Home > The Village Bank > Securities
The Village Bank, Securities
| 2023-06-30 | Rank | |
| Total securities | $21,125,000 | 3,588 |
| U.S. Government securities | $20,097,000 | 3,006 |
| U.S. Treasury securities | $491,000 | 2,737 |
| U.S. Government agency obligations | $19,606,000 | 2,660 |
| Securities issued by states & political subdivisions | $1,028,000 | 3,600 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,213,000 | 2,561 |
| Mortgage-backed securities | $0 | 3,920 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $21,125,000 | 796 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $21,125,000 | 3,567 |
| Structured notes | ||
| Amortized cost | $2,908,000 | 526 |
| Fair value | $2,941,000 | 483 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $21,206,000 | 3,665 |
| U.S. Government securities | $20,180,000 | 3,094 |
| U.S. Treasury securities | $976,000 | 2,677 |
| U.S. Government agency obligations | $19,204,000 | 2,685 |
| Securities issued by states & political subdivisions | $1,026,000 | 3,657 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,385,000 | 2,471 |
| Mortgage-backed securities | $0 | 3,939 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $21,206,000 | 831 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $21,206,000 | 3,642 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 487 |
| Fair value | $3,506,000 | 466 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $22,217,000 | 3,652 |
| U.S. Government securities | $21,182,000 | 3,051 |
| U.S. Treasury securities | $977,000 | 2,702 |
| U.S. Government agency obligations | $20,205,000 | 2,630 |
| Securities issued by states & political subdivisions | $1,035,000 | 3,684 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,587,000 | 2,528 |
| Mortgage-backed securities | $0 | 3,973 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $22,217,000 | 826 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $22,217,000 | 3,631 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 506 |
| Fair value | $2,902,000 | 535 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $27,437,000 | 3,477 |
| U.S. Government securities | $26,347,000 | 2,805 |
| U.S. Treasury securities | $1,005,000 | 2,703 |
| U.S. Government agency obligations | $25,342,000 | 2,404 |
| Securities issued by states & political subdivisions | $1,090,000 | 3,701 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,591,000 | 2,972 |
| Mortgage-backed securities | $0 | 4,006 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $27,437,000 | 753 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $27,437,000 | 3,449 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 504 |
| Fair value | $2,918,000 | 530 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $27,455,000 | 3,496 |
| U.S. Government securities | $26,356,000 | 2,843 |
| U.S. Treasury securities | $1,006,000 | 2,665 |
| U.S. Government agency obligations | $25,350,000 | 2,434 |
| Securities issued by states & political subdivisions | $1,099,000 | 3,740 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,594,000 | 2,980 |
| Mortgage-backed securities | $0 | 4,060 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $27,455,000 | 679 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $27,455,000 | 3,478 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 486 |
| Fair value | $3,041,000 | 503 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $27,473,000 | 3,450 |
| U.S. Government securities | $26,365,000 | 2,772 |
| U.S. Treasury securities | $1,007,000 | 2,423 |
| U.S. Government agency obligations | $25,358,000 | 2,436 |
| Securities issued by states & political subdivisions | $1,108,000 | 3,763 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,892,000 | 3,025 |
| Mortgage-backed securities | $0 | 4,078 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $27,473,000 | 607 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $27,473,000 | 3,429 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 419 |
| Fair value | $3,205,000 | 429 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $27,991,000 | 3,347 |
| U.S. Government securities | $26,874,000 | 2,590 |
| U.S. Treasury securities | $1,508,000 | 1,858 |
| U.S. Government agency obligations | $25,366,000 | 2,408 |
| Securities issued by states & political subdivisions | $1,117,000 | 3,784 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,601,000 | 2,953 |
| Mortgage-backed securities | $0 | 4,098 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $27,991,000 | 501 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $27,990,000 | 3,327 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 354 |
| Fair value | $3,441,000 | 360 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $28,009,000 | 3,321 |
