Home > The Elberfeld State Bank > Securities
The Elberfeld State Bank, Securities
| 2020-12-31 | Rank | |
| Total securities | $14,877,000 | 3,711 |
| U.S. Government securities | $5,390,000 | 3,745 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,390,000 | 3,600 |
| Securities issued by states & political subdivisions | $6,893,000 | 2,940 |
| Other domestic debt securities | $2,594,000 | 1,344 |
| Privately issued residential mortgage-backed securities | $2,594,000 | 318 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $7,578,000 | 2,882 |
| Certificates of participation in pools of residential mortgages | $1,163,000 | 3,467 |
| Issued or guaranteed by U.S. | $1,163,000 | 3,383 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,225,000 | 1,383 |
| CMOs issued by government agencies or sponsored agencies | $3,631,000 | 1,673 |
| Privately issued | $2,594,000 | 205 |
| Commercial mortgage-backed securities | $190,000 | 1,900 |
| Commercial mortgage pass-through securities | $190,000 | 1,426 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $6,893,000 | 779 |
| Available-for-sale securities (fair market value) | $7,984,000 | 3,940 |
| Total debt securities | $14,877,000 | 3,690 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $16,627,000 | 3,552 |
| U.S. Government securities | $9,309,000 | 3,330 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $9,309,000 | 3,180 |
| Securities issued by states & political subdivisions | $7,318,000 | 2,802 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,155,000 | 3,638 |
| Mortgage-backed securities | $8,902,000 | 2,731 |
| Certificates of participation in pools of residential mortgages | $1,278,000 | 3,424 |
| Issued or guaranteed by U.S. | $1,278,000 | 3,331 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,440,000 | 1,633 |
| CMOs issued by government agencies or sponsored agencies | $4,440,000 | 1,594 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,184,000 | 1,214 |
| Commercial mortgage pass-through securities | $198,000 | 1,414 |
| Other commercial mortgage-backed securities | $2,986,000 | 819 |
| Held to maturity securities (book value) | $7,318,000 | 766 |
| Available-for-sale securities (fair market value) | $9,309,000 | 3,817 |
| Total debt securities | $16,628,000 | 3,530 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $18,799,000 | 3,385 |
| U.S. Government securities | $10,762,000 | 3,177 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $10,762,000 | 3,032 |
| Securities issued by states & political subdivisions | $8,037,000 | 2,643 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,431,000 | 3,619 |
| Mortgage-backed securities | $10,263,000 | 2,607 |
| Certificates of participation in pools of residential mortgages | $1,399,000 | 3,396 |
| Issued or guaranteed by U.S. | $1,399,000 | 3,303 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,320,000 | 1,561 |
| CMOs issued by government agencies or sponsored agencies | $5,320,000 | 1,522 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,544,000 | 1,156 |
| Commercial mortgage pass-through securities | $210,000 | 1,407 |
| Other commercial mortgage-backed securities | $3,334,000 | 758 |
| Held to maturity securities (book value) | $8,037,000 | 740 |
| Available-for-sale securities (fair market value) | $10,762,000 | 3,704 |
| Total debt securities | $18,797,000 | 3,362 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $19,882,000 | 3,317 |
| U.S. Government securities | $11,657,000 | 3,147 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $11,657,000 | 3,005 |
| Securities issued by states & political subdivisions | $8,225,000 | 2,525 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,608,000 | 3,595 |
| Mortgage-backed securities | $11,169,000 | 2,555 |
| Certificates of participation in pools of residential mortgages | $1,539,000 | 3,369 |
| Issued or guaranteed by U.S. | $1,539,000 | 3,263 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,801,000 | 1,532 |
| CMOs issued by government agencies or sponsored agencies | $5,801,000 | 1,490 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,829,000 | 1,099 |
| Commercial mortgage pass-through securities | $216,000 | 1,372 |
| Other commercial mortgage-backed securities | $3,613,000 | 724 |
| Held to maturity securities (book value) | $8,225,000 | 746 |
| Available-for-sale securities (fair market value) | $11,657,000 | 3,636 |
| Total debt securities | $19,888,000 | 3,291 |
| 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 | $19,066,000 | 3,420 |
| U.S. Government securities | $11,086,000 | 3,278 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $11,086,000 | 3,122 |
| Securities issued by states & political subdivisions | $7,980,000 | 2,553 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,769,000 | 3,636 |
| Mortgage-backed securities | $10,280,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $1,193,000 | 3,456 |
| Issued or guaranteed by U.S. | $1,193,000 | 3,360 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $5,588,000 | 1,538 |
| CMOs issued by government agencies or sponsored agencies | $5,588,000 | 1,499 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,499,000 | 1,120 |
| Commercial mortgage pass-through securities | $231,000 | 1,359 |
| Other commercial mortgage-backed securities | $3,268,000 | 709 |
| Held to maturity securities (book value) | $7,980,000 | 793 |
| Available-for-sale securities (fair market value) | $11,086,000 | 3,728 |
| Total debt securities | $19,065,000 | 3,397 |
| 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 | $19,867,000 | 3,414 |
| U.S. Government securities | $10,824,000 | 3,354 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $10,824,000 | 3,199 |
| Securities issued by states & political subdivisions | $9,043,000 | 2,411 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $10,014,000 | 2,597 |
| Certificates of participation in pools of residential mortgages | $1,292,000 | 3,442 |
| Issued or guaranteed by U.S. | $1,292,000 | 3,350 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $5,579,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $5,579,000 | 1,507 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,143,000 | 1,142 |
| Commercial mortgage pass-through securities | $244,000 | 1,352 |
| Other commercial mortgage-backed securities | $2,899,000 | 722 |
| Held to maturity securities (book value) | $9,043,000 | 791 |
| Available-for-sale securities (fair market value) | $10,824,000 | 3,812 |
| Total debt securities | $19,866,000 | 3,391 |
| 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 | $19,318,000 | 3,510 |
| U.S. Government securities | $9,188,000 | 3,596 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,188,000 | 3,438 |
| Securities issued by states & political subdivisions | $10,130,000 | 2,341 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $8,228,000 | 2,769 |
| Certificates of participation in pools of residential mortgages | $1,411,000 | 3,405 |
| Issued or guaranteed by U.S. | $1,411,000 | 3,325 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,814,000 | 1,749 |
| CMOs issued by government agencies or sponsored agencies | $3,814,000 | 1,703 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,003,000 | 1,148 |
| Commercial mortgage pass-through securities | $270,000 | 1,334 |
| Other commercial mortgage-backed securities | $2,733,000 | 711 |
| Held to maturity securities (book value) | $10,130,000 | 780 |
| Available-for-sale securities (fair market value) | $9,188,000 | 3,999 |
| Total debt securities | $19,317,000 | 3,491 |
| 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 | $18,819,000 | 3,594 |
| U.S. Government securities | $8,099,000 | 3,775 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,099,000 | 3,609 |
| Securities issued by states & political subdivisions | $10,720,000 | 2,354 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $7,153,000 | 2,894 |
| Certificates of participation in pools of residential mortgages | $1,538,000 | 3,388 |
| Issued or guaranteed by U.S. | $1,538,000 | 3,307 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,734,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $3,734,000 | 1,724 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,881,000 | 1,264 |
| Commercial mortgage pass-through securities | $282,000 | 1,312 |
| Other commercial mortgage-backed securities | $1,599,000 | 775 |
| Held to maturity securities (book value) | $10,720,000 | 781 |
| Available-for-sale securities (fair market value) | $8,099,000 | 4,150 |
| Total debt securities | $18,820,000 | 3,572 |
| 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 | $20,349,000 | 3,520 |
| U.S. Government securities | $8,268,000 | 3,788 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $8,268,000 | 3,617 |
| Securities issued by states & political subdivisions | $12,081,000 | 2,268 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $7,222,000 | 2,882 |
| Certificates of participation in pools of residential mortgages | $1,668,000 | 3,369 |
| Issued or guaranteed by U.S. | $1,668,000 | 3,298 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,568,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $3,568,000 | 1,755 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,986,000 | 1,205 |
| Commercial mortgage pass-through securities | $304,000 | 1,291 |
| Other commercial mortgage-backed securities | $1,682,000 | 739 |
| Held to maturity securities (book value) | $12,081,000 | 775 |
| Available-for-sale securities (fair market value) | $8,268,000 | 4,183 |
| Total debt securities | $20,347,000 | 3,498 |
| 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 | $21,200,000 | 3,502 |
| U.S. Government securities | $8,247,000 | 3,836 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $8,247,000 | 3,678 |
| Securities issued by states & political subdivisions | $12,953,000 | 2,216 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $7,215,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $1,790,000 | 3,383 |
