Home > Fredonia Valley Bank > Securities
Fredonia Valley Bank, Securities
| 2025-03-31 | Rank | |
| Total securities | $23,289,000 | 3,311 |
| U.S. Government securities | $10,565,000 | 3,450 |
| U.S. Treasury securities | $0 | 2,481 |
| U.S. Government agency obligations | $10,565,000 | 3,101 |
| Securities issued by states & political subdivisions | $12,252,000 | 2,169 |
| Other domestic debt securities | $472,000 | 2,143 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $472,000 | 807 |
| Other domestic debt securities - All other | $0 | 1,818 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,164,000 | 3,110 |
| Mortgage-backed securities | $1,869,000 | 3,370 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $919,000 | 3,230 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $950,000 | 2,312 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,666 |
| Other commercial mortgage-backed securities | $0 | 1,323 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $23,289,000 | 3,081 |
| Total debt securities | $23,289,000 | 3,284 |
| Structured notes | ||
| Amortized cost | $300,000 | 899 |
| Fair value | $270,000 | 905 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-12-31 | Rank | |
| Total securities | $22,944,000 | 3,355 |
| U.S. Government securities | $10,415,000 | 3,463 |
| U.S. Treasury securities | $0 | 2,543 |
| U.S. Government agency obligations | $10,415,000 | 3,115 |
| Securities issued by states & political subdivisions | $12,057,000 | 2,219 |
| Other domestic debt securities | $472,000 | 2,155 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $472,000 | 813 |
| Other domestic debt securities - All other | $0 | 1,833 |
| Foreign debt securities | $0 | 269 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,087,000 | 3,358 |
| Mortgage-backed securities | $1,928,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $943,000 | 3,231 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $985,000 | 2,285 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | $0 | 1,328 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $22,944,000 | 3,119 |
| Total debt securities | $22,944,000 | 3,332 |
| Structured notes | ||
| Amortized cost | $300,000 | 941 |
| Fair value | $262,000 | 949 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-09-30 | Rank | |
| Total securities | $25,005,000 | 3,308 |
| U.S. Government securities | $11,411,000 | 3,429 |
| U.S. Treasury securities | $0 | 2,583 |
| U.S. Government agency obligations | $11,411,000 | 3,090 |
| Securities issued by states & political subdivisions | $13,119,000 | 2,175 |
| Other domestic debt securities | $475,000 | 2,124 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $475,000 | 719 |
| Other domestic debt securities - All other | $0 | 1,835 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,297,000 | 3,378 |
| Mortgage-backed securities | $2,059,000 | 3,357 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,019,000 | 3,227 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,040,000 | 2,246 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $0 | 1,344 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $25,005,000 | 3,072 |
| Total debt securities | $25,008,000 | 3,284 |
| Structured notes | ||
| Amortized cost | $300,000 | 962 |
| Fair value | $280,000 | 967 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-06-30 | Rank | |
| Total securities | $23,948,000 | 3,370 |
| U.S. Government securities | $10,516,000 | 3,497 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $10,516,000 | 3,135 |
| Securities issued by states & political subdivisions | $12,965,000 | 2,184 |
| Other domestic debt securities | $467,000 | 2,148 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $467,000 | 716 |
| Other domestic debt securities - All other | $0 | 1,858 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,406,000 | 3,389 |
| Mortgage-backed securities | $1,079,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,031,000 | 3,213 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 2,657 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $23,948,000 | 3,127 |
| Total debt securities | $23,948,000 | 3,348 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 671 |
| Fair value | $1,260,000 | 662 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank | |
| Total securities | $24,126,000 | 3,384 |
| U.S. Government securities | $10,413,000 | 3,542 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $10,413,000 | 3,207 |
| Securities issued by states & political subdivisions | $13,244,000 | 2,171 |
| Other domestic debt securities | $469,000 | 2,151 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $469,000 | 661 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,390,000 | 3,411 |
| Mortgage-backed securities | $1,124,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,072,000 | 3,222 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 2,614 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $24,126,000 | 3,144 |
| Total debt securities | $24,126,000 | 3,363 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 683 |
| Fair value | $1,258,000 | 676 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $24,887,000 | 3,383 |
| U.S. Government securities | $11,066,000 | 3,515 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $11,066,000 | 3,157 |
| Securities issued by states & political subdivisions | $13,350,000 | 2,194 |
| Other domestic debt securities | $471,000 | 2,158 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $471,000 | 641 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,412,000 | 3,406 |
| Mortgage-backed securities | $1,179,000 | 3,473 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,124,000 | 3,205 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 2,609 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $24,887,000 | 3,140 |
| Total debt securities | $24,887,000 | 3,359 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 637 |
| Fair value | $1,753,000 | 606 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $23,579,000 | 3,450 |
| U.S. Government securities | $10,573,000 | 3,557 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $10,573,000 | 3,178 |
| Securities issued by states & political subdivisions | $12,543,000 | 2,236 |
| Other domestic debt securities | $463,000 | 2,160 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $463,000 | 636 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,225,000 | 3,404 |
| Mortgage-backed securities | $1,176,000 | 3,485 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,118,000 | 3,213 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 2,607 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $23,579,000 | 3,191 |
| Total debt securities | $23,579,000 | 3,430 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 659 |
| Fair value | $1,724,000 | 617 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $24,917,000 | 3,441 |
| U.S. Government securities | $11,092,000 | 3,570 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $11,092,000 | 3,190 |
| Securities issued by states & political subdivisions | $13,356,000 | 2,233 |
| Other domestic debt securities | $469,000 | 2,177 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $469,000 | 626 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,369,000 | 3,365 |
| Mortgage-backed securities | $1,283,000 | 3,483 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,220,000 | 3,210 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 2,610 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $24,917,000 | 3,182 |
| Total debt securities | $24,917,000 | 3,416 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 698 |
| Fair value | $1,732,000 | 655 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $25,552,000 | 3,495 |
| U.S. Government securities | $11,170,000 | 3,640 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $11,170,000 | 3,211 |
| Securities issued by states & political subdivisions | $13,907,000 | 2,256 |
| Other domestic debt securities | $475,000 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $475,000 | 620 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,450,000 | 3,318 |
| Mortgage-backed securities | $1,345,000 | 3,525 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,277,000 | 3,241 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 2,641 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $25,552,000 | 3,226 |
| Total debt securities | $25,552,000 | 3,472 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 731 |
| Fair value | $1,735,000 | 695 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $25,248,000 | 3,527 |
| U.S. Government securities | $11,160,000 | 3,664 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $11,160,000 | 3,208 |
| Securities issued by states & political subdivisions | $13,615,000 | 2,312 |
| Other domestic debt securities | $473,000 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $473,000 | 640 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,294,000 | 3,392 |
| Mortgage-backed securities | $1,385,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,313,000 | 3,263 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 2,659 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $25,248,000 | 3,267 |
| Total debt securities | $25,248,000 | 3,505 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 756 |
| Fair value | $1,733,000 | 714 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $24,633,000 | 3,568 |
| U.S. Government securities | $10,852,000 | 3,693 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $10,852,000 | 3,249 |
| Securities issued by states & political subdivisions | $13,313,000 | 2,333 |
| Other domestic debt securities | $468,000 | 2,233 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $468,000 | 474 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,857,000 | 3,435 |
| Mortgage-backed securities | $1,411,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,330,000 | 3,277 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 2,662 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $24,633,000 | 3,295 |
| Total debt securities | $24,633,000 | 3,546 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 746 |
| Fair value | $1,723,000 | 706 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $24,370,000 | 3,609 |
| U.S. Government securities | $10,246,000 | 3,759 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $10,246,000 | 3,332 |
| Securities issued by states & political subdivisions | $14,124,000 | 2,339 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,026,000 | 3,412 |
| Mortgage-backed securities | $2,057,000 | 3,500 |
| Certificates of participation in pools of residential mortgages | $1,477,000 | 3,365 |
| Issued or guaranteed by U.S. | $1,477,000 | 3,275 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $92,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 2,684 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $488,000 | 1,883 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $488,000 | 1,351 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $24,370,000 | 3,350 |
| Total debt securities | $24,371,000 | 3,593 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,143 |
| Fair value | $266,000 | 1,149 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $25,593,000 | 3,511 |
| U.S. Government securities | $10,468,000 | 3,677 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $10,468,000 | 3,290 |
| Securities issued by states & political subdivisions | $15,125,000 | 2,295 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,161,000 | 3,386 |
| Mortgage-backed securities | $1,726,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $1,621,000 | 3,346 |
| Issued or guaranteed by U.S. | $1,621,000 | 3,255 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $105,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $105,000 | 2,668 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $25,593,000 | 3,290 |
| Total debt securities | $25,592,000 | 3,490 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,017 |