| U.S. Government securities | $26,883,000 | 2,524 |
| U.S. Treasury securities | $1,509,000 | 1,651 |
| U.S. Government agency obligations | $25,374,000 | 2,400 |
| Securities issued by states & political subdivisions | $1,126,000 | 3,817 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,204,000 | 2,822 |
| Mortgage-backed securities | $0 | 4,153 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $28,009,000 | 477 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $28,009,000 | 3,300 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $22,227,000 | 3,505 |
| U.S. Government securities | $21,092,000 | 2,758 |
| U.S. Treasury securities | $1,510,000 | 1,543 |
| U.S. Government agency obligations | $19,582,000 | 2,658 |
| Securities issued by states & political subdivisions | $1,135,000 | 3,832 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,052,000 | 2,821 |
| Mortgage-backed securities | $0 | 4,171 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $22,227,000 | 497 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $22,227,000 | 3,481 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 327 |
| Fair value | $2,458,000 | 341 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $23,745,000 | 3,351 |
| U.S. Government securities | $22,601,000 | 2,518 |
| U.S. Treasury securities | $2,011,000 | 1,140 |
| U.S. Government agency obligations | $20,590,000 | 2,473 |
| Securities issued by states & political subdivisions | $1,144,000 | 3,839 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,057,000 | 2,820 |
| Mortgage-backed securities | $0 | 4,168 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $23,745,000 | 463 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $23,745,000 | 3,326 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 219 |
| Fair value | $2,423,000 | 232 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $16,232,000 | 3,636 |
| U.S. Government securities | $15,079,000 | 2,848 |
| U.S. Treasury securities | $2,013,000 | 830 |
| U.S. Government agency obligations | $13,066,000 | 2,863 |
| Securities issued by states & political subdivisions | $1,153,000 | 3,847 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,062,000 | 2,803 |
| Mortgage-backed securities | $0 | 4,176 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $11,273,000 | 622 |
| Available-for-sale securities (fair market value) | $4,959,000 | 4,168 |
| Total debt securities | $16,232,000 | 3,614 |
| 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 | $16,274,000 | 3,573 |
| U.S. Government securities | $15,112,000 | 2,804 |
| U.S. Treasury securities | $2,015,000 | 818 |
| U.S. Government agency obligations | $13,097,000 | 2,827 |
| Securities issued by states & political subdivisions | $1,162,000 | 3,810 |
| 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 | $8,067,000 | 2,802 |
| Mortgage-backed securities | $0 | 4,188 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $11,293,000 | 625 |
| Available-for-sale securities (fair market value) | $4,981,000 | 4,146 |
| Total debt securities | $16,273,000 | 3,551 |
| 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 | $13,876,000 | 3,726 |
| U.S. Government securities | $13,876,000 | 2,924 |
| U.S. Treasury securities | $2,017,000 | 840 |
| U.S. Government agency obligations | $11,859,000 | 2,955 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| 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 | $7,791,000 | 2,834 |
| Mortgage-backed securities | $0 | 4,205 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $13,876,000 | 570 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $13,876,000 | 3,705 |
| 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 | $17,883,000 | 3,437 |
| U.S. Government securities | $17,883,000 | 2,638 |
| U.S. Treasury securities | $2,019,000 | 882 |
| U.S. Government agency obligations | $15,864,000 | 2,626 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| 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 | $7,793,000 | 2,805 |
| Mortgage-backed securities | $0 | 4,242 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $17,883,000 | 506 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $17,883,000 | 3,412 |
| 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 | $18,256,000 | 3,468 |
| U.S. Government securities | $18,256,000 | 2,697 |
| U.S. Treasury securities | $2,021,000 | 911 |
| U.S. Government agency obligations | $16,235,000 | 2,665 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| 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 | $7,344,000 | 2,892 |
| Mortgage-backed securities | $0 | 4,283 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $18,256,000 | 536 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $18,255,000 | 3,445 |
