Home > Platte Valley Bank > Securities
Platte Valley Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $62,358,000 | 2,316 |
| U.S. Government securities | $15,043,000 | 3,258 |
| U.S. Treasury securities | $1,792,000 | 2,365 |
| U.S. Government agency obligations | $13,251,000 | 3,001 |
| Securities issued by states & political subdivisions | $31,780,000 | 1,310 |
| Other domestic debt securities | $15,144,000 | 817 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $7,227,000 | 308 |
| Other domestic debt securities - All other | $3,934,000 | 1,076 |
| Foreign debt securities | $393,000 | 269 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,828,000 | 1,868 |
| Mortgage-backed securities | $5,657,000 | 2,942 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,000 | 3,646 |
| 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 | $5,653,000 | 676 |
| Held to maturity securities (book value) | $31,780,000 | 673 |
| Available-for-sale securities (fair market value) | $30,580,000 | 2,924 |
| Total debt securities | $62,359,000 | 2,298 |
| Structured notes | ||
| Amortized cost | $500,000 | 939 |
| Fair value | $393,000 | 1,040 |
| 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 | $62,532,000 | 2,292 |
| U.S. Government securities | $14,251,000 | 3,320 |
| U.S. Treasury securities | $1,724,000 | 2,436 |
| U.S. Government agency obligations | $12,527,000 | 3,031 |
| Securities issued by states & political subdivisions | $32,764,000 | 1,262 |
| Other domestic debt securities | $15,143,000 | 811 |
| Privately issued residential mortgage-backed securities | $282,000 | 551 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $7,103,000 | 305 |
| Other domestic debt securities - All other | $3,776,000 | 1,079 |
| Foreign debt securities | $376,000 | 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 | $16,274,000 | 2,515 |
| Mortgage-backed securities | $5,820,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,000 | 3,662 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $282,000 | 417 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $5,534,000 | 666 |
| Held to maturity securities (book value) | $32,764,000 | 675 |
| Available-for-sale securities (fair market value) | $29,770,000 | 2,947 |
| Total debt securities | $62,534,000 | 2,276 |
| Structured notes | ||
| Amortized cost | $500,000 | 962 |
| Fair value | $376,000 | 1,065 |
| 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 | $65,196,000 | 2,306 |
| U.S. Government securities | $14,738,000 | 3,337 |
| U.S. Treasury securities | $1,746,000 | 2,456 |
| U.S. Government agency obligations | $12,992,000 | 3,057 |
| Securities issued by states & political subdivisions | $33,828,000 | 1,284 |
| Other domestic debt securities | $16,255,000 | 783 |
| Privately issued residential mortgage-backed securities | $328,000 | 550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $7,411,000 | 280 |
| Other domestic debt securities - All other | $3,850,000 | 1,084 |
| Foreign debt securities | $376,000 | 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 | $15,869,000 | 2,527 |
| Mortgage-backed securities | $6,716,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,000 | 3,670 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $328,000 | 409 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $6,383,000 | 626 |
| Held to maturity securities (book value) | $33,828,000 | 669 |
| Available-for-sale securities (fair market value) | $31,369,000 | 2,949 |
| Total debt securities | $65,198,000 | 2,290 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,012 |
| Fair value | $376,000 | 1,112 |
| 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 | $65,242,000 | 2,383 |
| U.S. Government securities | $13,256,000 | 3,503 |
| U.S. Treasury securities | $1,778,000 | 2,532 |
| U.S. Government agency obligations | $11,478,000 | 3,186 |
| Securities issued by states & political subdivisions | $34,847,000 | 1,292 |
| Other domestic debt securities | $16,761,000 | 813 |
| Privately issued residential mortgage-backed securities | $385,000 | 566 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $7,803,000 | 274 |
| Other domestic debt securities - All other | $3,902,000 | 1,120 |
| Foreign debt securities | $378,000 | 251 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,699,000 | 3,092 |
| Mortgage-backed securities | $5,149,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,000 | 3,710 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $385,000 | 417 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $4,758,000 | 729 |
| Held to maturity securities (book value) | $34,847,000 | 689 |
| Available-for-sale securities (fair market value) | $30,395,000 | 3,061 |
| Total debt securities | $65,242,000 | 2,366 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,040 |
| Fair value | $378,000 | 1,144 |
| 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 | $66,522,000 | 2,398 |
| U.S. Government securities | $13,001,000 | 3,549 |
| U.S. Treasury securities | $1,738,000 | 2,569 |
| U.S. Government agency obligations | $11,263,000 | 3,200 |
| Securities issued by states & political subdivisions | $35,818,000 | 1,299 |
| Other domestic debt securities | $17,338,000 | 808 |
| Privately issued residential mortgage-backed securities | $436,000 | 577 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $8,006,000 | 292 |
| Other domestic debt securities - All other | $3,826,000 | 1,132 |
| Foreign debt securities | $365,000 | 256 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,354,000 | 3,034 |
| Mortgage-backed securities | $5,598,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,000 | 3,749 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $436,000 | 413 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $5,155,000 | 707 |
| Held to maturity securities (book value) | $35,818,000 | 682 |
| Available-for-sale securities (fair market value) | $30,704,000 | 3,083 |
| Total debt securities | $66,522,000 | 2,379 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,066 |
| Fair value | $365,000 | 1,169 |
| 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 | $67,698,000 | 2,357 |
| U.S. Government securities | $12,870,000 | 3,566 |
| U.S. Treasury securities | $1,721,000 | 2,596 |
| U.S. Government agency obligations | $11,149,000 | 3,232 |
| Securities issued by states & political subdivisions | $36,802,000 | 1,261 |
| Other domestic debt securities | $17,652,000 | 770 |
| Privately issued residential mortgage-backed securities | $492,000 | 557 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $8,307,000 | 219 |
| Other domestic debt securities - All other | $3,772,000 | 1,142 |
| Foreign debt securities | $374,000 | 264 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,288,000 | 3,005 |
| Mortgage-backed securities | $5,666,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,000 | 3,772 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $492,000 | 412 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $5,166,000 | 733 |
| Held to maturity securities (book value) | $36,802,000 | 661 |
| Available-for-sale securities (fair market value) | $30,896,000 | 3,097 |
| Total debt securities | $67,698,000 | 2,340 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,055 |
| Fair value | $374,000 | 1,156 |
| 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 | $70,162,000 | 2,334 |
| U.S. Government securities | $22,781,000 | 3,023 |
| U.S. Treasury securities | $1,806,000 | 2,545 |
| U.S. Government agency obligations | $20,975,000 | 2,646 |
| Securities issued by states & political subdivisions | $36,921,000 | 1,310 |
| Other domestic debt securities | $9,615,000 | 1,018 |
| Privately issued residential mortgage-backed securities | $585,000 | 564 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $3,953,000 | 1,133 |
| Foreign debt securities | $845,000 | 217 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,357,000 | 3,005 |
| Mortgage-backed securities | $14,793,000 | 2,434 |
| Certificates of participation in pools of residential mortgages | $9,000 | 3,865 |
| Issued or guaranteed by U.S. | $9,000 | 3,802 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $751,000 | 2,406 |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 2,613 |
| Privately issued | $585,000 | 411 |
| Commercial mortgage-backed securities | $14,033,000 | 744 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $14,033,000 | 509 |
| Held to maturity securities (book value) | $36,921,000 | 595 |
| Available-for-sale securities (fair market value) | $33,241,000 | 3,072 |
| Total debt securities | $70,161,000 | 2,322 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,031 |
| Fair value | $401,000 | 1,120 |
| 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 | $72,461,000 | 2,261 |
| U.S. Government securities | $24,086,000 | 2,873 |
| U.S. Treasury securities | $1,862,000 | 2,312 |
| U.S. Government agency obligations | $22,224,000 | 2,580 |
| Securities issued by states & political subdivisions | $37,523,000 | 1,322 |
| Other domestic debt securities | $9,959,000 | 971 |
| Privately issued residential mortgage-backed securities | $670,000 | 533 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $4,148,000 | 1,094 |
| Foreign debt securities | $893,000 | 218 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,425,000 | 2,970 |
| Mortgage-backed securities | $15,775,000 | 2,407 |
| Certificates of participation in pools of residential mortgages | $9,000 | 3,883 |
| Issued or guaranteed by U.S. | $9,000 | 3,827 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $870,000 | 2,361 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 2,590 |
| Privately issued | $670,000 | 383 |
| Commercial mortgage-backed securities | $14,896,000 | 725 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $14,896,000 | 490 |
| Held to maturity securities (book value) | $37,523,000 | 529 |
| Available-for-sale securities (fair market value) | $34,938,000 | 3,000 |
| Total debt securities | $72,461,000 | 2,251 |
| Structured notes | ||
| Amortized cost | $500,000 | 914 |
| Fair value | $432,000 | 997 |
| 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 | $76,146,000 | 2,123 |
| U.S. Government securities | $26,850,000 | 2,591 |
| U.S. Treasury securities | $1,978,000 | 1,793 |
| U.S. Government agency obligations | $24,872,000 | 2,428 |
| Securities issued by states & political subdivisions | $37,931,000 | 1,364 |
| Other domestic debt securities | $10,414,000 | 929 |
| Privately issued residential mortgage-backed securities | $759,000 | 488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,454,000 | 1,014 |
| Foreign debt securities | $951,000 | 207 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,383,000 | 2,977 |
| Mortgage-backed securities | $16,800,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $11,000 | 3,900 |
| Issued or guaranteed by U.S. | $11,000 | 3,835 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $994,000 | 2,293 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 2,575 |
| Privately issued | $759,000 | 331 |
| Commercial mortgage-backed securities | $15,795,000 | 707 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $15,795,000 | 459 |
| Held to maturity securities (book value) | $37,931,000 | 428 |
| Available-for-sale securities (fair market value) | $38,215,000 | 2,860 |
| Total debt securities | $76,146,000 | 2,111 |
| Structured notes | ||
| Amortized cost | $500,000 | 829 |
