Home > Manor Bank > Securities
Manor Bank, Securities
| 2017-03-31 | Rank | |
| Total securities | $5,589,000 | 5,063 |
| U.S. Government securities | $4,666,000 | 4,609 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,666,000 | 4,476 |
| Securities issued by states & political subdivisions | $911,000 | 4,474 |
| 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 | $12,000 | 1,007 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,159,000 | 3,850 |
| Mortgage-backed securities | $4,666,000 | 3,469 |
| Certificates of participation in pools of residential mortgages | $4,666,000 | 3,023 |
| Issued or guaranteed by U.S. | $4,666,000 | 3,018 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $5,589,000 | 4,763 |
| Total debt securities | $5,577,000 | 5,040 |
| 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 | $5,764,000 | 5,077 |
| U.S. Government securities | $4,842,000 | 4,601 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,842,000 | 4,474 |
| Securities issued by states & political subdivisions | $912,000 | 4,516 |
| 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 | $10,000 | 1,035 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,286,000 | 3,850 |
| Mortgage-backed securities | $4,842,000 | 3,448 |
| Certificates of participation in pools of residential mortgages | $4,842,000 | 3,003 |
| Issued or guaranteed by U.S. | $4,842,000 | 2,997 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $5,764,000 | 4,766 |
| Total debt securities | $5,754,000 | 5,053 |
| 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 | $6,169,000 | 5,091 |
| U.S. Government securities | $5,229,000 | 4,566 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,229,000 | 4,449 |
| Securities issued by states & political subdivisions | $930,000 | 4,520 |
| 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 | $10,000 | 1,016 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,585,000 | 3,840 |
| Mortgage-backed securities | $5,229,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | $5,229,000 | 2,954 |
| Issued or guaranteed by U.S. | $5,229,000 | 2,953 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $6,169,000 | 4,761 |
| Total debt securities | $6,159,000 | 5,071 |
| 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 | $6,412,000 | 5,146 |
| U.S. Government securities | $5,469,000 | 4,622 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $5,469,000 | 4,496 |
| Securities issued by states & political subdivisions | $935,000 | 4,559 |
| 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 | $8,000 | 1,049 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,757,000 | 3,882 |
| Mortgage-backed securities | $5,469,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $5,469,000 | 2,961 |
| Issued or guaranteed by U.S. | $5,469,000 | 2,959 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $6,412,000 | 4,801 |
| Total debt securities | $6,404,000 | 5,127 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $6,942,000 | 5,155 |
| U.S. Government securities | $5,660,000 | 4,680 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,660,000 | 4,565 |
| Securities issued by states & political subdivisions | $1,274,000 | 4,452 |
| 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 | $8,000 | 1,058 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,893,000 | 3,902 |
| Mortgage-backed securities | $5,660,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $5,660,000 | 2,931 |
| Issued or guaranteed by U.S. | $5,660,000 | 2,931 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $6,942,000 | 4,813 |
| Total debt securities | $6,934,000 | 5,137 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $7,026,000 | 5,185 |
| U.S. Government securities | $5,758,000 | 4,717 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,758,000 | 4,607 |
| Securities issued by states & political subdivisions | $1,262,000 | 4,491 |
| 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 | $6,000 | 1,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,939,000 | 3,930 |
| Mortgage-backed securities | $5,758,000 | 3,372 |
| Certificates of participation in pools of residential mortgages | $5,758,000 | 2,908 |
| Issued or guaranteed by U.S. | $5,758,000 | 2,906 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $7,026,000 | 4,845 |
| Total debt securities | $7,020,000 | 5,163 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $7,103,000 | 5,277 |
| U.S. Government securities | $5,219,000 | 4,918 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,219,000 | 4,802 |
| Securities issued by states & political subdivisions | $1,878,000 | 4,346 |
| 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 | $6,000 | 1,104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,399,000 | 4,075 |
| Mortgage-backed securities | $5,219,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $5,219,000 | 3,033 |
| Issued or guaranteed by U.S. | $5,219,000 | 3,030 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $7,103,000 | 4,917 |
| Total debt securities | $7,097,000 | 5,257 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $7,294,000 | 5,349 |
| U.S. Government securities | $5,416,000 | 4,991 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,416,000 | 4,880 |
| Securities issued by states & political subdivisions | $1,874,000 | 4,368 |
| 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 | $4,000 | 1,137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,179,000 | 4,181 |
| Mortgage-backed securities | $5,416,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | $5,416,000 | 3,079 |
| Issued or guaranteed by U.S. | $5,416,000 | 3,077 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $7,294,000 | 4,987 |
| Total debt securities | $7,290,000 | 5,328 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $7,620,000 | 5,372 |
| U.S. Government securities | $5,724,000 | 5,030 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,724,000 | 4,917 |
| Securities issued by states & political subdivisions | $1,892,000 | 4,389 |
| 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 | $4,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,361,000 | 4,204 |
| Mortgage-backed securities | $5,724,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $5,724,000 | 3,090 |
| Issued or guaranteed by U.S. | $5,724,000 | 3,088 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $7,620,000 | 5,010 |
| Total debt securities | $7,616,000 | 5,352 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $7,760,000 | 5,447 |
| U.S. Government securities | $5,882,000 | 5,076 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,882,000 | 4,963 |
| Securities issued by states & political subdivisions | $1,876,000 | 4,456 |
| 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 | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $5,882,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $5,882,000 | 3,119 |
| Issued or guaranteed by U.S. | $5,882,000 | 3,116 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $7,760,000 | 5,071 |
| Total debt securities | $7,758,000 | 5,426 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $7,896,000 | 5,531 |
| U.S. Government securities | $6,028,000 | 5,134 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,028,000 | 5,019 |
| Securities issued by states & political subdivisions | $1,868,000 | 4,497 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,569,000 | 4,262 |
| Mortgage-backed securities | $6,028,000 | 3,672 |
| Certificates of participation in pools of residential mortgages | $6,028,000 | 3,166 |
| Issued or guaranteed by U.S. | $6,028,000 | 3,163 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $7,896,000 | 5,149 |
| Total debt securities | $7,896,000 | 5,508 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $8,103,000 | 5,572 |
| U.S. Government securities | $6,239,000 | 5,183 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,239,000 | 5,062 |
| Securities issued by states & political subdivisions | $1,864,000 | 4,544 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,668,000 | 4,279 |
| Mortgage-backed securities | $6,239,000 | 3,702 |
| Certificates of participation in pools of residential mortgages | $6,239,000 | 3,198 |
| Issued or guaranteed by U.S. | $6,239,000 | 3,196 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $8,103,000 | 5,173 |
| Total debt securities | $8,103,000 | 5,550 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $7,710,000 | 5,647 |
| U.S. Government securities | $5,889,000 | 5,278 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,889,000 | 5,171 |
| Securities issued by states & political subdivisions | $1,821,000 | 4,571 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,700,000 | 4,297 |
| Mortgage-backed securities | $5,889,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $5,889,000 | 3,283 |
| Issued or guaranteed by U.S. | $5,889,000 | 3,281 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $7,710,000 | 5,254 |
| Total debt securities | $7,710,000 | 5,626 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $7,392,000 | 5,724 |
| U.S. Government securities | $5,601,000 | 5,331 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,601,000 | 5,226 |
| Securities issued by states & political subdivisions | $1,787,000 | 4,625 |
| 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 | $4,000 | 1,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,421,000 | 4,922 |
| Mortgage-backed securities | $5,601,000 | 3,841 |
| Certificates of participation in pools of residential mortgages | $5,601,000 | 3,354 |
| Issued or guaranteed by U.S. | $5,601,000 | 3,352 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $7,392,000 | 5,330 |
| Total debt securities | $7,388,000 | 5,700 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $6,955,000 | 5,833 |
| 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 | $1,810,000 | 4,631 |
| 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 | $4,000 | 1,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,081,000 | 5,058 |
| Mortgage-backed securities | $5,141,000 | 3,968 |
| Certificates of participation in pools of residential mortgages | $5,141,000 | 3,468 |
| Issued or guaranteed by U.S. | $5,141,000 | 3,464 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $6,955,000 | 5,449 |
| Total debt securities | $6,951,000 | 5,810 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $5,717,000 | 5,979 |
| U.S. Government securities | $3,826,000 | 5,717 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,826,000 | 5,614 |
| Securities issued by states & political subdivisions | $1,889,000 | 4,601 |
| 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 | $2,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,894,000 | 5,177 |
| Mortgage-backed securities | $3,826,000 | 4,256 |
| Certificates of participation in pools of residential mortgages | $3,826,000 | 3,759 |
| Issued or guaranteed by U.S. | $3,826,000 | 3,754 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $5,717,000 | 5,609 |
| Total debt securities | $5,715,000 | 5,953 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $5,445,000 | 6,067 |
| U.S. Government securities | $3,751,000 | 5,777 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,751,000 | 5,675 |
| Securities issued by states & political subdivisions | $1,692,000 | 4,672 |
| 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 | $2,000 | 1,285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,056,000 | 5,157 |
| Mortgage-backed securities | $3,751,000 | 4,317 |
| Certificates of participation in pools of residential mortgages | $3,751,000 | 3,823 |
| Issued or guaranteed by U.S. | $3,751,000 | 3,819 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $5,445,000 | 5,699 |
| Total debt securities | $5,443,000 | 6,046 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $6,410,000 | 5,985 |
| U.S. Government securities | $4,252,000 | 5,718 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,252,000 | 5,604 |
| Securities issued by states & political subdivisions | $2,158,000 | 4,486 |
| 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 | $2,180,000 | 5,134 |
| Mortgage-backed securities | $4,252,000 | 4,240 |
| Certificates of participation in pools of residential mortgages | $4,252,000 | 3,699 |
| Issued or guaranteed by U.S. | $4,252,000 | 3,696 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $6,410,000 | 5,607 |
| Total debt securities | $6,410,000 | 5,956 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $6,843,000 | 6,032 |
| U.S. Government securities | $4,676,000 | 5,746 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,676,000 | 5,646 |
| Securities issued by states & political subdivisions | $2,167,000 | 4,518 |
| 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 | $2,336,000 | 5,148 |
| Mortgage-backed securities | $4,676,000 | 4,278 |
| Certificates of participation in pools of residential mortgages | $4,676,000 | 3,762 |
| Issued or guaranteed by U.S. | $4,676,000 | 3,761 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $6,843,000 | 5,642 |
| Total debt securities | $6,843,000 | 6,007 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $7,218,000 | 6,039 |
| U.S. Government securities | $5,056,000 | 5,742 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,056,000 | 5,645 |
| Securities issued by states & political subdivisions | $2,162,000 | 4,498 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,510,000 | 5,515 |
| Mortgage-backed securities | $5,056,000 | 4,243 |
| Certificates of participation in pools of residential mortgages | $5,056,000 | 3,689 |
| Issued or guaranteed by U.S. | $5,056,000 | 3,687 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $7,218,000 | 5,643 |
| Total debt securities | $7,218,000 | 6,013 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $7,438,000 | 6,059 |
| U.S. Government securities | $5,284,000 | 5,803 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,284,000 | 5,690 |
| Securities issued by states & political subdivisions | $2,154,000 | 4,456 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,180,000 | 5,672 |
| Mortgage-backed securities | $5,284,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $5,284,000 | 3,632 |
| Issued or guaranteed by U.S. | $5,284,000 | 3,627 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $7,438,000 | 5,650 |
| Total debt securities | $7,438,000 | 6,034 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $7,385,000 | 6,076 |
| U.S. Government securities | $5,443,000 | 5,774 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,443,000 | 5,664 |
| Securities issued by states & political subdivisions | $1,942,000 | 4,519 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,296,000 | 5,366 |
| Mortgage-backed securities | $5,443,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $5,443,000 | 3,508 |
| Issued or guaranteed by U.S. | $5,443,000 | 3,505 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $7,385,000 | 5,648 |
| Total debt securities | $7,385,000 | 6,043 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $7,803,000 | 6,038 |
| U.S. Government securities | $5,832,000 | 5,713 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,832,000 | 5,602 |
| Securities issued by states & political subdivisions | $1,971,000 | 4,470 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,407,000 | 5,334 |
| Mortgage-backed securities | $5,832,000 | 4,046 |
| Certificates of participation in pools of residential mortgages | $5,832,000 | 3,366 |
| Issued or guaranteed by U.S. | $5,832,000 | 3,362 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $7,803,000 | 5,591 |
| Total debt securities | $7,803,000 | 6,001 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $7,747,000 | 6,136 |
| U.S. Government securities | $6,030,000 | 5,812 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,030,000 | 5,688 |
| Securities issued by states & political subdivisions | $1,717,000 | 4,549 |
| 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 | $283,000 | 5,887 |
| Mortgage-backed securities | $6,030,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $6,030,000 | 3,301 |
| Issued or guaranteed by U.S. | $6,030,000 | 3,293 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $7,747,000 | 5,685 |
| Total debt securities | $7,747,000 | 6,105 |
| 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 | $7,364,000 | 6,193 |
| U.S. Government securities | $5,994,000 | 5,813 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,994,000 | 5,688 |
| Securities issued by states & political subdivisions | $1,370,000 | 4,698 |
| 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 | $305,000 | 5,911 |
| Mortgage-backed securities | $5,994,000 | 3,895 |
| Certificates of participation in pools of residential mortgages | $5,994,000 | 3,248 |
| Issued or guaranteed by U.S. | $5,994,000 | 3,241 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,364,000 | 5,731 |
| Total debt securities | $7,364,000 | 6,164 |
| 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 | $6,731,000 | 6,227 |
| U.S. Government securities | $5,324,000 | 5,848 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,324,000 | 5,718 |
| Securities issued by states & political subdivisions | $1,407,000 | 4,690 |
| 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 | $342,000 | 5,957 |
| Mortgage-backed securities | $5,324,000 | 3,934 |
| Certificates of participation in pools of residential mortgages | $5,324,000 | 3,275 |
| Issued or guaranteed by U.S. | $5,324,000 | 3,268 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $6,731,000 | 5,752 |
| Total debt securities | $6,731,000 | 6,193 |
| 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 | $6,614,000 | 6,267 |
| U.S. Government securities | $5,163,000 | 5,869 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,163,000 | 5,743 |
| Securities issued by states & political subdivisions | $1,451,000 | 4,591 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $5,163,000 | 3,978 |
| Certificates of participation in pools of residential mortgages | $5,163,000 | 3,285 |
| Issued or guaranteed by U.S. | $5,163,000 | 3,278 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $6,614,000 | 5,761 |
| Total debt securities | $6,614,000 | 6,227 |
| 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 | $6,200,000 | 6,428 |
| U.S. Government securities | $4,774,000 | 6,085 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,774,000 | 5,966 |
| Securities issued by states & political subdivisions | $1,426,000 | 4,579 |
| 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 | $411,000 | 6,070 |
| Mortgage-backed securities | $4,774,000 | 4,059 |
| Certificates of participation in pools of residential mortgages | $4,774,000 | 3,402 |
| Issued or guaranteed by U.S. | $4,774,000 | 3,393 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $6,200,000 | 5,918 |
| Total debt securities | $6,200,000 | 6,390 |
| 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 | $7,239,000 | 6,298 |
| U.S. Government securities | $6,371,000 | 5,789 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,371,000 | 5,679 |
| Securities issued by states & political subdivisions | $868,000 | 4,939 |
| 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 | $200,000 | 6,255 |
| Mortgage-backed securities | $6,174,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $6,174,000 | 3,193 |
| Issued or guaranteed by U.S. | $6,174,000 | 3,184 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $7,239,000 | 5,788 |
| Total debt securities | $7,239,000 | 6,256 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,464,000 | 6,434 |
| U.S. Government securities | $5,601,000 | 5,947 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,601,000 | 5,840 |
| Securities issued by states & political subdivisions | $863,000 | 4,979 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 6,310 |
| Mortgage-backed securities | $5,405,000 | 4,065 |
| Certificates of participation in pools of residential mortgages | $5,405,000 | 3,422 |
| Issued or guaranteed by U.S. | $5,405,000 | 3,413 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $6,464,000 | 5,915 |
| Total debt securities | $6,464,000 | 6,398 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,374,000 | 6,307 |
| U.S. Government securities | $6,494,000 | 5,761 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,494,000 | 5,670 |
| Securities issued by states & political subdivisions | $880,000 | 5,008 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 6,327 |
| Mortgage-backed securities | $6,296,000 | 3,933 |
| Certificates of participation in pools of residential mortgages | $6,296,000 | 3,288 |
| Issued or guaranteed by U.S. | $6,296,000 | 3,279 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $7,374,000 | 5,794 |
| Total debt securities | $7,374,000 | 6,266 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $7,052,000 | 6,383 |
| U.S. Government securities | $6,171,000 | 5,863 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,171,000 | 5,777 |
| Securities issued by states & political subdivisions | $881,000 | 5,021 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 6,393 |
| Mortgage-backed securities | $5,979,000 | 4,058 |
| Certificates of participation in pools of residential mortgages | $5,979,000 | 3,428 |
| Issued or guaranteed by U.S. | $5,979,000 | 3,415 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,052,000 | 5,877 |
| Total debt securities | $7,052,000 | 6,339 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $8,250,000 | 6,219 |
| U.S. Government securities | $7,923,000 | 5,529 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,923,000 | 5,446 |
| Securities issued by states & political subdivisions | $327,000 | 5,458 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 6,436 |
| Mortgage-backed securities | $6,723,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $6,723,000 | 3,339 |
| Issued or guaranteed by U.S. | $6,723,000 | 3,325 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,250,000 | 5,696 |
| Total debt securities | $8,250,000 | 6,168 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $8,791,000 | 6,159 |
| U.S. Government securities | $8,791,000 | 5,408 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,791,000 | 5,328 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,298 |
| Mortgage-backed securities | $7,091,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $7,091,000 | 3,224 |
| Issued or guaranteed by U.S. | $7,091,000 | 3,212 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $8,791,000 | 5,621 |
| Total debt securities | $8,791,000 | 6,112 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $8,764,000 | 6,127 |
| U.S. Government securities | $8,764,000 | 5,377 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,764,000 | 5,291 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,324 |
| Mortgage-backed securities | $7,086,000 | 3,742 |
| Certificates of participation in pools of residential mortgages | $7,086,000 | 3,136 |
| Issued or guaranteed by U.S. | $7,086,000 | 3,125 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $8,764,000 | 5,580 |
| Total debt securities | $8,764,000 | 6,083 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $8,904,000 | 6,130 |
| U.S. Government securities | $8,904,000 | 5,358 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,904,000 | 5,280 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $605,000 | 6,289 |
| Mortgage-backed securities | $7,217,000 | 3,705 |
| Certificates of participation in pools of residential mortgages | $7,217,000 | 3,093 |
| Issued or guaranteed by U.S. | $7,217,000 | 3,079 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $8,904,000 | 5,606 |
| Total debt securities | $8,904,000 | 6,061 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $9,365,000 | 6,066 |
| U.S. Government securities | $9,365,000 | 5,251 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,365,000 | 5,165 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 6,420 |
| Mortgage-backed securities | $6,560,000 | 3,748 |
| Certificates of participation in pools of residential mortgages | $6,560,000 | 3,137 |
| Issued or guaranteed by U.S. | $6,560,000 | 3,124 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $9,365,000 | 5,525 |
| Total debt securities | $9,365,000 | 5,994 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $8,222,000 | 6,391 |
| U.S. Government securities | $8,222,000 | 5,676 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,222,000 | 5,571 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 6,487 |
| Mortgage-backed securities | $3,966,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $3,966,000 | 3,541 |
| Issued or guaranteed by U.S. | $3,966,000 | 3,527 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $8,222,000 | 5,794 |
| Total debt securities | $8,222,000 | 6,326 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $497,000 | 2,114 |
| 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 | $7,543,000 | 6,588 |
| U.S. Government securities | $7,543,000 | 5,946 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,543,000 | 5,835 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 6,507 |
| Mortgage-backed securities | $3,369,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $3,369,000 | 3,595 |
| Issued or guaranteed by U.S. | $3,369,000 | 3,577 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $7,543,000 | 5,957 |
| Total debt securities | $7,543,000 | 6,536 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,161 |
| Fair value | $498,000 | 2,278 |
| 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 | $7,526,000 | 6,605 |
| U.S. Government securities | $7,526,000 | 5,971 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,526,000 | 5,851 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,339,000 | 6,063 |
| Mortgage-backed securities | $3,430,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $3,430,000 | 3,534 |
| Issued or guaranteed by U.S. | $3,430,000 | 3,519 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $7,526,000 | 5,951 |
| Total debt securities | $7,526,000 | 6,552 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $493,000 | 2,390 |
| 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 | $8,070,000 | 6,524 |
| U.S. Government securities | $8,070,000 | 5,877 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,070,000 | 5,757 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,373,000 | 6,064 |
| Mortgage-backed securities | $3,633,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $3,633,000 | 3,430 |
| Issued or guaranteed by U.S. | $3,633,000 | 3,411 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $8,070,000 | 5,865 |
| Total debt securities | $8,070,000 | 6,468 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $490,000 | 2,510 |
| 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 | $8,459,000 | 6,491 |
| U.S. Government securities | $8,459,000 | 5,819 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,459,000 | 5,697 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,362,000 | 6,076 |
| Mortgage-backed securities | $3,789,000 | 4,003 |
| Certificates of participation in pools of residential mortgages | $3,789,000 | 3,389 |
| Issued or guaranteed by U.S. | $3,789,000 | 3,375 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $8,459,000 | 5,830 |
| Total debt securities | $8,459,000 | 6,430 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $489,000 | 2,614 |
| 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 | $8,842,000 | 6,463 |
| U.S. Government securities | $8,842,000 | 5,792 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,842,000 | 5,677 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 6,120 |
| Mortgage-backed securities | $3,937,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $3,937,000 | 3,355 |
| Issued or guaranteed by U.S. | $3,937,000 | 3,338 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $8,842,000 | 5,772 |
| Total debt securities | $8,842,000 | 6,406 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $488,000 | 2,741 |
| 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 | $9,314,000 | 6,376 |
| U.S. Government securities | $9,314,000 | 5,687 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,314,000 | 5,556 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 6,156 |
| Mortgage-backed securities | $4,018,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $4,018,000 | 3,326 |
| Issued or guaranteed by U.S. | $4,018,000 | 3,314 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $9,314,000 | 5,694 |
| Total debt securities | $9,314,000 | 6,313 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $480,000 | 2,803 |
| 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 | $9,573,000 | 6,381 |
| U.S. Government securities | $9,573,000 | 5,688 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,573,000 | 5,557 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,687 |
| Mortgage-backed securities | $4,220,000 | 3,860 |
| Certificates of participation in pools of residential mortgages | $4,220,000 | 3,282 |
| Issued or guaranteed by U.S. | $4,220,000 | 3,269 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,573,000 | 5,673 |
| Total debt securities | $9,573,000 | 6,322 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $483,000 | 2,799 |
| 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 | $10,087,000 | 6,313 |
| U.S. Government securities | $10,087,000 | 5,558 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,087,000 | 5,417 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,717 |
| Mortgage-backed securities | $4,450,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $4,450,000 | 3,245 |
| Issued or guaranteed by U.S. | $4,450,000 | 3,234 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $10,087,000 | 5,597 |
| Total debt securities | $10,087,000 | 6,255 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $483,000 | 2,808 |
| 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 | $10,364,000 | 6,254 |
| U.S. Government securities | $10,364,000 | 5,495 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,364,000 | 5,357 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,748 |
| Mortgage-backed securities | $4,680,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | $4,680,000 | 3,219 |
| Issued or guaranteed by U.S. | $4,680,000 | 3,207 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $10,364,000 | 5,533 |
| Total debt securities | $10,364,000 | 6,189 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $487,000 | 2,763 |
| 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 | $10,622,000 | 6,242 |
| U.S. Government securities | $10,622,000 | 5,465 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,622,000 | 5,328 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,757 |
| Mortgage-backed securities | $4,901,000 | 3,814 |
| Certificates of participation in pools of residential mortgages | $4,901,000 | 3,230 |
| Issued or guaranteed by U.S. | $4,901,000 | 3,218 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $10,622,000 | 5,504 |
| Total debt securities | $10,622,000 | 6,172 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $489,000 | 2,744 |
| 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 | $7,272,000 | 7,039 |
| U.S. Government securities | $7,072,000 | 6,439 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,072,000 | 6,293 |
| Securities issued by states & political subdivisions | $200,000 | 6,134 |
| 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 | $500,000 | 6,791 |
| Mortgage-backed securities | $2,938,000 | 4,576 |
| Certificates of participation in pools of residential mortgages | $2,938,000 | 3,990 |
| Issued or guaranteed by U.S. | $2,938,000 | 3,980 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $7,272,000 | 6,268 |
| Total debt securities | $7,272,000 | 6,985 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $485,000 | 2,698 |
| 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 | $6,743,000 | 7,191 |
| U.S. Government securities | $6,332,000 | 6,673 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,332,000 | 6,523 |
| Securities issued by states & political subdivisions | $411,000 | 5,786 |
| 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 | $400,000 | 6,911 |
| Mortgage-backed securities | $347,000 | 6,197 |
| Certificates of participation in pools of residential mortgages | $347,000 | 5,780 |
| Issued or guaranteed by U.S. | $347,000 | 5,767 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,000 | 4,303 |
| Available-for-sale securities (fair market value) | $6,704,000 | 6,401 |
| Total debt securities | $6,743,000 | 7,123 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,181 |
| Fair value | $2,931,000 | 1,266 |
| 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 | $10,066,000 | 6,486 |
| U.S. Government securities | $9,653,000 | 5,777 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,653,000 | 5,620 |
| Securities issued by states & political subdivisions | $413,000 | 5,827 |
| 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 | $400,000 | 6,953 |
| Mortgage-backed securities | $404,000 | 6,194 |
| Certificates of participation in pools of residential mortgages | $404,000 | 5,750 |
| Issued or guaranteed by U.S. | $404,000 | 5,736 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,000 | 4,322 |
| Available-for-sale securities (fair market value) | $10,011,000 | 5,742 |
| Total debt securities | $10,066,000 | 6,414 |
| Structured notes | ||
| Amortized cost | $6,199,000 | 679 |
| Fair value | $6,159,000 | 678 |
| 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 | $10,279,000 | 6,518 |
| U.S. Government securities | $9,870,000 | 5,815 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,870,000 | 5,656 |
| Securities issued by states & political subdivisions | $409,000 | 5,887 |
| 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 | $400,000 | 6,985 |
| Mortgage-backed securities | $434,000 | 6,239 |
| Certificates of participation in pools of residential mortgages | $434,000 | 5,782 |
| Issued or guaranteed by U.S. | $434,000 | 5,769 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,000 | 4,373 |
| Available-for-sale securities (fair market value) | $10,223,000 | 5,775 |
| Total debt securities | $10,279,000 | 6,445 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $9,262,000 | 6,718 |
| U.S. Government securities | $8,844,000 | 6,017 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,844,000 | 5,859 |
| Securities issued by states & political subdivisions | $418,000 | 5,880 |
| 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 | $400,000 | 6,979 |
| Mortgage-backed securities | $512,000 | 6,173 |
| Certificates of participation in pools of residential mortgages | $512,000 | 5,703 |
| Issued or guaranteed by U.S. | $512,000 | 5,686 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $86,000 | 4,369 |
| Available-for-sale securities (fair market value) | $9,176,000 | 5,995 |
| Total debt securities | $9,262,000 | 6,635 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $9,437,000 | 6,747 |
| U.S. Government securities | $9,019,000 | 6,038 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,019,000 | 5,866 |
| Securities issued by states & political subdivisions | $418,000 | 5,926 |
| 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 | $400,000 | 6,999 |
| Mortgage-backed securities | $567,000 | 6,136 |
| Certificates of participation in pools of residential mortgages | $567,000 | 5,680 |
| Issued or guaranteed by U.S. | $567,000 | 5,660 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $89,000 | 4,422 |
| Available-for-sale securities (fair market value) | $9,348,000 | 6,009 |
| Total debt securities | $9,437,000 | 6,667 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $9,421,000 | 6,663 |
| U.S. Government securities | $9,000,000 | 5,884 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,000,000 | 5,710 |
| Securities issued by states & political subdivisions | $421,000 | 5,956 |
| 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 | $400,000 | 7,026 |
| Mortgage-backed securities | $1,120,000 | 5,696 |
| Certificates of participation in pools of residential mortgages | $818,000 | 5,454 |
| Issued or guaranteed by U.S. | $818,000 | 5,430 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $302,000 | 3,472 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 3,294 |
| 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) | $111,000 | 4,394 |
| Available-for-sale securities (fair market value) | $9,310,000 | 5,924 |
| Total debt securities | $9,421,000 | 6,563 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $7,854,000 | 6,991 |
| U.S. Government securities | $7,430,000 | 6,274 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,430,000 | 6,102 |
| Securities issued by states & political subdivisions | $424,000 | 5,945 |
| 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 | $400,000 | 7,041 |
| Mortgage-backed securities | $2,779,000 | 4,920 |
| Certificates of participation in pools of residential mortgages | $1,013,000 | 5,353 |
| Issued or guaranteed by U.S. | $1,013,000 | 5,329 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,766,000 | 2,621 |
| CMOs issued by government agencies or sponsored agencies | $1,766,000 | 2,483 |
| 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) | $143,000 | 4,365 |
| Available-for-sale securities (fair market value) | $7,711,000 | 6,246 |
| Total debt securities | $7,854,000 | 6,892 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $7,273,000 | 7,198 |
| U.S. Government securities | $6,750,000 | 6,530 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,750,000 | 6,336 |
| Securities issued by states & political subdivisions | $523,000 | 5,765 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 7,154 |
| Mortgage-backed securities | $3,349,000 | 4,730 |
| Certificates of participation in pools of residential mortgages | $1,348,000 | 5,073 |
| Issued or guaranteed by U.S. | $1,348,000 | 5,058 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,001,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $2,001,000 | 2,466 |
| 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) | $267,000 | 4,238 |
| Available-for-sale securities (fair market value) | $7,006,000 | 6,463 |
| Total debt securities | $7,273,000 | 7,100 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,720,000 | 7,603 |
| U.S. Government securities | $5,196,000 | 7,093 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,196,000 | 6,889 |
| Securities issued by states & political subdivisions | $524,000 | 5,766 |
| 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 | $300,000 | 7,179 |
| Mortgage-backed securities | $2,671,000 | 5,019 |
| Certificates of participation in pools of residential mortgages | $1,652,000 | 4,871 |
| Issued or guaranteed by U.S. | $1,652,000 | 4,853 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,019,000 | 3,142 |
| CMOs issued by government agencies or sponsored agencies | $1,019,000 | 3,007 |
| 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) | $289,000 | 4,278 |
| Available-for-sale securities (fair market value) | $5,431,000 | 6,837 |
| Total debt securities | $5,720,000 | 7,523 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,311,000 | 7,838 |
| U.S. Government securities | $4,165,000 | 7,576 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,165,000 | 7,316 |
| Securities issued by states & political subdivisions | $783,000 | 5,521 |
| Other domestic debt securities | $363,000 | 3,569 |
| 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 | $363,000 | 3,086 |
| 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 | $99,000 | 7,548 |
| Mortgage-backed securities | $2,587,000 | 4,937 |
| Certificates of participation in pools of residential mortgages | $2,587,000 | 4,125 |
| Issued or guaranteed by U.S. | $2,587,000 | 4,109 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $462,000 | 4,333 |
| Available-for-sale securities (fair market value) | $4,849,000 | 7,028 |
| Total debt securities | $5,311,000 | 7,729 |
| 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 | $5,473,000 | 8,199 |
| U.S. Government securities | $4,230,000 | 8,079 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,230,000 | 7,740 |
| Securities issued by states & political subdivisions | $587,000 | 5,933 |
| Other domestic debt securities | $555,000 | 2,852 |
| 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 | $555,000 | 2,501 |
| Foreign debt securities | NA | NA |
| Equity securities | $101,000 | 6,788 |
| 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 | 7,838 |
| Mortgage-backed securities | $3,335,000 | 4,006 |
| Certificates of participation in pools of residential mortgages | $3,335,000 | 3,227 |
| Issued or guaranteed by U.S. | $3,335,000 | 3,212 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $948,000 | 4,515 |
| Available-for-sale securities (fair market value) | $4,525,000 | 7,388 |
| Total debt securities | $5,372,000 | 8,108 |
| 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 | $6,345,000 | 8,220 |
| U.S. Government securities | $3,885,000 | 8,555 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,885,000 | 8,051 |
| Securities issued by states & political subdivisions | $1,830,000 | 4,766 |
| Other domestic debt securities | $545,000 | 2,745 |
| 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 | $545,000 | 2,325 |
| Foreign debt securities | NA | NA |
| Equity securities | $85,000 | 6,926 |
| 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 | 8,074 |
| Mortgage-backed securities | $3,491,000 | 4,236 |
| Certificates of participation in pools of residential mortgages | $3,491,000 | 3,358 |
| Issued or guaranteed by U.S. | $3,491,000 | 3,345 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,212,000 | 4,115 |