| Structured notes | ||
| Amortized cost | $5,749,000 | 122 |
| Fair value | $5,719,000 | 120 |
| 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 | $18,758,000 | 3,480 |
| U.S. Government securities | $18,758,000 | 2,698 |
| U.S. Treasury securities | $2,022,000 | 918 |
| U.S. Government agency obligations | $16,736,000 | 2,677 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| 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 | $7,646,000 | 2,909 |
| Mortgage-backed securities | $0 | 4,333 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $18,758,000 | 557 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $18,758,000 | 3,457 |
| Structured notes | ||
| Amortized cost | $6,749,000 | 143 |
| Fair value | $6,722,000 | 143 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $15,025,000 | 3,790 |
| U.S. Government securities | $15,025,000 | 2,998 |
| U.S. Treasury securities | $2,024,000 | 937 |
| U.S. Government agency obligations | $13,001,000 | 3,021 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| 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 | $7,448,000 | 2,992 |
| Mortgage-backed securities | $0 | 4,365 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $15,025,000 | 663 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $15,025,000 | 3,770 |
| Structured notes | ||
| Amortized cost | $7,749,000 | 147 |
| Fair value | $7,654,000 | 147 |
| 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 | $19,028,000 | 3,577 |
| U.S. Government securities | $19,028,000 | 2,749 |
| U.S. Treasury securities | $2,026,000 | 966 |
| U.S. Government agency obligations | $17,002,000 | 2,733 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| 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 | $7,450,000 | 3,038 |
| Mortgage-backed securities | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $19,028,000 | 599 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $19,028,000 | 3,555 |
| Structured notes | ||
| Amortized cost | $7,749,000 | 158 |
| Fair value | $7,477,000 | 158 |
| 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 | $18,031,000 | 3,686 |
| U.S. Government securities | $18,031,000 | 2,826 |
| U.S. Treasury securities | $2,028,000 | 970 |
| U.S. Government agency obligations | $16,003,000 | 2,819 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| 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 | $5,951,000 | 3,255 |
| Mortgage-backed securities | $0 | 4,455 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $18,031,000 | 656 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $18,031,000 | 3,663 |
| Structured notes | ||
| Amortized cost | $9,749,000 | 140 |
| Fair value | $9,313,000 | 143 |
| 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 | $17,332,000 | 3,768 |
| U.S. Government securities | $17,332,000 | 2,901 |
| U.S. Treasury securities | $2,329,000 | 935 |
| U.S. Government agency obligations | $15,003,000 | 2,941 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| 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 | $5,952,000 | 3,289 |
| Mortgage-backed securities | $0 | 4,513 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $17,033,000 | 678 |
| Available-for-sale securities (fair market value) | $299,000 | 4,990 |
| Total debt securities | $17,332,000 | 3,748 |
| Structured notes | ||
| Amortized cost | $9,749,000 | 132 |
| Fair value | $9,234,000 | 133 |
| 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 | $16,584,000 | 3,871 |
| U.S. Government securities | $16,584,000 | 2,960 |
| U.S. Treasury securities | $2,330,000 | 904 |
| U.S. Government agency obligations | $14,254,000 | 3,027 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $5,104,000 | 3,464 |
| Mortgage-backed securities | $0 | 4,567 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $16,035,000 | 707 |
| Available-for-sale securities (fair market value) | $549,000 | 5,016 |
| Total debt securities | $16,584,000 | 3,851 |
| Structured notes | ||
| Amortized cost | $7,749,000 | 159 |
| Fair value | $7,301,000 | 160 |
| 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 | $16,584,000 | 3,904 |
| U.S. Government securities | $16,584,000 | 3,049 |
| U.S. Treasury securities | $2,331,000 | 868 |
| U.S. Government agency obligations | $14,253,000 | 3,088 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| 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 | $5,105,000 | 3,511 |
| Mortgage-backed securities | $0 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $16,037,000 | 726 |
| Available-for-sale securities (fair market value) | $547,000 | 5,071 |
| Total debt securities | $16,584,000 | 3,883 |
| Structured notes | ||
| Amortized cost | $7,749,000 | 156 |
| Fair value | $7,357,000 | 158 |