| Fair value | $276,000 | 1,021 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $26,443,000 | 3,397 |
| U.S. Government securities | $11,588,000 | 3,467 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $11,588,000 | 3,172 |
| Securities issued by states & political subdivisions | $14,855,000 | 2,352 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,353,000 | 3,379 |
| Mortgage-backed securities | $1,960,000 | 3,546 |
| Certificates of participation in pools of residential mortgages | $1,837,000 | 3,310 |
| Issued or guaranteed by U.S. | $1,837,000 | 3,206 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $123,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 2,655 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $26,443,000 | 3,204 |
| Total debt securities | $26,443,000 | 3,376 |
| Structured notes | ||
| Amortized cost | $300,000 | 926 |
| Fair value | $297,000 | 926 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $24,373,000 | 3,449 |
| U.S. Government securities | $10,213,000 | 3,533 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $10,213,000 | 3,295 |
| Securities issued by states & political subdivisions | $14,160,000 | 2,367 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,383,000 | 3,392 |
| Mortgage-backed securities | $2,165,000 | 3,557 |
| Certificates of participation in pools of residential mortgages | $2,026,000 | 3,299 |
| Issued or guaranteed by U.S. | $2,026,000 | 3,209 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $139,000 | 2,741 |
| CMOs issued by government agencies or sponsored agencies | $139,000 | 2,679 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $24,373,000 | 3,253 |
| Total debt securities | $24,373,000 | 3,428 |
| Structured notes | ||
| Amortized cost | $300,000 | 817 |
| Fair value | $299,000 | 820 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $23,226,000 | 3,463 |
| U.S. Government securities | $10,034,000 | 3,511 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $10,034,000 | 3,287 |
| Securities issued by states & political subdivisions | $13,192,000 | 2,419 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,398,000 | 3,392 |
| Mortgage-backed securities | $2,420,000 | 3,529 |
| Certificates of participation in pools of residential mortgages | $2,258,000 | 3,249 |
| Issued or guaranteed by U.S. | $2,258,000 | 3,151 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $162,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 2,656 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $23,226,000 | 3,264 |
| Total debt securities | $23,226,000 | 3,442 |
| Structured notes | ||
| Amortized cost | $300,000 | 756 |
| Fair value | $300,000 | 756 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $19,881,000 | 3,530 |
| U.S. Government securities | $5,911,000 | 3,785 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,911,000 | 3,604 |
| Securities issued by states & political subdivisions | $13,970,000 | 2,304 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,373,000 | 3,379 |
| Mortgage-backed securities | $2,231,000 | 3,538 |
| Certificates of participation in pools of residential mortgages | $2,008,000 | 3,260 |
| Issued or guaranteed by U.S. | $2,008,000 | 3,166 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $223,000 | 2,649 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 2,596 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $19,881,000 | 3,317 |
| Total debt securities | $19,881,000 | 3,504 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $18,340,000 | 3,514 |
| U.S. Government securities | $5,532,000 | 3,730 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,532,000 | 3,584 |
| Securities issued by states & political subdivisions | $12,808,000 | 2,348 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,415,000 | 3,375 |
| Mortgage-backed securities | $2,608,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $2,321,000 | 3,167 |
| Issued or guaranteed by U.S. | $2,321,000 | 3,083 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $287,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $287,000 | 2,571 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $18,340,000 | 3,298 |
| Total debt securities | $18,340,000 | 3,492 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $17,387,000 | 3,509 |
| U.S. Government securities | $4,295,000 | 3,900 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,295,000 | 3,750 |
| Securities issued by states & political subdivisions | $13,092,000 | 2,234 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,404,000 | 3,408 |
| Mortgage-backed securities | $2,868,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | $2,500,000 | 3,117 |
| Issued or guaranteed by U.S. | $2,500,000 | 3,027 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $368,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $368,000 | 2,553 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $17,387,000 | 3,295 |
| Total debt securities | $17,387,000 | 3,486 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $16,797,000 | 3,529 |
| U.S. Government securities | $4,291,000 | 3,920 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,291,000 | 3,764 |
| Securities issued by states & political subdivisions | $12,506,000 | 2,200 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,412,000 | 3,432 |
| Mortgage-backed securities | $3,108,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $2,647,000 | 3,089 |
| Issued or guaranteed by U.S. | $2,647,000 | 3,003 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $461,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $461,000 | 2,532 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $16,797,000 | 3,298 |
| Total debt securities | $16,797,000 | 3,505 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $12,353,000 | 3,824 |
| U.S. Government securities | $2,251,000 | 4,290 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,251,000 | 4,147 |
| Securities issued by states & political subdivisions | $10,102,000 | 2,308 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,345,000 | 3,448 |
| Mortgage-backed securities | $1,122,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $585,000 | 3,680 |
| Issued or guaranteed by U.S. | $585,000 | 3,586 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $537,000 | 2,540 |
| CMOs issued by government agencies or sponsored agencies | $537,000 | 2,491 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $12,353,000 | 3,589 |
| Total debt securities | $12,353,000 | 3,799 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $13,810,000 | 3,767 |
| U.S. Government securities | $2,272,000 | 4,383 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,272,000 | 4,225 |
| Securities issued by states & political subdivisions | $11,538,000 | 2,140 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,387,000 | 3,507 |
| Mortgage-backed securities | $667,000 | 3,895 |
| Certificates of participation in pools of residential mortgages | $70,000 | 3,961 |
| Issued or guaranteed by U.S. | $70,000 | 3,893 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $597,000 | 2,531 |
| CMOs issued by government agencies or sponsored agencies | $597,000 | 2,485 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $13,810,000 | 3,527 |
| Total debt securities | $13,810,000 | 3,746 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $14,808,000 | 3,759 |
| U.S. Government securities | $2,744,000 | 4,390 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,744,000 | 4,227 |
| Securities issued by states & political subdivisions | $12,064,000 | 2,122 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,405,000 | 3,570 |
| Mortgage-backed securities | $756,000 | 3,903 |
| Certificates of participation in pools of residential mortgages | $80,000 | 3,992 |
| Issued or guaranteed by U.S. | $80,000 | 3,921 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $676,000 | 2,515 |
| CMOs issued by government agencies or sponsored agencies | $676,000 | 2,470 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $14,808,000 | 3,506 |
| Total debt securities | $14,808,000 | 3,737 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $15,204,000 | 3,780 |
| U.S. Government securities | $3,207,000 | 4,371 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,207,000 | 4,207 |
| Securities issued by states & political subdivisions | $11,997,000 | 2,170 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,657,000 | 3,571 |
| Mortgage-backed securities | $826,000 | 3,893 |
| Certificates of participation in pools of residential mortgages | $91,000 | 4,004 |
| Issued or guaranteed by U.S. | $91,000 | 3,939 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $735,000 | 2,481 |
| CMOs issued by government agencies or sponsored agencies | $735,000 | 2,434 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $15,204,000 | 3,522 |
| Total debt securities | $15,204,000 | 3,760 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $15,073,000 | 3,843 |
| U.S. Government securities | $3,220,000 | 4,433 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,220,000 | 4,268 |
| Securities issued by states & political subdivisions | $11,853,000 | 2,242 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,643,000 | 3,625 |
| Mortgage-backed securities | $872,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $101,000 | 4,034 |
| Issued or guaranteed by U.S. | $101,000 | 3,962 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $771,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $771,000 | 2,429 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $15,073,000 | 3,579 |
| Total debt securities | $15,073,000 | 3,821 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $15,234,000 | 3,875 |
| U.S. Government securities | $3,479,000 | 4,422 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,479,000 | 4,261 |
| Securities issued by states & political subdivisions | $11,755,000 | 2,302 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,615,000 | 3,658 |
| Mortgage-backed securities | $1,191,000 | 3,842 |
| Certificates of participation in pools of residential mortgages | $110,000 | 4,065 |
| Issued or guaranteed by U.S. | $110,000 | 4,011 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $795,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $795,000 | 2,425 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $286,000 | 1,657 |
| Commercial mortgage pass-through securities | $286,000 | 1,296 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $15,234,000 | 3,607 |
| Total debt securities | $15,234,000 | 3,854 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $15,062,000 | 3,921 |
| U.S. Government securities | $3,465,000 | 4,486 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,465,000 | 4,327 |
| Securities issued by states & political subdivisions | $11,597,000 | 2,347 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,594,000 | 3,698 |
| Mortgage-backed securities | $1,223,000 | 3,876 |
| Certificates of participation in pools of residential mortgages | $121,000 | 4,111 |
| Issued or guaranteed by U.S. | $121,000 | 4,092 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $819,000 | 2,473 |
| CMOs issued by government agencies or sponsored agencies | $819,000 | 2,420 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $283,000 | 1,649 |
| Commercial mortgage pass-through securities | $283,000 | 1,278 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $15,062,000 | 3,644 |
| Total debt securities | $15,062,000 | 3,898 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $15,402,000 | 3,958 |
| U.S. Government securities | $3,418,000 | 4,536 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,418,000 | 4,374 |
| Securities issued by states & political subdivisions | $11,850,000 | 2,373 |
| Other domestic debt securities | $134,000 | 2,100 |
| Privately issued residential mortgage-backed securities | $134,000 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,632,000 | 3,730 |
| Mortgage-backed securities | $1,285,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $134,000 | 4,149 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $134,000 | 386 |