| Available-for-sale securities (fair market value) | $4,133,000 | 7,702 |
| Total debt securities | $6,260,000 | 8,128 |
| 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 | $7,041,000 | 8,011 |
| U.S. Government securities | $4,407,000 | 8,326 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $4,407,000 | 7,502 |
| Securities issued by states & political subdivisions | $1,845,000 | 4,848 |
| Other domestic debt securities | $721,000 | 2,468 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $721,000 | 2,029 |
| Foreign debt securities | NA | NA |
| Equity securities | $68,000 | 6,868 |
| 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 | 8,269 |
| Mortgage-backed securities | $3,414,000 | 4,527 |
| Certificates of participation in pools of residential mortgages | $3,414,000 | 3,600 |
| Issued or guaranteed by U.S. | $3,414,000 | 3,583 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,508,000 | 4,448 |
| Available-for-sale securities (fair market value) | $4,533,000 | 7,535 |
| Total debt securities | $6,973,000 | 7,909 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $8,950,000 | 7,768 |
| U.S. Government securities | $3,232,000 | 9,441 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $3,232,000 | 8,265 |
| Securities issued by states & political subdivisions | $2,995,000 | 3,835 |
| Other domestic debt securities | $2,658,000 | 1,176 |
| Privately issued residential mortgage-backed securities | $1,591,000 | 510 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,067,000 | 1,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $65,000 | 6,821 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,000 | 8,783 |
| Mortgage-backed securities | $4,823,000 | 3,889 |
| Certificates of participation in pools of residential mortgages | $3,232,000 | 3,637 |
| Issued or guaranteed by U.S. | $3,232,000 | 3,621 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,591,000 | 2,939 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $1,591,000 | 385 |
| 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) | $3,219,000 | 4,927 |
| Available-for-sale securities (fair market value) | $5,731,000 | 7,176 |
| Total debt securities | $8,885,000 | 7,659 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $9,821,000 | 8,018 |
| U.S. Government securities | $3,712,000 | 9,798 |
| U.S. Treasury securities | $200,000 | 8,577 |
| U.S. Government agency obligations | $3,512,000 | 8,498 |
| Securities issued by states & political subdivisions | $3,266,000 | 3,740 |
| Other domestic debt securities | $2,794,000 | 1,257 |
| Privately issued residential mortgage-backed securities | $1,567,000 | 601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,227,000 | 1,391 |
| Foreign debt securities | NA | NA |
| Equity securities | $49,000 | 7,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,000 | 9,199 |
| Mortgage-backed securities | $5,079,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $3,512,000 | 3,816 |
| Issued or guaranteed by U.S. | $3,512,000 | 3,792 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,567,000 | 3,367 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $1,567,000 | 444 |
| 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) | $3,171,000 | 5,571 |
| Available-for-sale securities (fair market value) | $6,650,000 | 7,112 |
| Total debt securities | $9,772,000 | 7,905 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $9,138,000 | 8,578 |
| U.S. Government securities | $4,087,000 | 10,007 |
| U.S. Treasury securities | $205,000 | 9,930 |
| U.S. Government agency obligations | $3,882,000 | 8,405 |
| Securities issued by states & political subdivisions | $3,577,000 | 3,571 |
| Other domestic debt securities | $1,426,000 | 2,106 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,426,000 | 1,630 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,000 | 7,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,000 | 9,603 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,095,000 | 6,575 |
| Available-for-sale securities (fair market value) | $7,043,000 | 7,130 |
| Total debt securities | $9,090,000 | 8,479 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $8,416,000 | 9,370 |
| U.S. Government securities | $3,126,000 | 11,173 |
| U.S. Treasury securities | $4,000 | 11,129 |
| U.S. Government agency obligations | $3,122,000 | 9,009 |
| Securities issued by states & political subdivisions | $3,560,000 | 3,747 |
| Other domestic debt securities | $1,725,000 | 2,178 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,725,000 | 1,718 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 10,083 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,449,000 | 8,327 |
| Available-for-sale securities (fair market value) | $3,967,000 | 7,471 |
| Total debt securities | $8,411,000 | 9,281 |
| 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 | $13,397,000 | 7,901 |
| U.S. Government securities | $4,000 | 13,027 |
| U.S. Treasury securities | $4,000 | 11,564 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $3,605,000 | 3,838 |
| Other domestic debt securities | $9,264,000 | 928 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,264,000 | 667 |
| Foreign debt securities | NA | NA |
| Equity securities | $524,000 | 2,968 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 10,521 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,873,000 | 7,907 |
| 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 | $8,070,000 | 9,996 |
| U.S. Government securities | $4,000 | 13,617 |
| U.S. Treasury securities | $4,000 | 12,153 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $1,020,000 | 6,530 |
| Other domestic debt securities | $7,041,000 | 1,324 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,041,000 | 921 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 10,854 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,065,000 | 9,863 |
| 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 |