| 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 | $16,587,000 | 3,981 |
| U.S. Government securities | $16,587,000 | 3,062 |
| U.S. Treasury securities | $2,334,000 | 823 |
| U.S. Government agency obligations | $14,253,000 | 3,138 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| 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 | $5,107,000 | 3,571 |
| Mortgage-backed securities | $0 | 4,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $16,039,000 | 749 |
| Available-for-sale securities (fair market value) | $548,000 | 5,138 |
| Total debt securities | $16,587,000 | 3,957 |
| Structured notes | ||
| Amortized cost | $7,749,000 | 156 |
| Fair value | $7,492,000 | 156 |
| 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 | $16,590,000 | 4,011 |
| U.S. Government securities | $16,590,000 | 3,100 |
| U.S. Treasury securities | $2,337,000 | 792 |
| U.S. Government agency obligations | $14,253,000 | 3,174 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| 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 | $5,110,000 | 3,618 |
| Mortgage-backed securities | $0 | 4,727 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $16,040,000 | 772 |
| Available-for-sale securities (fair market value) | $550,000 | 5,189 |
| Total debt securities | $16,589,000 | 3,985 |
| Structured notes | ||
| Amortized cost | $7,749,000 | 162 |
| Fair value | $7,589,000 | 163 |
| 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 | $16,092,000 | 4,109 |
| U.S. Government securities | $16,092,000 | 3,199 |
| U.S. Treasury securities | $2,339,000 | 808 |
| U.S. Government agency obligations | $13,753,000 | 3,275 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| 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 | $5,112,000 | 3,662 |
| Mortgage-backed securities | $0 | 4,767 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $15,542,000 | 792 |
| Available-for-sale securities (fair market value) | $550,000 | 5,237 |
| Total debt securities | $16,092,000 | 4,084 |
| Structured notes | ||
| Amortized cost | $6,749,000 | 193 |
| Fair value | $6,622,000 | 195 |
| 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 | $16,339,000 | 4,130 |
| U.S. Government securities | $16,339,000 | 3,207 |
| U.S. Treasury securities | $2,341,000 | 843 |
| U.S. Government agency obligations | $13,998,000 | 3,285 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| 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 | $5,115,000 | 3,687 |
| Mortgage-backed securities | $0 | 4,838 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $15,788,000 | 802 |
| Available-for-sale securities (fair market value) | $551,000 | 5,296 |
| Total debt securities | $16,339,000 | 4,105 |
| Structured notes | ||
| Amortized cost | $6,749,000 | 206 |
| Fair value | $6,511,000 | 211 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $14,342,000 | 4,277 |
| U.S. Government securities | $14,342,000 | 3,359 |
| U.S. Treasury securities | $2,343,000 | 820 |
| U.S. Government agency obligations | $11,999,000 | 3,476 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| 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 | $5,013,000 | 3,725 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $13,791,000 | 856 |
| Available-for-sale securities (fair market value) | $551,000 | 5,342 |
| Total debt securities | $14,341,000 | 4,258 |
| Structured notes | ||
| Amortized cost | $6,749,000 | 194 |
| Fair value | $6,461,000 | 197 |
| 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 | $15,347,000 | 4,228 |
| U.S. Government securities | $15,347,000 | 3,268 |
| U.S. Treasury securities | $2,348,000 | 710 |
| U.S. Government agency obligations | $12,999,000 | 3,380 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| 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 | $5,019,000 | 3,774 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $14,792,000 | 829 |
| Available-for-sale securities (fair market value) | $555,000 | 5,391 |
| Total debt securities | $15,346,000 | 4,201 |
| Structured notes | ||
| Amortized cost | $6,749,000 | 185 |
| Fair value | $6,730,000 | 186 |
| 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 | $14,352,000 | 4,372 |
| U.S. Government securities | $14,352,000 | 3,469 |
| U.S. Treasury securities | $2,350,000 | 737 |
| U.S. Government agency obligations | $12,002,000 | 3,586 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| 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 | $5,022,000 | 3,821 |
| Mortgage-backed securities | $0 | 4,997 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $13,795,000 | 882 |
| Available-for-sale securities (fair market value) | $557,000 | 5,470 |
| Total debt securities | $14,350,000 | 4,351 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 356 |