| Collaterized mortgage obligations | $867,000 | 2,478 |
| CMOs issued by government agencies or sponsored agencies | $867,000 | 2,419 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $284,000 | 1,617 |
| Commercial mortgage pass-through securities | $284,000 | 1,242 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $15,402,000 | 3,675 |
| Total debt securities | $15,402,000 | 3,935 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $15,106,000 | 4,020 |
| U.S. Government securities | $3,612,000 | 4,575 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,612,000 | 4,434 |
| Securities issued by states & political subdivisions | $11,494,000 | 2,441 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,397,000 | 3,826 |
| Mortgage-backed securities | $1,344,000 | 3,926 |
| Certificates of participation in pools of residential mortgages | $146,000 | 4,178 |
| Issued or guaranteed by U.S. | $146,000 | 4,170 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $915,000 | 2,450 |
| CMOs issued by government agencies or sponsored agencies | $915,000 | 2,387 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $283,000 | 1,434 |
| Commercial mortgage pass-through securities | $283,000 | 1,008 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $15,106,000 | 3,741 |
| Total debt securities | $15,106,000 | 3,999 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $14,820,000 | 4,108 |
| U.S. Government securities | $3,201,000 | 4,663 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,201,000 | 4,532 |
| Securities issued by states & political subdivisions | $11,619,000 | 2,485 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,233,000 | 3,913 |
| Mortgage-backed securities | $891,000 | 4,110 |
| Certificates of participation in pools of residential mortgages | $162,000 | 4,218 |
| Issued or guaranteed by U.S. | $162,000 | 4,212 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $439,000 | 2,665 |
| CMOs issued by government agencies or sponsored agencies | $439,000 | 2,596 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $290,000 | 1,423 |
| Commercial mortgage pass-through securities | $290,000 | 1,006 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $14,820,000 | 3,826 |
| Total debt securities | $14,820,000 | 4,085 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $15,080,000 | 4,142 |
| U.S. Government securities | $3,287,000 | 4,711 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,287,000 | 4,581 |
| Securities issued by states & political subdivisions | $11,793,000 | 2,505 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,174,000 | 3,990 |
| Mortgage-backed securities | $947,000 | 4,134 |
| Certificates of participation in pools of residential mortgages | $178,000 | 4,265 |
| Issued or guaranteed by U.S. | $178,000 | 4,260 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $474,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 2,594 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $295,000 | 1,412 |
| Commercial mortgage pass-through securities | $295,000 | 994 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $15,080,000 | 3,843 |
| Total debt securities | $15,080,000 | 4,116 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $15,540,000 | 4,145 |
| U.S. Government securities | $3,343,000 | 4,753 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,343,000 | 4,626 |
| Securities issued by states & political subdivisions | $12,197,000 | 2,499 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,724,000 | 4,136 |
| Mortgage-backed securities | $996,000 | 4,153 |
| Certificates of participation in pools of residential mortgages | $194,000 | 4,290 |
| Issued or guaranteed by U.S. | $194,000 | 4,284 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $506,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $506,000 | 2,600 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $296,000 | 1,369 |
| Commercial mortgage pass-through securities | $296,000 | 970 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $15,540,000 | 3,844 |
| Total debt securities | $15,540,000 | 4,120 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $14,816,000 | 4,245 |
| U.S. Government securities | $3,351,000 | 4,811 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,351,000 | 4,681 |
| Securities issued by states & political subdivisions | $11,465,000 | 2,594 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,692,000 | 4,183 |
| Mortgage-backed securities | $1,036,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $209,000 | 4,343 |
| Issued or guaranteed by U.S. | $209,000 | 4,338 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $536,000 | 2,694 |
| CMOs issued by government agencies or sponsored agencies | $536,000 | 2,622 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $291,000 | 1,341 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $291,000 | 883 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $14,816,000 | 3,936 |
| Total debt securities | $14,816,000 | 4,224 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $14,409,000 | 4,271 |
| U.S. Government securities | $2,811,000 | 4,914 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,811,000 | 4,797 |
| Securities issued by states & political subdivisions | $11,598,000 | 2,589 |
| 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 | $2,664,000 | 4,215 |
| Mortgage-backed securities | $1,080,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $224,000 | 4,368 |
| Issued or guaranteed by U.S. | $224,000 | 4,363 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $568,000 | 2,696 |
| CMOs issued by government agencies or sponsored agencies | $568,000 | 2,614 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $288,000 | 1,295 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $288,000 | 842 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $14,409,000 | 3,956 |
| Total debt securities | $14,409,000 | 4,251 |
| 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 | $13,959,000 | 4,337 |
| U.S. Government securities | $2,997,000 | 4,937 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,997,000 | 4,820 |
| Securities issued by states & political subdivisions | $10,962,000 | 2,671 |
| 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 | $2,540,000 | 4,315 |
| Mortgage-backed securities | $870,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $248,000 | 4,388 |
| Issued or guaranteed by U.S. | $248,000 | 4,385 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $622,000 | 2,695 |
| CMOs issued by government agencies or sponsored agencies | $622,000 | 2,614 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $13,959,000 | 4,020 |
| Total debt securities | $13,959,000 | 4,314 |
| 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 | $13,788,000 | 4,436 |
| U.S. Government securities | $3,419,000 | 4,966 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,419,000 | 4,853 |
| Securities issued by states & political subdivisions | $10,369,000 | 2,764 |
| 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 | $2,461,000 | 4,425 |
| Mortgage-backed securities | $934,000 | 4,383 |
| Certificates of participation in pools of residential mortgages | $266,000 | 4,430 |
| Issued or guaranteed by U.S. | $266,000 | 4,425 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $668,000 | 2,702 |
| CMOs issued by government agencies or sponsored agencies | $668,000 | 2,612 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $13,788,000 | 4,104 |
| Total debt securities | $13,788,000 | 4,413 |
| Structured notes | ||
| Amortized cost | $1,396,000 | 662 |
| Fair value | $1,398,000 | 662 |
| 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 | $15,228,000 | 4,348 |
| U.S. Government securities | $5,494,000 | 4,711 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,494,000 | 4,596 |
| Securities issued by states & political subdivisions | $9,734,000 | 2,822 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,256,000 | 4,503 |
| Mortgage-backed securities | $988,000 | 4,396 |
| Certificates of participation in pools of residential mortgages | $282,000 | 4,462 |
| Issued or guaranteed by U.S. | $282,000 | 4,458 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $706,000 | 2,703 |
| CMOs issued by government agencies or sponsored agencies | $706,000 | 2,619 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $15,228,000 | 4,006 |
| Total debt securities | $15,228,000 | 4,327 |
| Structured notes | ||
| Amortized cost | $2,892,000 | 541 |
| Fair value | $2,881,000 | 543 |
| 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 | $15,472,000 | 4,394 |
| U.S. Government securities | $5,798,000 | 4,709 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,798,000 | 4,599 |
| Securities issued by states & political subdivisions | $9,674,000 | 2,845 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,238,000 | 4,551 |
| Mortgage-backed securities | $1,037,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $298,000 | 4,487 |
| Issued or guaranteed by U.S. | $298,000 | 4,484 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $739,000 | 2,719 |
| CMOs issued by government agencies or sponsored agencies | $739,000 | 2,638 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $15,472,000 | 4,034 |
| Total debt securities | $15,472,000 | 4,370 |
| Structured notes | ||
| Amortized cost | $3,488,000 | 526 |
| Fair value | $3,455,000 | 525 |
| 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 | $15,723,000 | 4,454 |
| U.S. Government securities | $6,090,000 | 4,762 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,090,000 | 4,648 |
| Securities issued by states & political subdivisions | $9,633,000 | 2,876 |
| 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 | $2,241,000 | 4,623 |
| Mortgage-backed securities | $1,115,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $320,000 | 4,536 |
| Issued or guaranteed by U.S. | $320,000 | 4,532 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $795,000 | 2,725 |
| CMOs issued by government agencies or sponsored agencies | $795,000 | 2,644 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $15,723,000 | 4,095 |
| Total debt securities | $15,723,000 | 4,429 |
| Structured notes | ||
| Amortized cost | $3,934,000 | 582 |
| Fair value | $3,953,000 | 572 |
| 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 | $15,727,000 | 4,535 |
| U.S. Government securities | $6,311,000 | 4,854 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,311,000 | 4,744 |
| Securities issued by states & political subdivisions | $9,416,000 | 2,914 |
| 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 | $2,224,000 | 4,671 |
| Mortgage-backed securities | $1,185,000 | 4,503 |
| Certificates of participation in pools of residential mortgages | $339,000 | 4,599 |
| Issued or guaranteed by U.S. | $339,000 | 4,596 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $846,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $846,000 | 2,674 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $15,727,000 | 4,177 |
| Total debt securities | $15,727,000 | 4,517 |
| Structured notes | ||
| Amortized cost | $3,933,000 | 674 |
| Fair value | $3,875,000 | 667 |
| 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 | $16,105,000 | 4,548 |
| U.S. Government securities | $6,517,000 | 4,898 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,517,000 | 4,794 |
| Securities issued by states & political subdivisions | $9,588,000 | 2,900 |
| 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 | $2,278,000 | 4,725 |
| Mortgage-backed securities | $1,266,000 | 4,546 |
| Certificates of participation in pools of residential mortgages | $363,000 | 4,637 |
| Issued or guaranteed by U.S. | $363,000 | 4,632 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $903,000 | 2,763 |
| CMOs issued by government agencies or sponsored agencies | $903,000 | 2,675 |
| 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) | $16,105,000 | 4,189 |
| Total debt securities | $16,105,000 | 4,530 |
| Structured notes | ||
| Amortized cost | $4,129,000 | 660 |
| Fair value | $4,167,000 | 659 |
| 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 | $15,390,000 | 4,677 |
| U.S. Government securities | $5,994,000 | 5,059 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,994,000 | 4,947 |
| Securities issued by states & political subdivisions | $9,396,000 | 2,916 |
| 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 | $2,249,000 | 4,796 |
| Mortgage-backed securities | $1,316,000 | 4,614 |
| Certificates of participation in pools of residential mortgages | $378,000 | 4,709 |
| Issued or guaranteed by U.S. | $378,000 | 4,704 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $938,000 | 2,804 |
| CMOs issued by government agencies or sponsored agencies | $938,000 | 2,713 |
| 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) | $15,390,000 | 4,301 |
| Total debt securities | $15,390,000 | 4,656 |
| Structured notes | ||
| Amortized cost | $4,128,000 | 710 |
| Fair value | $4,059,000 | 712 |
| 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 | $15,937,000 | 4,719 |
| U.S. Government securities | $6,475,000 | 5,076 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,475,000 | 4,961 |
| Securities issued by states & political subdivisions | $9,462,000 | 2,946 |
| 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 | $2,236,000 | 4,856 |
| Mortgage-backed securities | $1,371,000 | 4,671 |
| Certificates of participation in pools of residential mortgages | $396,000 | 4,786 |
| Issued or guaranteed by U.S. | $396,000 | 4,782 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $975,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $975,000 | 2,726 |
| 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) | $15,937,000 | 4,336 |
| Total debt securities | $15,937,000 | 4,702 |
| Structured notes | ||
| Amortized cost | $4,223,000 | 793 |
| Fair value | $4,049,000 | 801 |
| 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 | $16,802,000 | 4,710 |
| U.S. Government securities | $6,820,000 | 5,088 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,820,000 | 4,984 |
| Securities issued by states & political subdivisions | $9,982,000 | 2,890 |
| 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 | $2,230,000 | 4,899 |
| Mortgage-backed securities | $1,653,000 | 4,649 |
| Certificates of participation in pools of residential mortgages | $627,000 | 4,709 |
| Issued or guaranteed by U.S. | $627,000 | 4,707 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,026,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,747 |
| 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) | $16,802,000 | 4,310 |
| Total debt securities | $16,802,000 | 4,693 |
| Structured notes | ||
| Amortized cost | $4,321,000 | 811 |
| Fair value | $4,112,000 | 822 |
| 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 | $16,579,000 | 4,777 |
| U.S. Government securities | $6,780,000 | 5,126 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,780,000 | 5,025 |
| Securities issued by states & political subdivisions | $9,799,000 | 2,926 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,185,000 | 4,958 |
| Mortgage-backed securities | $1,723,000 | 4,671 |
| Certificates of participation in pools of residential mortgages | $657,000 | 4,740 |
| Issued or guaranteed by U.S. | $657,000 | 4,736 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,066,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $1,066,000 | 2,748 |
| 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) | $50,000 | 2,477 |
| Available-for-sale securities (fair market value) | $16,529,000 | 4,389 |
| Total debt securities | $16,578,000 | 4,755 |
| Structured notes | ||
| Amortized cost | $4,319,000 | 824 |
| Fair value | $4,025,000 | 835 |
| 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 | $15,580,000 | 4,876 |
| U.S. Government securities | $6,127,000 | 5,231 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,127,000 | 5,129 |
| Securities issued by states & political subdivisions | $9,453,000 | 2,976 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,134,000 | 5,001 |
| Mortgage-backed securities | $1,788,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $695,000 | 4,747 |
| Issued or guaranteed by U.S. | $695,000 | 4,742 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,093,000 | 2,827 |
| CMOs issued by government agencies or sponsored agencies | $1,093,000 | 2,722 |
| 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) | $50,000 | 2,502 |
| Available-for-sale securities (fair market value) | $15,530,000 | 4,490 |
| Total debt securities | $15,580,000 | 4,849 |
| Structured notes | ||
| Amortized cost | $4,319,000 | 815 |
| Fair value | $3,974,000 | 824 |
| 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 | $14,298,000 | 5,047 |
| U.S. Government securities | $5,141,000 | 5,462 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,141,000 | 5,365 |
| Securities issued by states & political subdivisions | $9,157,000 | 3,032 |
| 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 | $651,000 | 5,624 |
| Mortgage-backed securities | $1,424,000 | 4,831 |
| Certificates of participation in pools of residential mortgages | $266,000 | 5,035 |
| Issued or guaranteed by U.S. | $266,000 | 5,029 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,158,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $1,158,000 | 2,730 |
| 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) | $50,000 | 2,498 |
| Available-for-sale securities (fair market value) | $14,248,000 | 4,660 |
| Total debt securities | $14,298,000 | 5,019 |
| Structured notes | ||
| Amortized cost | $3,938,000 | 869 |
| Fair value | $3,718,000 | 865 |
| 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 | $13,794,000 | 5,104 |
| U.S. Government securities | $4,234,000 | 5,639 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,234,000 | 5,533 |
| Securities issued by states & political subdivisions | $9,560,000 | 2,949 |
| 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 | $521,000 | 5,692 |
| Mortgage-backed securities | $1,543,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $324,000 | 4,988 |
| Issued or guaranteed by U.S. | $324,000 | 4,981 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,219,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $1,219,000 | 2,731 |
| 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) | $170,000 | 2,327 |
| Available-for-sale securities (fair market value) | $13,624,000 | 4,737 |
| Total debt securities | $13,794,000 | 5,075 |
| Structured notes | ||
| Amortized cost | $2,890,000 | 1,011 |
| Fair value | $2,691,000 | 1,032 |
| 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 | $14,985,000 | 5,006 |
| U.S. Government securities | $4,244,000 | 5,677 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,244,000 | 5,568 |
| Securities issued by states & political subdivisions | $10,741,000 | 2,758 |
| 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 | $569,000 | 5,737 |
| Mortgage-backed securities | $1,714,000 | 4,803 |
| Certificates of participation in pools of residential mortgages | $398,000 | 4,983 |
| Issued or guaranteed by U.S. | $398,000 | 4,979 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,316,000 | 2,862 |
| CMOs issued by government agencies or sponsored agencies | $1,316,000 | 2,744 |
| 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) | $220,000 | 2,274 |
| Available-for-sale securities (fair market value) | $14,765,000 | 4,666 |
| Total debt securities | $14,986,000 | 4,970 |
| Structured notes | ||
| Amortized cost | $2,541,000 | 1,065 |
| Fair value | $2,530,000 | 1,069 |
| 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 | $14,336,000 | 5,036 |
| U.S. Government securities | $2,964,000 | 5,964 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,964,000 | 5,859 |
| Securities issued by states & political subdivisions | $11,372,000 | 2,655 |
| 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 | $586,000 | 5,754 |
| Mortgage-backed securities | $1,315,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $472,000 | 4,974 |
| Issued or guaranteed by U.S. | $472,000 | 4,971 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $843,000 | 3,117 |
| CMOs issued by government agencies or sponsored agencies | $843,000 | 2,977 |
| 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) | $320,000 | 2,222 |
| Available-for-sale securities (fair market value) | $14,016,000 | 4,710 |
| Total debt securities | $14,336,000 | 5,005 |
| Structured notes | ||
| Amortized cost | $1,650,000 | 1,395 |
| Fair value | $1,649,000 | 1,398 |
| 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 | $15,087,000 | 5,044 |
| U.S. Government securities | $2,702,000 | 6,128 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,702,000 | 6,030 |
| Securities issued by states & political subdivisions | $12,385,000 | 2,493 |
| 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 | $606,000 | 5,828 |
| Mortgage-backed securities | $1,450,000 | 5,009 |
| Certificates of participation in pools of residential mortgages | $582,000 | 5,024 |
| Issued or guaranteed by U.S. | $582,000 | 5,019 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $868,000 | 3,197 |
| CMOs issued by government agencies or sponsored agencies | $868,000 | 3,045 |
| 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) | $320,000 | 2,269 |
| Available-for-sale securities (fair market value) | $14,767,000 | 4,689 |
| Total debt securities | $15,087,000 | 5,011 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,661 |
| Fair value | $1,252,000 | 1,668 |
| 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 | $14,864,000 | 5,074 |
| U.S. Government securities | $3,997,000 | 5,967 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,997,000 | 5,866 |
| Securities issued by states & political subdivisions | $10,867,000 | 2,627 |
| 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 | $622,000 | 5,894 |
| Mortgage-backed securities | $1,241,000 | 5,118 |
| Certificates of participation in pools of residential mortgages | $659,000 | 5,008 |
| Issued or guaranteed by U.S. | $659,000 | 5,004 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $582,000 | 3,344 |
| CMOs issued by government agencies or sponsored agencies | $582,000 | 3,183 |
| 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) | $575,000 | 2,135 |
| Available-for-sale securities (fair market value) | $14,289,000 | 4,756 |
| Total debt securities | $14,864,000 | 5,044 |
| Structured notes | ||
| Amortized cost | $2,749,000 | 1,313 |
| Fair value | $2,756,000 | 1,311 |
| 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 | $14,968,000 | 5,135 |
| U.S. Government securities | $4,488,000 | 5,960 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,488,000 | 5,861 |
| Securities issued by states & political subdivisions | $10,480,000 | 2,592 |
| 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 | $628,000 | 5,934 |
| Mortgage-backed securities | $1,305,000 | 5,124 |
| Certificates of participation in pools of residential mortgages | $709,000 | 4,996 |
| Issued or guaranteed by U.S. | $709,000 | 4,994 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $596,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $596,000 | 3,194 |
| 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) | $878,000 | 2,054 |
| Available-for-sale securities (fair market value) | $14,090,000 | 4,829 |
| Total debt securities | $14,968,000 | 5,110 |
| Structured notes | ||
| Amortized cost | $3,199,000 | 1,347 |
| Fair value | $3,183,000 | 1,354 |
| 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 | $14,385,000 | 5,173 |
| U.S. Government securities | $4,285,000 | 5,999 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,285,000 | 5,903 |
| Securities issued by states & political subdivisions | $10,100,000 | 2,611 |
| 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 | $826,000 | 5,557 |
| Mortgage-backed securities | $1,385,000 | 5,074 |
| Certificates of participation in pools of residential mortgages | $777,000 | 4,929 |
| Issued or guaranteed by U.S. | $777,000 | 4,922 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $608,000 | 3,311 |
| CMOs issued by government agencies or sponsored agencies | $608,000 | 3,060 |
| 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) | $1,200,000 | 2,023 |
| Available-for-sale securities (fair market value) | $13,185,000 | 4,906 |
| Total debt securities | $14,385,000 | 5,148 |
| Structured notes | ||
| Amortized cost | $2,649,000 | 1,477 |
| Fair value | $2,648,000 | 1,481 |
| 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 | $12,218,000 | 5,419 |
| U.S. Government securities | $1,340,000 | 6,695 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,340,000 | 6,592 |
| Securities issued by states & political subdivisions | $10,878,000 | 2,455 |
| 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 | $658,000 | 5,646 |
| Mortgage-backed securities | $885,000 | 5,249 |
| Certificates of participation in pools of residential mortgages | $864,000 | 4,886 |
| Issued or guaranteed by U.S. | $864,000 | 4,877 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $21,000 | 3,773 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,495 |
| 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) | $1,281,000 | 2,016 |
| Available-for-sale securities (fair market value) | $10,937,000 | 5,175 |
| Total debt securities | $12,218,000 | 5,380 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,980 |
| Fair value | $200,000 | 2,987 |
| 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 | $12,280,000 | 5,496 |
| U.S. Government securities | $1,240,000 | 6,819 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,240,000 | 6,711 |
| Securities issued by states & political subdivisions | $11,040,000 | 2,378 |
| 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 | $687,000 | 5,684 |
| Mortgage-backed securities | $982,000 | 5,214 |
| Certificates of participation in pools of residential mortgages | $944,000 | 4,856 |
| Issued or guaranteed by U.S. | $944,000 | 4,848 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $38,000 | 3,740 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,453 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,281,000 | 2,041 |
| Available-for-sale securities (fair market value) | $10,999,000 | 5,245 |
| Total debt securities | $12,280,000 | 5,464 |
| 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 | $13,129,000 | 5,357 |
| U.S. Government securities | $1,556,000 | 6,791 |
| U.S. Treasury securities | $250,000 | 1,181 |
| U.S. Government agency obligations | $1,306,000 | 6,736 |
| Securities issued by states & political subdivisions | $11,573,000 | 2,272 |
| 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 | $704,000 | 5,721 |
| Mortgage-backed securities | $1,046,000 | 5,164 |
| Certificates of participation in pools of residential mortgages | $992,000 | 4,785 |
| Issued or guaranteed by U.S. | $992,000 | 4,779 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $54,000 | 3,677 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,387 |
| 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) | $1,586,000 | 1,975 |
| Available-for-sale securities (fair market value) | $11,543,000 | 5,143 |
| Total debt securities | $13,129,000 | 5,323 |
| 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 | $13,619,000 | 5,217 |
| U.S. Government securities | $1,710,000 | 6,749 |
| U.S. Treasury securities | $251,000 | 1,174 |
| U.S. Government agency obligations | $1,459,000 | 6,698 |
| Securities issued by states & political subdivisions | $11,909,000 | 2,185 |
| 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 | $1,300,000 | 5,492 |
| Mortgage-backed securities | $1,196,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $1,108,000 | 4,646 |
| Issued or guaranteed by U.S. | $1,108,000 | 4,639 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $88,000 | 3,636 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,323 |
| 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) | $1,847,000 | 1,932 |
| Available-for-sale securities (fair market value) | $11,772,000 | 5,012 |
| Total debt securities | $13,618,000 | 5,182 |
| 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 | $14,471,000 | 5,045 |
| U.S. Government securities | $2,203,000 | 6,646 |
| U.S. Treasury securities | $451,000 | 1,033 |
| U.S. Government agency obligations | $1,752,000 | 6,677 |
| Securities issued by states & political subdivisions | $12,268,000 | 2,071 |
| 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 | $1,009,000 | 5,708 |
| Mortgage-backed securities | $1,486,000 | 5,002 |
| Certificates of participation in pools of residential mortgages | $1,316,000 | 4,542 |
| Issued or guaranteed by U.S. | $1,316,000 | 4,535 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $170,000 | 3,542 |
| CMOs issued by government agencies or sponsored agencies | $170,000 | 3,221 |
| 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) | $2,012,000 | 1,927 |
| Available-for-sale securities (fair market value) | $12,459,000 | 4,869 |
| Total debt securities | $14,471,000 | 5,006 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $14,540,000 | 5,045 |
| U.S. Government securities | $2,441,000 | 6,722 |
| U.S. Treasury securities | $452,000 | 972 |
| U.S. Government agency obligations | $1,989,000 | 6,742 |
| Securities issued by states & political subdivisions | $12,099,000 | 1,995 |
| 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 | $1,055,000 | 5,730 |
| Mortgage-backed securities | $1,722,000 | 4,915 |
| Certificates of participation in pools of residential mortgages | $1,476,000 | 4,520 |
| Issued or guaranteed by U.S. | $1,476,000 | 4,513 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $246,000 | 3,388 |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 3,073 |
| 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) | $2,012,000 | 1,998 |
| Available-for-sale securities (fair market value) | $12,528,000 | 4,873 |
| Total debt securities | $14,540,000 | 5,012 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $15,176,000 | 5,001 |
| U.S. Government securities | $2,828,000 | 6,724 |
| U.S. Treasury securities | $452,000 | 996 |
| U.S. Government agency obligations | $2,376,000 | 6,718 |
| Securities issued by states & political subdivisions | $12,348,000 | 1,943 |
| 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 | $1,127,000 | 5,764 |
| Mortgage-backed securities | $2,014,000 | 4,903 |
| Certificates of participation in pools of residential mortgages | $1,698,000 | 4,548 |
| Issued or guaranteed by U.S. | $1,698,000 | 4,539 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $316,000 | 3,318 |
| CMOs issued by government agencies or sponsored agencies | $316,000 | 2,991 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,138,000 | 1,996 |
| Available-for-sale securities (fair market value) | $13,038,000 | 4,851 |
| Total debt securities | $15,176,000 | 4,965 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,994 |
| Fair value | $100,000 | 2,997 |
| 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 | $14,841,000 | 5,044 |
| U.S. Government securities | $3,116,000 | 6,639 |
| U.S. Treasury securities | $653,000 | 845 |
| U.S. Government agency obligations | $2,463,000 | 6,732 |
| Securities issued by states & political subdivisions | $11,625,000 | 2,032 |
| Other domestic debt securities | $100,000 | 3,069 |
| 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 | $100,000 | 2,086 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,274,000 | 5,770 |
| Mortgage-backed securities | $2,364,000 | 4,867 |
| Certificates of participation in pools of residential mortgages | $1,971,000 | 4,509 |
| Issued or guaranteed by U.S. | $1,971,000 | 4,503 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $393,000 | 3,273 |
| CMOs issued by government agencies or sponsored agencies | $393,000 | 2,937 |
| 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) | $2,138,000 | 2,018 |
| Available-for-sale securities (fair market value) | $12,703,000 | 4,890 |
| Total debt securities | $14,841,000 | 5,005 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,758 |
| Fair value | $99,000 | 2,767 |
| 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 | $16,249,000 | 4,893 |
| U.S. Government securities | $4,302,000 | 6,349 |
| U.S. Treasury securities | $906,000 | 770 |
| U.S. Government agency obligations | $3,396,000 | 6,516 |
| Securities issued by states & political subdivisions | $11,847,000 | 2,022 |
| Other domestic debt securities | $100,000 | 3,166 |
| 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 | $100,000 | 2,180 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,008,000 | 5,910 |
| Mortgage-backed securities | $2,541,000 | 4,907 |
| Certificates of participation in pools of residential mortgages | $2,077,000 | 4,568 |
| Issued or guaranteed by U.S. | $2,077,000 | 4,560 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $464,000 | 3,226 |
| CMOs issued by government agencies or sponsored agencies | $464,000 | 2,882 |
| 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) | $2,508,000 | 2,017 |
| Available-for-sale securities (fair market value) | $13,741,000 | 4,791 |
| Total debt securities | $16,249,000 | 4,850 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,248 |
| Fair value | $350,000 | 2,245 |
| 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 | $16,853,000 | 4,812 |
| U.S. Government securities | $4,664,000 | 6,258 |
| U.S. Treasury securities | $1,159,000 | 637 |
| U.S. Government agency obligations | $3,505,000 | 6,513 |
| Securities issued by states & political subdivisions | $12,089,000 | 1,949 |
| Other domestic debt securities | $100,000 | 3,244 |
| 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 | $100,000 | 2,272 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,257,000 | 5,821 |
| Mortgage-backed securities | $2,660,000 | 4,908 |
| Certificates of participation in pools of residential mortgages | $2,124,000 | 4,600 |
| Issued or guaranteed by U.S. | $2,124,000 | 4,587 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $536,000 | 3,161 |
| CMOs issued by government agencies or sponsored agencies | $536,000 | 2,804 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $3,113,000 | 1,882 |
| Available-for-sale securities (fair market value) | $13,740,000 | 4,778 |
| Total debt securities | $16,853,000 | 4,768 |
| Structured notes | ||
| Amortized cost | $350,000 | 1,767 |
| Fair value | $347,000 | 1,766 |
| 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 | $17,609,000 | 4,720 |
| U.S. Government securities | $5,450,000 | 6,170 |
| U.S. Treasury securities | $1,872,000 | 522 |
| U.S. Government agency obligations | $3,578,000 | 6,595 |
| Securities issued by states & political subdivisions | $12,059,000 | 1,852 |
| Other domestic debt securities | $100,000 | 3,186 |
| 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 | $100,000 | 2,398 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,218,000 | 5,455 |
| Mortgage-backed securities | $2,123,000 | 5,176 |
| Certificates of participation in pools of residential mortgages | $1,483,000 | 4,951 |
| Issued or guaranteed by U.S. | $1,483,000 | 4,935 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $640,000 | 3,132 |
| CMOs issued by government agencies or sponsored agencies | $640,000 | 2,762 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,135,000 | 1,913 |
| Available-for-sale securities (fair market value) | $14,474,000 | 4,680 |
| Total debt securities | $17,609,000 | 4,679 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,174 |
| Fair value | $699,000 | 1,173 |
| 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 | $17,591,000 | 4,746 |
| U.S. Government securities | $5,429,000 | 6,276 |
| U.S. Treasury securities | $2,192,000 | 438 |
| U.S. Government agency obligations | $3,237,000 | 6,811 |
| Securities issued by states & political subdivisions | $11,107,000 | 1,920 |
| Other domestic debt securities | $1,055,000 | 2,224 |
| 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 | $1,055,000 | 1,455 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,839,000 | 5,298 |
| Mortgage-backed securities | $1,686,000 | 5,327 |
| Certificates of participation in pools of residential mortgages | $966,000 | 5,210 |
| Issued or guaranteed by U.S. | $966,000 | 5,196 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $720,000 | 3,039 |
| CMOs issued by government agencies or sponsored agencies | $720,000 | 2,707 |
| 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) | $3,186,000 | 1,912 |
| Available-for-sale securities (fair market value) | $14,405,000 | 4,701 |
| Total debt securities | $17,591,000 | 4,708 |
| Structured notes | ||
| Amortized cost | $900,000 | 1,142 |
| Fair value | $902,000 | 1,134 |
| 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 | $18,203,000 | 4,598 |
| U.S. Government securities | $6,237,000 | 6,029 |
| U.S. Treasury securities | $2,188,000 | 450 |
| U.S. Government agency obligations | $4,049,000 | 6,577 |
| Securities issued by states & political subdivisions | $10,911,000 | 1,916 |
| Other domestic debt securities | $1,055,000 | 2,183 |
| 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 | $1,055,000 | 1,437 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,431,000 | 5,083 |
| Mortgage-backed securities | $1,729,000 | 5,259 |
| Certificates of participation in pools of residential mortgages | $967,000 | 5,181 |
| Issued or guaranteed by U.S. | $967,000 | 5,166 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $762,000 | 2,921 |
| CMOs issued by government agencies or sponsored agencies | $762,000 | 2,587 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,208,000 | 1,917 |
| Available-for-sale securities (fair market value) | $14,995,000 | 4,571 |
| Total debt securities | $18,203,000 | 4,561 |
| Structured notes | ||
| Amortized cost | $1,096,000 | 888 |
| Fair value | $1,076,000 | 891 |
| 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 | $18,503,000 | 4,633 |
| U.S. Government securities | $6,295,000 | 6,055 |
| U.S. Treasury securities | $2,184,000 | 448 |
| U.S. Government agency obligations | $4,111,000 | 6,596 |
| Securities issued by states & political subdivisions | $11,153,000 | 1,900 |
| Other domestic debt securities | $1,055,000 | 2,196 |
| 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 | $1,055,000 | 1,492 |
| 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 | $3,428,000 | 5,052 |
| Mortgage-backed securities | $1,797,000 | 5,240 |
| Certificates of participation in pools of residential mortgages | $972,000 | 5,193 |
| Issued or guaranteed by U.S. | $972,000 | 5,172 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $825,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $825,000 | 2,565 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,209,000 | 1,921 |
| Available-for-sale securities (fair market value) | $15,294,000 | 4,587 |
| Total debt securities | $18,503,000 | 4,583 |
| Structured notes | ||
| Amortized cost | $1,096,000 | 947 |
| Fair value | $1,071,000 | 949 |
| 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 | $19,318,000 | 4,514 |
| U.S. Government securities | $6,541,000 | 6,002 |
| U.S. Treasury securities | $2,217,000 | 471 |
| U.S. Government agency obligations | $4,324,000 | 6,572 |
| Securities issued by states & political subdivisions | $12,122,000 | 1,789 |
| Other domestic debt securities | $655,000 | 2,436 |
| 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 | $655,000 | 1,734 |
| 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 | $3,669,000 | 4,932 |
| Mortgage-backed securities | $1,871,000 | 5,154 |
| Certificates of participation in pools of residential mortgages | $1,022,000 | 5,112 |
| Issued or guaranteed by U.S. | $1,022,000 | 5,086 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $849,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $849,000 | 2,541 |
| 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) | $3,693,000 | 1,857 |
| Available-for-sale securities (fair market value) | $15,625,000 | 4,524 |
| Total debt securities | $19,318,000 | 4,454 |
| Structured notes | ||
| Amortized cost | $1,096,000 | 1,016 |
| Fair value | $1,100,000 | 1,016 |
| 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 | $18,692,000 | 4,629 |
| U.S. Government securities | $6,544,000 | 6,139 |
| U.S. Treasury securities | $1,730,000 | 602 |
| U.S. Government agency obligations | $4,814,000 | 6,549 |
| Securities issued by states & political subdivisions | $12,148,000 | 1,766 |
| 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 | $6,079,000 | 4,229 |
| Mortgage-backed securities | $365,000 | 5,843 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,155 |
| Issued or guaranteed by U.S. | $17,000 | 6,134 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $348,000 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $348,000 | 2,807 |
| 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) | $3,960,000 | 1,879 |
| Available-for-sale securities (fair market value) | $14,732,000 | 4,649 |
| Total debt securities | $18,692,000 | 4,576 |
| Structured notes | ||
| Amortized cost | $1,196,000 | 1,427 |
| Fair value | $1,200,000 | 1,423 |
| 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 | $21,114,000 | 4,344 |
| U.S. Government securities | $8,295,000 | 5,766 |
| U.S. Treasury securities | $1,464,000 | 682 |
| U.S. Government agency obligations | $6,831,000 | 6,030 |
| Securities issued by states & political subdivisions | $12,819,000 | 1,651 |
| 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 | $7,720,000 | 3,850 |
| Mortgage-backed securities | $376,000 | 5,772 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,108 |
| Issued or guaranteed by U.S. | $18,000 | 6,085 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $358,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $358,000 | 2,755 |
| 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) | $4,002,000 | 1,915 |
| Available-for-sale securities (fair market value) | $17,112,000 | 4,313 |
| Total debt securities | $21,114,000 | 4,294 |
| Structured notes | ||
| Amortized cost | $2,145,000 | 1,188 |
| Fair value | $2,144,000 | 1,191 |
| 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 | $21,471,000 | 4,290 |
| U.S. Government securities | $8,661,000 | 5,703 |
| U.S. Treasury securities | $1,445,000 | 776 |
| U.S. Government agency obligations | $7,216,000 | 5,933 |
| Securities issued by states & political subdivisions | $12,810,000 | 1,630 |
| 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 | $8,075,000 | 3,754 |
| Mortgage-backed securities | $389,000 | 5,769 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,129 |
| Issued or guaranteed by U.S. | $18,000 | 6,108 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $371,000 | 3,040 |
| CMOs issued by government agencies or sponsored agencies | $371,000 | 2,731 |
| 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) | $4,044,000 | 1,926 |
| Available-for-sale securities (fair market value) | $17,427,000 | 4,271 |
| Total debt securities | $21,471,000 | 4,244 |
| Structured notes | ||
| Amortized cost | $2,495,000 | 1,164 |
| Fair value | $2,476,000 | 1,148 |
| 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 | $21,898,000 | 4,251 |
| U.S. Government securities | $8,917,000 | 5,675 |
| U.S. Treasury securities | $1,646,000 | 786 |
| U.S. Government agency obligations | $7,271,000 | 5,978 |
| Securities issued by states & political subdivisions | $12,981,000 | 1,609 |
| 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 | $8,306,000 | 3,726 |
| Mortgage-backed securities | $412,000 | 5,751 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,150 |
| Issued or guaranteed by U.S. | $19,000 | 6,127 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $393,000 | 2,985 |
| CMOs issued by government agencies or sponsored agencies | $393,000 | 2,698 |
| 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) | $4,206,000 | 1,932 |
| Available-for-sale securities (fair market value) | $17,692,000 | 4,255 |
| Total debt securities | $21,898,000 | 4,201 |
| Structured notes | ||
| Amortized cost | $1,795,000 | 1,507 |
| Fair value | $1,781,000 | 1,506 |
| 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 | $22,602,000 | 4,199 |
| U.S. Government securities | $9,407,000 | 5,614 |
| U.S. Treasury securities | $1,541,000 | 829 |
| U.S. Government agency obligations | $7,866,000 | 5,840 |
| Securities issued by states & political subdivisions | $13,195,000 | 1,592 |
| 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 | $8,781,000 | 3,626 |
| Mortgage-backed securities | $427,000 | 5,753 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,169 |
| Issued or guaranteed by U.S. | $20,000 | 6,143 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $407,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 2,684 |
| 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) | $4,208,000 | 1,950 |
| Available-for-sale securities (fair market value) | $18,394,000 | 4,201 |
| Total debt securities | $22,602,000 | 4,146 |
| Structured notes | ||
| Amortized cost | $1,794,000 | 1,612 |
| Fair value | $1,774,000 | 1,606 |
| 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 | $23,774,000 | 4,100 |
| U.S. Government securities | $10,613,000 | 5,386 |
| U.S. Treasury securities | $1,538,000 | 869 |
| U.S. Government agency obligations | $9,075,000 | 5,613 |
| Securities issued by states & political subdivisions | $13,161,000 | 1,564 |
| 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 | $9,967,000 | 3,425 |
| Mortgage-backed securities | $446,000 | 5,742 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,217 |
| Issued or guaranteed by U.S. | $20,000 | 6,189 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $426,000 | 2,918 |
| CMOs issued by government agencies or sponsored agencies | $426,000 | 2,645 |
| 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) | $4,260,000 | 1,998 |
| Available-for-sale securities (fair market value) | $19,514,000 | 4,059 |
| Total debt securities | $23,774,000 | 4,042 |
| Structured notes | ||
| Amortized cost | $1,794,000 | 1,692 |
| Fair value | $1,770,000 | 1,690 |
| 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 | $23,866,000 | 4,091 |
| U.S. Government securities | $10,641,000 | 5,413 |
| U.S. Treasury securities | $1,528,000 | 916 |
| U.S. Government agency obligations | $9,113,000 | 5,611 |
| Securities issued by states & political subdivisions | $13,225,000 | 1,538 |
| 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 | $9,979,000 | 3,422 |
| Mortgage-backed securities | $465,000 | 5,749 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,239 |
| Issued or guaranteed by U.S. | $24,000 | 6,214 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $441,000 | 2,890 |
| CMOs issued by government agencies or sponsored agencies | $441,000 | 2,602 |
| 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) | $4,425,000 | 1,985 |
| Available-for-sale securities (fair market value) | $19,441,000 | 4,045 |
| Total debt securities | $23,866,000 | 4,041 |
| Structured notes | ||
| Amortized cost | $1,794,000 | 1,746 |
| Fair value | $1,741,000 | 1,742 |
| 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 | $24,039,000 | 4,131 |
| U.S. Government securities | $10,762,000 | 5,417 |
| U.S. Treasury securities | $1,533,000 | 971 |
| U.S. Government agency obligations | $9,229,000 | 5,643 |
| Securities issued by states & political subdivisions | $13,277,000 | 1,520 |
| 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 | $10,071,000 | 3,385 |
| Mortgage-backed securities | $492,000 | 5,755 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,257 |
| Issued or guaranteed by U.S. | $25,000 | 6,235 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $467,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $467,000 | 2,582 |
| 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) | $4,448,000 | 2,007 |
| Available-for-sale securities (fair market value) | $19,591,000 | 4,050 |
| Total debt securities | $24,039,000 | 4,074 |
| Structured notes | ||
| Amortized cost | $1,794,000 | 1,747 |
| Fair value | $1,757,000 | 1,745 |
| 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 | $24,146,000 | 4,132 |
| U.S. Government securities | $10,834,000 | 5,391 |
| U.S. Treasury securities | $1,538,000 | 988 |
| U.S. Government agency obligations | $9,296,000 | 5,607 |
| Securities issued by states & political subdivisions | $13,312,000 | 1,501 |
| 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 | $10,256,000 | 3,336 |
| Mortgage-backed securities | $515,000 | 5,790 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,312 |
| Issued or guaranteed by U.S. | $26,000 | 6,291 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $489,000 | 2,852 |
| CMOs issued by government agencies or sponsored agencies | $489,000 | 2,571 |
| 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) | $4,451,000 | 2,046 |
| Available-for-sale securities (fair market value) | $19,695,000 | 4,021 |
| Total debt securities | $24,146,000 | 4,074 |
| Structured notes | ||
| Amortized cost | $1,793,000 | 1,738 |
| Fair value | $1,763,000 | 1,734 |
| 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 | $25,287,000 | 3,976 |
| U.S. Government securities | $11,929,000 | 5,111 |
| U.S. Treasury securities | $1,543,000 | 976 |
| U.S. Government agency obligations | $10,386,000 | 5,354 |
| Securities issued by states & political subdivisions | $13,358,000 | 1,499 |
| 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 | $11,279,000 | 3,159 |
| Mortgage-backed securities | $549,000 | 5,797 |
| Certificates of participation in pools of residential mortgages | $27,000 | 6,342 |
| Issued or guaranteed by U.S. | $27,000 | 6,323 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $522,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $522,000 | 2,544 |
| 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) | $4,653,000 | 2,020 |
| Available-for-sale securities (fair market value) | $20,634,000 | 3,919 |
| Total debt securities | $25,287,000 | 3,916 |
| Structured notes | ||
| Amortized cost | $1,793,000 | 1,710 |
| Fair value | $1,777,000 | 1,705 |
| 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 | $25,346,000 | 4,005 |
| U.S. Government securities | $11,800,000 | 5,185 |
| U.S. Treasury securities | $1,441,000 | 1,070 |
| U.S. Government agency obligations | $10,359,000 | 5,383 |
| Securities issued by states & political subdivisions | $13,546,000 | 1,457 |
| 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 | $5,226,000 | 4,511 |
| Mortgage-backed securities | $598,000 | 5,807 |
| Certificates of participation in pools of residential mortgages | $33,000 | 6,360 |
| Issued or guaranteed by U.S. | $33,000 | 6,340 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $565,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $565,000 | 2,579 |
| 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) | $4,952,000 | 1,996 |
| Available-for-sale securities (fair market value) | $20,394,000 | 3,990 |
| Total debt securities | $25,346,000 | 3,941 |
| Structured notes | ||
| Amortized cost | $1,793,000 | 1,707 |
| Fair value | $1,790,000 | 1,700 |
| 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 | $25,814,000 | 4,017 |
| U.S. Government securities | $11,339,000 | 5,366 |
| U.S. Treasury securities | $1,335,000 | 1,165 |
| U.S. Government agency obligations | $10,004,000 | 5,517 |
| Securities issued by states & political subdivisions | $14,475,000 | 1,365 |
| 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 | $5,341,000 | 4,511 |
| Mortgage-backed securities | $52,000 | 6,685 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,430 |
| Issued or guaranteed by U.S. | $34,000 | 6,412 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $18,000 | 3,662 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,326 |
| 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) | $5,321,000 | 1,963 |
| Available-for-sale securities (fair market value) | $20,493,000 | 4,034 |
| Total debt securities | $25,814,000 | 3,958 |
| Structured notes | ||
| Amortized cost | $1,293,000 | 1,915 |
| Fair value | $1,274,000 | 1,912 |
| 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 | $26,311,000 | 3,966 |
| U.S. Government securities | $11,185,000 | 5,432 |
| U.S. Treasury securities | $1,336,000 | 1,181 |
| U.S. Government agency obligations | $9,849,000 | 5,575 |
| Securities issued by states & political subdivisions | $15,126,000 | 1,304 |
| 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 | $3,252,000 | 5,291 |
| Mortgage-backed securities | $57,000 | 6,724 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,470 |
| Issued or guaranteed by U.S. | $35,000 | 6,457 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $22,000 | 3,679 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,344 |
| 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) | $5,847,000 | 1,912 |
| Available-for-sale securities (fair market value) | $20,464,000 | 4,046 |
| Total debt securities | $26,311,000 | 3,904 |
| Structured notes | ||
| Amortized cost | $1,193,000 | 1,917 |
| Fair value | $1,191,000 | 1,911 |
| 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 | $21,418,000 | 4,539 |
| U.S. Government securities | $6,000,000 | 6,811 |
| U.S. Treasury securities | $1,340,000 | 1,180 |
| U.S. Government agency obligations | $4,660,000 | 7,089 |
| Securities issued by states & political subdivisions | $15,418,000 | 1,266 |
| 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 | $2,061,000 | 5,854 |
| Mortgage-backed securities | $61,000 | 6,745 |
| Certificates of participation in pools of residential mortgages | $36,000 | 6,502 |
| Issued or guaranteed by U.S. | $36,000 | 6,489 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $25,000 | 3,690 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,357 |
| 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) | $6,229,000 | 1,879 |
| Available-for-sale securities (fair market value) | $15,189,000 | 4,796 |
| Total debt securities | $21,418,000 | 4,471 |
| Structured notes | ||
| Amortized cost | $844,000 | 2,285 |
| Fair value | $846,000 | 2,285 |
| 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 | $22,136,000 | 4,506 |
| U.S. Government securities | $6,082,000 | 6,865 |
| U.S. Treasury securities | $1,335,000 | 1,253 |
| U.S. Government agency obligations | $4,747,000 | 7,128 |
| Securities issued by states & political subdivisions | $16,054,000 | 1,195 |
| 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 | $1,868,000 | 6,016 |
| Mortgage-backed securities | $67,000 | 6,800 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,569 |
| Issued or guaranteed by U.S. | $38,000 | 6,557 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $29,000 | 3,754 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,428 |
| 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) | $6,752,000 | 1,823 |
| Available-for-sale securities (fair market value) | $15,384,000 | 4,829 |
| Total debt securities | $22,136,000 | 4,433 |
| Structured notes | ||
| Amortized cost | $843,000 | 2,255 |
| Fair value | $831,000 | 2,253 |
| 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 | $22,817,000 | 4,401 |
| U.S. Government securities | $6,659,000 | 6,627 |
| U.S. Treasury securities | $1,356,000 | 1,214 |
| U.S. Government agency obligations | $5,303,000 | 6,905 |
| Securities issued by states & political subdivisions | $16,158,000 | 1,211 |
| 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 | $2,096,000 | 5,825 |
| Mortgage-backed securities | $74,000 | 6,806 |
| Certificates of participation in pools of residential mortgages | $39,000 | 6,583 |
| Issued or guaranteed by U.S. | $39,000 | 6,567 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $35,000 | 3,800 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,465 |
| 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) | $7,096,000 | 1,768 |
| Available-for-sale securities (fair market value) | $15,721,000 | 4,762 |
| Total debt securities | $22,817,000 | 4,330 |
| Structured notes | ||
| Amortized cost | $1,143,000 | 1,686 |
| Fair value | $1,157,000 | 1,681 |
| 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 | $22,137,000 | 4,544 |
| U.S. Government securities | $5,627,000 | 7,053 |
| U.S. Treasury securities | $1,351,000 | 1,299 |
| U.S. Government agency obligations | $4,276,000 | 7,281 |
| Securities issued by states & political subdivisions | $16,510,000 | 1,184 |
| 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 | $2,149,000 | 5,751 |
| Mortgage-backed securities | $79,000 | 6,836 |
| Certificates of participation in pools of residential mortgages | $39,000 | 6,640 |
| Issued or guaranteed by U.S. | $39,000 | 6,619 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $40,000 | 3,836 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,653 |
| 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) | $7,464,000 | 1,739 |
| Available-for-sale securities (fair market value) | $14,673,000 | 4,963 |
| Total debt securities | $22,137,000 | 4,468 |
| Structured notes | ||
| Amortized cost | $1,043,000 | 1,577 |
| Fair value | $1,045,000 | 1,577 |
| 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 | $22,486,000 | 4,439 |
| U.S. Government securities | $5,234,000 | 7,065 |
| U.S. Treasury securities | $1,358,000 | 1,321 |
| U.S. Government agency obligations | $3,876,000 | 7,333 |
| Securities issued by states & political subdivisions | $17,252,000 | 1,126 |
| 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 | $1,971,000 | 5,870 |
| Mortgage-backed securities | $196,000 | 6,641 |
| Certificates of participation in pools of residential mortgages | $41,000 | 6,676 |
| Issued or guaranteed by U.S. | $41,000 | 6,653 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $155,000 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 3,504 |
| 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) | $7,684,000 | 1,689 |
| Available-for-sale securities (fair market value) | $14,802,000 | 4,873 |
| Total debt securities | $22,486,000 | 4,357 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,716 |
| Fair value | $601,000 | 1,719 |
| 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 | $23,944,000 | 4,168 |
| U.S. Government securities | $6,054,000 | 6,704 |
| U.S. Treasury securities | $1,371,000 | 1,340 |
| U.S. Government agency obligations | $4,683,000 | 7,019 |
| Securities issued by states & political subdivisions | $17,890,000 | 1,071 |
| 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 | $3,055,000 | 5,244 |
| Mortgage-backed securities | $364,000 | 6,467 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,682 |
| Issued or guaranteed by U.S. | $45,000 | 6,663 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $319,000 | 3,646 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 3,471 |
| 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) | $8,134,000 | 1,622 |
| Available-for-sale securities (fair market value) | $15,810,000 | 4,659 |
| Total debt securities | $23,944,000 | 4,075 |
| Structured notes | ||
| Amortized cost | $649,000 | 1,523 |
| Fair value | $660,000 | 1,517 |
| 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 | $24,387,000 | 4,090 |
| U.S. Government securities | $6,593,000 | 6,589 |
| U.S. Treasury securities | $1,630,000 | 1,274 |
| U.S. Government agency obligations | $4,963,000 | 6,954 |
| Securities issued by states & political subdivisions | $17,294,000 | 1,058 |
| Other domestic debt securities | $500,000 | 3,303 |
| 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 | $500,000 | 2,934 |
| 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 | $1,653,000 | 6,095 |
| Mortgage-backed securities | $383,000 | 6,469 |
| Certificates of participation in pools of residential mortgages | $48,000 | 6,687 |
| Issued or guaranteed by U.S. | $48,000 | 6,668 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $335,000 | 3,740 |
| CMOs issued by government agencies or sponsored agencies | $335,000 | 3,571 |
| 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) | $8,322,000 | 1,623 |
| Available-for-sale securities (fair market value) | $16,065,000 | 4,604 |
| Total debt securities | $24,387,000 | 4,012 |
| Structured notes | ||
| Amortized cost | $598,000 | 1,268 |
| Fair value | $605,000 | 1,261 |
| 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 | $24,217,000 | 4,090 |
| U.S. Government securities | $7,365,000 | 6,364 |
| U.S. Treasury securities | $2,094,000 | 1,188 |
| U.S. Government agency obligations | $5,271,000 | 6,851 |
| Securities issued by states & political subdivisions | $16,852,000 | 1,064 |
| 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 | $1,431,000 | 6,276 |
| Mortgage-backed securities | $414,000 | 6,439 |
| Certificates of participation in pools of residential mortgages | $51,000 | 6,671 |
| Issued or guaranteed by U.S. | $51,000 | 6,651 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $363,000 | 3,755 |
| CMOs issued by government agencies or sponsored agencies | $363,000 | 3,591 |
| 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) | $8,601,000 | 1,627 |
| Available-for-sale securities (fair market value) | $15,616,000 | 4,628 |
| Total debt securities | $24,217,000 | 4,005 |
| Structured notes | ||
| Amortized cost | $349,000 | 1,376 |
| Fair value | $358,000 | 1,376 |
| 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 | $21,455,000 | 4,301 |
| U.S. Government securities | $9,539,000 | 5,633 |
| U.S. Treasury securities | $2,098,000 | 1,320 |
| U.S. Government agency obligations | $7,441,000 | 6,065 |
| Securities issued by states & political subdivisions | $11,916,000 | 1,433 |
| 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 | $1,346,000 | 6,440 |
| Mortgage-backed securities | $481,000 | 6,378 |
| Certificates of participation in pools of residential mortgages | $66,000 | 6,632 |
| Issued or guaranteed by U.S. | $66,000 | 6,610 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $415,000 | 3,836 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 3,668 |
| 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) | $7,712,000 | 1,816 |
| Available-for-sale securities (fair market value) | $13,743,000 | 4,807 |
| Total debt securities | $21,455,000 | 4,214 |
| 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 | $15,983,000 | 5,375 |
| U.S. Government securities | $7,942,000 | 6,547 |
| U.S. Treasury securities | $2,056,000 | 1,850 |
| U.S. Government agency obligations | $5,886,000 | 7,013 |
| Securities issued by states & political subdivisions | $7,874,000 | 2,017 |
| 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 | $167,000 | 6,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,054,000 | 6,986 |
| Mortgage-backed securities | $555,000 | 6,018 |
| Certificates of participation in pools of residential mortgages | $74,000 | 6,511 |
| Issued or guaranteed by U.S. | $74,000 | 6,490 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $481,000 | 3,368 |
| CMOs issued by government agencies or sponsored agencies | $481,000 | 3,203 |
| 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) | $8,266,000 | 2,108 |
| Available-for-sale securities (fair market value) | $7,717,000 | 6,341 |
| Total debt securities | $15,816,000 | 5,271 |
| 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 | $16,690,000 | 5,446 |
| U.S. Government securities | $8,774,000 | 6,518 |
| U.S. Treasury securities | $3,083,000 | 2,109 |
| U.S. Government agency obligations | $5,691,000 | 7,213 |
| Securities issued by states & political subdivisions | $7,681,000 | 2,142 |
| 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 | $235,000 | 5,379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,040,000 | 7,100 |
| Mortgage-backed securities | $700,000 | 6,189 |
| Certificates of participation in pools of residential mortgages | $80,000 | 6,848 |
| Issued or guaranteed by U.S. | $80,000 | 6,830 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $620,000 | 3,369 |
| CMOs issued by government agencies or sponsored agencies | $620,000 | 3,216 |
| 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) | $8,453,000 | 2,329 |
| Available-for-sale securities (fair market value) | $8,237,000 | 6,360 |
| Total debt securities | $16,455,000 | 5,381 |
| 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 | $16,211,000 | 5,545 |
| U.S. Government securities | $8,548,000 | 6,550 |
| U.S. Treasury securities | $2,923,000 | 3,237 |
| U.S. Government agency obligations | $5,625,000 | 6,896 |
| Securities issued by states & political subdivisions | $7,522,000 | 2,197 |
| Other domestic debt securities | $22,000 | 3,798 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,509 |
| 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 | $119,000 | 6,283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $652,000 | 7,547 |
| Mortgage-backed securities | $1,116,000 | 5,977 |
| Certificates of participation in pools of residential mortgages | $180,000 | 6,702 |
| Issued or guaranteed by U.S. | $180,000 | 6,681 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $936,000 | 3,369 |
| CMOs issued by government agencies or sponsored agencies | $914,000 | 3,243 |
| Privately issued | $22,000 | 1,299 |
| 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) | $8,522,000 | 2,570 |
| Available-for-sale securities (fair market value) | $7,689,000 | 6,451 |
| Total debt securities | $16,092,000 | 5,440 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,432 |
| Fair value | $251,000 | 1,343 |
| 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 | $15,094,000 | 5,977 |
| U.S. Government securities | $8,499,000 | 7,043 |
| U.S. Treasury securities | $3,262,000 | 4,104 |
| U.S. Government agency obligations | $5,237,000 | 7,173 |
| Securities issued by states & political subdivisions | $6,420,000 | 2,254 |
| Other domestic debt securities | $91,000 | 3,363 |
| Privately issued residential mortgage-backed securities | $91,000 | 1,265 |
| 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 | $84,000 | 6,601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $653,000 | 7,937 |
| Mortgage-backed securities | $1,547,000 | 5,782 |
| Certificates of participation in pools of residential mortgages | $223,000 | 6,847 |
| Issued or guaranteed by U.S. | $223,000 | 6,825 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,324,000 | 3,141 |
| CMOs issued by government agencies or sponsored agencies | $1,233,000 | 3,072 |
| Privately issued | $91,000 | 1,042 |
| 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) | $6,931,000 | 3,508 |
| Available-for-sale securities (fair market value) | $8,163,000 | 6,303 |
| Total debt securities | $15,010,000 | 5,872 |
| Structured notes | ||
| Amortized cost | $249,000 | 2,577 |
| Fair value | $253,000 | 2,430 |
| 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 | $14,322,000 | 6,610 |
| U.S. Government securities | $8,991,000 | 7,400 |
| U.S. Treasury securities | $3,809,000 | 4,504 |
| U.S. Government agency obligations | $5,182,000 | 7,545 |
| Securities issued by states & political subdivisions | $5,190,000 | 2,747 |
| Other domestic debt securities | $141,000 | 3,618 |
| Privately issued residential mortgage-backed securities | $141,000 | 1,444 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $551,000 | 8,420 |
| Mortgage-backed securities | $1,627,000 | 6,192 |
| Certificates of participation in pools of residential mortgages | $215,000 | 7,422 |
| Issued or guaranteed by U.S. | $215,000 | 7,403 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,412,000 | 3,458 |
| CMOs issued by government agencies or sponsored agencies | $1,271,000 | 3,428 |
| Privately issued | $141,000 | 1,189 |
| 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) | $6,241,000 | 4,204 |
| Available-for-sale securities (fair market value) | $8,081,000 | 6,598 |
| Total debt securities | $14,322,000 | 6,474 |
| Structured notes | ||
| Amortized cost | $249,000 | 3,318 |
| Fair value | $249,000 | 3,233 |
| 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 | $13,107,000 | 7,237 |
| U.S. Government securities | $7,884,000 | 8,228 |
| U.S. Treasury securities | $3,823,000 | 5,395 |
| U.S. Government agency obligations | $4,061,000 | 8,287 |
| Securities issued by states & political subdivisions | $5,071,000 | 2,771 |
| Other domestic debt securities | $152,000 | 4,178 |
| Privately issued residential mortgage-backed securities | $152,000 | 1,704 |
| 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 | $455,000 | 9,004 |
| Mortgage-backed securities | $2,230,000 | 6,062 |
| Certificates of participation in pools of residential mortgages | $489,000 | 7,022 |
| Issued or guaranteed by U.S. | $489,000 | 6,990 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,741,000 | 3,642 |
| CMOs issued by government agencies or sponsored agencies | $1,589,000 | 3,572 |
| Privately issued | $152,000 | 1,407 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,461,000 | 4,056 |
| Available-for-sale securities (fair market value) | $5,646,000 | 7,736 |
| Total debt securities | $13,107,000 | 7,107 |
| Structured notes | ||
| Amortized cost | $100,000 | 4,437 |
| Fair value | $100,000 | 4,449 |
| 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 | $13,147,000 | 7,654 |
| U.S. Government securities | $8,332,000 | 8,500 |
| U.S. Treasury securities | $4,477,000 | 5,897 |
| U.S. Government agency obligations | $3,855,000 | 8,483 |
| Securities issued by states & political subdivisions | $4,662,000 | 3,103 |
| Other domestic debt securities | $153,000 | 4,787 |
| Privately issued residential mortgage-backed securities | $153,000 | 1,944 |
| 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 | $433,000 | 9,468 |
| Mortgage-backed securities | $3,220,000 | 5,694 |
| Certificates of participation in pools of residential mortgages | $1,477,000 | 5,774 |
| Issued or guaranteed by U.S. | $1,477,000 | 5,748 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,743,000 | 3,855 |
| CMOs issued by government agencies or sponsored agencies | $1,590,000 | 3,796 |
| Privately issued | $153,000 | 1,644 |
| 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) | $8,670,000 | 6,204 |
| Available-for-sale securities (fair market value) | $4,477,000 | 7,176 |
| Total debt securities | $13,147,000 | 7,540 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $15,652,000 | 7,196 |
| U.S. Government securities | $11,512,000 | 7,424 |
| U.S. Treasury securities | $6,757,000 | 4,697 |
| U.S. Government agency obligations | $4,755,000 | 8,083 |
| Securities issued by states & political subdivisions | $3,988,000 | 3,577 |
| Other domestic debt securities | $152,000 | 5,540 |
| Privately issued residential mortgage-backed securities | $152,000 | 2,507 |
| 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 | $250,000 | 10,101 |
| Mortgage-backed securities | $4,657,000 | 5,456 |
| Certificates of participation in pools of residential mortgages | $2,991,000 | 4,895 |
| Issued or guaranteed by U.S. | $2,991,000 | 4,857 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,666,000 | 4,314 |
| CMOs issued by government agencies or sponsored agencies | $1,514,000 | 4,241 |
| Privately issued | $152,000 | 2,107 |
| 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 | $15,652,000 | 7,054 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $13,881,000 | 7,703 |
| U.S. Government securities | $10,517,000 | 7,830 |
| U.S. Treasury securities | $5,257,000 | 5,588 |
| U.S. Government agency obligations | $5,260,000 | 7,812 |
| Securities issued by states & political subdivisions | $3,212,000 | 3,887 |
| Other domestic debt securities | $152,000 | 6,392 |
| Privately issued residential mortgage-backed securities | $152,000 | 3,267 |
| 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 | $100,000 | 10,714 |
| Mortgage-backed securities | $3,913,000 | 6,104 |
| Certificates of participation in pools of residential mortgages | $3,111,000 | 5,089 |
| Issued or guaranteed by U.S. | $3,111,000 | 5,031 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $802,000 | 5,383 |
| CMOs issued by government agencies or sponsored agencies | $650,000 | 5,173 |
| Privately issued | $152,000 | 2,792 |
| 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 | $13,881,000 | 7,590 |
| 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 |