| Fair value | $458,000 | 910 |
| 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 | $78,508,000 | 2,015 |
| U.S. Government securities | $28,055,000 | 2,473 |
| U.S. Treasury securities | $1,992,000 | 1,588 |
| U.S. Government agency obligations | $26,063,000 | 2,372 |
| Securities issued by states & political subdivisions | $38,940,000 | 1,304 |
| Other domestic debt securities | $10,549,000 | 861 |
| Privately issued residential mortgage-backed securities | $825,000 | 456 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,515,000 | 947 |
| Foreign debt securities | $964,000 | 193 |
| 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 | $5,898,000 | 3,043 |
| Mortgage-backed securities | $17,961,000 | 2,316 |
| Certificates of participation in pools of residential mortgages | $12,000 | 3,949 |
| Issued or guaranteed by U.S. | $12,000 | 3,889 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,779,000 | 2,108 |
| CMOs issued by government agencies or sponsored agencies | $954,000 | 2,289 |
| Privately issued | $825,000 | 311 |
| Commercial mortgage-backed securities | $16,170,000 | 684 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $16,170,000 | 452 |
| Held to maturity securities (book value) | $38,940,000 | 392 |
| Available-for-sale securities (fair market value) | $39,568,000 | 2,769 |
| Total debt securities | $78,510,000 | 2,003 |
| Structured notes | ||
| Amortized cost | $500,000 | 730 |
| Fair value | $468,000 | 794 |
| 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 | $79,063,000 | 1,945 |
| U.S. Government securities | $28,349,000 | 2,388 |
| U.S. Treasury securities | $2,002,000 | 1,464 |
| U.S. Government agency obligations | $26,347,000 | 2,311 |
| Securities issued by states & political subdivisions | $39,057,000 | 1,259 |
| Other domestic debt securities | $10,679,000 | 827 |
| Privately issued residential mortgage-backed securities | $895,000 | 449 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $4,563,000 | 906 |
| Foreign debt securities | $978,000 | 186 |
| 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 | $5,933,000 | 3,036 |
| Mortgage-backed securities | $18,286,000 | 2,245 |
| Certificates of participation in pools of residential mortgages | $13,000 | 3,964 |
| Issued or guaranteed by U.S. | $13,000 | 3,901 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,878,000 | 2,062 |
| CMOs issued by government agencies or sponsored agencies | $983,000 | 2,257 |
| Privately issued | $895,000 | 293 |
| Commercial mortgage-backed securities | $16,395,000 | 670 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $16,395,000 | 441 |
| Held to maturity securities (book value) | $39,057,000 | 374 |
| Available-for-sale securities (fair market value) | $40,006,000 | 2,692 |
| Total debt securities | $79,062,000 | 1,929 |
| Structured notes | ||
| Amortized cost | $500,000 | 662 |
| Fair value | $478,000 | 732 |
| 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 | $63,095,000 | 2,118 |
| U.S. Government securities | $26,249,000 | 2,358 |
| U.S. Treasury securities | $982,000 | 1,407 |
| U.S. Government agency obligations | $25,267,000 | 2,242 |
| Securities issued by states & political subdivisions | $29,380,000 | 1,509 |
| Other domestic debt securities | $6,501,000 | 1,021 |
| Privately issued residential mortgage-backed securities | $967,000 | 436 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $4,029,000 | 886 |
| Foreign debt securities | $965,000 | 193 |
| 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 | $5,923,000 | 3,020 |
| Mortgage-backed securities | $14,800,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $15,000 | 3,955 |
| Issued or guaranteed by U.S. | $15,000 | 3,884 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,974,000 | 2,015 |
| CMOs issued by government agencies or sponsored agencies | $1,007,000 | 2,219 |
| Privately issued | $967,000 | 278 |
| Commercial mortgage-backed securities | $12,811,000 | 725 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $12,811,000 | 468 |
| Held to maturity securities (book value) | $29,380,000 | 419 |
| Available-for-sale securities (fair market value) | $33,715,000 | 2,777 |
| Total debt securities | $63,095,000 | 2,100 |
| Structured notes | ||
| Amortized cost | $500,000 | 473 |
| Fair value | $465,000 | 527 |
| 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 | $41,946,000 | 2,583 |
| U.S. Government securities | $14,959,000 | 2,858 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $14,959,000 | 2,724 |
| Securities issued by states & political subdivisions | $21,067,000 | 1,845 |
| Other domestic debt securities | $4,929,000 | 1,102 |
| 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 | $4,441,000 | 798 |
| Foreign debt securities | $991,000 | 186 |
| 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 | $5,442,000 | 3,078 |
| Mortgage-backed securities | $9,931,000 | 2,656 |
| Certificates of participation in pools of residential mortgages | $16,000 | 3,953 |
| Issued or guaranteed by U.S. | $16,000 | 3,887 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $504,000 | 2,505 |
| CMOs issued by government agencies or sponsored agencies | $504,000 | 2,452 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $9,411,000 | 816 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $9,411,000 | 532 |
| Held to maturity securities (book value) | $21,067,000 | 466 |
| Available-for-sale securities (fair market value) | $20,879,000 | 3,173 |
| Total debt securities | $41,945,000 | 2,559 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 168 |
| Fair value | $1,488,000 | 178 |
| 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 | $33,036,000 | 2,784 |
| U.S. Government securities | $13,024,000 | 2,980 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $13,024,000 | 2,837 |
| Securities issued by states & political subdivisions | $14,601,000 | 2,118 |
| Other domestic debt securities | $4,414,000 | 1,089 |
| 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 | $4,414,000 | 753 |
| Foreign debt securities | $997,000 | 188 |
| 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 | $5,023,000 | 3,163 |
| Mortgage-backed securities | $6,995,000 | 2,922 |
| Certificates of participation in pools of residential mortgages | $17,000 | 3,958 |
| Issued or guaranteed by U.S. | $17,000 | 3,895 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,819 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $6,977,000 | 911 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $6,977,000 | 604 |
| Held to maturity securities (book value) | $14,601,000 | 550 |
| Available-for-sale securities (fair market value) | $18,435,000 | 3,232 |
| Total debt securities | $33,037,000 | 2,766 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 161 |
| Fair value | $1,497,000 | 167 |
| 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 | $25,011,000 | 3,102 |
| U.S. Government securities | $7,754,000 | 3,496 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,754,000 | 3,345 |
| Securities issued by states & political subdivisions | $12,888,000 | 2,177 |
| Other domestic debt securities | $3,882,000 | 1,099 |
| 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 | $3,882,000 | 786 |
| Foreign debt securities | $487,000 | 245 |
| 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 | $4,513,000 | 3,251 |
| Mortgage-backed securities | $1,717,000 | 3,659 |
| Certificates of participation in pools of residential mortgages | $19,000 | 3,965 |
| Issued or guaranteed by U.S. | $19,000 | 3,902 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,819 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,697,000 | 1,445 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $1,697,000 | 941 |
| Held to maturity securities (book value) | $12,888,000 | 590 |
| Available-for-sale securities (fair market value) | $12,123,000 | 3,610 |
| Total debt securities | $25,012,000 | 3,079 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 210 |
| Fair value | $984,000 | 243 |
| 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 | $24,877,000 | 3,063 |
| U.S. Government securities | $12,091,000 | 3,109 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $12,091,000 | 2,967 |
| Securities issued by states & political subdivisions | $10,789,000 | 2,227 |
| Other domestic debt securities | $1,495,000 | 1,420 |
| 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 | $1,495,000 | 1,045 |
| Foreign debt securities | $502,000 | 224 |
| 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 | $4,256,000 | 3,289 |
| Mortgage-backed securities | $21,000 | 4,145 |
| Certificates of participation in pools of residential mortgages | $20,000 | 3,999 |
| Issued or guaranteed by U.S. | $20,000 | 3,926 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,819 |
| 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) | $10,789,000 | 654 |
| Available-for-sale securities (fair market value) | $14,088,000 | 3,458 |
| Total debt securities | $24,877,000 | 3,042 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $23,898,000 | 3,153 |
| U.S. Government securities | $12,531,000 | 3,144 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,531,000 | 2,986 |
| Securities issued by states & political subdivisions | $10,868,000 | 2,213 |
| Other domestic debt securities | $499,000 | 1,720 |
| 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 | $499,000 | 1,327 |
| 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 | $4,096,000 | 3,360 |
| Mortgage-backed securities | $22,000 | 4,172 |
| Certificates of participation in pools of residential mortgages | $21,000 | 4,019 |
| Issued or guaranteed by U.S. | $21,000 | 3,955 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,837 |
| 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) | $10,868,000 | 676 |
| Available-for-sale securities (fair market value) | $13,030,000 | 3,585 |
| Total debt securities | $23,899,000 | 3,135 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $19,635,000 | 3,428 |
| U.S. Government securities | $9,039,000 | 3,527 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $9,039,000 | 3,371 |
| Securities issued by states & political subdivisions | $10,596,000 | 2,255 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,097,000 | 3,431 |
| Mortgage-backed securities | $23,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $22,000 | 4,060 |
| Issued or guaranteed by U.S. | $22,000 | 3,989 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,000 | 2,925 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,860 |
| 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) | $10,596,000 | 732 |
| Available-for-sale securities (fair market value) | $9,039,000 | 3,963 |
| Total debt securities | $19,635,000 | 3,406 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $17,893,000 | 3,592 |
| U.S. Government securities | $8,300,000 | 3,708 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $8,300,000 | 3,539 |
| Securities issued by states & political subdivisions | $9,593,000 | 2,392 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,803,000 | 3,539 |
| Mortgage-backed securities | $24,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $23,000 | 4,085 |
| Issued or guaranteed by U.S. | $23,000 | 4,017 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,000 | 2,934 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,867 |
| 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) | $9,593,000 | 802 |
