | 9,146 |
| U.S. Government securities | $8,594,000 | 8,383 |
| U.S. Treasury securities | $1,844,000 | 8,546 |
| U.S. Government agency obligations | $6,750,000 | 6,775 |
| Securities issued by states & political subdivisions | $351,000 | 8,126 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,306,000 | 4,575 |
| Mortgage-backed securities | $2,504,000 | 6,230 |
| Certificates of participation in pools of residential mortgages | $1,347,000 | 5,926 |
| Issued or guaranteed by U.S. | $1,347,000 | 5,898 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,157,000 | 4,340 |
| CMOs issued by government agencies or sponsored agencies | $1,157,000 | 4,153 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $351,000 | 11,215 |
| Available-for-sale securities (fair market value) | $8,594,000 | 5,230 |
| Total debt securities | $8,945,000 | 9,042 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $9,188,000 | 9,394 |
| U.S. Government securities | $8,786,000 | 8,542 |
| U.S. Treasury securities | $1,618,000 | 8,966 |
| U.S. Government agency obligations | $7,168,000 | 6,734 |
| Securities issued by states & political subdivisions | $402,000 | 8,149 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,524,000 | 4,337 |
| Mortgage-backed securities | $2,969,000 | 6,456 |
| Certificates of participation in pools of residential mortgages | $1,507,000 | 6,299 |
| Issued or guaranteed by U.S. | $1,507,000 | 6,255 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,462,000 | 4,497 |
| CMOs issued by government agencies or sponsored agencies | $1,462,000 | 4,294 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,188,000 | 9,257 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $9,983,000 | 9,158 |
| U.S. Government securities | $9,531,000 | 8,268 |
| U.S. Treasury securities | $898,000 | 10,667 |
| U.S. Government agency obligations | $8,633,000 | 6,060 |
| Securities issued by states & political subdivisions | $452,000 | 7,880 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,734,000 | 4,665 |
| Mortgage-backed securities | $4,734,000 | 5,611 |
| Certificates of participation in pools of residential mortgages | $562,000 | 8,429 |
| Issued or guaranteed by U.S. | $562,000 | 8,364 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,172,000 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $4,172,000 | 2,664 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,983,000 | 9,023 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |