Home > Nashville Savings Bank > Securities
Nashville Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $19,276,000 | 3,611 |
| U.S. Government securities | $17,934,000 | 3,096 |
| U.S. Treasury securities | $982,000 | 2,526 |
| U.S. Government agency obligations | $16,952,000 | 2,772 |
| Securities issued by states & political subdivisions | $1,332,000 | 3,462 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,925,000 | 2,744 |
| Mortgage-backed securities | $135,000 | 3,705 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $135,000 | 3,519 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $135,000 | 1,675 |
| Available-for-sale securities (fair market value) | $19,131,000 | 3,369 |
| Total debt securities | $19,265,000 | 3,588 |
| Structured notes | ||
| Amortized cost | $14,700,000 | 109 |
| Fair value | $13,990,000 | 104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $18,312,000 | 3,659 |
| U.S. Government securities | $15,982,000 | 3,224 |
| U.S. Treasury securities | $11,000 | 2,808 |
| U.S. Government agency obligations | $15,971,000 | 2,826 |
| Securities issued by states & political subdivisions | $2,323,000 | 3,294 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,586,000 | 2,734 |
| Mortgage-backed securities | $139,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $139,000 | 3,537 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $139,000 | 1,697 |
| Available-for-sale securities (fair market value) | $18,166,000 | 3,406 |
| Total debt securities | $18,305,000 | 3,639 |
| Structured notes | ||
| Amortized cost | $16,500,000 | 99 |
| Fair value | $15,339,000 | 96 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $18,475,000 | 3,697 |
| U.S. Government securities | $16,035,000 | 3,270 |
| U.S. Treasury securities | $11,000 | 2,831 |
| U.S. Government agency obligations | $16,024,000 | 2,874 |
| Securities issued by states & political subdivisions | $2,435,000 | 3,325 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,732,000 | 2,698 |
| Mortgage-backed securities | $154,000 | 3,731 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $154,000 | 3,543 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $154,000 | 1,711 |
| Available-for-sale securities (fair market value) | $18,316,000 | 3,444 |
| Total debt securities | $18,463,000 | 3,678 |
| Structured notes | ||
| Amortized cost | $16,500,000 | 107 |
| Fair value | $15,382,000 | 103 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $18,580,000 | 3,772 |
| U.S. Government securities | $16,124,000 | 3,342 |
| U.S. Treasury securities | $11,000 | 2,900 |
| U.S. Government agency obligations | $16,113,000 | 2,884 |
| Securities issued by states & political subdivisions | $2,451,000 | 3,380 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,807,000 | 2,621 |
| Mortgage-backed securities | $159,000 | 3,784 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $159,000 | 3,584 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $159,000 | 1,767 |
| Available-for-sale securities (fair market value) | $18,416,000 | 3,510 |
| Total debt securities | $18,575,000 | 3,751 |
| Structured notes | ||
| Amortized cost | $16,500,000 | 121 |
| Fair value | $15,468,000 | 118 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $18,713,000 | 3,793 |
| U.S. Government securities | $15,903,000 | 3,355 |
| U.S. Treasury securities | $10,000 | 2,940 |
| U.S. Government agency obligations | $15,893,000 | 2,886 |
| Securities issued by states & political subdivisions | $2,806,000 | 3,362 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,396,000 | 2,544 |
| Mortgage-backed securities | $166,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $166,000 | 3,617 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $291,000 | 1,745 |
| Available-for-sale securities (fair market value) | $18,418,000 | 3,535 |
| Total debt securities | $18,709,000 | 3,771 |
| Structured notes | ||
| Amortized cost | $16,500,000 | 131 |
| Fair value | $15,244,000 | 127 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $19,915,000 | 3,757 |
| U.S. Government securities | $15,848,000 | 3,370 |
| U.S. Treasury securities | $10,000 | 2,956 |
| U.S. Government agency obligations | $15,838,000 | 2,891 |
| Securities issued by states & political subdivisions | $4,061,000 | 3,194 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,879,000 | 2,670 |
| Mortgage-backed securities | $171,000 | 3,837 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $171,000 | 3,636 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $821,000 | 1,635 |
| Available-for-sale securities (fair market value) | $19,088,000 | 3,521 |
| Total debt securities | $19,909,000 | 3,734 |
| Structured notes | ||
| Amortized cost | $14,000,000 | 149 |
| Fair value | $12,779,000 | 146 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $20,327,000 | 3,776 |
| U.S. Government securities | $16,376,000 | 3,363 |
| U.S. Treasury securities | $10,000 | 2,919 |
| U.S. Government agency obligations | $16,366,000 | 2,904 |
| Securities issued by states & political subdivisions | $3,946,000 | 3,259 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,448,000 | 3,238 |
| Mortgage-backed securities | $181,000 | 3,882 |
| Certificates of participation in pools of residential mortgages | $181,000 | 3,728 |
| Issued or guaranteed by U.S. | $181,000 | 3,653 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $557,000 | 1,615 |
| Available-for-sale securities (fair market value) | $19,765,000 | 3,536 |
| Total debt securities | $20,322,000 | 3,756 |
| Structured notes | ||
| Amortized cost | $14,000,000 | 137 |
| Fair value | $13,241,000 | 134 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $16,696,000 | 3,878 |
| U.S. Government securities | $12,722,000 | 3,532 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $12,722,000 | 3,132 |
| Securities issued by states & political subdivisions | $3,965,000 | 3,264 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,681,000 | 3,186 |
| Mortgage-backed securities | $188,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $188,000 | 3,742 |
| Issued or guaranteed by U.S. | $188,000 | 3,674 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $555,000 | 1,524 |
| Available-for-sale securities (fair market value) | $16,132,000 | 3,648 |
| Total debt securities | $16,687,000 | 3,862 |
| Structured notes | ||
| Amortized cost | $13,000,000 | 121 |
| Fair value | $12,524,000 | 118 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $11,000,000 | 4,097 |
| U.S. Government securities | $7,129,000 | 3,810 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $7,129,000 | 3,542 |
| Securities issued by states & political subdivisions | $3,862,000 | 3,324 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,715,000 | 3,190 |
| Mortgage-backed securities | $200,000 | 3,905 |
| Certificates of participation in pools of residential mortgages | $200,000 | 3,754 |
| Issued or guaranteed by U.S. | $200,000 | 3,673 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $568,000 | 1,431 |
| Available-for-sale securities (fair market value) | $10,423,000 | 3,896 |
| Total debt securities | $10,991,000 | 4,076 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 196 |
| Fair value | $6,929,000 | 200 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $9,788,000 | 4,157 |
| U.S. Government securities | $5,196,000 | 3,964 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $5,196,000 | 3,748 |
| Securities issued by states & political subdivisions | $4,583,000 | 3,272 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,904,000 | 3,309 |
| Mortgage-backed securities | $212,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | $212,000 | 3,795 |
| Issued or guaranteed by U.S. | $212,000 | 3,720 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $580,000 | 1,428 |
| Available-for-sale securities (fair market value) | $9,199,000 | 3,950 |
| Total debt securities | $9,779,000 | 4,135 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 221 |
| Fair value | $4,984,000 | 228 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $8,730,000 | 4,215 |
| U.S. Government securities | $4,423,000 | 4,047 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,423,000 | 3,844 |
| Securities issued by states & political subdivisions | $4,291,000 | 3,313 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,784,000 | 3,325 |
| Mortgage-backed securities | $230,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $230,000 | 3,803 |
| Issued or guaranteed by U.S. | $230,000 | 3,722 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $599,000 | 1,411 |
| Available-for-sale securities (fair market value) | $8,115,000 | 4,021 |
| Total debt securities | $8,714,000 | 4,195 |
| Structured notes | ||
| Amortized cost | $4,200,000 | 233 |
| Fair value | $4,193,000 | 234 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $6,741,000 | 4,289 |
| U.S. Government securities | $2,513,000 | 4,215 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,513,000 | 4,062 |
| Securities issued by states & political subdivisions | $4,204,000 | 3,308 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,498,000 | 3,361 |
| Mortgage-backed securities | $239,000 | 3,957 |
| Certificates of participation in pools of residential mortgages | $239,000 | 3,788 |
| Issued or guaranteed by U.S. | $239,000 | 3,703 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $609,000 | 1,392 |
| Available-for-sale securities (fair market value) | $6,108,000 | 4,094 |
| Total debt securities | $6,717,000 | 4,269 |
| Structured notes | ||
| Amortized cost | $2,100,000 | 244 |
| Fair value | $2,073,000 | 244 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $4,300,000 | 4,440 |
| U.S. Government securities | $753,000 | 4,442 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $753,000 | 4,325 |
| Securities issued by states & political subdivisions | $3,520,000 | 3,393 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,834,000 | 3,307 |
| Mortgage-backed securities | $251,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | $251,000 | 3,780 |
| Issued or guaranteed by U.S. | $251,000 | 3,702 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $621,000 | 1,382 |
| Available-for-sale securities (fair market value) | $3,652,000 | 4,243 |
| Total debt securities | $4,273,000 | 4,420 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $5,121,000 | 4,364 |
| U.S. Government securities | $1,567,000 | 4,313 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,567,000 | 4,177 |
| Securities issued by states & political subdivisions | $3,532,000 | 3,331 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,909,000 | 3,702 |
| Mortgage-backed securities | $261,000 | 3,962 |
| Certificates of participation in pools of residential mortgages | $261,000 | 3,784 |
| Issued or guaranteed by U.S. | $261,000 | 3,707 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $842,000 | 1,329 |
| Available-for-sale securities (fair market value) | $4,257,000 | 4,207 |
| Total debt securities | $5,099,000 | 4,340 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $5,220,000 | 4,381 |
| U.S. Government securities | $4,351,000 | 3,913 |
| U.S. Treasury securities | $1,002,000 | 1,039 |
| U.S. Government agency obligations | $3,349,000 | 3,901 |
| Securities issued by states & political subdivisions | $844,000 | 3,911 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,702,000 | 3,228 |
| Mortgage-backed securities | $284,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $284,000 | 3,782 |
| Issued or guaranteed by U.S. | $284,000 | 3,708 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $866,000 | 1,332 |
| Available-for-sale securities (fair market value) | $4,329,000 | 4,216 |
| Total debt securities | $5,195,000 | 4,362 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $9,315,000 | 4,088 |
| U.S. Government securities | $8,528,000 | 3,470 |
| U.S. Treasury securities | $1,005,000 | 1,084 |
| U.S. Government agency obligations | $7,523,000 | 3,424 |
| Securities issued by states & political subdivisions | $752,000 | 3,930 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,277,000 | 2,636 |
| Mortgage-backed securities | $300,000 | 3,996 |
| Certificates of participation in pools of residential mortgages | $300,000 | 3,802 |
| Issued or guaranteed by U.S. | $300,000 | 3,714 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,052,000 | 1,296 |
| Available-for-sale securities (fair market value) | $8,228,000 | 3,935 |
| Total debt securities | $9,280,000 | 4,063 |
| Structured notes | ||
| Amortized cost | $300,000 | 492 |
| Fair value | $300,000 | 494 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $9,331,000 | 4,139 |
| U.S. Government securities | $8,211,000 | 3,591 |
| U.S. Treasury securities | $999,000 | 1,136 |
| U.S. Government agency obligations | $7,212,000 | 3,543 |
| Securities issued by states & political subdivisions | $1,085,000 | 3,827 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,283,000 | 2,688 |
| Mortgage-backed securities | $312,000 | 4,012 |
| Certificates of participation in pools of residential mortgages | $312,000 | 3,808 |
| Issued or guaranteed by U.S. | $312,000 | 3,735 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,397,000 | 1,275 |
| Available-for-sale securities (fair market value) | $7,899,000 | 4,007 |
| Total debt securities | $9,296,000 | 4,116 |
| Structured notes | ||
| Amortized cost | $200,000 | 667 |
| Fair value | $199,000 | 671 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $7,494,000 | 4,363 |
| U.S. Government securities | $5,965,000 | 3,917 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $5,965,000 | 3,751 |
| Securities issued by states & political subdivisions | $1,488,000 | 3,756 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $41,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,439,000 | 2,926 |
| Mortgage-backed securities | $324,000 | 4,054 |
| Certificates of participation in pools of residential mortgages | $324,000 | 3,841 |
| Issued or guaranteed by U.S. | $324,000 | 3,763 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $1,812,000 | 1,273 |
| Available-for-sale securities (fair market value) | $5,682,000 | 4,250 |
| Total debt securities | $7,453,000 | 4,343 |
| Structured notes | ||
| Amortized cost | $3,588,000 | 252 |
| Fair value | $3,588,000 | 252 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $7,880,000 | 4,390 |
| U.S. Government securities | $6,360,000 | 3,941 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,360,000 | 3,783 |
| Securities issued by states & political subdivisions | $1,490,000 | 3,812 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $30,000 | 363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,848,000 | 2,951 |
| Mortgage-backed securities | $349,000 | 4,064 |
| Certificates of participation in pools of residential mortgages | $349,000 | 3,851 |
| Issued or guaranteed by U.S. | $349,000 | 3,782 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,839,000 | 1,315 |
| Available-for-sale securities (fair market value) | $6,041,000 | 4,280 |
| Total debt securities | $7,850,000 | 4,372 |
| Structured notes | ||
| Amortized cost | $4,365,000 | 245 |
| Fair value | $4,360,000 | 243 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $8,124,000 | 4,422 |
| U.S. Government securities | $6,601,000 | 3,958 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,601,000 | 3,793 |
| Securities issued by states & political subdivisions | $1,492,000 | 3,878 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $31,000 | 375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,091,000 | 2,966 |
| Mortgage-backed securities | $360,000 | 4,089 |
| Certificates of participation in pools of residential mortgages | $360,000 | 3,872 |
| Issued or guaranteed by U.S. | $360,000 | 3,793 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,852,000 | 1,327 |
| Available-for-sale securities (fair market value) | $6,272,000 | 4,306 |
| Total debt securities | $8,093,000 | 4,400 |
| Structured notes | ||
| Amortized cost | $4,765,000 | 238 |
| Fair value | $4,742,000 | 238 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $7,702,000 | 4,497 |
| U.S. Government securities | $6,195,000 | 4,047 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $6,195,000 | 3,895 |
| Securities issued by states & political subdivisions | $1,495,000 | 3,921 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $12,000 | 591 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,575,000 | 3,035 |
| Mortgage-backed securities | $378,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $378,000 | 3,895 |
| Issued or guaranteed by U.S. | $378,000 | 3,831 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $1,873,000 | 1,358 |
| Available-for-sale securities (fair market value) | $5,829,000 | 4,391 |
| Total debt securities | $7,690,000 | 4,475 |
| Structured notes | ||
| Amortized cost | $4,365,000 | 263 |
| Fair value | $4,323,000 | 262 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $7,185,000 | 4,579 |
| U.S. Government securities | $5,204,000 | 4,225 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,204,000 | 4,082 |
| Securities issued by states & political subdivisions | $1,965,000 | 3,828 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $16,000 | 610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,479,000 | 3,215 |
| Mortgage-backed securities | $421,000 | 4,153 |
| Certificates of participation in pools of residential mortgages | $421,000 | 3,923 |
| Issued or guaranteed by U.S. | $421,000 | 3,895 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $2,386,000 | 1,325 |
| Available-for-sale securities (fair market value) | $4,799,000 | 4,539 |
| Total debt securities | $7,169,000 | 4,560 |
| Structured notes | ||
| Amortized cost | $4,365,000 | 263 |
| Fair value | $4,286,000 | 262 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $7,223,000 | 4,628 |
| U.S. Government securities | $5,237,000 | 4,261 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,237,000 | 4,109 |
| Securities issued by states & political subdivisions | $1,968,000 | 3,878 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $18,000 | 631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,513,000 | 3,241 |
| Mortgage-backed securities | $442,000 | 4,194 |
| Certificates of participation in pools of residential mortgages | $442,000 | 3,961 |
| Issued or guaranteed by U.S. | $442,000 | 3,801 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $2,410,000 | 1,341 |
| Available-for-sale securities (fair market value) | $4,813,000 | 4,604 |
| Total debt securities | $7,205,000 | 4,609 |
| Structured notes | ||
| Amortized cost | $4,365,000 | 265 |
| Fair value | $4,296,000 | 263 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $7,254,000 | 4,688 |
| U.S. Government securities | $5,267,000 | 4,322 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,267,000 | 4,174 |
| Securities issued by states & political subdivisions | $1,971,000 | 3,923 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $16,000 | 687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,027,000 | 3,206 |
| Mortgage-backed securities | $466,000 | 4,220 |
| Certificates of participation in pools of residential mortgages | $466,000 | 3,991 |
| Issued or guaranteed by U.S. | $466,000 | 3,983 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $2,437,000 | 1,366 |
| Available-for-sale securities (fair market value) | $4,817,000 | 4,655 |
| Total debt securities | $7,238,000 | 4,668 |
| Structured notes | ||
| Amortized cost | $4,365,000 | 252 |
| Fair value | $4,302,000 | 249 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $7,213,000 | 4,748 |
| U.S. Government securities | $5,332,000 | 4,360 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,332,000 | 4,218 |
| Securities issued by states & political subdivisions | $1,852,000 | 4,018 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $29,000 | 921 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,875,000 | 3,288 |
| Mortgage-backed securities | $500,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $500,000 | 4,022 |
| Issued or guaranteed by U.S. | $500,000 | 4,016 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $2,352,000 | 1,408 |
| Available-for-sale securities (fair market value) | $4,861,000 | 4,708 |
| Total debt securities | $7,184,000 | 4,728 |
| Structured notes | ||
| Amortized cost | $4,365,000 | 251 |
| Fair value | $4,333,000 | 250 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $6,851,000 | 4,843 |
| U.S. Government securities | $4,869,000 | 4,486 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,869,000 | 4,363 |
| Securities issued by states & political subdivisions | $1,949,000 | 4,057 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $33,000 | 919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,508,000 | 3,374 |
| Mortgage-backed securities | $533,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $533,000 | 4,055 |
| Issued or guaranteed by U.S. | $533,000 | 4,050 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $2,482,000 | 1,441 |
| Available-for-sale securities (fair market value) | $4,369,000 | 4,809 |
| Total debt securities | $6,818,000 | 4,819 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 295 |
| Fair value | $3,837,000 | 292 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $6,862,000 | 4,873 |
| U.S. Government securities | $4,886,000 | 4,525 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,886,000 | 4,402 |
| Securities issued by states & political subdivisions | $1,951,000 | 4,089 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $25,000 | 941 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,550,000 | 3,392 |
| Mortgage-backed securities | $554,000 | 4,312 |
| Certificates of participation in pools of residential mortgages | $554,000 | 4,081 |
| Issued or guaranteed by U.S. | $554,000 | 4,075 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $2,505,000 | 1,461 |
| Available-for-sale securities (fair market value) | $4,357,000 | 4,854 |
| Total debt securities | $6,837,000 | 4,849 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 321 |
| Fair value | $3,834,000 | 317 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $6,830,000 | 4,948 |
| U.S. Government securities | $4,849,000 | 4,586 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,849,000 | 4,455 |
| Securities issued by states & political subdivisions | $1,953,000 | 4,131 |
| 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 | $28,000 | 925 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,372,000 | 3,453 |
| Mortgage-backed securities | $574,000 | 4,374 |
| Certificates of participation in pools of residential mortgages | $574,000 | 4,141 |
| Issued or guaranteed by U.S. | $574,000 | 4,137 |
| 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) | $2,527,000 | 1,490 |
| Available-for-sale securities (fair market value) | $4,303,000 | 4,903 |
| Total debt securities | $6,802,000 | 4,927 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 340 |
| Fair value | $3,775,000 | 338 |
| 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 | $7,113,000 | 4,951 |
| U.S. Government securities | $4,865,000 | 4,592 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,865,000 | 4,465 |
| Securities issued by states & political subdivisions | $2,205,000 | 4,102 |
| 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 | $43,000 | 884 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,640,000 | 3,424 |
| Mortgage-backed securities | $594,000 | 4,398 |
| Certificates of participation in pools of residential mortgages | $594,000 | 4,162 |
| Issued or guaranteed by U.S. | $594,000 | 4,156 |
| 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) | $2,799,000 | 1,462 |
| Available-for-sale securities (fair market value) | $4,314,000 | 4,917 |
| Total debt securities | $7,070,000 | 4,927 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 321 |
| Fair value | $3,771,000 | 317 |
| 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 | $7,643,000 | 4,941 |
| U.S. Government securities | $4,921,000 | 4,618 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,921,000 | 4,498 |
| Securities issued by states & political subdivisions | $2,704,000 | 4,002 |
| 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 | $18,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,418,000 | 3,352 |
| Mortgage-backed securities | $624,000 | 4,437 |
| Certificates of participation in pools of residential mortgages | $624,000 | 4,186 |
| Issued or guaranteed by U.S. | $624,000 | 4,183 |
| 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) | $3,328,000 | 1,408 |
| Available-for-sale securities (fair market value) | $4,315,000 | 4,965 |
| Total debt securities | $7,625,000 | 4,920 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 307 |
| Fair value | $3,796,000 | 307 |
| 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 | $7,838,000 | 4,982 |
| U.S. Government securities | $5,252,000 | 4,650 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $5,252,000 | 4,528 |
| Securities issued by states & political subdivisions | $2,565,000 | 4,050 |
| 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 | $21,000 | 934 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,489,000 | 3,390 |
| Mortgage-backed securities | $651,000 | 4,481 |
| Certificates of participation in pools of residential mortgages | $651,000 | 4,223 |
| Issued or guaranteed by U.S. | $651,000 | 4,218 |
| 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) | $3,216,000 | 1,456 |
| Available-for-sale securities (fair market value) | $4,622,000 | 5,008 |
| Total debt securities | $7,817,000 | 4,960 |
| Structured notes | ||
| Amortized cost | $4,100,000 | 329 |
| Fair value | $4,098,000 | 327 |
| 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 | $7,059,000 | 5,135 |
| U.S. Government securities | $4,475,000 | 4,882 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,475,000 | 4,769 |
| Securities issued by states & political subdivisions | $2,569,000 | 4,071 |
| 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 | $15,000 | 1,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,714,000 | 3,574 |
| Mortgage-backed securities | $676,000 | 4,509 |
| Certificates of participation in pools of residential mortgages | $676,000 | 4,252 |
| Issued or guaranteed by U.S. | $676,000 | 4,248 |
| 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) | $3,245,000 | 1,490 |
| Available-for-sale securities (fair market value) | $3,814,000 | 5,158 |
| Total debt securities | $7,044,000 | 5,118 |
| Structured notes | ||
| Amortized cost | $2,800,000 | 545 |
| Fair value | $2,797,000 | 547 |
| 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 | $6,802,000 | 5,214 |
| U.S. Government securities | $4,725,000 | 4,896 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,725,000 | 4,781 |
| Securities issued by states & political subdivisions | $2,058,000 | 4,234 |
| 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 | $19,000 | 963 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,342,000 | 3,658 |
| Mortgage-backed securities | $693,000 | 4,532 |
| Certificates of participation in pools of residential mortgages | $693,000 | 4,280 |
| Issued or guaranteed by U.S. | $693,000 | 4,277 |
| 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) | $2,751,000 | 1,588 |
| Available-for-sale securities (fair market value) | $4,051,000 | 5,186 |
| Total debt securities | $6,782,000 | 5,197 |
| Structured notes | ||
| Amortized cost | $3,050,000 | 554 |
| Fair value | $3,037,000 | 557 |
| 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 | $7,664,000 | 5,218 |
| U.S. Government securities | $4,764,000 | 4,982 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,764,000 | 4,870 |
| Securities issued by states & political subdivisions | $2,874,000 | 4,070 |
| 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 | $26,000 | 956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,151,000 | 3,555 |
| Mortgage-backed securities | $712,000 | 4,593 |
| Certificates of participation in pools of residential mortgages | $712,000 | 4,333 |
| Issued or guaranteed by U.S. | $712,000 | 4,328 |
| 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) | $3,586,000 | 1,482 |
| Available-for-sale securities (fair market value) | $4,078,000 | 5,252 |
| Total debt securities | $7,638,000 | 5,197 |
| Structured notes | ||
| Amortized cost | $3,050,000 | 652 |
| Fair value | $3,048,000 | 655 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $8,481,000 | 5,216 |
| U.S. Government securities | $5,577,000 | 4,971 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,577,000 | 4,863 |
| Securities issued by states & political subdivisions | $2,879,000 | 4,093 |
| 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 | $25,000 | 967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,867,000 | 3,491 |
| Mortgage-backed securities | $739,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $739,000 | 4,402 |
| Issued or guaranteed by U.S. | $739,000 | 4,399 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $3,618,000 | 1,512 |
| Available-for-sale securities (fair market value) | $4,863,000 | 5,243 |
| Total debt securities | $8,456,000 | 5,202 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 679 |
| Fair value | $3,842,000 | 674 |
| 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 | $8,540,000 | 5,285 |
| U.S. Government securities | $5,628,000 | 5,039 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,628,000 | 4,932 |
| Securities issued by states & political subdivisions | $2,886,000 | 4,094 |
| 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 | $26,000 | 983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,014,000 | 3,503 |
| Mortgage-backed securities | $782,000 | 4,705 |
| Certificates of participation in pools of residential mortgages | $782,000 | 4,438 |
| Issued or guaranteed by U.S. | $782,000 | 4,433 |
| 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) | $3,668,000 | 1,514 |
| Available-for-sale securities (fair market value) | $4,872,000 | 5,307 |
| Total debt securities | $8,514,000 | 5,267 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 729 |
| Fair value | $3,851,000 | 729 |
| 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 | $8,037,000 | 5,426 |
| U.S. Government securities | $5,409,000 | 5,162 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,409,000 | 5,039 |
| Securities issued by states & political subdivisions | $2,604,000 | 4,231 |
| 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 | $24,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,796,000 | 3,568 |
| Mortgage-backed securities | $889,000 | 4,750 |
| Certificates of participation in pools of residential mortgages | $889,000 | 4,473 |
| Issued or guaranteed by U.S. | $889,000 | 4,466 |
| 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) | $3,493,000 | 1,552 |
| Available-for-sale securities (fair market value) | $4,544,000 | 5,434 |
| Total debt securities | $8,013,000 | 5,404 |
| Structured notes | ||
| Amortized cost | $3,550,000 | 797 |
| Fair value | $3,532,000 | 796 |
| 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 | $9,347,000 | 5,375 |
| U.S. Government securities | $6,475,000 | 5,076 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,475,000 | 4,961 |
| Securities issued by states & political subdivisions | $2,842,000 | 4,193 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $30,000 | 1,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,022,000 | 3,564 |
| Mortgage-backed securities | $918,000 | 4,822 |
| Certificates of participation in pools of residential mortgages | $918,000 | 4,549 |
| Issued or guaranteed by U.S. | $918,000 | 4,546 |
| 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) | $3,760,000 | 1,545 |