| Available-for-sale securities (fair market value) | $8,300,000 | 4,100 |
| Total debt securities | $17,892,000 | 3,573 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $17,744,000 | 3,679 |
| U.S. Government securities | $8,279,000 | 3,753 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,279,000 | 3,588 |
| Securities issued by states & political subdivisions | $9,465,000 | 2,486 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,796,000 | 3,596 |
| Mortgage-backed securities | $26,000 | 4,288 |
| Certificates of participation in pools of residential mortgages | $25,000 | 4,123 |
| Issued or guaranteed by U.S. | $25,000 | 4,056 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,000 | 2,956 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,884 |
| 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) | $9,465,000 | 820 |
| Available-for-sale securities (fair market value) | $8,279,000 | 4,142 |
| Total debt securities | $17,743,000 | 3,652 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $15,638,000 | 3,842 |
| U.S. Government securities | $6,008,000 | 4,068 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $6,008,000 | 3,917 |
| Securities issued by states & political subdivisions | $9,630,000 | 2,544 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,793,000 | 3,627 |
| Mortgage-backed securities | $28,000 | 4,319 |
| Certificates of participation in pools of residential mortgages | $27,000 | 4,159 |
| Issued or guaranteed by U.S. | $27,000 | 4,105 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,000 | 2,977 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,907 |
| 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) | $9,630,000 | 853 |
| Available-for-sale securities (fair market value) | $6,008,000 | 4,365 |
| Total debt securities | $15,637,000 | 3,821 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $15,993,000 | 3,853 |
| U.S. Government securities | $5,936,000 | 4,132 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,936,000 | 3,995 |
| Securities issued by states & political subdivisions | $10,057,000 | 2,507 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,586,000 | 3,523 |
| Mortgage-backed securities | $29,000 | 4,374 |
| Certificates of participation in pools of residential mortgages | $28,000 | 4,212 |
| Issued or guaranteed by U.S. | $28,000 | 4,191 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,000 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,916 |
| 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) | $10,057,000 | 854 |
| Available-for-sale securities (fair market value) | $5,936,000 | 4,432 |
| Total debt securities | $15,991,000 | 3,832 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $17,221,000 | 3,824 |
| U.S. Government securities | $5,949,000 | 4,144 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,949,000 | 4,003 |
| Securities issued by states & political subdivisions | $11,270,000 | 2,441 |
| Other domestic debt securities | $2,000 | 2,211 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $2,000 | 183 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,587,000 | 3,553 |
| Mortgage-backed securities | $29,000 | 4,427 |
| Certificates of participation in pools of residential mortgages | $21,000 | 4,276 |
| Issued or guaranteed by U.S. | $21,000 | 4,162 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $8,000 | 2,986 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,907 |
| 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) | $11,270,000 | 829 |
| Available-for-sale securities (fair market value) | $5,951,000 | 4,476 |
| Total debt securities | $17,220,000 | 3,801 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $17,393,000 | 3,847 |
| U.S. Government securities | $4,990,000 | 4,362 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,990,000 | 4,214 |
| Securities issued by states & political subdivisions | $12,403,000 | 2,353 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,594,000 | 3,600 |
| Mortgage-backed securities | $33,000 | 4,463 |
| Certificates of participation in pools of residential mortgages | $31,000 | 4,303 |
| Issued or guaranteed by U.S. | $31,000 | 4,296 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,000 | 3,018 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,935 |
| 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) | $12,403,000 | 809 |
| Available-for-sale securities (fair market value) | $4,990,000 | 4,631 |
| Total debt securities | $17,393,000 | 3,824 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $17,857,000 | 3,869 |
| U.S. Government securities | $5,033,000 | 4,401 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,033,000 | 4,258 |
| Securities issued by states & political subdivisions | $12,824,000 | 2,387 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,612,000 | 3,653 |
| Mortgage-backed securities | $35,000 | 4,505 |
| Certificates of participation in pools of residential mortgages | $33,000 | 4,347 |
| Issued or guaranteed by U.S. | $33,000 | 4,342 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,946 |
| 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) | $12,824,000 | 815 |
| Available-for-sale securities (fair market value) | $5,033,000 | 4,688 |
| Total debt securities | $17,857,000 | 3,848 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $17,469,000 | 3,940 |
| U.S. Government securities | $4,575,000 | 4,531 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,575,000 | 4,406 |
| Securities issued by states & political subdivisions | $12,894,000 | 2,410 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $36,000 | 4,560 |
| Certificates of participation in pools of residential mortgages | $34,000 | 4,399 |
| Issued or guaranteed by U.S. | $34,000 | 4,395 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,000 | 3,071 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,980 |
| 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) | $12,894,000 | 847 |
| Available-for-sale securities (fair market value) | $4,575,000 | 4,786 |
| Total debt securities | $17,469,000 | 3,914 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $19,001,000 | 3,889 |
| U.S. Government securities | $6,083,000 | 4,358 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,083,000 | 4,230 |
| Securities issued by states & political subdivisions | $12,918,000 | 2,436 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,801,000 | 4,358 |
| Mortgage-backed securities | $37,000 | 4,593 |
| Certificates of participation in pools of residential mortgages | $35,000 | 4,428 |
| Issued or guaranteed by U.S. | $35,000 | 4,423 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,000 | 3,102 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,003 |
| 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) | $12,918,000 | 859 |
| Available-for-sale securities (fair market value) | $6,083,000 | 4,673 |
| Total debt securities | $19,001,000 | 3,863 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $19,473,000 | 3,905 |
| U.S. Government securities | $6,150,000 | 4,406 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,150,000 | 4,272 |
| Securities issued by states & political subdivisions | $13,323,000 | 2,408 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $101,000 | 4,605 |
| Certificates of participation in pools of residential mortgages | $99,000 | 4,426 |
| Issued or guaranteed by U.S. | $99,000 | 4,422 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,000 | 3,144 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,048 |
| 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) | $13,323,000 | 863 |
| Available-for-sale securities (fair market value) | $6,150,000 | 4,708 |
| Total debt securities | $19,473,000 | 3,878 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $19,522,000 | 3,895 |
| U.S. Government securities | $6,174,000 | 4,408 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,174,000 | 4,276 |
| Securities issued by states & political subdivisions | $13,348,000 | 2,421 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $986,000 | 4,707 |
| Mortgage-backed securities | $115,000 | 4,632 |
| Certificates of participation in pools of residential mortgages | $112,000 | 4,454 |
| Issued or guaranteed by U.S. | $112,000 | 4,449 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,000 | 3,151 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,041 |
| 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) | $13,348,000 | 873 |
| Available-for-sale securities (fair market value) | $6,174,000 | 4,725 |
| Total debt securities | $19,522,000 | 3,868 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $18,924,000 | 3,934 |
| U.S. Government securities | $6,241,000 | 4,420 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,241,000 | 4,297 |
| Securities issued by states & political subdivisions | $12,683,000 | 2,484 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,021,000 | 4,727 |
| Mortgage-backed securities | $123,000 | 4,666 |
| Certificates of participation in pools of residential mortgages | $120,000 | 4,484 |
| Issued or guaranteed by U.S. | $120,000 | 4,481 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,075 |
| 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) | $12,683,000 | 888 |
| Available-for-sale securities (fair market value) | $6,241,000 | 4,754 |
| Total debt securities | $18,924,000 | 3,909 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $17,204,000 | 4,140 |
| U.S. Government securities | $6,275,000 | 4,513 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,275,000 | 4,380 |
| Securities issued by states & political subdivisions | $10,929,000 | 2,688 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $524,000 | 4,981 |
| Mortgage-backed securities | $130,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $127,000 | 4,543 |
| Issued or guaranteed by U.S. | $127,000 | 4,538 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,104 |
| 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) | $10,929,000 | 968 |
| Available-for-sale securities (fair market value) | $6,275,000 | 4,817 |
| Total debt securities | $17,204,000 | 4,117 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $20,273,000 | 3,967 |
| U.S. Government securities | $8,764,000 | 4,224 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,764,000 | 4,109 |
| Securities issued by states & political subdivisions | $11,509,000 | 2,606 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $572,000 | 5,027 |
| Mortgage-backed securities | $137,000 | 4,753 |
| Certificates of participation in pools of residential mortgages | $134,000 | 4,579 |
| Issued or guaranteed by U.S. | $134,000 | 4,575 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,000 | 3,245 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,134 |
| 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) | $11,509,000 | 973 |
| Available-for-sale securities (fair market value) | $8,764,000 | 4,610 |
| Total debt securities | $20,273,000 | 3,941 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $21,392,000 | 3,916 |
| U.S. Government securities | $9,699,000 | 4,145 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,699,000 | 4,011 |
| Securities issued by states & political subdivisions | $11,693,000 | 2,613 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $528,000 | 5,086 |
| Mortgage-backed securities | $143,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $140,000 | 4,605 |