| Issued or guaranteed by U.S. | $1,790,000 | 3,354 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,515,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $3,515,000 | 1,735 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,910,000 | 1,206 |
| Commercial mortgage pass-through securities | $316,000 | 1,269 |
| Other commercial mortgage-backed securities | $1,594,000 | 743 |
| Held to maturity securities (book value) | $12,953,000 | 764 |
| Available-for-sale securities (fair market value) | $8,247,000 | 4,232 |
| Total debt securities | $21,199,000 | 3,482 |
| 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 | $22,645,000 | 3,462 |
| U.S. Government securities | $7,228,000 | 3,960 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $7,228,000 | 3,801 |
| Securities issued by states & political subdivisions | $13,749,000 | 2,178 |
| Other domestic debt securities | $1,668,000 | 1,440 |
| Privately issued residential mortgage-backed securities | $1,668,000 | 425 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $7,659,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $2,025,000 | 3,373 |
| Issued or guaranteed by U.S. | $357,000 | 3,858 |
| Privately issued | $1,668,000 | 224 |
| Collaterized mortgage obligations | $3,984,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $3,984,000 | 1,669 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,650,000 | 1,230 |
| Commercial mortgage pass-through securities | $344,000 | 1,226 |
| Other commercial mortgage-backed securities | $1,306,000 | 772 |
| Held to maturity securities (book value) | $13,749,000 | 753 |
| Available-for-sale securities (fair market value) | $8,896,000 | 4,223 |
| Total debt securities | $22,642,000 | 3,441 |
| 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 | $23,327,000 | 3,459 |
| U.S. Government securities | $8,785,000 | 3,852 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $8,785,000 | 3,698 |
| Securities issued by states & political subdivisions | $14,542,000 | 2,150 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $7,396,000 | 2,923 |
| Certificates of participation in pools of residential mortgages | $2,199,000 | 3,371 |
| Issued or guaranteed by U.S. | $2,199,000 | 3,365 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,134,000 | 1,693 |
| CMOs issued by government agencies or sponsored agencies | $4,134,000 | 1,635 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,063,000 | 1,191 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,063,000 | 785 |
| Held to maturity securities (book value) | $14,542,000 | 754 |
| Available-for-sale securities (fair market value) | $8,785,000 | 4,275 |
| Total debt securities | $23,325,000 | 3,437 |
| 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 | $22,937,000 | 3,546 |
| U.S. Government securities | $8,261,000 | 3,944 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,261,000 | 3,799 |
| Securities issued by states & political subdivisions | $14,676,000 | 2,206 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $6,670,000 | 3,045 |
| Certificates of participation in pools of residential mortgages | $2,181,000 | 3,419 |
| Issued or guaranteed by U.S. | $2,181,000 | 3,413 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,345,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $3,345,000 | 1,753 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,144,000 | 1,164 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $1,144,000 | 757 |
| Held to maturity securities (book value) | $14,676,000 | 770 |
| Available-for-sale securities (fair market value) | $8,261,000 | 4,392 |
| Total debt securities | $22,937,000 | 3,519 |
| 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 | $23,499,000 | 3,541 |
| U.S. Government securities | $7,619,000 | 4,064 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,619,000 | 3,926 |
| Securities issued by states & political subdivisions | $15,880,000 | 2,133 |
| 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 | $6,000,000 | 3,185 |
| Certificates of participation in pools of residential mortgages | $2,391,000 | 3,419 |
| Issued or guaranteed by U.S. | $2,391,000 | 3,415 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,429,000 | 1,990 |
| CMOs issued by government agencies or sponsored agencies | $2,429,000 | 1,928 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,180,000 | 1,148 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $1,180,000 | 739 |
| Held to maturity securities (book value) | $15,880,000 | 776 |
| Available-for-sale securities (fair market value) | $7,619,000 | 4,481 |
| Total debt securities | $23,501,000 | 3,515 |
| 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 | $24,101,000 | 3,553 |
| U.S. Government securities | $8,172,000 | 4,046 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $8,172,000 | 3,912 |
| Securities issued by states & political subdivisions | $15,929,000 | 2,149 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $6,525,000 | 3,144 |
| Certificates of participation in pools of residential mortgages | $2,615,000 | 3,398 |
| Issued or guaranteed by U.S. | $2,615,000 | 3,393 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,638,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $2,638,000 | 1,912 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,272,000 | 1,104 |
| Commercial mortgage pass-through securities | $3,000 | 1,015 |
| Other commercial mortgage-backed securities | $1,269,000 | 702 |
| Held to maturity securities (book value) | $15,929,000 | 783 |
| Available-for-sale securities (fair market value) | $8,172,000 | 4,468 |
| Total debt securities | $24,100,000 | 3,526 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $22,468,000 | 3,691 |
| U.S. Government securities | $8,078,000 | 4,102 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $8,078,000 | 3,966 |
| Securities issued by states & political subdivisions | $14,390,000 | 2,315 |
| 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 | $6,419,000 | 3,204 |
| Certificates of participation in pools of residential mortgages | $2,810,000 | 3,402 |
| Issued or guaranteed by U.S. | $2,810,000 | 3,398 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,281,000 | 2,072 |
| CMOs issued by government agencies or sponsored agencies | $2,281,000 | 2,004 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,328,000 | 1,061 |
| Commercial mortgage pass-through securities | $9,000 | 970 |
| Other commercial mortgage-backed securities | $1,319,000 | 686 |
| Held to maturity securities (book value) | $14,390,000 | 838 |
| Available-for-sale securities (fair market value) | $8,078,000 | 4,523 |
| Total debt securities | $22,469,000 | 3,666 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $21,363,000 | 3,774 |
| U.S. Government securities | $7,572,000 | 4,168 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,572,000 | 4,029 |
| Securities issued by states & political subdivisions | $13,791,000 | 2,384 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $5,951,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $2,641,000 | 3,458 |
| Issued or guaranteed by U.S. | $2,641,000 | 3,453 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,872,000 | 2,197 |
| CMOs issued by government agencies or sponsored agencies | $1,872,000 | 2,126 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,438,000 | 1,015 |
| Commercial mortgage pass-through securities | $14,000 | 936 |
| Other commercial mortgage-backed securities | $1,424,000 | 656 |
| Held to maturity securities (book value) | $13,791,000 | 856 |
| Available-for-sale securities (fair market value) | $7,572,000 | 4,582 |
| Total debt securities | $21,364,000 | 3,747 |
| 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 | $18,180,000 | 3,996 |
| U.S. Government securities | $7,926,000 | 4,139 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,926,000 | 4,017 |
| Securities issued by states & political subdivisions | $10,254,000 | 2,768 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $6,268,000 | 3,254 |
| Certificates of participation in pools of residential mortgages | $2,564,000 | 3,519 |
| Issued or guaranteed by U.S. | $2,564,000 | 3,515 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,066,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $2,066,000 | 2,087 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,638,000 | 933 |
| Commercial mortgage pass-through securities | $19,000 | 860 |
| Other commercial mortgage-backed securities | $1,619,000 | 610 |
| Held to maturity securities (book value) | $10,254,000 | 965 |
| Available-for-sale securities (fair market value) | $7,926,000 | 4,575 |
| Total debt securities | $18,177,000 | 3,969 |
| 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 | $17,277,000 | 4,132 |
| U.S. Government securities | $7,847,000 | 4,249 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,847,000 | 4,122 |
| Securities issued by states & political subdivisions | $9,430,000 | 2,867 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $6,203,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $2,207,000 | 3,653 |
| Issued or guaranteed by U.S. | $2,207,000 | 3,648 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,254,000 | 2,121 |
| CMOs issued by government agencies or sponsored agencies | $2,254,000 | 2,049 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,742,000 | 871 |
| Commercial mortgage pass-through securities | $25,000 | 815 |
| Other commercial mortgage-backed securities | $1,717,000 | 596 |
| Held to maturity securities (book value) | $9,430,000 | 1,017 |
| Available-for-sale securities (fair market value) | $7,847,000 | 4,650 |
| Total debt securities | $17,276,000 | 4,112 |
| 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 | $16,751,000 | 4,235 |
| U.S. Government securities | $7,281,000 | 4,447 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,281,000 | 4,332 |
| Securities issued by states & political subdivisions | $9,470,000 | 2,864 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $5,611,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $1,617,000 | 3,881 |
| Issued or guaranteed by U.S. | $1,617,000 | 3,876 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,472,000 | 2,088 |
| CMOs issued by government agencies or sponsored agencies | $2,472,000 | 2,021 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,522,000 | 880 |
| Commercial mortgage pass-through securities | $47,000 | 798 |
| Other commercial mortgage-backed securities | $1,475,000 | 603 |
| Held to maturity securities (book value) | $9,470,000 | 1,051 |
| Available-for-sale securities (fair market value) | $7,281,000 | 4,765 |
| Total debt securities | $16,749,000 | 4,211 |
| 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 | $16,970,000 | 4,261 |
| U.S. Government securities | $7,626,000 | 4,446 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,626,000 | 4,322 |
| Securities issued by states & political subdivisions | $9,344,000 | 2,895 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $5,801,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $1,687,000 | 3,877 |
| Issued or guaranteed by U.S. | $1,687,000 | 3,873 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,531,000 | 2,103 |
| CMOs issued by government agencies or sponsored agencies | $2,531,000 | 2,037 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,583,000 | 830 |
| Commercial mortgage pass-through securities | $55,000 | 770 |
| Other commercial mortgage-backed securities | $1,528,000 | 544 |
| Held to maturity securities (book value) | $9,344,000 | 1,066 |
| Available-for-sale securities (fair market value) | $7,626,000 | 4,792 |
| Total debt securities | $16,969,000 | 4,236 |
| 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 | $17,568,000 | 4,293 |
| U.S. Government securities | $7,726,000 | 4,521 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,726,000 | 4,407 |
| Securities issued by states & political subdivisions | $9,842,000 | 2,849 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $5,892,000 | 3,405 |
| Certificates of participation in pools of residential mortgages | $1,801,000 | 3,904 |
| Issued or guaranteed by U.S. | $1,801,000 | 3,899 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,157,000 | 1,969 |
| CMOs issued by government agencies or sponsored agencies | $3,157,000 | 1,909 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $934,000 | 934 |
| Commercial mortgage pass-through securities | $63,000 | 739 |
| Other commercial mortgage-backed securities | $871,000 | 597 |
| Held to maturity securities (book value) | $9,842,000 | 1,044 |
| Available-for-sale securities (fair market value) | $7,726,000 | 4,848 |
| Total debt securities | $17,567,000 | 4,268 |
| 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 | $18,794,000 | 4,270 |
| U.S. Government securities | $8,440,000 | 4,518 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,440,000 | 4,410 |
| Securities issued by states & political subdivisions | $10,354,000 | 2,806 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $6,397,000 | 3,412 |
| Certificates of participation in pools of residential mortgages | $1,963,000 | 3,935 |
| Issued or guaranteed by U.S. | $1,963,000 | 3,931 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,434,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $3,434,000 | 1,907 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,000,000 | 856 |
| Commercial mortgage pass-through securities | $74,000 | 701 |
| Other commercial mortgage-backed securities | $926,000 | 566 |
| Held to maturity securities (book value) | $10,354,000 | 1,041 |
| Available-for-sale securities (fair market value) | $8,440,000 | 4,858 |
| Total debt securities | $18,793,000 | 4,244 |
| 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 | $17,687,000 | 4,413 |
| U.S. Government securities | $8,405,000 | 4,616 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,405,000 | 4,497 |
| Securities issued by states & political subdivisions | $9,282,000 | 2,931 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $6,327,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $2,075,000 | 3,966 |
| Issued or guaranteed by U.S. | $2,075,000 | 3,961 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,072,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $3,072,000 | 2,018 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,180,000 | 787 |
| Commercial mortgage pass-through securities | $82,000 | 680 |
| Other commercial mortgage-backed securities | $1,098,000 | 511 |
| Held to maturity securities (book value) | $9,282,000 | 1,088 |
| Available-for-sale securities (fair market value) | $8,405,000 | 4,938 |
| Total debt securities | $17,687,000 | 4,392 |
| 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 | $16,084,000 | 4,613 |
| U.S. Government securities | $7,823,000 | 4,750 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,823,000 | 4,632 |
| Securities issued by states & political subdivisions | $8,261,000 | 3,091 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $6,068,000 | 3,582 |
| Certificates of participation in pools of residential mortgages | $2,174,000 | 4,014 |
| Issued or guaranteed by U.S. | $2,174,000 | 4,008 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,308,000 | 2,090 |
| CMOs issued by government agencies or sponsored agencies | $3,308,000 | 2,019 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $586,000 | 892 |
| Commercial mortgage pass-through securities | $100,000 | 685 |
| Other commercial mortgage-backed securities | $486,000 | 566 |
| Held to maturity securities (book value) | $8,261,000 | 1,171 |
| Available-for-sale securities (fair market value) | $7,823,000 | 5,065 |
| Total debt securities | $16,085,000 | 4,593 |
| 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 | $16,280,000 | 4,688 |
| U.S. Government securities | $7,592,000 | 4,900 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,592,000 | 4,790 |
| Securities issued by states & political subdivisions | $8,688,000 | 3,066 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $6,149,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | $2,297,000 | 4,058 |
| Issued or guaranteed by U.S. | $2,297,000 | 4,055 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,420,000 | 2,107 |
| CMOs issued by government agencies or sponsored agencies | $3,420,000 | 2,025 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $432,000 | 923 |
| Commercial mortgage pass-through securities | $111,000 | 675 |
| Other commercial mortgage-backed securities | $321,000 | 551 |
| Held to maturity securities (book value) | $8,688,000 | 1,160 |
| Available-for-sale securities (fair market value) | $7,592,000 | 5,174 |
| Total debt securities | $16,271,000 | 4,670 |
| 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 | $15,928,000 | 4,792 |
| U.S. Government securities | $7,337,000 | 5,008 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,337,000 | 4,908 |
| Securities issued by states & political subdivisions | $8,591,000 | 3,121 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $5,814,000 | 3,770 |
| Certificates of participation in pools of residential mortgages | $2,484,000 | 4,065 |
| Issued or guaranteed by U.S. | $2,484,000 | 4,063 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,796,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $2,796,000 | 2,185 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $534,000 | 855 |
| Commercial mortgage pass-through securities | $121,000 | 671 |
| Other commercial mortgage-backed securities | $413,000 | 534 |
| Held to maturity securities (book value) | $8,591,000 | 1,186 |
| Available-for-sale securities (fair market value) | $7,337,000 | 5,242 |
| Total debt securities | $15,928,000 | 4,770 |
| 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 | $15,942,000 | 4,842 |
| U.S. Government securities | $7,149,000 | 5,076 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,149,000 | 4,981 |
| Securities issued by states & political subdivisions | $8,793,000 | 3,094 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $5,685,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $2,617,000 | 4,056 |
| Issued or guaranteed by U.S. | $2,617,000 | 4,054 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,513,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $2,513,000 | 2,254 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $555,000 | 840 |
| Commercial mortgage pass-through securities | $129,000 | 665 |
| Other commercial mortgage-backed securities | $426,000 | 499 |
| Held to maturity securities (book value) | $8,793,000 | 1,163 |
| Available-for-sale securities (fair market value) | $7,149,000 | 5,310 |
| Total debt securities | $15,941,000 | 4,813 |
| 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 | $13,666,000 | 5,065 |
| U.S. Government securities | $5,930,000 | 5,264 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,930,000 | 5,161 |
| Securities issued by states & political subdivisions | $7,736,000 | 3,260 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $4,686,000 | 4,016 |
| Certificates of participation in pools of residential mortgages | $2,380,000 | 4,148 |
| Issued or guaranteed by U.S. | $2,380,000 | 4,143 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,733,000 | 2,578 |
| CMOs issued by government agencies or sponsored agencies | $1,733,000 | 2,486 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $573,000 | 785 |
| Commercial mortgage pass-through securities | $138,000 | 610 |
| Other commercial mortgage-backed securities | $435,000 | 478 |
| Held to maturity securities (book value) | $7,736,000 | 1,226 |
| Available-for-sale securities (fair market value) | $5,930,000 | 5,496 |
| Total debt securities | $13,665,000 | 5,036 |
| 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 | $13,888,000 | 5,088 |
| U.S. Government securities | $6,276,000 | 5,265 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,276,000 | 5,166 |
| Securities issued by states & political subdivisions | $7,612,000 | 3,291 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $4,972,000 | 4,006 |
| Certificates of participation in pools of residential mortgages | $2,560,000 | 4,119 |
| Issued or guaranteed by U.S. | $2,560,000 | 4,112 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,973,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $1,973,000 | 2,406 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $439,000 | 815 |
| Commercial mortgage pass-through securities | $149,000 | 587 |
| Other commercial mortgage-backed securities | $290,000 | 479 |
| Held to maturity securities (book value) | $7,612,000 | 1,197 |
| Available-for-sale securities (fair market value) | $6,276,000 | 5,517 |
| Total debt securities | $13,887,000 | 5,059 |
| 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 | $15,001,000 | 4,988 |
| U.S. Government securities | $6,651,000 | 5,198 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,651,000 | 5,089 |
| Securities issued by states & political subdivisions | $8,350,000 | 3,160 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $5,475,000 | 3,925 |
| Certificates of participation in pools of residential mortgages | $2,789,000 | 4,053 |
| Issued or guaranteed by U.S. | $2,789,000 | 4,047 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,229,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $2,229,000 | 2,380 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $457,000 | 790 |
| Commercial mortgage pass-through securities | $160,000 | 587 |
| Other commercial mortgage-backed securities | $297,000 | 436 |
| Held to maturity securities (book value) | $8,350,000 | 1,090 |
| Available-for-sale securities (fair market value) | $6,651,000 | 5,502 |
| Total debt securities | $15,001,000 | 4,959 |
| 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 | $14,939,000 | 5,014 |
| U.S. Government securities | $7,214,000 | 5,152 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,214,000 | 5,044 |
| Securities issued by states & political subdivisions | $7,725,000 | 3,233 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $5,952,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $3,147,000 | 3,982 |
| Issued or guaranteed by U.S. | $3,147,000 | 3,977 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,634,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $2,634,000 | 2,324 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $171,000 | 741 |
| Commercial mortgage pass-through securities | $171,000 | 539 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $7,725,000 | 1,077 |
| Available-for-sale securities (fair market value) | $7,214,000 | 5,498 |
| Total debt securities | $14,937,000 | 4,978 |
| 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 | $16,013,000 | 4,856 |
| U.S. Government securities | $7,830,000 | 5,044 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,830,000 | 4,943 |
| Securities issued by states & political subdivisions | $8,183,000 | 3,129 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $6,509,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $3,223,000 | 3,967 |
| Issued or guaranteed by U.S. | $3,223,000 | 3,963 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,096,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $3,096,000 | 2,264 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $190,000 | 626 |
| Commercial mortgage pass-through securities | $190,000 | 469 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $8,183,000 | 1,056 |
| Available-for-sale securities (fair market value) | $7,830,000 | 5,445 |
| Total debt securities | $16,008,000 | 4,822 |
| 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 | $15,679,000 | 4,981 |
| U.S. Government securities | $8,360,000 | 5,047 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,360,000 | 4,951 |
| Securities issued by states & political subdivisions | $7,319,000 | 3,256 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $6,939,000 | 3,876 |
| Certificates of participation in pools of residential mortgages | $3,564,000 | 4,021 |
| Issued or guaranteed by U.S. | $3,564,000 | 4,018 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,097,000 | 2,467 |
| CMOs issued by government agencies or sponsored agencies | $3,097,000 | 2,357 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $278,000 | 579 |
| Commercial mortgage pass-through securities | $235,000 | 426 |
| Other commercial mortgage-backed securities | $43,000 | 299 |
| Held to maturity securities (book value) | $7,319,000 | 1,137 |
| Available-for-sale securities (fair market value) | $8,360,000 | 5,454 |
| Total debt securities | $15,679,000 | 4,954 |
| 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 | $16,107,000 | 4,942 |
| U.S. Government securities | $8,927,000 | 5,051 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,927,000 | 4,961 |
| Securities issued by states & political subdivisions | $7,180,000 | 3,238 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $7,482,000 | 3,826 |
| Certificates of participation in pools of residential mortgages | $3,903,000 | 3,969 |
| Issued or guaranteed by U.S. | $3,903,000 | 3,966 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,210,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $3,210,000 | 2,350 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $369,000 | 526 |
| Commercial mortgage pass-through securities | $245,000 | 388 |
| Other commercial mortgage-backed securities | $124,000 | 269 |
| Held to maturity securities (book value) | $7,180,000 | 1,139 |
| Available-for-sale securities (fair market value) | $8,927,000 | 5,446 |
| Total debt securities | $16,102,000 | 4,912 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,812 |
| Fair value | $200,000 | 2,819 |
| 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 | $16,996,000 | 4,900 |
| U.S. Government securities | $9,813,000 | 5,018 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,813,000 | 4,921 |
| Securities issued by states & political subdivisions | $7,183,000 | 3,139 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $8,401,000 | 3,722 |
| Certificates of participation in pools of residential mortgages | $4,290,000 | 3,876 |
| Issued or guaranteed by U.S. | $4,290,000 | 3,872 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,637,000 | 2,385 |
| CMOs issued by government agencies or sponsored agencies | $3,637,000 | 2,271 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $474,000 | 474 |
| Commercial mortgage pass-through securities | $254,000 | 357 |
| Other commercial mortgage-backed securities | $220,000 | 239 |
| Held to maturity securities (book value) | $7,183,000 | 1,163 |
| Available-for-sale securities (fair market value) | $9,813,000 | 5,376 |
| Total debt securities | $16,992,000 | 4,873 |
| 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 | $18,087,000 | 4,744 |
| U.S. Government securities | $10,902,000 | 4,793 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,902,000 | 4,695 |
| Securities issued by states & political subdivisions | $7,185,000 | 3,108 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $9,606,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | $4,788,000 | 3,660 |
| Issued or guaranteed by U.S. | $4,788,000 | 3,656 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,206,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $4,206,000 | 2,069 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $612,000 | 384 |
| Commercial mortgage pass-through securities | $264,000 | 305 |
| Other commercial mortgage-backed securities | $348,000 | 188 |
| Held to maturity securities (book value) | $7,185,000 | 1,174 |
| Available-for-sale securities (fair market value) | $10,902,000 | 5,197 |
| Total debt securities | $18,084,000 | 4,718 |
| 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 | $19,693,000 | 4,539 |
| U.S. Government securities | $12,178,000 | 4,560 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,178,000 | 4,468 |
| Securities issued by states & political subdivisions | $7,515,000 | 2,973 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $10,771,000 | 3,256 |
| Certificates of participation in pools of residential mortgages | $5,166,000 | 3,531 |
| Issued or guaranteed by U.S. | $5,166,000 | 3,524 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,907,000 | 2,096 |
| CMOs issued by government agencies or sponsored agencies | $4,907,000 | 1,912 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $698,000 | 327 |
| Commercial mortgage pass-through securities | $275,000 | 274 |
| Other commercial mortgage-backed securities | $423,000 | 152 |
| Held to maturity securities (book value) | $7,515,000 | 1,160 |
| Available-for-sale securities (fair market value) | $12,178,000 | 4,992 |
| Total debt securities | $19,690,000 | 4,505 |
| 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 | $17,911,000 | 4,793 |
| U.S. Government securities | $9,870,000 | 5,049 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,870,000 | 4,933 |
| Securities issued by states & political subdivisions | $8,041,000 | 2,835 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $8,840,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $4,688,000 | 3,598 |
| Issued or guaranteed by U.S. | $4,688,000 | 3,586 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,279,000 | 2,371 |
| CMOs issued by government agencies or sponsored agencies | $3,279,000 | 2,169 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $873,000 | 303 |
| Commercial mortgage pass-through securities | $284,000 | 274 |
| Other commercial mortgage-backed securities | $589,000 | 125 |
| Held to maturity securities (book value) | $8,041,000 | 1,135 |
| Available-for-sale securities (fair market value) | $9,870,000 | 5,384 |
| Total debt securities | $17,907,000 | 4,756 |
| 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 | $19,131,000 | 4,645 |
| U.S. Government securities | $10,318,000 | 4,968 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,318,000 | 4,850 |
| Securities issued by states & political subdivisions | $8,813,000 | 2,668 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $9,235,000 | 3,382 |
| Certificates of participation in pools of residential mortgages | $4,755,000 | 3,506 |
| Issued or guaranteed by U.S. | $4,755,000 | 3,497 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,398,000 | 2,279 |
| CMOs issued by government agencies or sponsored agencies | $3,398,000 | 2,073 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $1,082,000 | 264 |
| Commercial mortgage pass-through securities | $294,000 | 266 |
| Other commercial mortgage-backed securities | $788,000 | 115 |
| Held to maturity securities (book value) | $8,813,000 | 1,090 |
| Available-for-sale securities (fair market value) | $10,318,000 | 5,304 |
| Total debt securities | $19,130,000 | 4,606 |
| 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 | $19,406,000 | 4,464 |
| U.S. Government securities | $9,279,000 | 4,977 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,279,000 | 4,861 |
| Securities issued by states & political subdivisions | $8,915,000 | 2,634 |
| Other domestic debt securities | $1,212,000 | 1,982 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $1,212,000 | 230 |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | $9,333,000 | 3,251 |
| Certificates of participation in pools of residential mortgages | $5,156,000 | 3,312 |
| Issued or guaranteed by U.S. | $5,156,000 | 3,305 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,965,000 | 2,355 |
| CMOs issued by government agencies or sponsored agencies | $2,965,000 | 2,117 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $1,212,000 | 230 |
| Commercial mortgage pass-through securities | $303,000 | 250 |
| Other commercial mortgage-backed securities | $909,000 | 89 |
| Held to maturity securities (book value) | $8,915,000 | 1,086 |
| Available-for-sale securities (fair market value) | $10,491,000 | 5,192 |
| Total debt securities | $19,403,000 | 4,433 |
| 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 | $21,055,000 | 4,239 |
| U.S. Government securities | $11,134,000 | 4,626 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,134,000 | 4,507 |
| Securities issued by states & political subdivisions | $8,896,000 | 2,554 |
| Other domestic debt securities | $1,025,000 | 2,157 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $1,025,000 | 226 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $9,947,000 | 3,161 |
| Certificates of participation in pools of residential mortgages | $5,648,000 | 3,165 |
| Issued or guaranteed by U.S. | $5,648,000 | 3,158 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,274,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $3,274,000 | 2,022 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $1,025,000 | 226 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $1,025,000 | 84 |
| Held to maturity securities (book value) | $8,896,000 | 1,111 |
| Available-for-sale securities (fair market value) | $12,159,000 | 4,912 |
| Total debt securities | $21,050,000 | 4,202 |
| 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 | $20,153,000 | 4,372 |
| U.S. Government securities | $10,509,000 | 4,827 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,509,000 | 4,716 |
| Securities issued by states & political subdivisions | $8,571,000 | 2,483 |
| Other domestic debt securities | $1,073,000 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $1,073,000 | 209 |
| 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 | $0 | 6,254 |
| Mortgage-backed securities | $10,645,000 | 3,056 |
| Certificates of participation in pools of residential mortgages | $6,061,000 | 3,110 |
| Issued or guaranteed by U.S. | $6,061,000 | 3,102 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,511,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $3,511,000 | 1,897 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $1,073,000 | 209 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $1,073,000 | 82 |
| Held to maturity securities (book value) | $8,571,000 | 1,169 |
| Available-for-sale securities (fair market value) | $11,582,000 | 5,020 |
| Total debt securities | $20,153,000 | 4,328 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,160 |
| Fair value | $200,000 | 3,169 |
| 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 | $19,047,000 | 4,551 |
| U.S. Government securities | $10,711,000 | 4,854 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,711,000 | 4,741 |
| Securities issued by states & political subdivisions | $7,226,000 | 2,721 |
| Other domestic debt securities | $1,110,000 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $1,110,000 | 215 |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | $11,061,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | $6,426,000 | 3,139 |
| Issued or guaranteed by U.S. | $6,426,000 | 3,131 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,525,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $3,525,000 | 1,841 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $1,110,000 | 215 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $1,110,000 | 89 |
| Held to maturity securities (book value) | $7,226,000 | 1,282 |
| Available-for-sale securities (fair market value) | $11,821,000 | 5,035 |
| Total debt securities | $19,045,000 | 4,512 |
| 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 | $18,028,000 | 4,628 |
| U.S. Government securities | $10,399,000 | 4,907 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,399,000 | 4,802 |
| Securities issued by states & political subdivisions | $6,415,000 | 2,891 |
| Other domestic debt securities | $1,214,000 | 2,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $1,214,000 | 206 |
| 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 | $0 | 6,398 |
| Mortgage-backed securities | $10,987,000 | 3,133 |
| Certificates of participation in pools of residential mortgages | $6,815,000 | 3,121 |
| Issued or guaranteed by U.S. | $6,815,000 | 3,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,958,000 | 2,219 |
| CMOs issued by government agencies or sponsored agencies | $2,958,000 | 1,934 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $1,214,000 | 206 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $1,214,000 | 88 |
| Held to maturity securities (book value) | $6,415,000 | 1,366 |
| Available-for-sale securities (fair market value) | $11,613,000 | 5,043 |
| Total debt securities | $18,023,000 | 4,589 |
| 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 | $18,551,000 | 4,608 |
| U.S. Government securities | $10,986,000 | 4,809 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,986,000 | 4,719 |
| Securities issued by states & political subdivisions | $6,285,000 | 2,925 |
| Other domestic debt securities | $1,280,000 | 2,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $1,280,000 | 217 |
| 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 | $0 | 6,412 |
| Mortgage-backed securities | $11,629,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | $7,223,000 | 3,117 |
| Issued or guaranteed by U.S. | $7,223,000 | 3,107 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,126,000 | 2,173 |
| CMOs issued by government agencies or sponsored agencies | $3,126,000 | 1,871 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $1,280,000 | 217 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $1,280,000 | 100 |
| Held to maturity securities (book value) | $6,285,000 | 1,437 |
| Available-for-sale securities (fair market value) | $12,266,000 | 4,980 |
| Total debt securities | $18,541,000 | 4,565 |
| 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 | $18,232,000 | 4,658 |
| U.S. Government securities | $11,183,000 | 4,771 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,183,000 | 4,678 |
| Securities issued by states & political subdivisions | $5,766,000 | 3,004 |
| Other domestic debt securities | $1,283,000 | 2,267 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $1,283,000 | 190 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $11,815,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $7,569,000 | 3,106 |
| Issued or guaranteed by U.S. | $7,569,000 | 3,094 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,963,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $2,963,000 | 1,870 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $1,283,000 | 190 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $1,283,000 | 97 |
| Held to maturity securities (book value) | $5,766,000 | 1,506 |
| Available-for-sale securities (fair market value) | $12,466,000 | 4,941 |
| Total debt securities | $18,233,000 | 4,610 |
| 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 | $17,781,000 | 4,701 |
| U.S. Government securities | $12,824,000 | 4,559 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,824,000 | 4,478 |
| Securities issued by states & political subdivisions | $4,957,000 | 3,146 |
| 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 | $0 | 6,516 |
| Mortgage-backed securities | $12,137,000 | 3,131 |
| Certificates of participation in pools of residential mortgages | $7,842,000 | 3,118 |
| Issued or guaranteed by U.S. | $7,842,000 | 3,107 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,295,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $4,295,000 | 1,632 |
| 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) | $4,957,000 | 1,635 |
| Available-for-sale securities (fair market value) | $12,824,000 | 4,935 |
| Total debt securities | $17,772,000 | 4,665 |
| 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 | $17,142,000 | 4,799 |
| U.S. Government securities | $13,337,000 | 4,511 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,337,000 | 4,426 |
| Securities issued by states & political subdivisions | $3,805,000 | 3,479 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $12,643,000 | 3,022 |
| Certificates of participation in pools of residential mortgages | $8,020,000 | 3,043 |
| Issued or guaranteed by U.S. | $8,020,000 | 3,031 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,623,000 | 1,851 |
| CMOs issued by government agencies or sponsored agencies | $4,623,000 | 1,551 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,805,000 | 1,802 |
| Available-for-sale securities (fair market value) | $13,337,000 | 4,839 |
| Total debt securities | $17,142,000 | 4,760 |
| 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 | $15,346,000 | 5,025 |
| U.S. Government securities | $12,062,000 | 4,714 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,062,000 | 4,626 |
| Securities issued by states & political subdivisions | $3,284,000 | 3,640 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $11,371,000 | 3,078 |
| Certificates of participation in pools of residential mortgages | $7,845,000 | 2,993 |
| Issued or guaranteed by U.S. | $7,845,000 | 2,983 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,526,000 | 1,979 |
| CMOs issued by government agencies or sponsored agencies | $3,526,000 | 1,657 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,284,000 | 1,905 |
| Available-for-sale securities (fair market value) | $12,062,000 | 5,008 |
| Total debt securities | $15,345,000 | 4,982 |
| 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 | $14,251,000 | 5,228 |
| U.S. Government securities | $10,967,000 | 4,936 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,967,000 | 4,856 |
| Securities issued by states & political subdivisions | $3,284,000 | 3,654 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $10,428,000 | 3,195 |
| Certificates of participation in pools of residential mortgages | $7,747,000 | 2,985 |
| Issued or guaranteed by U.S. | $7,747,000 | 2,971 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,681,000 | 2,165 |
| CMOs issued by government agencies or sponsored agencies | $2,681,000 | 1,828 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,284,000 | 1,901 |
| Available-for-sale securities (fair market value) | $10,967,000 | 5,236 |
| Total debt securities | $14,250,000 | 5,170 |
| 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 | $14,371,000 | 5,207 |
| U.S. Government securities | $10,835,000 | 4,972 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,835,000 | 4,873 |
| Securities issued by states & political subdivisions | $3,283,000 | 3,668 |
| Other domestic debt securities | $253,000 | 2,818 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $253,000 | 252 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $9,681,000 | 3,231 |
| Certificates of participation in pools of residential mortgages | $8,039,000 | 2,849 |
| Issued or guaranteed by U.S. | $8,039,000 | 2,838 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,642,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $1,642,000 | 2,145 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,283,000 | 1,934 |
| Available-for-sale securities (fair market value) | $11,088,000 | 5,219 |
| Total debt securities | $14,372,000 | 5,148 |
| 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 | $13,083,000 | 5,484 |
| U.S. Government securities | $10,620,000 | 5,127 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,620,000 | 5,029 |
| Securities issued by states & political subdivisions | $2,463,000 | 4,033 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $5,606,000 | 3,703 |
| Certificates of participation in pools of residential mortgages | $4,833,000 | 3,271 |
| Issued or guaranteed by U.S. | $4,833,000 | 3,255 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $773,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $773,000 | 2,487 |
| 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) | $2,192,000 | 2,262 |
| Available-for-sale securities (fair market value) | $10,891,000 | 5,294 |
| Total debt securities | $13,084,000 | 5,428 |
| 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 | $11,924,000 | 5,739 |
| U.S. Government securities | $9,928,000 | 5,369 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,928,000 | 5,258 |
| Securities issued by states & political subdivisions | $1,996,000 | 4,268 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $4,469,000 | 3,843 |
| Certificates of participation in pools of residential mortgages | $4,469,000 | 3,214 |
| Issued or guaranteed by U.S. | $4,469,000 | 3,198 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,729,000 | 2,437 |
| Available-for-sale securities (fair market value) | $10,195,000 | 5,435 |
| Total debt securities | $11,915,000 | 5,679 |
| 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 | $10,839,000 | 5,948 |
| U.S. Government securities | $9,454,000 | 5,533 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,454,000 | 5,425 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,629 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $4,066,000 | 3,919 |
| Certificates of participation in pools of residential mortgages | $4,066,000 | 3,298 |
| Issued or guaranteed by U.S. | $4,066,000 | 3,286 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,220,000 | 2,655 |
| Available-for-sale securities (fair market value) | $9,619,000 | 5,560 |
| Total debt securities | $10,839,000 | 5,892 |
| 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 | $10,395,000 | 6,045 |
| U.S. Government securities | $9,367,000 | 5,572 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,367,000 | 5,448 |
| Securities issued by states & political subdivisions | $1,028,000 | 4,929 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $3,956,000 | 3,935 |
| Certificates of participation in pools of residential mortgages | $3,956,000 | 3,326 |
| Issued or guaranteed by U.S. | $3,956,000 | 3,308 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $859,000 | 2,880 |
| Available-for-sale securities (fair market value) | $9,536,000 | 5,580 |
| Total debt securities | $10,394,000 | 5,994 |
| 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 | $10,136,000 | 6,144 |
| U.S. Government securities | $9,203,000 | 5,660 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,203,000 | 5,532 |
| Securities issued by states & political subdivisions | $933,000 | 5,048 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $4,094,000 | 3,896 |
| Certificates of participation in pools of residential mortgages | $4,094,000 | 3,277 |
| Issued or guaranteed by U.S. | $4,094,000 | 3,263 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $763,000 | 2,991 |
| Available-for-sale securities (fair market value) | $9,373,000 | 5,653 |
| Total debt securities | $10,136,000 | 6,091 |
| 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 | $9,973,000 | 6,209 |
| U.S. Government securities | $9,333,000 | 5,674 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,333,000 | 5,551 |
| Securities issued by states & political subdivisions | $640,000 | 5,342 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $4,247,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $4,247,000 | 3,236 |
| Issued or guaranteed by U.S. | $4,247,000 | 3,220 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $472,000 | 3,264 |
| Available-for-sale securities (fair market value) | $9,501,000 | 5,631 |
| Total debt securities | $9,965,000 | 6,151 |
| 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 | $9,395,000 | 6,353 |
| U.S. Government securities | $9,051,000 | 5,761 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,051,000 | 5,633 |
| Securities issued by states & political subdivisions | $344,000 | 5,735 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $4,048,000 | 3,900 |
| Certificates of participation in pools of residential mortgages | $4,048,000 | 3,318 |
| Issued or guaranteed by U.S. | $4,048,000 | 3,306 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $344,000 | 3,438 |
| Available-for-sale securities (fair market value) | $9,051,000 | 5,743 |
| Total debt securities | $9,395,000 | 6,290 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $8,920,000 | 6,532 |
| U.S. Government securities | $8,576,000 | 5,943 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,576,000 | 5,798 |
| Securities issued by states & political subdivisions | $344,000 | 5,761 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $3,531,000 | 4,104 |
| Certificates of participation in pools of residential mortgages | $3,531,000 | 3,516 |
| Issued or guaranteed by U.S. | $3,531,000 | 3,501 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $344,000 | 3,491 |
| Available-for-sale securities (fair market value) | $8,576,000 | 5,887 |
| Total debt securities | $8,919,000 | 6,471 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $9,155,000 | 6,520 |
| U.S. Government securities | $8,811,000 | 5,879 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,811,000 | 5,728 |
| Securities issued by states & political subdivisions | $344,000 | 5,781 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $3,748,000 | 4,051 |
| Certificates of participation in pools of residential mortgages | $3,748,000 | 3,461 |
| Issued or guaranteed by U.S. | $3,748,000 | 3,445 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $344,000 | 3,563 |
| Available-for-sale securities (fair market value) | $8,811,000 | 5,859 |
| Total debt securities | $9,155,000 | 6,460 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $9,515,000 | 6,435 |
| U.S. Government securities | $9,171,000 | 5,758 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,171,000 | 5,617 |
| Securities issued by states & political subdivisions | $344,000 | 5,814 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $4,042,000 | 4,003 |
| Certificates of participation in pools of residential mortgages | $4,042,000 | 3,406 |
| Issued or guaranteed by U.S. | $4,042,000 | 3,391 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $344,000 | 3,611 |
| Available-for-sale securities (fair market value) | $9,171,000 | 5,783 |
| Total debt securities | $9,516,000 | 6,375 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $9,270,000 | 6,517 |
| U.S. Government securities | $9,010,000 | 5,839 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,010,000 | 5,702 |
| Securities issued by states & political subdivisions | $260,000 | 5,971 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $3,854,000 | 4,161 |
| Certificates of participation in pools of residential mortgages | $3,854,000 | 3,564 |
| Issued or guaranteed by U.S. | $3,854,000 | 3,548 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $260,000 | 3,769 |
| Available-for-sale securities (fair market value) | $9,010,000 | 5,837 |
| Total debt securities | $9,272,000 | 6,457 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| 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 | $8,350,000 | 6,802 |
| U.S. Government securities | $8,136,000 | 6,157 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,136,000 | 6,006 |
| Securities issued by states & political subdivisions | $214,000 | 6,089 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $3,048,000 | 4,538 |
| Certificates of participation in pools of residential mortgages | $3,048,000 | 3,944 |
| Issued or guaranteed by U.S. | $3,048,000 | 3,934 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $214,000 | 3,891 |
| Available-for-sale securities (fair market value) | $8,136,000 | 6,094 |
| Total debt securities | $8,347,000 | 6,745 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $8,513,000 | 6,763 |
| U.S. Government securities | $7,906,000 | 6,203 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,906,000 | 6,062 |
| Securities issued by states & political subdivisions | $260,000 | 6,034 |
| Other domestic debt securities | $347,000 | 2,960 |
| 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 | $347,000 | 2,515 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $3,205,000 | 4,533 |
| Certificates of participation in pools of residential mortgages | $3,205,000 | 3,939 |
| Issued or guaranteed by U.S. | $3,205,000 | 3,930 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $260,000 | 3,884 |
| Available-for-sale securities (fair market value) | $8,253,000 | 6,057 |
| Total debt securities | $8,514,000 | 6,706 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $8,769,000 | 6,762 |
| U.S. Government securities | $8,109,000 | 6,161 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,109,000 | 6,015 |
| Securities issued by states & political subdivisions | $260,000 | 6,089 |
| Other domestic debt securities | $400,000 | 2,949 |
| 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 | $400,000 | 2,534 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $3,379,000 | 4,507 |
| Certificates of participation in pools of residential mortgages | $3,379,000 | 3,903 |
| Issued or guaranteed by U.S. | $3,379,000 | 3,894 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $260,000 | 3,954 |
| Available-for-sale securities (fair market value) | $8,509,000 | 6,048 |
| Total debt securities | $8,769,000 | 6,697 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $9,697,000 | 6,643 |
| U.S. Government securities | $9,017,000 | 6,019 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,017,000 | 5,863 |
| Securities issued by states & political subdivisions | $280,000 | 6,095 |
| Other domestic debt securities | $400,000 | 3,039 |
| 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 | $400,000 | 2,642 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $4,406,000 | 4,213 |
| Certificates of participation in pools of residential mortgages | $4,335,000 | 3,612 |
| Issued or guaranteed by U.S. | $4,335,000 | 3,603 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $71,000 | 3,624 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 3,315 |
| 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) | $280,000 | 3,965 |
| Available-for-sale securities (fair market value) | $9,417,000 | 5,937 |
| Total debt securities | $9,697,000 | 6,568 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $11,201,000 | 6,322 |
| U.S. Government securities | $10,521,000 | 5,612 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,521,000 | 5,468 |
| Securities issued by states & political subdivisions | $280,000 | 6,098 |
| Other domestic debt securities | $400,000 | 3,142 |
| 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 | $400,000 | 2,725 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $6,052,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $5,789,000 | 3,216 |
| Issued or guaranteed by U.S. | $5,789,000 | 3,205 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $263,000 | 3,397 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 3,104 |
| 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) | $280,000 | 4,017 |
| Available-for-sale securities (fair market value) | $10,921,000 | 5,643 |
| Total debt securities | $11,201,000 | 6,240 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $11,975,000 | 6,222 |
| U.S. Government securities | $11,050,000 | 5,513 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,050,000 | 5,346 |
| Securities issued by states & political subdivisions | $280,000 | 6,166 |
| Other domestic debt securities | $645,000 | 2,869 |
| 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 | $645,000 | 2,544 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $5,940,000 | 3,794 |
| Certificates of participation in pools of residential mortgages | $5,546,000 | 3,281 |
| Issued or guaranteed by U.S. | $5,546,000 | 3,268 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $394,000 | 3,292 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 3,137 |
| 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) | $280,000 | 4,070 |
| Available-for-sale securities (fair market value) | $11,695,000 | 5,546 |
| Total debt securities | $11,975,000 | 6,131 |
| 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 | $11,217,000 | 6,283 |
| U.S. Government securities | $10,117,000 | 5,594 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,117,000 | 5,434 |
| Securities issued by states & political subdivisions | $280,000 | 6,207 |
| Other domestic debt securities | $820,000 | 2,844 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $820,000 | 2,531 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $4,998,000 | 4,050 |
| Certificates of participation in pools of residential mortgages | $4,489,000 | 3,577 |
| Issued or guaranteed by U.S. | $4,489,000 | 3,565 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $509,000 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 3,057 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $280,000 | 4,096 |
| Available-for-sale securities (fair market value) | $10,937,000 | 5,615 |
| Total debt securities | $11,218,000 | 6,193 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $12,239,000 | 6,012 |
| U.S. Government securities | $10,989,000 | 5,328 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,989,000 | 5,160 |
| Securities issued by states & political subdivisions | $430,000 | 5,934 |
| Other domestic debt securities | $820,000 | 2,912 |
| 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 | $820,000 | 2,584 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $4,776,000 | 4,195 |
| Certificates of participation in pools of residential mortgages | $4,265,000 | 3,679 |
| Issued or guaranteed by U.S. | $4,265,000 | 3,669 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $511,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $511,000 | 3,246 |
| 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) | $430,000 | 3,978 |
| Available-for-sale securities (fair market value) | $11,809,000 | 5,359 |
| Total debt securities | $12,239,000 | 5,917 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $13,129,000 | 5,845 |
| U.S. Government securities | $11,724,000 | 5,177 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,724,000 | 5,000 |
| Securities issued by states & political subdivisions | $430,000 | 5,910 |
| Other domestic debt securities | $975,000 | 2,869 |
| 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 | $975,000 | 2,538 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $5,515,000 | 4,013 |
| Certificates of participation in pools of residential mortgages | $4,997,000 | 3,419 |
| Issued or guaranteed by U.S. | $4,997,000 | 3,407 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $518,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $518,000 | 3,327 |
| 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) | $430,000 | 4,034 |
| Available-for-sale securities (fair market value) | $12,699,000 | 5,189 |
| Total debt securities | $13,129,000 | 5,750 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $10,903,000 | 6,315 |
| U.S. Government securities | $9,443,000 | 5,730 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,443,000 | 5,536 |
| Securities issued by states & political subdivisions | $485,000 | 5,849 |
| Other domestic debt securities | $975,000 | 2,883 |
| 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 | $975,000 | 2,552 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $6,206,000 | 3,794 |
| Certificates of participation in pools of residential mortgages | $5,683,000 | 3,168 |
| Issued or guaranteed by U.S. | $5,683,000 | 3,156 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $523,000 | 3,560 |
| CMOs issued by government agencies or sponsored agencies | $523,000 | 3,410 |
| 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) | $485,000 | 4,070 |
| Available-for-sale securities (fair market value) | $10,418,000 | 5,627 |
| Total debt securities | $10,903,000 | 6,217 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $11,392,000 | 6,159 |
| U.S. Government securities | $9,087,000 | 5,758 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,087,000 | 5,531 |
| Securities issued by states & political subdivisions | $1,255,000 | 4,973 |
| Other domestic debt securities | $1,050,000 | 2,830 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,050,000 | 2,432 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $5,731,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $3,823,000 | 3,530 |
| Issued or guaranteed by U.S. | $3,823,000 | 3,515 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,908,000 | 2,779 |
| CMOs issued by government agencies or sponsored agencies | $1,908,000 | 2,623 |
| 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) | $1,255,000 | 3,633 |
| Available-for-sale securities (fair market value) | $10,137,000 | 5,595 |
| Total debt securities | $11,392,000 | 6,064 |
| 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 | $10,082,000 | 6,774 |
| U.S. Government securities | $8,034,000 | 6,500 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $8,034,000 | 6,151 |
| Securities issued by states & political subdivisions | $1,765,000 | 4,565 |
| 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 | $283,000 | 5,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $320,000 | 6,398 |
| Certificates of participation in pools of residential mortgages | $320,000 | 5,787 |
| Issued or guaranteed by U.S. | $320,000 | 5,767 |
| 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) | $1,765,000 | 3,977 |
| Available-for-sale securities (fair market value) | $8,317,000 | 6,179 |
| Total debt securities | $9,799,000 | 6,719 |
| 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 | $10,472,000 | 6,922 |
| U.S. Government securities | $7,845,000 | 6,845 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,845,000 | 6,312 |
| Securities issued by states & political subdivisions | $2,369,000 | 4,335 |
| 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 | $258,000 | 5,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $380,000 | 6,646 |
| Certificates of participation in pools of residential mortgages | $380,000 | 5,976 |
| Issued or guaranteed by U.S. | $380,000 | 5,963 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,369,000 | 4,044 |
| Available-for-sale securities (fair market value) | $8,103,000 | 6,398 |
| Total debt securities | $10,214,000 | 6,890 |
| 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 | $10,335,000 | 6,997 |
| U.S. Government securities | $7,025,000 | 7,133 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $7,025,000 | 6,289 |
| Securities issued by states & political subdivisions | $3,065,000 | 3,934 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $245,000 | 5,057 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $535,000 | 6,626 |
| Certificates of participation in pools of residential mortgages | $508,000 | 5,949 |
| Issued or guaranteed by U.S. | $508,000 | 5,934 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $27,000 | 4,717 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 4,472 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,065,000 | 4,166 |
| Available-for-sale securities (fair market value) | $7,270,000 | 6,587 |
| Total debt securities | $10,090,000 | 6,938 |
| 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 | $10,462,000 | 7,265 |
| U.S. Government securities | $6,534,000 | 7,856 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $6,534,000 | 6,575 |
| Securities issued by states & political subdivisions | $3,645,000 | 3,412 |
| Other domestic debt securities | $38,000 | 3,586 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,457 |
| 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 | $245,000 | 5,044 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $830,000 | 6,537 |
| Certificates of participation in pools of residential mortgages | $638,000 | 5,923 |
| Issued or guaranteed by U.S. | $638,000 | 5,905 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $192,000 | 4,557 |
| CMOs issued by government agencies or sponsored agencies | $154,000 | 4,458 |
| Privately issued | $38,000 | 1,217 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,645,000 | 4,713 |
| Available-for-sale securities (fair market value) | $6,817,000 | 6,767 |
| Total debt securities | $10,217,000 | 7,208 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,602 |
| Fair value | $750,000 | 1,596 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $9,705,000 | 8,057 |
| U.S. Government securities | $5,605,000 | 8,854 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $5,605,000 | 7,312 |
| Securities issued by states & political subdivisions | $3,856,000 | 3,361 |
| Other domestic debt securities | $49,000 | 4,094 |
| Privately issued residential mortgage-backed securities | $49,000 | 1,759 |
| 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 | $195,000 | 5,349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $1,140,000 | 6,665 |
| Certificates of participation in pools of residential mortgages | $767,000 | 6,178 |
| Issued or guaranteed by U.S. | $767,000 | 6,163 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $373,000 | 4,699 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 4,586 |
| Privately issued | $49,000 | 1,478 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,799,000 | 5,239 |
| Available-for-sale securities (fair market value) | $5,906,000 | 7,373 |
| Total debt securities | $9,510,000 | 7,992 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,319 |
| Fair value | $1,491,000 | 1,335 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $9,171,000 | 8,566 |
| U.S. Government securities | $4,937,000 | 9,598 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $4,937,000 | 7,747 |
| Securities issued by states & political subdivisions | $3,978,000 | 3,357 |
| Other domestic debt securities | $65,000 | 4,687 |
| Privately issued residential mortgage-backed securities | $65,000 | 2,049 |
| 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 | $191,000 | 5,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $1,286,000 | 6,960 |
| Certificates of participation in pools of residential mortgages | $897,000 | 6,237 |
| Issued or guaranteed by U.S. | $897,000 | 6,205 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $389,000 | 5,104 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 4,994 |
| Privately issued | $65,000 | 1,732 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,921,000 | 5,534 |
| Available-for-sale securities (fair market value) | $5,250,000 | 7,899 |
| Total debt securities | $8,980,000 | 8,523 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,497 |
| Fair value | $2,239,000 | 1,502 |
| 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 | $9,256,000 | 9,022 |
| U.S. Government securities | $4,831,000 | 10,259 |
| U.S. Treasury securities | $974,000 | 9,785 |
| U.S. Government agency obligations | $3,857,000 | 8,479 |
| Securities issued by states & political subdivisions | $4,301,000 | 3,289 |
| Other domestic debt securities | $82,000 | 5,202 |
| Privately issued residential mortgage-backed securities | $82,000 | 2,247 |
| 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 | $42,000 | 7,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $1,473,000 | 7,173 |
| Certificates of participation in pools of residential mortgages | $1,063,000 | 6,321 |
| Issued or guaranteed by U.S. | $1,063,000 | 6,294 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $410,000 | 5,456 |
| CMOs issued by government agencies or sponsored agencies | $328,000 | 5,359 |
| Privately issued | $82,000 | 1,938 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,772,000 | 6,580 |
| Available-for-sale securities (fair market value) | $1,484,000 | 9,277 |
| Total debt securities | $9,214,000 | 8,942 |
| 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 | $10,931,000 | 8,745 |
| U.S. Government securities | $6,216,000 | 9,818 |
| U.S. Treasury securities | $1,999,000 | 8,544 |
| U.S. Government agency obligations | $4,217,000 | 8,435 |
| Securities issued by states & political subdivisions | $4,533,000 | 3,246 |
| Other domestic debt securities | $140,000 | 5,599 |
| Privately issued residential mortgage-backed securities | $140,000 | 2,547 |
| 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 | $42,000 | 6,998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $2,109,000 | 7,163 |
| Certificates of participation in pools of residential mortgages | $1,356,000 | 6,531 |
| Issued or guaranteed by U.S. | $1,356,000 | 6,483 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $753,000 | 5,315 |
| CMOs issued by government agencies or sponsored agencies | $613,000 | 5,246 |
| Privately issued | $140,000 | 2,145 |
| 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 | $10,889,000 | 8,619 |
| 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 | $7,167,000 | 10,433 |
| U.S. Government securities | $2,074,000 | 12,659 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $2,074,000 | 10,433 |
| Securities issued by states & political subdivisions | $4,785,000 | 2,856 |
| Other domestic debt securities | $266,000 | 5,874 |
| Privately issued residential mortgage-backed securities | $266,000 | 2,867 |
| 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 | $42,000 | 6,687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $2,340,000 | 7,301 |
| Certificates of participation in pools of residential mortgages | $1,838,000 | 6,352 |
| Issued or guaranteed by U.S. | $1,838,000 | 6,284 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $502,000 | 5,830 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 6,081 |
| Privately issued | $266,000 | 2,436 |
| 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 | $7,125,000 | 10,332 |
| 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 |