| Available-for-sale securities (fair market value) | $5,587,000 | 5,395 |
| Total debt securities | $9,317,000 | 5,356 |
| Structured notes | ||
| Amortized cost | $4,600,000 | 748 |
| Fair value | $4,578,000 | 744 |
| 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 | $9,379,000 | 5,429 |
| U.S. Government securities | $6,487,000 | 5,139 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,487,000 | 5,019 |
| Securities issued by states & political subdivisions | $2,848,000 | 4,238 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $44,000 | 1,006 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,933,000 | 3,601 |
| Mortgage-backed securities | $946,000 | 4,864 |
| Certificates of participation in pools of residential mortgages | $946,000 | 4,581 |
| Issued or guaranteed by U.S. | $946,000 | 4,578 |
| 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) | $3,794,000 | 1,555 |
| Available-for-sale securities (fair market value) | $5,585,000 | 5,437 |
| Total debt securities | $9,335,000 | 5,410 |
| Structured notes | ||
| Amortized cost | $5,600,000 | 666 |
| Fair value | $5,542,000 | 659 |
| 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 | $9,057,000 | 5,514 |
| U.S. Government securities | $6,512,000 | 5,157 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,512,000 | 5,054 |
| Securities issued by states & political subdivisions | $2,501,000 | 4,379 |
| 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 | $44,000 | 1,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,209,000 | 3,576 |
| Mortgage-backed securities | $972,000 | 4,894 |
| Certificates of participation in pools of residential mortgages | $972,000 | 4,599 |
| Issued or guaranteed by U.S. | $972,000 | 4,595 |
| 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) | $3,473,000 | 1,599 |
| Available-for-sale securities (fair market value) | $5,584,000 | 5,498 |
| Total debt securities | $9,013,000 | 5,496 |
| Structured notes | ||
| Amortized cost | $5,600,000 | 675 |
| Fair value | $5,540,000 | 665 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $8,489,000 | 5,598 |
| U.S. Government securities | $6,207,000 | 5,220 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,207,000 | 5,117 |
| Securities issued by states & political subdivisions | $2,249,000 | 4,477 |
| 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 | $33,000 | 1,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,205,000 | 3,575 |
| Mortgage-backed securities | $1,010,000 | 4,899 |
| Certificates of participation in pools of residential mortgages | $1,010,000 | 4,599 |
| Issued or guaranteed by U.S. | $1,010,000 | 4,594 |
| 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) | $3,259,000 | 1,596 |
| Available-for-sale securities (fair market value) | $5,230,000 | 5,586 |
| Total debt securities | $8,456,000 | 5,576 |
| Structured notes | ||
| Amortized cost | $5,300,000 | 696 |
| Fair value | $5,197,000 | 679 |
| 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 | $7,494,000 | 5,774 |
| U.S. Government securities | $5,226,000 | 5,440 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,226,000 | 5,344 |
| Securities issued by states & political subdivisions | $2,253,000 | 4,474 |
| 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 | $15,000 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,978,000 | 3,834 |
| Mortgage-backed securities | $1,059,000 | 4,932 |
| Certificates of participation in pools of residential mortgages | $1,059,000 | 4,619 |
| Issued or guaranteed by U.S. | $1,059,000 | 4,615 |
| 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) | $3,312,000 | 1,558 |
| Available-for-sale securities (fair market value) | $4,182,000 | 5,776 |
| Total debt securities | $7,479,000 | 5,749 |
| Structured notes | ||
| Amortized cost | $4,250,000 | 804 |
| Fair value | $4,167,000 | 796 |
| 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 | $7,688,000 | 5,769 |
| U.S. Government securities | $5,414,000 | 5,428 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,414,000 | 5,319 |
| Securities issued by states & political subdivisions | $2,258,000 | 4,477 |
| 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 | $16,000 | 1,118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,714,000 | 3,882 |
| Mortgage-backed securities | $1,267,000 | 4,871 |
| Certificates of participation in pools of residential mortgages | $1,267,000 | 4,524 |
| Issued or guaranteed by U.S. | $1,267,000 | 4,520 |
| 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) | $3,525,000 | 1,485 |
| Available-for-sale securities (fair market value) | $4,163,000 | 5,791 |
| Total debt securities | $7,672,000 | 5,737 |
| Structured notes | ||
| Amortized cost | $4,250,000 | 795 |
| Fair value | $4,147,000 | 795 |
| 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 | $7,361,000 | 5,843 |
| U.S. Government securities | $5,308,000 | 5,475 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,308,000 | 5,363 |
| Securities issued by states & political subdivisions | $2,045,000 | 4,526 |
| 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 | $8,000 | 1,219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,137,000 | 4,044 |
| Mortgage-backed securities | $1,306,000 | 4,915 |
| Certificates of participation in pools of residential mortgages | $1,306,000 | 4,548 |
| Issued or guaranteed by U.S. | $1,306,000 | 4,546 |
| 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) | $3,351,000 | 1,478 |
| Available-for-sale securities (fair market value) | $4,010,000 | 5,862 |
| Total debt securities | $7,353,000 | 5,812 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 805 |
| Fair value | $4,002,000 | 815 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $7,247,000 | 5,883 |
| U.S. Government securities | $5,196,000 | 5,525 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,196,000 | 5,410 |
| Securities issued by states & political subdivisions | $2,048,000 | 4,534 |
| 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 | $3,000 | 1,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,016,000 | 4,064 |
| Mortgage-backed securities | $1,342,000 | 4,938 |
| Certificates of participation in pools of residential mortgages | $1,342,000 | 4,564 |
| Issued or guaranteed by U.S. | $1,342,000 | 4,563 |
| 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) | $3,390,000 | 1,478 |
| Available-for-sale securities (fair market value) | $3,857,000 | 5,925 |
| Total debt securities | $7,244,000 | 5,855 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 903 |
| Fair value | $3,854,000 | 904 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $7,761,000 | 5,913 |
| U.S. Government securities | $5,415,000 | 5,611 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,415,000 | 5,502 |
| Securities issued by states & political subdivisions | $2,343,000 | 4,445 |
| 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 | $3,000 | 1,266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,164,000 | 4,068 |
| Mortgage-backed securities | $1,509,000 | 4,993 |
| Certificates of participation in pools of residential mortgages | $1,509,000 | 4,616 |
| Issued or guaranteed by U.S. | $1,509,000 | 4,614 |
| 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) | $3,852,000 | 1,440 |
| Available-for-sale securities (fair market value) | $3,909,000 | 6,000 |
| Total debt securities | $7,758,000 | 5,884 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 956 |
| Fair value | $3,906,000 | 956 |
| 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 | $7,420,000 | 6,013 |
| U.S. Government securities | $5,650,000 | 5,642 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,650,000 | 5,536 |
| Securities issued by states & political subdivisions | $1,767,000 | 4,641 |
| 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 | $3,000 | 1,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,340,000 | 4,056 |
| Mortgage-backed securities | $1,598,000 | 5,008 |
| Certificates of participation in pools of residential mortgages | $1,598,000 | 4,614 |
| Issued or guaranteed by U.S. | $1,598,000 | 4,612 |
| 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) | $3,365,000 | 1,492 |
| Available-for-sale securities (fair market value) | $4,055,000 | 6,027 |
| Total debt securities | $7,417,000 | 5,988 |
| Structured notes | ||
| Amortized cost | $4,050,000 | 1,021 |
| Fair value | $4,052,000 | 1,022 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $8,895,000 | 5,870 |
| U.S. Government securities | $7,432,000 | 5,423 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,432,000 | 5,322 |
| Securities issued by states & political subdivisions | $1,459,000 | 4,731 |
| 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 | $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 | $8,216,000 | 3,703 |
| Mortgage-backed securities | $1,734,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $1,734,000 | 4,585 |
| Issued or guaranteed by U.S. | $1,734,000 | 4,581 |
| 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) | $3,193,000 | 1,535 |
| Available-for-sale securities (fair market value) | $5,702,000 | 5,862 |
| Total debt securities | $8,891,000 | 5,843 |
| Structured notes | ||
| Amortized cost | $5,702,000 | 941 |
| Fair value | $5,698,000 | 938 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $8,894,000 | 5,878 |
| U.S. Government securities | $7,234,000 | 5,439 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,234,000 | 5,342 |
| Securities issued by states & political subdivisions | $1,658,000 | 4,637 |
| 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 | $2,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,208,000 | 3,527 |
| Mortgage-backed securities | $1,774,000 | 4,964 |
| Certificates of participation in pools of residential mortgages | $1,774,000 | 4,519 |
| Issued or guaranteed by U.S. | $1,774,000 | 4,512 |
| 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) | $3,432,000 | 1,549 |
| Available-for-sale securities (fair market value) | $5,462,000 | 5,897 |
| Total debt securities | $8,892,000 | 5,846 |
| Structured notes | ||
| Amortized cost | $5,453,000 | 947 |
| Fair value | $5,460,000 | 946 |
| 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 | $9,059,000 | 5,862 |
| U.S. Government securities | $7,345,000 | 5,399 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,345,000 | 5,291 |
| Securities issued by states & political subdivisions | $1,711,000 | 4,570 |
| 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 | $3,000 | 1,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,973,000 | 3,552 |
| Mortgage-backed securities | $1,933,000 | 4,901 |
| Certificates of participation in pools of residential mortgages | $1,933,000 | 4,433 |
| Issued or guaranteed by U.S. | $1,933,000 | 4,420 |
| 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) | $3,644,000 | 1,536 |
| Available-for-sale securities (fair market value) | $5,415,000 | 5,932 |
| Total debt securities | $9,056,000 | 5,823 |
| Structured notes | ||
| Amortized cost | $5,404,000 | 972 |
| Fair value | $5,412,000 | 976 |
| 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 | $9,555,000 | 5,882 |
| U.S. Government securities | $8,353,000 | 5,329 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $8,353,000 | 5,216 |
| Securities issued by states & political subdivisions | $1,198,000 | 4,794 |
| 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 | $4,000 | 1,329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,751,000 | 3,418 |
| Mortgage-backed securities | $1,973,000 | 4,878 |
| Certificates of participation in pools of residential mortgages | $1,973,000 | 4,400 |
| Issued or guaranteed by U.S. | $1,973,000 | 4,390 |
| 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) | $3,171,000 | 1,636 |
| Available-for-sale securities (fair market value) | $6,384,000 | 5,875 |
| Total debt securities | $9,551,000 | 5,851 |
| Structured notes | ||
| Amortized cost | $6,375,000 | 986 |
| Fair value | $6,380,000 | 986 |
| 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 | $9,571,000 | 5,867 |
| U.S. Government securities | $8,367,000 | 5,333 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,367,000 | 5,214 |
| Securities issued by states & political subdivisions | $1,200,000 | 4,788 |
| 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 | $4,000 | 1,355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,057,000 | 3,389 |
| Mortgage-backed securities | $2,025,000 | 4,812 |
| Certificates of participation in pools of residential mortgages | $2,025,000 | 4,316 |
| Issued or guaranteed by U.S. | $2,025,000 | 4,306 |
| 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) | $3,225,000 | 1,638 |
| Available-for-sale securities (fair market value) | $6,346,000 | 5,893 |
| Total debt securities | $9,567,000 | 5,834 |
| Structured notes | ||
| Amortized cost | $6,375,000 | 1,045 |
| Fair value | $6,342,000 | 1,041 |
| 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 | $9,350,000 | 5,804 |
| U.S. Government securities | $7,960,000 | 5,269 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,960,000 | 5,156 |
| Securities issued by states & political subdivisions | $1,387,000 | 4,701 |
| 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 | $3,000 | 1,374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,828,000 | 3,385 |
| Mortgage-backed securities | $2,262,000 | 4,691 |
| Certificates of participation in pools of residential mortgages | $2,262,000 | 4,142 |
| Issued or guaranteed by U.S. | $2,262,000 | 4,135 |
| 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) | $3,649,000 | 1,587 |
| Available-for-sale securities (fair market value) | $5,701,000 | 5,923 |
| Total debt securities | $9,347,000 | 5,768 |
| Structured notes | ||
| Amortized cost | $5,725,000 | 1,025 |
| Fair value | $5,698,000 | 1,015 |
| 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 | $8,073,000 | 5,995 |
| U.S. Government securities | $6,831,000 | 5,454 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,831,000 | 5,329 |
| Securities issued by states & political subdivisions | $1,239,000 | 4,699 |
| 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 | $3,000 | 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 | $7,237,000 | 3,698 |
| Mortgage-backed securities | $2,332,000 | 4,690 |
| Certificates of participation in pools of residential mortgages | $2,332,000 | 4,108 |
| Issued or guaranteed by U.S. | $2,332,000 | 4,099 |
| 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) | $3,571,000 | 1,632 |
| Available-for-sale securities (fair market value) | $4,502,000 | 6,136 |
| Total debt securities | $8,070,000 | 5,960 |
| Structured notes | ||
| Amortized cost | $4,475,000 | 1,241 |
| Fair value | $4,499,000 | 1,242 |
| 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 | $8,265,000 | 6,043 |
| U.S. Government securities | $7,693,000 | 5,414 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,693,000 | 5,296 |
| Securities issued by states & political subdivisions | $567,000 | 5,136 |
| 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 | $5,000 | 1,448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,406,000 | 3,722 |
| Mortgage-backed securities | $2,395,000 | 4,692 |
| Certificates of participation in pools of residential mortgages | $2,395,000 | 4,134 |
| Issued or guaranteed by U.S. | $2,395,000 | 4,125 |
| 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) | $2,962,000 | 1,803 |
| Available-for-sale securities (fair market value) | $5,303,000 | 6,062 |
| Total debt securities | $8,260,000 | 6,003 |
| Structured notes | ||
| Amortized cost | $5,275,000 | 1,114 |
| Fair value | $5,298,000 | 1,116 |
| 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 | $8,171,000 | 6,120 |
| U.S. Government securities | $7,589,000 | 5,511 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,589,000 | 5,399 |
| Securities issued by states & political subdivisions | $567,000 | 5,154 |
| 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 | $15,000 | 1,392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,274,000 | 3,829 |
| Mortgage-backed securities | $2,450,000 | 4,762 |
| Certificates of participation in pools of residential mortgages | $2,450,000 | 4,241 |
| Issued or guaranteed by U.S. | $2,450,000 | 4,235 |
| 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) | $3,017,000 | 1,799 |
| Available-for-sale securities (fair market value) | $5,154,000 | 6,170 |
| Total debt securities | $8,156,000 | 6,081 |
| Structured notes | ||
| Amortized cost | $5,150,000 | 936 |
| Fair value | $5,139,000 | 937 |
| 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 | $7,834,000 | 6,176 |
| U.S. Government securities | $7,174,000 | 5,551 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,174,000 | 5,452 |
| Securities issued by states & political subdivisions | $643,000 | 5,140 |
| 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 | $17,000 | 1,428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,863,000 | 3,935 |
| Mortgage-backed securities | $2,582,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $2,582,000 | 4,281 |
| Issued or guaranteed by U.S. | $2,582,000 | 4,274 |
| 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) | $3,225,000 | 1,792 |
| Available-for-sale securities (fair market value) | $4,609,000 | 6,289 |
| Total debt securities | $7,817,000 | 6,133 |
| Structured notes | ||
| Amortized cost | $4,650,000 | 860 |
| Fair value | $4,592,000 | 859 |
| 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 | $8,130,000 | 6,154 |
| U.S. Government securities | $7,311,000 | 5,568 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,311,000 | 5,477 |
| Securities issued by states & political subdivisions | $798,000 | 5,068 |
| 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 | $21,000 | 1,489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,982,000 | 3,921 |
| Mortgage-backed securities | $2,752,000 | 4,842 |
| Certificates of participation in pools of residential mortgages | $2,752,000 | 4,323 |
| Issued or guaranteed by U.S. | $2,752,000 | 4,316 |
| 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) | $3,550,000 | 1,801 |
| Available-for-sale securities (fair market value) | $4,580,000 | 6,348 |
| Total debt securities | $8,109,000 | 6,115 |
| Structured notes | ||
| Amortized cost | $4,550,000 | 613 |
| Fair value | $4,559,000 | 609 |
| 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 | $8,190,000 | 6,148 |
| U.S. Government securities | $7,384,000 | 5,532 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,384,000 | 5,447 |
| Securities issued by states & political subdivisions | $799,000 | 5,085 |
| 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 | $7,000 | 1,614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,030,000 | 3,901 |
| Mortgage-backed securities | $2,933,000 | 4,829 |
| Certificates of participation in pools of residential mortgages | $2,933,000 | 4,324 |
| Issued or guaranteed by U.S. | $2,933,000 | 4,310 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $3,732,000 | 1,786 |
| Available-for-sale securities (fair market value) | $4,458,000 | 6,378 |
| Total debt securities | $8,183,000 | 6,108 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 459 |
| Fair value | $3,799,000 | 453 |
| 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 | $9,239,000 | 6,035 |
| U.S. Government securities | $8,430,000 | 5,423 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,430,000 | 5,340 |
| Securities issued by states & political subdivisions | $800,000 | 5,006 |
| 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 | $9,000 | 1,601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,653,000 | 3,818 |
| Mortgage-backed securities | $3,064,000 | 4,862 |
| Certificates of participation in pools of residential mortgages | $3,064,000 | 4,371 |
| Issued or guaranteed by U.S. | $3,064,000 | 4,360 |
| 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) | $3,864,000 | 1,793 |
| Available-for-sale securities (fair market value) | $5,375,000 | 6,233 |
| Total debt securities | $9,230,000 | 5,983 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 280 |
| Fair value | $4,505,000 | 280 |
| 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 | $8,279,000 | 6,255 |
| U.S. Government securities | $7,470,000 | 5,730 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,470,000 | 5,649 |
| Securities issued by states & political subdivisions | $801,000 | 4,965 |
| 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 | $8,000 | 1,610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,671,000 | 4,083 |
| Mortgage-backed securities | $2,392,000 | 5,058 |
| Certificates of participation in pools of residential mortgages | $2,392,000 | 4,576 |
| Issued or guaranteed by U.S. | $2,392,000 | 4,564 |
| 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) | $3,193,000 | 1,911 |
| Available-for-sale securities (fair market value) | $5,086,000 | 6,340 |
| Total debt securities | $8,271,000 | 6,214 |
| Structured notes | ||
| Amortized cost | $3,001,000 | 448 |
| Fair value | $3,006,000 | 468 |
| 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 | $7,440,000 | 6,394 |
| U.S. Government securities | $6,484,000 | 5,974 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,484,000 | 5,887 |
| Securities issued by states & political subdivisions | $936,000 | 4,862 |
| 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 | $20,000 | 1,668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,643,000 | 4,346 |
| Mortgage-backed securities | $2,516,000 | 4,972 |
| Certificates of participation in pools of residential mortgages | $2,516,000 | 4,475 |
| Issued or guaranteed by U.S. | $2,516,000 | 4,462 |
| 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) | $3,452,000 | 1,879 |
| Available-for-sale securities (fair market value) | $3,988,000 | 6,570 |
| Total debt securities | $7,420,000 | 6,355 |
| Structured notes | ||
| Amortized cost | $2,400,000 | 555 |
| Fair value | $2,359,000 | 549 |
| 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 | $7,876,000 | 6,355 |
| U.S. Government securities | $6,750,000 | 5,942 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,750,000 | 5,860 |
| Securities issued by states & political subdivisions | $937,000 | 4,898 |
| 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 | $189,000 | 1,553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,713,000 | 4,317 |
| Mortgage-backed securities | $2,554,000 | 4,962 |
| Certificates of participation in pools of residential mortgages | $2,554,000 | 4,474 |
| Issued or guaranteed by U.S. | $2,554,000 | 4,458 |
| 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) | $3,491,000 | 1,874 |
| Available-for-sale securities (fair market value) | $4,385,000 | 6,525 |
| Total debt securities | $7,687,000 | 6,334 |
| Structured notes | ||
| Amortized cost | $2,400,000 | 582 |
| Fair value | $2,379,000 | 577 |
| 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 | $8,541,000 | 6,227 |
| U.S. Government securities | $7,311,000 | 5,793 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,311,000 | 5,706 |
| Securities issued by states & political subdivisions | $938,000 | 4,924 |
| 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 | $292,000 | 1,457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,015,000 | 4,187 |
| Mortgage-backed securities | $2,771,000 | 4,801 |
| Certificates of participation in pools of residential mortgages | $2,771,000 | 4,293 |
| Issued or guaranteed by U.S. | $2,771,000 | 4,276 |
| 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) | $3,709,000 | 1,854 |
| Available-for-sale securities (fair market value) | $4,832,000 | 6,459 |
| Total debt securities | $8,249,000 | 6,215 |
| Structured notes | ||
| Amortized cost | $4,048,000 | 361 |
| Fair value | $4,088,000 | 364 |
| 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 | $11,335,000 | 5,786 |
| U.S. Government securities | $10,003,000 | 5,253 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,003,000 | 5,146 |
| Securities issued by states & political subdivisions | $939,000 | 4,944 |
| 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 | $393,000 | 1,322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,790,000 | 4,296 |
| Mortgage-backed securities | $2,880,000 | 4,525 |
| Certificates of participation in pools of residential mortgages | $2,880,000 | 3,960 |
| Issued or guaranteed by U.S. | $2,880,000 | 3,943 |
| 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) | $3,819,000 | 1,904 |
| Available-for-sale securities (fair market value) | $7,516,000 | 5,932 |
| Total debt securities | $10,942,000 | 5,792 |
| Structured notes | ||
| Amortized cost | $4,498,000 | 556 |
| Fair value | $4,501,000 | 559 |
| 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 | $12,505,000 | 5,636 |
| U.S. Government securities | $10,761,000 | 5,198 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,761,000 | 5,102 |
| Securities issued by states & political subdivisions | $1,064,000 | 4,836 |
| 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 | $680,000 | 1,108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,678,000 | 4,336 |
| Mortgage-backed securities | $2,402,000 | 4,576 |
| Certificates of participation in pools of residential mortgages | $2,402,000 | 4,016 |
| Issued or guaranteed by U.S. | $2,402,000 | 4,002 |
| 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) | $3,466,000 | 2,001 |
| Available-for-sale securities (fair market value) | $9,039,000 | 5,663 |
| Total debt securities | $11,825,000 | 5,691 |
| Structured notes | ||
| Amortized cost | $5,444,000 | 587 |
| Fair value | $5,424,000 | 585 |
| 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 | $11,473,000 | 5,828 |
| U.S. Government securities | $9,708,000 | 5,460 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,708,000 | 5,356 |
| Securities issued by states & political subdivisions | $1,065,000 | 4,853 |
| 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 | $700,000 | 1,103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,904,000 | 4,290 |
| Mortgage-backed securities | $2,407,000 | 4,544 |
| Certificates of participation in pools of residential mortgages | $2,407,000 | 3,967 |
| Issued or guaranteed by U.S. | $2,407,000 | 3,955 |
| 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) | $3,472,000 | 2,027 |
| Available-for-sale securities (fair market value) | $8,001,000 | 5,863 |
| Total debt securities | $10,773,000 | 5,908 |
| Structured notes | ||
| Amortized cost | $5,744,000 | 587 |
| Fair value | $5,646,000 | 587 |
| 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 | $11,475,000 | 5,831 |
| U.S. Government securities | $9,723,000 | 5,496 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,723,000 | 5,374 |
| Securities issued by states & political subdivisions | $1,066,000 | 4,900 |
| 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 | $686,000 | 1,123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,965,000 | 4,281 |
| Mortgage-backed securities | $2,154,000 | 4,638 |
| Certificates of participation in pools of residential mortgages | $2,154,000 | 4,091 |
| Issued or guaranteed by U.S. | $2,154,000 | 4,073 |
| 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) | $3,220,000 | 2,112 |
| Available-for-sale securities (fair market value) | $8,255,000 | 5,821 |
| Total debt securities | $10,789,000 | 5,915 |
| Structured notes | ||
| Amortized cost | $5,975,000 | 608 |
| Fair value | $5,907,000 | 607 |
| 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 | $12,319,000 | 5,722 |
| U.S. Government securities | $10,469,000 | 5,371 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,469,000 | 5,251 |
| Securities issued by states & political subdivisions | $1,068,000 | 4,924 |
| 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 | $782,000 | 1,141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,179,000 | 4,232 |
| Mortgage-backed securities | $1,327,000 | 5,081 |
| Certificates of participation in pools of residential mortgages | $1,327,000 | 4,576 |
| Issued or guaranteed by U.S. | $1,327,000 | 4,561 |
| 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) | $2,395,000 | 2,354 |
| Available-for-sale securities (fair market value) | $9,924,000 | 5,542 |
| Total debt securities | $11,537,000 | 5,824 |
| Structured notes | ||
| Amortized cost | $6,899,000 | 550 |
| Fair value | $6,800,000 | 555 |
| 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 | $11,711,000 | 5,883 |
| U.S. Government securities | $9,629,000 | 5,598 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,629,000 | 5,476 |
| Securities issued by states & political subdivisions | $1,068,000 | 4,950 |
| Other domestic debt securities | $250,000 | 2,665 |
| 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 | $250,000 | 2,048 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $764,000 | 1,169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,336,000 | 4,224 |
| Mortgage-backed securities | $1,203,000 | 5,148 |
| Certificates of participation in pools of residential mortgages | $1,203,000 | 4,661 |
| Issued or guaranteed by U.S. | $1,203,000 | 4,636 |
| 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) | $2,271,000 | 2,438 |
| Available-for-sale securities (fair market value) | $9,440,000 | 5,646 |
| Total debt securities | $10,947,000 | 5,954 |
| Structured notes | ||
| Amortized cost | $6,393,000 | 628 |
| Fair value | $6,748,000 | 596 |
| 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 | $11,622,000 | 5,904 |
| U.S. Government securities | $9,834,000 | 5,573 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,834,000 | 5,443 |
| Securities issued by states & political subdivisions | $884,000 | 5,145 |
| Other domestic debt securities | $247,000 | 2,733 |
| 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 | $247,000 | 2,145 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $657,000 | 1,214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,495,000 | 4,179 |
| Mortgage-backed securities | $1,274,000 | 5,134 |
| Certificates of participation in pools of residential mortgages | $1,274,000 | 4,640 |
| Issued or guaranteed by U.S. | $1,274,000 | 4,617 |
| 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) | $2,158,000 | 2,483 |
| Available-for-sale securities (fair market value) | $9,464,000 | 5,659 |
| Total debt securities | $10,965,000 | 5,984 |
| Structured notes | ||
| Amortized cost | $7,142,000 | 596 |
| Fair value | $6,893,000 | 601 |
| 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 | $11,815,000 | 5,917 |
| U.S. Government securities | $9,980,000 | 5,576 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,980,000 | 5,443 |
| Securities issued by states & political subdivisions | $885,000 | 5,166 |
| Other domestic debt securities | $247,000 | 2,811 |
| 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 | $247,000 | 2,252 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $703,000 | 1,220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,548,000 | 4,157 |
| Mortgage-backed securities | $1,372,000 | 5,114 |
| Certificates of participation in pools of residential mortgages | $1,372,000 | 4,598 |
| Issued or guaranteed by U.S. | $1,372,000 | 4,579 |
| 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) | $2,257,000 | 2,497 |
| Available-for-sale securities (fair market value) | $9,558,000 | 5,679 |
| Total debt securities | $11,112,000 | 5,998 |
| Structured notes | ||
| Amortized cost | $7,142,000 | 614 |
| Fair value | $6,943,000 | 623 |
| 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 | $12,021,000 | 5,905 |
| U.S. Government securities | $10,126,000 | 5,546 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,126,000 | 5,405 |
| Securities issued by states & political subdivisions | $904,000 | 5,168 |
| Other domestic debt securities | $238,000 | 2,908 |
| 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 | $238,000 | 2,375 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $753,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,152,000 | 3,978 |