| Issued or guaranteed by U.S. | $140,000 | 4,601 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,000 | 3,283 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,172 |
| 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) | $11,693,000 | 981 |
| Available-for-sale securities (fair market value) | $9,699,000 | 4,570 |
| Total debt securities | $21,392,000 | 3,893 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $23,668,000 | 3,833 |
| U.S. Government securities | $9,753,000 | 4,220 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,753,000 | 4,099 |
| Securities issued by states & political subdivisions | $13,915,000 | 2,386 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $533,000 | 5,165 |
| Mortgage-backed securities | $155,000 | 4,839 |
| Certificates of participation in pools of residential mortgages | $151,000 | 4,648 |
| Issued or guaranteed by U.S. | $151,000 | 4,643 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,000 | 3,326 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,212 |
| 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) | $13,915,000 | 935 |
| Available-for-sale securities (fair market value) | $9,753,000 | 4,657 |
| Total debt securities | $23,668,000 | 3,810 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $24,625,000 | 3,826 |
| U.S. Government securities | $10,722,000 | 4,207 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,722,000 | 4,090 |
| Securities issued by states & political subdivisions | $13,903,000 | 2,391 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,903,000 | 4,771 |
| Mortgage-backed securities | $166,000 | 4,907 |
| Certificates of participation in pools of residential mortgages | $162,000 | 4,714 |
| Issued or guaranteed by U.S. | $162,000 | 4,711 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,000 | 3,374 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,257 |
| 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) | $13,903,000 | 943 |
| Available-for-sale securities (fair market value) | $10,722,000 | 4,632 |
| Total debt securities | $24,625,000 | 3,805 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $20,588,000 | 4,191 |
| U.S. Government securities | $7,747,000 | 4,719 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,747,000 | 4,603 |
| Securities issued by states & political subdivisions | $12,841,000 | 2,490 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,912,000 | 4,843 |
| Mortgage-backed securities | $174,000 | 4,958 |
| Certificates of participation in pools of residential mortgages | $170,000 | 4,767 |
| Issued or guaranteed by U.S. | $170,000 | 4,760 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,000 | 3,405 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,284 |
| 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) | $12,841,000 | 977 |
| Available-for-sale securities (fair market value) | $7,747,000 | 5,002 |
| Total debt securities | $20,588,000 | 4,162 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $19,702,000 | 4,299 |
| U.S. Government securities | $6,665,000 | 4,941 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,665,000 | 4,825 |
| Securities issued by states & political subdivisions | $13,037,000 | 2,484 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,896,000 | 4,904 |
| Mortgage-backed securities | $183,000 | 5,038 |
| Certificates of participation in pools of residential mortgages | $178,000 | 4,836 |
| Issued or guaranteed by U.S. | $178,000 | 4,830 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,000 | 3,442 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,318 |
| 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) | $13,037,000 | 977 |
| Available-for-sale securities (fair market value) | $6,665,000 | 5,178 |
| Total debt securities | $19,702,000 | 4,279 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $20,839,000 | 4,297 |
| U.S. Government securities | $6,687,000 | 5,043 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,687,000 | 4,929 |
| Securities issued by states & political subdivisions | $14,152,000 | 2,370 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,849,000 | 4,975 |
| Mortgage-backed securities | $190,000 | 5,120 |
| Certificates of participation in pools of residential mortgages | $186,000 | 4,914 |
| Issued or guaranteed by U.S. | $186,000 | 4,911 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,000 | 3,515 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,377 |
| 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) | $14,152,000 | 954 |
| Available-for-sale securities (fair market value) | $6,687,000 | 5,261 |
| Total debt securities | $20,839,000 | 4,275 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $20,051,000 | 4,426 |
| U.S. Government securities | $5,204,000 | 5,353 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,204,000 | 5,238 |
| Securities issued by states & political subdivisions | $14,847,000 | 2,309 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,855,000 | 5,028 |
| Mortgage-backed securities | $200,000 | 5,161 |
| Certificates of participation in pools of residential mortgages | $195,000 | 4,960 |
| Issued or guaranteed by U.S. | $195,000 | 4,957 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,000 | 3,552 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,413 |
| 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) | $14,847,000 | 933 |
| Available-for-sale securities (fair market value) | $5,204,000 | 5,483 |
| Total debt securities | $20,051,000 | 4,403 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $19,230,000 | 4,524 |
| U.S. Government securities | $5,170,000 | 5,403 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,170,000 | 5,292 |
| Securities issued by states & political subdivisions | $14,060,000 | 2,398 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,850,000 | 5,070 |
| Mortgage-backed securities | $226,000 | 5,194 |
| Certificates of participation in pools of residential mortgages | $221,000 | 4,993 |
| Issued or guaranteed by U.S. | $221,000 | 4,989 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,000 | 3,589 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,451 |
| 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) | $14,060,000 | 951 |
| Available-for-sale securities (fair market value) | $5,170,000 | 5,548 |
| Total debt securities | $19,230,000 | 4,503 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $12,489,000 | 5,192 |
| U.S. Government securities | $3,660,000 | 5,670 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,660,000 | 5,579 |
| Securities issued by states & political subdivisions | $8,829,000 | 3,079 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,740,000 | 5,147 |
| Mortgage-backed securities | $235,000 | 5,236 |
| Certificates of participation in pools of residential mortgages | $229,000 | 5,024 |
| Issued or guaranteed by U.S. | $229,000 | 5,019 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,000 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,452 |
| 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) | $8,829,000 | 1,147 |
| Available-for-sale securities (fair market value) | $3,660,000 | 5,756 |
| Total debt securities | $12,489,000 | 5,161 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $12,398,000 | 5,254 |
| U.S. Government securities | $2,712,000 | 5,918 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,712,000 | 5,820 |
| Securities issued by states & political subdivisions | $9,686,000 | 2,950 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,677,000 | 5,213 |
| Mortgage-backed securities | $250,000 | 5,273 |
| Certificates of participation in pools of residential mortgages | $244,000 | 5,054 |
| Issued or guaranteed by U.S. | $244,000 | 5,048 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,490 |
| 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) | $9,686,000 | 1,071 |
| Available-for-sale securities (fair market value) | $2,712,000 | 5,947 |
| Total debt securities | $12,398,000 | 5,221 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $9,628,000 | 5,538 |
| U.S. Government securities | $2,725,000 | 5,937 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,725,000 | 5,834 |
| Securities issued by states & political subdivisions | $6,903,000 | 3,407 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,679,000 | 5,233 |
| Mortgage-backed securities | $261,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $255,000 | 5,038 |
| Issued or guaranteed by U.S. | $255,000 | 5,031 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,000 | 3,663 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,507 |
| 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) | $6,903,000 | 1,169 |
| Available-for-sale securities (fair market value) | $2,725,000 | 5,975 |
| Total debt securities | $9,628,000 | 5,505 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $10,740,000 | 5,472 |
| U.S. Government securities | $2,859,000 | 5,952 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,859,000 | 5,844 |
| Securities issued by states & political subdivisions | $7,881,000 | 3,210 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,728,000 | 5,275 |
| Mortgage-backed securities | $277,000 | 5,326 |
| Certificates of participation in pools of residential mortgages | $271,000 | 5,067 |
| Issued or guaranteed by U.S. | $271,000 | 5,063 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,000 | 3,703 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,539 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $7,881,000 | 1,070 |
| Available-for-sale securities (fair market value) | $2,859,000 | 6,001 |
| Total debt securities | $10,740,000 | 5,441 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $10,268,000 | 5,505 |
| U.S. Government securities | $2,880,000 | 5,974 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,880,000 | 5,869 |
| Securities issued by states & political subdivisions | $7,388,000 | 3,269 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,697,000 | 4,964 |
| Mortgage-backed securities | $291,000 | 5,361 |
| Certificates of participation in pools of residential mortgages | $284,000 | 5,088 |
| Issued or guaranteed by U.S. | $284,000 | 5,084 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $7,000 | 3,743 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,581 |
| 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) | $7,388,000 | 1,108 |
| Available-for-sale securities (fair market value) | $2,880,000 | 6,036 |
| Total debt securities | $10,268,000 | 5,476 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $10,666,000 | 5,557 |
| U.S. Government securities | $2,896,000 | 6,099 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,896,000 | 5,999 |
| Securities issued by states & political subdivisions | $7,770,000 | 3,173 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,490,000 | 4,751 |
| Mortgage-backed securities | $302,000 | 5,459 |
| Certificates of participation in pools of residential mortgages | $295,000 | 5,191 |
| Issued or guaranteed by U.S. | $295,000 | 5,184 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,000 | 3,825 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,651 |
| 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) | $7,770,000 | 1,103 |
| Available-for-sale securities (fair market value) | $2,896,000 | 6,136 |
| Total debt securities | $10,666,000 | 5,526 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $11,178,000 | 5,548 |
| U.S. Government securities | $3,391,000 | 6,081 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,391,000 | 5,980 |
| Securities issued by states & political subdivisions | $7,787,000 | 3,112 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,401,000 | 4,827 |
| Mortgage-backed securities | $313,000 | 5,487 |
| Certificates of participation in pools of residential mortgages | $306,000 | 5,215 |
| Issued or guaranteed by U.S. | $306,000 | 5,207 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,000 | 3,840 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,662 |
| 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) | $7,787,000 | 1,092 |
| Available-for-sale securities (fair market value) | $3,391,000 | 6,117 |
| Total debt securities | $11,178,000 | 5,518 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $11,184,000 | 5,592 |
| U.S. Government securities | $3,380,000 | 6,175 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,380,000 | 6,068 |
| Securities issued by states & political subdivisions | $7,804,000 | 3,023 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,374,000 | 4,878 |
| Mortgage-backed securities | $325,000 | 5,505 |
| Certificates of participation in pools of residential mortgages | $317,000 | 5,227 |
| Issued or guaranteed by U.S. | $317,000 | 5,221 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,000 | 3,860 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,677 |
| 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) | $7,804,000 | 1,117 |
| Available-for-sale securities (fair market value) | $3,380,000 | 6,167 |
| Total debt securities | $11,184,000 | 5,563 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $11,205,000 | 5,579 |
| U.S. Government securities | $3,384,000 | 6,186 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,384,000 | 6,081 |
| Securities issued by states & political subdivisions | $7,821,000 | 2,977 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,580,000 | 4,607 |
| Mortgage-backed securities | $339,000 | 5,500 |
| Certificates of participation in pools of residential mortgages | $330,000 | 5,195 |
| Issued or guaranteed by U.S. | $330,000 | 5,183 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,000 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,531 |
| 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) | $7,821,000 | 1,132 |
| Available-for-sale securities (fair market value) | $3,384,000 | 6,167 |
| Total debt securities | $11,205,000 | 5,552 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $12,607,000 | 5,362 |
| U.S. Government securities | $4,913,000 | 5,912 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,913,000 | 5,796 |
| Securities issued by states & political subdivisions | $7,694,000 | 2,945 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,595,000 | 4,599 |
| Mortgage-backed securities | $357,000 | 5,520 |
| Certificates of participation in pools of residential mortgages | $348,000 | 5,192 |
| Issued or guaranteed by U.S. | $348,000 | 5,177 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $9,000 | 3,802 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,520 |
| 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) | $7,694,000 | 1,143 |
| Available-for-sale securities (fair market value) | $4,913,000 | 6,016 |
| Total debt securities | $12,607,000 | 5,327 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $11,445,000 | 5,625 |
| U.S. Government securities | $4,894,000 | 6,051 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,894,000 | 5,929 |
| Securities issued by states & political subdivisions | $6,551,000 | 3,118 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,612,000 | 4,642 |
| Mortgage-backed securities | $371,000 | 5,529 |
| Certificates of participation in pools of residential mortgages | $362,000 | 5,195 |
| Issued or guaranteed by U.S. | $362,000 | 5,181 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $9,000 | 3,804 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,507 |
| 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) | $6,551,000 | 1,250 |
| Available-for-sale securities (fair market value) | $4,894,000 | 6,096 |
| Total debt securities | $11,445,000 | 5,586 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $11,213,000 | 5,614 |
| U.S. Government securities | $4,847,000 | 6,072 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,847,000 | 5,946 |
| Securities issued by states & political subdivisions | $6,366,000 | 3,119 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,625,000 | 4,631 |
| Mortgage-backed securities | $388,000 | 5,501 |
| Certificates of participation in pools of residential mortgages | $378,000 | 5,155 |
| Issued or guaranteed by U.S. | $378,000 | 5,144 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $10,000 | 3,772 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,472 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $6,366,000 | 1,273 |
| Available-for-sale securities (fair market value) | $4,847,000 | 6,112 |
| Total debt securities | $11,213,000 | 5,580 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $11,065,000 | 5,557 |
| U.S. Government securities | $4,888,000 | 5,941 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,888,000 | 5,809 |
| Securities issued by states & political subdivisions | $6,177,000 | 3,139 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,637,000 | 4,630 |
| Mortgage-backed securities | $404,000 | 5,498 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,104 |
| Issued or guaranteed by U.S. | $394,000 | 5,092 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,000 | 3,783 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,461 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $6,177,000 | 1,303 |
| Available-for-sale securities (fair market value) | $4,888,000 | 6,058 |
| Total debt securities | $11,065,000 | 5,519 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $8,622,000 | 5,902 |
| U.S. Government securities | $4,485,000 | 6,034 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,485,000 | 5,910 |
| Securities issued by states & political subdivisions | $4,137,000 | 3,586 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,605,000 | 4,692 |
| Mortgage-backed securities | $418,000 | 5,545 |
| Certificates of participation in pools of residential mortgages | $407,000 | 5,110 |
| Issued or guaranteed by U.S. | $407,000 | 5,097 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,000 | 3,777 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,449 |
| 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) | $4,137,000 | 1,554 |
| Available-for-sale securities (fair market value) | $4,485,000 | 6,143 |
| Total debt securities | $8,622,000 | 5,866 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $7,645,000 | 6,164 |
| U.S. Government securities | $4,506,000 | 6,156 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,506,000 | 6,040 |
| Securities issued by states & political subdivisions | $3,139,000 | 3,841 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,617,000 | 4,745 |
| Mortgage-backed securities | $436,000 | 5,559 |
| Certificates of participation in pools of residential mortgages | $425,000 | 5,153 |
| Issued or guaranteed by U.S. | $425,000 | 5,142 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $11,000 | 3,697 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,373 |
| 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) | $3,139,000 | 1,763 |
| Available-for-sale securities (fair market value) | $4,506,000 | 6,221 |
| Total debt securities | $7,645,000 | 6,120 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $5,765,000 | 6,578 |
| U.S. Government securities | $3,495,000 | 6,541 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,495,000 | 6,431 |
| Securities issued by states & political subdivisions | $2,270,000 | 4,171 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,608,000 | 4,804 |
| Mortgage-backed securities | $449,000 | 5,665 |
| Certificates of participation in pools of residential mortgages | $438,000 | 5,276 |
| Issued or guaranteed by U.S. | $438,000 | 5,265 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,000 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,359 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,270,000 | 1,965 |
| Available-for-sale securities (fair market value) | $3,495,000 | 6,490 |
| Total debt securities | $5,765,000 | 6,536 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $5,802,000 | 6,583 |
| U.S. Government securities | $3,518,000 | 6,528 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,518,000 | 6,434 |
| Securities issued by states & political subdivisions | $2,284,000 | 4,190 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,617,000 | 4,831 |
| Mortgage-backed securities | $464,000 | 5,717 |
| Certificates of participation in pools of residential mortgages | $452,000 | 5,330 |
| Issued or guaranteed by U.S. | $452,000 | 5,316 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $12,000 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,354 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $2,284,000 | 1,980 |
| Available-for-sale securities (fair market value) | $3,518,000 | 6,495 |
| Total debt securities | $5,802,000 | 6,548 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $5,960,000 | 6,606 |
| U.S. Government securities | $3,543,000 | 6,570 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,543,000 | 6,475 |
| Securities issued by states & political subdivisions | $2,417,000 | 4,168 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,633,000 | 4,855 |
| Mortgage-backed securities | $479,000 | 5,767 |
| Certificates of participation in pools of residential mortgages | $467,000 | 5,388 |
| Issued or guaranteed by U.S. | $467,000 | 5,371 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $12,000 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,346 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,417,000 | 2,034 |
| Available-for-sale securities (fair market value) | $3,543,000 | 6,539 |
| Total debt securities | $5,960,000 | 6,564 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $5,993,000 | 6,612 |
| U.S. Government securities | $3,564,000 | 6,582 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,564,000 | 6,496 |
| Securities issued by states & political subdivisions | $2,429,000 | 4,137 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,650,000 | 4,867 |
| Mortgage-backed securities | $499,000 | 5,815 |
| Certificates of participation in pools of residential mortgages | $487,000 | 5,439 |
| Issued or guaranteed by U.S. | $487,000 | 5,421 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $12,000 | 3,714 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,337 |
| 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) | $2,429,000 | 2,040 |
| Available-for-sale securities (fair market value) | $3,564,000 | 6,559 |
| Total debt securities | $5,993,000 | 6,563 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $5,973,000 | 6,666 |
| U.S. Government securities | $3,531,000 | 6,692 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,531,000 | 6,604 |
| Securities issued by states & political subdivisions | $2,442,000 | 4,046 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,617,000 | 4,953 |
| Mortgage-backed securities | $518,000 | 5,853 |
| Certificates of participation in pools of residential mortgages | $505,000 | 5,485 |
| Issued or guaranteed by U.S. | $505,000 | 5,469 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,331 |
| 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) | $2,442,000 | 2,064 |
| Available-for-sale securities (fair market value) | $3,531,000 | 6,609 |
| Total debt securities | $5,973,000 | 6,627 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $6,312,000 | 6,646 |
| U.S. Government securities | $3,577,000 | 6,806 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,577,000 | 6,711 |
| Securities issued by states & political subdivisions | $2,735,000 | 3,874 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,647,000 | 4,642 |
| Mortgage-backed securities | $531,000 | 5,849 |
| Certificates of participation in pools of residential mortgages | $518,000 | 5,479 |
| Issued or guaranteed by U.S. | $518,000 | 5,463 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $13,000 | 3,690 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,329 |
| 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) | $2,735,000 | 2,003 |
| Available-for-sale securities (fair market value) | $3,577,000 | 6,652 |
| Total debt securities | $6,312,000 | 6,607 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $5,357,000 | 6,847 |
| U.S. Government securities | $2,555,000 | 7,133 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,555,000 | 7,031 |
| Securities issued by states & political subdivisions | $2,802,000 | 3,834 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,725,000 | 4,956 |
| Mortgage-backed securities | $554,000 | 5,817 |
| Certificates of participation in pools of residential mortgages | $540,000 | 5,457 |
| Issued or guaranteed by U.S. | $540,000 | 5,442 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $14,000 | 3,619 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,257 |
| 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) | $2,802,000 | 2,010 |
| Available-for-sale securities (fair market value) | $2,555,000 | 6,872 |
| Total debt securities | $5,357,000 | 6,803 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $6,272,000 | 6,681 |
| U.S. Government securities | $3,074,000 | 7,039 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,074,000 | 6,934 |
| Securities issued by states & political subdivisions | $2,815,000 | 3,865 |
| 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 | $383,000 | 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 | $3,970,000 | 4,863 |
| Mortgage-backed securities | $582,000 | 5,825 |
| Certificates of participation in pools of residential mortgages | $567,000 | 5,459 |
| Issued or guaranteed by U.S. | $567,000 | 5,438 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $15,000 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,287 |
| 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) | $2,815,000 | 2,010 |
| Available-for-sale securities (fair market value) | $3,457,000 | 6,748 |
| Total debt securities | $5,889,000 | 6,721 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $6,593,000 | 6,639 |
| U.S. Government securities | $3,174,000 | 7,011 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,174,000 | 6,906 |
| Securities issued by states & political subdivisions | $2,827,000 | 3,880 |
| 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 | $592,000 | 1,210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,635,000 | 4,944 |
| Mortgage-backed securities | $651,000 | 5,748 |
| Certificates of participation in pools of residential mortgages | $636,000 | 5,361 |
| Issued or guaranteed by U.S. | $636,000 | 5,334 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,277 |
| 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) | $2,827,000 | 2,037 |
| Available-for-sale securities (fair market value) | $3,766,000 | 6,702 |
| Total debt securities | $6,001,000 | 6,691 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $8,387,000 | 6,353 |
| U.S. Government securities | $4,678,000 | 6,692 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,678,000 | 6,585 |
| Securities issued by states & political subdivisions | $2,913,000 | 3,834 |
| 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 | $796,000 | 1,075 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,124,000 | 4,469 |
| Mortgage-backed securities | $669,000 | 5,585 |
| Certificates of participation in pools of residential mortgages | $654,000 | 5,180 |
| Issued or guaranteed by U.S. | $654,000 | 5,158 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,000 | 3,570 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,234 |
| 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) | $2,913,000 | 2,082 |
| Available-for-sale securities (fair market value) | $5,474,000 | 6,349 |
| Total debt securities | $7,591,000 | 6,466 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $7,859,000 | 6,520 |
| U.S. Government securities | $4,692,000 | 6,768 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,692,000 | 6,656 |
| Securities issued by states & political subdivisions | $1,789,000 | 4,386 |
| 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 | $1,378,000 | 867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,031,000 | 4,523 |
| Mortgage-backed securities | $702,000 | 5,488 |
| Certificates of participation in pools of residential mortgages | $686,000 | 5,053 |
| Issued or guaranteed by U.S. | $686,000 | 5,036 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $16,000 | 3,539 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,195 |
| 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) | $1,789,000 | 2,421 |
| Available-for-sale securities (fair market value) | $6,070,000 | 6,269 |
| Total debt securities | $6,481,000 | 6,766 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $7,922,000 | 6,516 |
| U.S. Government securities | $4,703,000 | 6,809 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,703,000 | 6,688 |
| Securities issued by states & political subdivisions | $1,801,000 | 4,376 |
| 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 | $1,418,000 | 871 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,910,000 | 4,596 |
| Mortgage-backed securities | $753,000 | 5,457 |
| Certificates of participation in pools of residential mortgages | $737,000 | 5,020 |
| Issued or guaranteed by U.S. | $737,000 | 5,004 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $16,000 | 3,522 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,184 |
| 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) | $1,801,000 | 2,436 |
| Available-for-sale securities (fair market value) | $6,121,000 | 6,279 |
| Total debt securities | $6,504,000 | 6,795 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $7,963,000 | 6,549 |
| U.S. Government securities | $4,759,000 | 6,838 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,759,000 | 6,703 |
| Securities issued by states & political subdivisions | $1,813,000 | 4,386 |
| 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 | $1,391,000 | 894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,921,000 | 4,614 |
| Mortgage-backed securities | $798,000 | 5,440 |
| Certificates of participation in pools of residential mortgages | $780,000 | 5,004 |
| Issued or guaranteed by U.S. | $780,000 | 4,985 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $18,000 | 3,507 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,190 |
| 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) | $1,813,000 | 2,483 |
| Available-for-sale securities (fair market value) | $6,150,000 | 6,289 |
| Total debt securities | $6,572,000 | 6,825 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $8,193,000 | 6,543 |
| U.S. Government securities | $4,782,000 | 6,871 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,782,000 | 6,747 |
| Securities issued by states & political subdivisions | $1,825,000 | 4,384 |
| 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 | $1,586,000 | 873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,909,000 | 4,618 |
| Mortgage-backed securities | $831,000 | 5,418 |
| Certificates of participation in pools of residential mortgages | $812,000 | 4,975 |
| Issued or guaranteed by U.S. | $812,000 | 4,958 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $19,000 | 3,522 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,203 |
| 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) | $1,825,000 | 2,532 |
| Available-for-sale securities (fair market value) | $6,368,000 | 6,266 |
| Total debt securities | $6,607,000 | 6,845 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $10,518,000 | 6,095 |
| U.S. Government securities | $7,063,000 | 6,244 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,063,000 | 6,121 |
| Securities issued by states & political subdivisions | $1,906,000 | 4,365 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,549,000 | 897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,552,000 | 4,738 |
| Mortgage-backed securities | $876,000 | 5,387 |
| Certificates of participation in pools of residential mortgages | $856,000 | 4,936 |
| Issued or guaranteed by U.S. | $856,000 | 4,913 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $20,000 | 3,513 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,194 |
| 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) | $1,906,000 | 2,560 |
| Available-for-sale securities (fair market value) | $8,612,000 | 5,815 |
| Total debt securities | $8,969,000 | 6,380 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $9,056,000 | 6,444 |
| U.S. Government securities | $5,806,000 | 6,643 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,806,000 | 6,502 |
| Securities issued by states & political subdivisions | $1,918,000 | 4,354 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,332,000 | 936 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,269,000 | 5,239 |
| Mortgage-backed securities | $930,000 | 5,373 |
| Certificates of participation in pools of residential mortgages | $910,000 | 4,935 |
| Issued or guaranteed by U.S. | $910,000 | 4,914 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $20,000 | 3,524 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,191 |
| 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) | $1,918,000 | 2,582 |
| Available-for-sale securities (fair market value) | $7,138,000 | 6,147 |
| Total debt securities | $7,724,000 | 6,669 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,293 |
| Fair value | $986,000 | 2,181 |
| 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 | $10,302,000 | 6,211 |
| U.S. Government securities | $6,874,000 | 6,382 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,874,000 | 6,241 |
| Securities issued by states & political subdivisions | $1,969,000 | 4,355 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,459,000 | 932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,359,000 | 6,176 |
| Mortgage-backed securities | $987,000 | 5,375 |
| Certificates of participation in pools of residential mortgages | $965,000 | 4,920 |
| Issued or guaranteed by U.S. | $965,000 | 4,901 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $22,000 | 3,525 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,185 |
| 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) | $1,969,000 | 2,614 |
| Available-for-sale securities (fair market value) | $8,333,000 | 5,943 |
| Total debt securities | $8,843,000 | 6,485 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,311 |
| Fair value | $987,000 | 2,189 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $10,455,000 | 6,226 |
| U.S. Government securities | $6,951,000 | 6,359 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,951,000 | 6,223 |
| Securities issued by states & political subdivisions | $1,981,000 | 4,377 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,523,000 | 940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,000 | 6,736 |
| Mortgage-backed securities | $1,050,000 | 5,382 |
| Certificates of participation in pools of residential mortgages | $1,027,000 | 4,900 |
| Issued or guaranteed by U.S. | $1,027,000 | 4,882 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $23,000 | 3,547 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,204 |
| 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) | $1,981,000 | 2,661 |
| Available-for-sale securities (fair market value) | $8,474,000 | 5,927 |
| Total debt securities | $8,932,000 | 6,501 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,309 |
| Fair value | $986,000 | 2,216 |
| 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 | $9,385,000 | 6,471 |
| U.S. Government securities | $6,556,000 | 6,474 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,556,000 | 6,347 |
| Securities issued by states & political subdivisions | $1,498,000 | 4,702 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,331,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,000 | 6,906 |
| Mortgage-backed securities | $1,149,000 | 5,351 |
| Certificates of participation in pools of residential mortgages | $1,123,000 | 4,866 |
| Issued or guaranteed by U.S. | $1,123,000 | 4,849 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $26,000 | 3,553 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,214 |
| 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) | $1,498,000 | 2,879 |
| Available-for-sale securities (fair market value) | $7,887,000 | 6,072 |
| Total debt securities | $8,054,000 | 6,702 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,851 |
| Fair value | $1,488,000 | 1,817 |
| 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 | $9,686,000 | 6,439 |
| U.S. Government securities | $6,665,000 | 6,501 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,665,000 | 6,364 |
| Securities issued by states & political subdivisions | $1,498,000 | 4,680 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,523,000 | 949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,000 | 6,916 |
| Mortgage-backed securities | $1,250,000 | 5,360 |
| Certificates of participation in pools of residential mortgages | $1,221,000 | 4,870 |
| Issued or guaranteed by U.S. | $1,221,000 | 4,850 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $29,000 | 3,565 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,233 |
| 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) | $1,498,000 | 2,931 |
| Available-for-sale securities (fair market value) | $8,188,000 | 6,041 |
| Total debt securities | $8,163,000 | 6,730 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,841 |
| Fair value | $1,491,000 | 1,813 |
| 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 | $9,696,000 | 6,501 |
| U.S. Government securities | $6,698,000 | 6,555 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,698,000 | 6,410 |
| Securities issued by states & political subdivisions | $1,505,000 | 4,691 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,493,000 | 1,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,000 | 6,964 |
| Mortgage-backed securities | $1,337,000 | 5,372 |
| Certificates of participation in pools of residential mortgages | $1,305,000 | 4,872 |
| Issued or guaranteed by U.S. | $1,305,000 | 4,859 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $32,000 | 3,602 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,276 |
| 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) | $1,505,000 | 2,954 |
| Available-for-sale securities (fair market value) | $8,191,000 | 6,081 |
| Total debt securities | $8,203,000 | 6,775 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,822 |
| Fair value | $1,483,000 | 1,780 |
| 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 | $8,161,000 | 6,845 |
| U.S. Government securities | $5,902,000 | 6,818 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,902,000 | 6,663 |
| Securities issued by states & political subdivisions | $545,000 | 5,590 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,714,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,000 | 6,964 |
| Mortgage-backed securities | $1,449,000 | 5,366 |
| Certificates of participation in pools of residential mortgages | $1,415,000 | 4,836 |
| Issued or guaranteed by U.S. | $1,415,000 | 4,822 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $34,000 | 3,631 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,301 |
| 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) | $545,000 | 3,546 |
| Available-for-sale securities (fair market value) | $7,616,000 | 6,200 |
| Total debt securities | $6,447,000 | 7,202 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,794 |
| Fair value | $1,497,000 | 1,737 |
| 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 | $8,284,000 | 6,872 |
| U.S. Government securities | $6,098,000 | 6,775 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,098,000 | 6,618 |
| Securities issued by states & political subdivisions | $622,000 | 5,540 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,564,000 | 1,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,000 | 7,088 |
| Mortgage-backed securities | $1,562,000 | 5,313 |
| Certificates of participation in pools of residential mortgages | $1,526,000 | 4,796 |
| Issued or guaranteed by U.S. | $1,526,000 | 4,785 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $36,000 | 3,649 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,320 |
| 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) | $622,000 | 3,562 |
| Available-for-sale securities (fair market value) | $7,662,000 | 6,234 |
| Total debt securities | $6,720,000 | 7,181 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,792 |
| Fair value | $1,505,000 | 1,723 |
| 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 | $9,345,000 | 6,721 |
| U.S. Government securities | $7,247,000 | 6,501 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,247,000 | 6,334 |
| Securities issued by states & political subdivisions | $622,000 | 5,564 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,476,000 | 1,087 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,000 | 7,128 |
| Mortgage-backed securities | $1,829,000 | 5,228 |
| Certificates of participation in pools of residential mortgages | $1,789,000 | 4,691 |
| Issued or guaranteed by U.S. | $1,789,000 | 4,677 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $40,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,385 |
| 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) | $622,000 | 3,585 |
| Available-for-sale securities (fair market value) | $8,723,000 | 6,099 |
| Total debt securities | $7,869,000 | 6,993 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,770 |
| Fair value | $1,486,000 | 1,722 |
| 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 | $7,654,000 | 7,083 |
| U.S. Government securities | $5,631,000 | 6,977 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,631,000 | 6,810 |
| Securities issued by states & political subdivisions | $629,000 | 5,556 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,394,000 | 1,171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $2,093,000 | 5,133 |
| Certificates of participation in pools of residential mortgages | $2,049,000 | 4,578 |
| Issued or guaranteed by U.S. | $2,049,000 | 4,559 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $44,000 | 3,769 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,432 |
| 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) | $629,000 | 3,636 |
| Available-for-sale securities (fair market value) | $7,025,000 | 6,445 |
| Total debt securities | $6,260,000 | 7,366 |
| Structured notes | ||
| Amortized cost | $3,498,000 | 960 |
| Fair value | $3,538,000 | 945 |
| 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 | $10,112,000 | 6,580 |
| U.S. Government securities | $8,056,000 | 6,291 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,056,000 | 6,120 |
| Securities issued by states & political subdivisions | $699,000 | 5,537 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,357,000 | 1,174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $2,287,000 | 5,026 |
| Certificates of participation in pools of residential mortgages | $2,239,000 | 4,464 |
| Issued or guaranteed by U.S. | $2,239,000 | 4,443 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $48,000 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 3,626 |
| 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) | $699,000 | 3,621 |
| Available-for-sale securities (fair market value) | $9,413,000 | 5,999 |
| Total debt securities | $8,755,000 | 6,805 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $9,610,000 | 6,630 |
| U.S. Government securities | $6,787,000 | 6,545 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,787,000 | 6,359 |
| Securities issued by states & political subdivisions | $706,000 | 5,569 |
| Other domestic debt securities | $862,000 | 2,820 |
| Privately issued residential mortgage-backed securities | $862,000 | 687 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,255,000 | 1,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,000 | 6,920 |
| Mortgage-backed securities | $2,611,000 | 4,899 |
| Certificates of participation in pools of residential mortgages | $2,554,000 | 4,305 |
| Issued or guaranteed by U.S. | $1,692,000 | 4,780 |
| Privately issued | $862,000 | 134 |
| Collaterized mortgage obligations | $57,000 | 3,893 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,697 |
| 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) | $706,000 | 3,659 |
| Available-for-sale securities (fair market value) | $8,904,000 | 6,018 |
| Total debt securities | $8,355,000 | 6,832 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $1,011,000 | 1,407 |
| 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 | $10,527,000 | 6,359 |
| U.S. Government securities | $8,635,000 | 5,926 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,635,000 | 5,739 |
| Securities issued by states & political subdivisions | $706,000 | 5,547 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,186,000 | 1,283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $504,000 | 6,932 |
| Mortgage-backed securities | $3,064,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $2,996,000 | 4,153 |
| Issued or guaranteed by U.S. | $2,996,000 | 4,140 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $68,000 | 4,051 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,857 |
| 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) | $706,000 | 3,685 |
| Available-for-sale securities (fair market value) | $9,821,000 | 5,770 |
| Total debt securities | $9,341,000 | 6,548 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,013,000 | 1,237 |
| 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 | $11,490,000 | 6,204 |
| U.S. Government securities | $9,559,000 | 5,685 |
| U.S. Treasury securities | $251,000 | 2,169 |
| U.S. Government agency obligations | $9,308,000 | 5,577 |
| Securities issued by states & political subdivisions | $691,000 | 5,543 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,240,000 | 1,262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,038,000 | 5,836 |