| Mortgage-backed securities | $1,481,000 | 5,097 |
| Certificates of participation in pools of residential mortgages | $1,481,000 | 4,566 |
| Issued or guaranteed by U.S. | $1,481,000 | 4,547 |
| 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) | $2,385,000 | 2,511 |
| Available-for-sale securities (fair market value) | $9,636,000 | 5,697 |
| Total debt securities | $11,268,000 | 6,005 |
| Structured notes | ||
| Amortized cost | $7,141,000 | 618 |
| Fair value | $6,977,000 | 620 |
| 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 | $12,055,000 | 5,893 |
| U.S. Government securities | $10,247,000 | 5,516 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,247,000 | 5,383 |
| Securities issued by states & political subdivisions | $905,000 | 5,185 |
| Other domestic debt securities | $252,000 | 2,906 |
| 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 | $252,000 | 2,385 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $651,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,188,000 | 3,966 |
| Mortgage-backed securities | $1,574,000 | 5,086 |
| Certificates of participation in pools of residential mortgages | $1,574,000 | 4,559 |
| Issued or guaranteed by U.S. | $1,574,000 | 4,542 |
| 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) | $2,479,000 | 2,505 |
| Available-for-sale securities (fair market value) | $9,576,000 | 5,701 |
| Total debt securities | $11,404,000 | 5,982 |
| Structured notes | ||
| Amortized cost | $7,141,000 | 596 |
| Fair value | $7,001,000 | 600 |
| 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 | $12,368,000 | 5,882 |
| U.S. Government securities | $10,458,000 | 5,499 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,458,000 | 5,359 |
| Securities issued by states & political subdivisions | $906,000 | 5,166 |
| Other domestic debt securities | $252,000 | 2,960 |
| 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 | $252,000 | 2,461 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $752,000 | 1,257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,256,000 | 3,944 |
| Mortgage-backed securities | $1,725,000 | 5,094 |
| Certificates of participation in pools of residential mortgages | $1,725,000 | 4,547 |
| Issued or guaranteed by U.S. | $1,725,000 | 4,527 |
| 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) | $2,631,000 | 2,503 |
| Available-for-sale securities (fair market value) | $9,737,000 | 5,696 |
| Total debt securities | $11,616,000 | 5,975 |
| Structured notes | ||
| Amortized cost | $7,140,000 | 599 |
| Fair value | $7,050,000 | 600 |
| 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 | $12,383,000 | 5,963 |
| U.S. Government securities | $10,473,000 | 5,568 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,473,000 | 5,418 |
| Securities issued by states & political subdivisions | $907,000 | 5,190 |
| Other domestic debt securities | $275,000 | 2,983 |
| 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 | $275,000 | 2,516 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $728,000 | 1,313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,192,000 | 3,979 |
| Mortgage-backed securities | $1,836,000 | 5,104 |
| Certificates of participation in pools of residential mortgages | $1,836,000 | 4,543 |
| Issued or guaranteed by U.S. | $1,836,000 | 4,530 |
| 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) | $2,743,000 | 2,500 |
| Available-for-sale securities (fair market value) | $9,640,000 | 5,772 |
| Total debt securities | $11,655,000 | 6,054 |
| Structured notes | ||
| Amortized cost | $7,139,000 | 602 |
| Fair value | $6,963,000 | 607 |
| 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 | $12,703,000 | 5,935 |
| U.S. Government securities | $10,678,000 | 5,543 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,678,000 | 5,390 |
| Securities issued by states & political subdivisions | $920,000 | 5,190 |
| Other domestic debt securities | $256,000 | 3,051 |
| 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 | $256,000 | 2,600 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $849,000 | 1,293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,291,000 | 3,938 |
| Mortgage-backed securities | $1,935,000 | 5,082 |
| Certificates of participation in pools of residential mortgages | $1,935,000 | 4,511 |
| Issued or guaranteed by U.S. | $1,935,000 | 4,496 |
| 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) | $2,855,000 | 2,495 |
| Available-for-sale securities (fair market value) | $9,848,000 | 5,749 |
| Total debt securities | $11,854,000 | 6,036 |
| Structured notes | ||
| Amortized cost | $7,139,000 | 575 |
| Fair value | $7,050,000 | 580 |
| 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 | $12,772,000 | 5,920 |
| U.S. Government securities | $10,829,000 | 5,519 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,829,000 | 5,360 |
| Securities issued by states & political subdivisions | $921,000 | 5,216 |
| Other domestic debt securities | $270,000 | 3,077 |
| 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 | $270,000 | 2,640 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $752,000 | 1,356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,700,000 | 3,605 |
| Mortgage-backed securities | $1,699,000 | 5,236 |
| Certificates of participation in pools of residential mortgages | $1,699,000 | 4,684 |
| Issued or guaranteed by U.S. | $1,699,000 | 4,671 |
| 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) | $2,620,000 | 2,598 |
| Available-for-sale securities (fair market value) | $10,152,000 | 5,716 |
| Total debt securities | $12,020,000 | 6,019 |
| Structured notes | ||
| Amortized cost | $6,938,000 | 637 |
| Fair value | $6,829,000 | 642 |
| 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 | $14,817,000 | 5,601 |
| U.S. Government securities | $12,633,000 | 5,167 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,633,000 | 5,011 |
| Securities issued by states & political subdivisions | $922,000 | 5,254 |
| Other domestic debt securities | $533,000 | 2,817 |
| 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 | $533,000 | 2,412 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $729,000 | 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 | $10,428,000 | 3,198 |
| Mortgage-backed securities | $1,812,000 | 5,237 |
| Certificates of participation in pools of residential mortgages | $1,812,000 | 4,683 |
| Issued or guaranteed by U.S. | $1,812,000 | 4,668 |
| 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) | $2,734,000 | 2,589 |
| Available-for-sale securities (fair market value) | $12,083,000 | 5,394 |
| Total debt securities | $14,088,000 | 5,669 |
| Structured notes | ||
| Amortized cost | $8,038,000 | 519 |
| Fair value | $7,801,000 | 535 |
| 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 | $15,446,000 | 5,488 |
| U.S. Government securities | $13,286,000 | 4,963 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $13,286,000 | 4,823 |
| Securities issued by states & political subdivisions | $923,000 | 5,256 |
| Other domestic debt securities | $557,000 | 2,885 |
| 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 | $557,000 | 2,470 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $680,000 | 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 | $8,196,000 | 3,624 |
| Mortgage-backed securities | $1,906,000 | 5,227 |
| Certificates of participation in pools of residential mortgages | $1,906,000 | 4,665 |
| Issued or guaranteed by U.S. | $1,906,000 | 4,647 |
| 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) | $2,829,000 | 2,541 |
| Available-for-sale securities (fair market value) | $12,617,000 | 5,276 |
| Total debt securities | $14,766,000 | 5,528 |
| Structured notes | ||
| Amortized cost | $8,038,000 | 448 |
| Fair value | $8,047,000 | 455 |
| 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 | $11,197,000 | 6,359 |
| U.S. Government securities | $9,292,000 | 5,958 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,292,000 | 5,790 |
| Securities issued by states & political subdivisions | $470,000 | 5,855 |
| Other domestic debt securities | $763,000 | 2,774 |
| 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 | $763,000 | 2,462 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $672,000 | 1,482 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,546,000 | 4,280 |
| Mortgage-backed securities | $1,589,000 | 5,424 |
| Certificates of participation in pools of residential mortgages | $1,589,000 | 4,861 |
| Issued or guaranteed by U.S. | $1,589,000 | 4,842 |
| 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) | $2,059,000 | 2,829 |
| Available-for-sale securities (fair market value) | $9,138,000 | 6,053 |
| Total debt securities | $10,525,000 | 6,427 |
| Structured notes | ||
| Amortized cost | $6,638,000 | 478 |
| Fair value | $6,537,000 | 482 |
| 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 | $10,102,000 | 6,528 |
| U.S. Government securities | $8,163,000 | 6,127 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,163,000 | 5,937 |
| Securities issued by states & political subdivisions | $470,000 | 5,889 |
| Other domestic debt securities | $866,000 | 2,814 |
| 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 | $866,000 | 2,507 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $603,000 | 1,566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,898,000 | 4,129 |
| Mortgage-backed securities | $1,719,000 | 5,360 |
| Certificates of participation in pools of residential mortgages | $1,719,000 | 4,781 |
| Issued or guaranteed by U.S. | $1,719,000 | 4,759 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $2,189,000 | 2,819 |
| Available-for-sale securities (fair market value) | $7,913,000 | 6,236 |
| Total debt securities | $9,499,000 | 6,551 |
| Structured notes | ||
| Amortized cost | $5,321,000 | 478 |
| Fair value | $5,266,000 | 481 |
| 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 | $9,466,000 | 6,614 |
| U.S. Government securities | $7,551,000 | 6,235 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,551,000 | 6,060 |
| Securities issued by states & political subdivisions | $470,000 | 5,883 |
| Other domestic debt securities | $860,000 | 2,889 |
| 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 | $860,000 | 2,563 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $585,000 | 1,587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,678,000 | 4,141 |
| Mortgage-backed securities | $1,602,000 | 5,528 |
| Certificates of participation in pools of residential mortgages | $1,602,000 | 4,913 |