| Mortgage-backed securities | $3,517,000 | 4,675 |
| Certificates of participation in pools of residential mortgages | $3,431,000 | 3,986 |
| Issued or guaranteed by U.S. | $3,431,000 | 3,971 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $86,000 | 4,096 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,911 |
| 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) | $691,000 | 3,761 |
| Available-for-sale securities (fair market value) | $10,799,000 | 5,562 |
| Total debt securities | $10,250,000 | 6,350 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,011,000 | 984 |
| 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 | $10,668,000 | 6,369 |
| U.S. Government securities | $8,549,000 | 6,005 |
| U.S. Treasury securities | $254,000 | 2,290 |
| U.S. Government agency obligations | $8,295,000 | 5,877 |
| Securities issued by states & political subdivisions | $691,000 | 5,541 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,428,000 | 1,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,595,000 | 5,558 |
| Mortgage-backed securities | $4,011,000 | 4,471 |
| Certificates of participation in pools of residential mortgages | $3,872,000 | 3,782 |
| Issued or guaranteed by U.S. | $3,872,000 | 3,769 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $139,000 | 4,050 |
| CMOs issued by government agencies or sponsored agencies | $139,000 | 3,873 |
| 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) | $691,000 | 3,845 |
| Available-for-sale securities (fair market value) | $9,977,000 | 5,724 |
| Total debt securities | $9,240,000 | 6,603 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,011,000 | 854 |
| 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 | $16,059,000 | 5,194 |
| U.S. Government securities | $14,368,000 | 4,489 |
| U.S. Treasury securities | $765,000 | 2,216 |
| U.S. Government agency obligations | $13,603,000 | 4,430 |
| Securities issued by states & political subdivisions | $163,000 | 6,620 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,528,000 | 1,135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,726,000 | 5,509 |
| Mortgage-backed securities | $7,275,000 | 3,380 |
| Certificates of participation in pools of residential mortgages | $5,883,000 | 2,911 |
| Issued or guaranteed by U.S. | $5,883,000 | 2,894 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,392,000 | 3,034 |
| CMOs issued by government agencies or sponsored agencies | $1,392,000 | 2,871 |
| 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) | $163,000 | 4,718 |
| Available-for-sale securities (fair market value) | $15,896,000 | 4,459 |
| Total debt securities | $14,531,000 | 5,375 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $5,150,000 | 8,308 |
| U.S. Government securities | $4,620,000 | 7,919 |
| U.S. Treasury securities | $1,604,000 | 2,153 |
| U.S. Government agency obligations | $3,016,000 | 8,267 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $530,000 | 3,713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,797,000 | 5,807 |
| Mortgage-backed securities | $274,000 | 6,474 |
| Certificates of participation in pools of residential mortgages | $274,000 | 5,883 |
| Issued or guaranteed by U.S. | $274,000 | 5,862 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $5,150,000 | 7,189 |
| Total debt securities | $4,620,000 | 8,370 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,556,000 | 8,140 |
| U.S. Government securities | $6,035,000 | 7,595 |
| U.S. Treasury securities | $2,947,000 | 2,276 |
| U.S. Government agency obligations | $3,088,000 | 8,420 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $521,000 | 3,645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,083,000 | 7,078 |
| Mortgage-backed securities | $405,000 | 6,604 |
| Certificates of participation in pools of residential mortgages | $405,000 | 5,919 |
| Issued or guaranteed by U.S. | $405,000 | 5,906 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,556,000 | 6,911 |
| Total debt securities | $6,035,000 | 8,213 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $6,738,000 | 8,117 |
| U.S. Government securities | $6,157,000 | 7,500 |
| U.S. Treasury securities | $4,089,000 | 2,553 |
| U.S. Government agency obligations | $2,068,000 | 8,696 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $21,000 | 3,803 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,516 |
| 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 | $560,000 | 3,346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,779,000 | 4,405 |
| Mortgage-backed securities | $621,000 | 6,525 |
| Certificates of participation in pools of residential mortgages | $600,000 | 5,814 |
| Issued or guaranteed by U.S. | $600,000 | 5,799 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $21,000 | 4,744 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $21,000 | 1,306 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $6,738,000 | 6,757 |
| Total debt securities | $6,178,000 | 8,202 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $6,898,000 | 8,486 |
| U.S. Government securities | $6,263,000 | 7,978 |
| U.S. Treasury securities | $4,234,000 | 3,535 |
| U.S. Government agency obligations | $2,029,000 | 9,001 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $101,000 | 3,234 |
| Privately issued residential mortgage-backed securities | $101,000 | 1,239 |
| 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 | $534,000 | 3,478 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,010,000 | 4,506 |
| Mortgage-backed securities | $1,127,000 | 6,187 |
| Certificates of participation in pools of residential mortgages | $827,000 | 5,627 |
| Issued or guaranteed by U.S. | $827,000 | 5,609 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $300,000 | 4,305 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 4,378 |
| Privately issued | $101,000 | 1,019 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $6,898,000 | 6,747 |
| Total debt securities | $6,364,000 | 8,558 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $8,265,000 | 8,512 |
| U.S. Government securities | $7,683,000 | 7,982 |
| U.S. Treasury securities | $5,030,000 | 3,740 |
| U.S. Government agency obligations | $2,653,000 | 9,043 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $157,000 | 3,545 |
| Privately issued residential mortgage-backed securities | $157,000 | 1,402 |
| 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 | $425,000 | 3,844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,561,000 | 4,336 |
| Mortgage-backed securities | $2,160,000 | 5,760 |
| Certificates of participation in pools of residential mortgages | $1,753,000 | 4,938 |
| Issued or guaranteed by U.S. | $1,753,000 | 4,920 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $407,000 | 4,631 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 4,701 |
| Privately issued | $157,000 | 1,149 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $8,265,000 | 6,538 |
| Total debt securities | $7,840,000 | 8,571 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $7,606,000 | 9,152 |
| U.S. Government securities | $6,942,000 | 8,659 |
| U.S. Treasury securities | $5,061,000 | 4,524 |
| U.S. Government agency obligations | $1,881,000 | 9,857 |
| Securities issued by states & political subdivisions | $414,000 | 7,561 |
| Other domestic debt securities | $227,000 | 3,912 |
| Privately issued residential mortgage-backed securities | $227,000 | 1,538 |
| 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 | $23,000 | 7,744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,297,000 | 4,532 |
| Mortgage-backed securities | $1,484,000 | 6,753 |
| Certificates of participation in pools of residential mortgages | $1,092,000 | 5,941 |
| Issued or guaranteed by U.S. | $1,092,000 | 5,907 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $392,000 | 5,103 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 5,308 |
| Privately issued | $227,000 | 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) | $6,261,000 | 4,492 |
| Available-for-sale securities (fair market value) | $1,345,000 | 9,763 |
| Total debt securities | $7,583,000 | 9,044 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $7,676,000 | 9,665 |
| U.S. Government securities | $6,935,000 | 9,167 |
| U.S. Treasury securities | $4,903,000 | 5,618 |
| U.S. Government agency obligations | $2,032,000 | 9,886 |
| Securities issued by states & political subdivisions | $469,000 | 7,787 |
| Other domestic debt securities | $248,000 | 4,400 |
| Privately issued residential mortgage-backed securities | $248,000 | 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 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,745 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,188,000 | 4,174 |
| Mortgage-backed securities | $1,552,000 | 7,086 |
| Certificates of participation in pools of residential mortgages | $1,025,000 | 6,381 |
| Issued or guaranteed by U.S. | $1,025,000 | 6,355 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $527,000 | 5,174 |
| CMOs issued by government agencies or sponsored agencies | $279,000 | 5,446 |
| Privately issued | $248,000 | 1,423 |
| 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) | $6,495,000 | 7,171 |
| Available-for-sale securities (fair market value) | $1,181,000 | 9,509 |
| Total debt securities | $7,652,000 | 9,569 |
| 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 | $7,257,000 | 10,194 |
| U.S. Government securities | $6,536,000 | 9,667 |
| U.S. Treasury securities | $4,688,000 | 5,933 |
| U.S. Government agency obligations | $1,848,000 | 10,411 |
| Securities issued by states & political subdivisions | $544,000 | 7,763 |
| Other domestic debt securities | $159,000 | 5,515 |
| Privately issued residential mortgage-backed securities | $159,000 | 2,488 |
| 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 | $18,000 | 7,869 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,537,000 | 5,555 |
| Mortgage-backed securities | $1,316,000 | 8,015 |
| Certificates of participation in pools of residential mortgages | $694,000 | 7,635 |
| Issued or guaranteed by U.S. | $694,000 | 7,586 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $622,000 | 5,475 |
| CMOs issued by government agencies or sponsored agencies | $463,000 | 5,584 |
| Privately issued | $159,000 | 2,088 |
| 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 | $7,239,000 | 10,069 |
| 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 | $6,929,000 | 10,571 |
| U.S. Government securities | $6,338,000 | 9,954 |
| U.S. Treasury securities | $3,185,000 | 7,313 |
| U.S. Government agency obligations | $3,153,000 | 9,396 |
| Securities issued by states & political subdivisions | $249,000 | 8,574 |
| Other domestic debt securities | $324,000 | 5,650 |
| Privately issued residential mortgage-backed securities | $324,000 | 2,713 |
| 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 | $18,000 | 7,716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,452,000 | 5,581 |
| Mortgage-backed securities | $1,766,000 | 7,931 |
| Certificates of participation in pools of residential mortgages | $592,000 | 8,358 |
| Issued or guaranteed by U.S. | $592,000 | 8,295 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,174,000 | 4,799 |
| CMOs issued by government agencies or sponsored agencies | $850,000 | 4,926 |
| Privately issued | $324,000 | 2,302 |
| 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 | $6,911,000 | 10,452 |
| 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 |