| Issued or guaranteed by U.S. | $1,602,000 | 4,894 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,072,000 | 2,857 |
| Available-for-sale securities (fair market value) | $7,394,000 | 6,317 |
| Total debt securities | $8,881,000 | 6,661 |
| Structured notes | ||
| Amortized cost | $3,598,000 | 544 |
| Fair value | $3,601,000 | 546 |
| 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 | $10,130,000 | 6,467 |
| U.S. Government securities | $8,227,000 | 6,059 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,227,000 | 5,880 |
| Securities issued by states & political subdivisions | $471,000 | 5,850 |
| Other domestic debt securities | $820,000 | 2,963 |
| 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 | $820,000 | 2,619 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $612,000 | 1,567 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,955,000 | 4,083 |
| Mortgage-backed securities | $1,740,000 | 5,469 |
| Certificates of participation in pools of residential mortgages | $1,740,000 | 4,820 |
| Issued or guaranteed by U.S. | $1,740,000 | 4,804 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,211,000 | 2,857 |
| Available-for-sale securities (fair market value) | $7,919,000 | 6,204 |
| Total debt securities | $9,518,000 | 6,502 |
| Structured notes | ||
| Amortized cost | $3,700,000 | 392 |
| Fair value | $3,720,000 | 392 |
| 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 | $11,143,000 | 6,264 |
| U.S. Government securities | $8,584,000 | 5,992 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,584,000 | 5,790 |
| Securities issued by states & political subdivisions | $488,000 | 5,846 |
| Other domestic debt securities | $1,391,000 | 2,550 |
| 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 | $1,391,000 | 2,232 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $680,000 | 1,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,745,000 | 3,810 |
| Mortgage-backed securities | $1,887,000 | 5,375 |
| Certificates of participation in pools of residential mortgages | $1,887,000 | 4,721 |
| Issued or guaranteed by U.S. | $1,887,000 | 4,706 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,375,000 | 2,879 |
| Available-for-sale securities (fair market value) | $8,768,000 | 6,013 |
| Total debt securities | $10,463,000 | 6,313 |
| Structured notes | ||
| Amortized cost | $2,475,000 | 431 |
| Fair value | $2,504,000 | 427 |
| 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 | $9,143,000 | 6,716 |
| U.S. Government securities | $6,562,000 | 6,613 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,562,000 | 6,381 |
| Securities issued by states & political subdivisions | $766,000 | 5,547 |
| Other domestic debt securities | $1,061,000 | 2,812 |
| 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 | $1,061,000 | 2,414 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $754,000 | 1,453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,607,000 | 4,178 |
| Mortgage-backed securities | $2,006,000 | 5,261 |
| Certificates of participation in pools of residential mortgages | $2,006,000 | 4,483 |
| Issued or guaranteed by U.S. | $2,006,000 | 4,463 |
| 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) | $2,772,000 | 2,875 |
| Available-for-sale securities (fair market value) | $6,371,000 | 6,576 |
| Total debt securities | $8,389,000 | 6,813 |
| 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 | $8,465,000 | 7,233 |
| U.S. Government securities | $7,176,000 | 6,833 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,176,000 | 6,462 |
| Securities issued by states & political subdivisions | $381,000 | 6,303 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $908,000 | 2,677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,938,000 | 5,143 |
| Mortgage-backed securities | $2,530,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $2,530,000 | 3,622 |
| Issued or guaranteed by U.S. | $2,530,000 | 3,607 |
| 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) | $3,161,000 | 3,355 |
| Available-for-sale securities (fair market value) | $5,304,000 | 7,141 |
| Total debt securities | $7,557,000 | 7,386 |
| 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 | $8,292,000 | 7,557 |
| U.S. Government securities | $7,230,000 | 7,083 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,230,000 | 6,551 |
| Securities issued by states & political subdivisions | $411,000 | 6,554 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $651,000 | 3,193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,130,000 | 5,614 |
| Mortgage-backed securities | $2,111,000 | 5,012 |
| Certificates of participation in pools of residential mortgages | $2,111,000 | 4,135 |
| Issued or guaranteed by U.S. | $2,111,000 | 4,116 |
| 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) | $2,922,000 | 3,808 |
| Available-for-sale securities (fair market value) | $5,370,000 | 7,304 |
| Total debt securities | $7,641,000 | 7,644 |
| Structured notes | ||
| Amortized cost | $150,000 | 1,247 |
| Fair value | $149,000 | 1,253 |
| 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 | $6,114,000 | 8,355 |
| U.S. Government securities | $5,077,000 | 7,995 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $5,077,000 | 7,164 |
| Securities issued by states & political subdivisions | $191,000 | 7,307 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $846,000 | 2,620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 6,925 |
| Mortgage-backed securities | $2,907,000 | 4,800 |
| Certificates of participation in pools of residential mortgages | $2,907,000 | 3,867 |
| Issued or guaranteed by U.S. | $2,907,000 | 3,849 |
| 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) | $3,548,000 | 3,954 |
| Available-for-sale securities (fair market value) | $2,566,000 | 8,273 |
| Total debt securities | $5,268,000 | 8,550 |
| Structured notes | ||
| Amortized cost | $450,000 | 1,197 |
| Fair value | $446,000 | 1,198 |
| 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 | $7,309,000 | 8,330 |
| U.S. Government securities | $6,465,000 | 7,892 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $6,465,000 | 6,609 |
| Securities issued by states & political subdivisions | $263,000 | 7,305 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $581,000 | 3,303 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,000 | 7,467 |
| Mortgage-backed securities | $2,902,000 | 4,841 |
| Certificates of participation in pools of residential mortgages | $2,902,000 | 3,817 |
| Issued or guaranteed by U.S. | $2,902,000 | 3,802 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,024,000 | 4,133 |
| Available-for-sale securities (fair market value) | $2,285,000 | 8,607 |
| Total debt securities | $6,728,000 | 8,406 |
| Structured notes | ||
| Amortized cost | $450,000 | 2,201 |
| Fair value | $449,000 | 2,200 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,528,000 | 8,791 |
| U.S. Government securities | $6,981,000 | 8,262 |
| U.S. Treasury securities | $150,000 | 8,657 |
| U.S. Government agency obligations | $6,831,000 | 6,782 |
| Securities issued by states & political subdivisions | $150,000 | 8,083 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $397,000 | 3,975 |
| 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 | 8,832 |
| Mortgage-backed securities | $3,021,000 | 5,193 |
| Certificates of participation in pools of residential mortgages | $3,021,000 | 4,073 |
| Issued or guaranteed by U.S. | $3,021,000 | 4,051 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,381,000 | 4,161 |
| Available-for-sale securities (fair market value) | $1,147,000 | 9,440 |
| Total debt securities | $7,136,000 | 8,835 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,918 |
| Fair value | $398,000 | 2,945 |
| 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 | $6,948,000 | 9,417 |
| U.S. Government securities | $6,408,000 | 8,880 |
| U.S. Treasury securities | $500,000 | 9,416 |
| U.S. Government agency obligations | $5,908,000 | 7,217 |
| Securities issued by states & political subdivisions | $150,000 | 8,427 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $390,000 | 3,767 |
| 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 | 9,184 |
| Mortgage-backed securities | $3,156,000 | 5,419 |
| Certificates of participation in pools of residential mortgages | $3,156,000 | 4,083 |
| Issued or guaranteed by U.S. | $3,156,000 | 4,058 |
| 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) | $6,558,000 | 4,367 |
| Available-for-sale securities (fair market value) | $390,000 | 10,355 |
| Total debt securities | $6,558,000 | 9,443 |
| Structured notes | ||
| Amortized cost | $600,000 | 3,290 |
| Fair value | $597,000 | 3,302 |
| 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 | $6,057,000 | 10,363 |
| U.S. Government securities | $5,654,000 | 9,813 |
| U.S. Treasury securities | $699,000 | 10,149 |
| U.S. Government agency obligations | $4,955,000 | 7,739 |
| Securities issued by states & political subdivisions | $150,000 | 8,850 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $253,000 | 4,345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $3,055,000 | 5,823 |
| Certificates of participation in pools of residential mortgages | $3,055,000 | 4,343 |
| Issued or guaranteed by U.S. | $3,055,000 | 4,318 |
| 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) | $5,804,000 | 7,559 |
| Available-for-sale securities (fair market value) | $253,000 | 10,432 |
| Total debt securities | $5,804,000 | 10,376 |
| 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 | $1,876,000 | 12,627 |
| U.S. Government securities | $1,748,000 | 12,358 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $1,748,000 | 10,485 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $128,000 | 5,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $1,748,000 | 7,543 |
| Certificates of participation in pools of residential mortgages | $1,748,000 | 6,038 |
| Issued or guaranteed by U.S. | $1,748,000 | 5,987 |
| 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 | $1,748,000 | 12,548 |
| 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 | $2,996,000 | 12,586 |
| U.S. Government securities | $2,870,000 | 12,185 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $2,870,000 | 9,667 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $126,000 | 4,701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $2,870,000 | 6,864 |
| Certificates of participation in pools of residential mortgages | $2,870,000 | 5,285 |
| Issued or guaranteed by U.S. | $2,870,000 | 5,229 |
| 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 | $2,870,000 | 12,539 |
| 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 |