| Fair value | $3,722,000 | 356 |
| 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 | $16,600,000 | 4,248 |
| U.S. Government securities | $16,600,000 | 3,311 |
| U.S. Treasury securities | $2,350,000 | 745 |
| U.S. Government agency obligations | $14,250,000 | 3,430 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| 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 | $4,606,000 | 3,947 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $16,046,000 | 849 |
| Available-for-sale securities (fair market value) | $554,000 | 5,527 |
| Total debt securities | $16,599,000 | 4,225 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 417 |
| Fair value | $3,988,000 | 422 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $15,346,000 | 4,410 |
| U.S. Government securities | $15,346,000 | 3,508 |
| U.S. Treasury securities | $2,349,000 | 790 |
| U.S. Government agency obligations | $12,997,000 | 3,605 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| 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 | $4,102,000 | 4,086 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $14,797,000 | 897 |
| Available-for-sale securities (fair market value) | $549,000 | 5,583 |
| Total debt securities | $15,346,000 | 4,388 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 661 |
| Fair value | $2,471,000 | 666 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $15,829,000 | 4,439 |
| U.S. Government securities | $15,829,000 | 3,528 |
| U.S. Treasury securities | $2,330,000 | 746 |
| U.S. Government agency obligations | $13,499,000 | 3,640 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| 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 | $3,678,000 | 4,251 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $13,248,000 | 952 |
| Available-for-sale securities (fair market value) | $2,581,000 | 5,406 |
| Total debt securities | $15,829,000 | 4,414 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 471 |
| Fair value | $4,988,000 | 469 |
| 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 | $14,290,000 | 4,661 |
| U.S. Government securities | $14,290,000 | 3,783 |
| U.S. Treasury securities | $2,289,000 | 764 |
| U.S. Government agency obligations | $12,001,000 | 3,926 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| 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 | $3,177,000 | 4,432 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $10,749,000 | 1,034 |
| Available-for-sale securities (fair market value) | $3,541,000 | 5,383 |
| Total debt securities | $14,289,000 | 4,641 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 590 |
| Fair value | $4,445,000 | 591 |
| 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 | $4,743,000 | 5,690 |
| U.S. Government securities | $4,743,000 | 5,186 |
| U.S. Treasury securities | $302,000 | 1,237 |
| U.S. Government agency obligations | $4,441,000 | 5,122 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| 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 | $3,031,000 | 4,528 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,936,000 | 1,605 |
| Available-for-sale securities (fair market value) | $1,807,000 | 5,633 |
| Total debt securities | $4,743,000 | 5,666 |
| Structured notes | ||
| Amortized cost | $1,749,000 | 1,150 |
| Fair value | $1,750,000 | 1,142 |
| 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 | $3,296,000 | 5,931 |
| U.S. Government securities | $3,296,000 | 5,504 |
| U.S. Treasury securities | $298,000 | 1,273 |
| U.S. Government agency obligations | $2,998,000 | 5,465 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,426,000 | 4,756 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,498,000 | 1,837 |
| Available-for-sale securities (fair market value) | $1,798,000 | 5,733 |
| Total debt securities | $3,301,000 | 5,906 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 1,369 |
| Fair value | $1,229,000 | 1,374 |
| 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 | $3,791,000 | 5,972 |
| U.S. Government securities | $3,791,000 | 5,504 |
| U.S. Treasury securities | $297,000 | 1,294 |
| U.S. Government agency obligations | $3,494,000 | 5,460 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,418,000 | 4,811 |
| Mortgage-backed securities | $0 | 5,465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,998,000 | 1,772 |
| Available-for-sale securities (fair market value) | $1,793,000 | 5,819 |
| Total debt securities | $3,791,000 | 5,950 |
| Structured notes | ||
| Amortized cost | $1,749,000 | 1,321 |
| Fair value | $1,709,000 | 1,323 |
| 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 | $4,412,000 | 5,975 |
| U.S. Government securities | $4,412,000 | 5,480 |
| U.S. Treasury securities | $298,000 | 1,254 |
| U.S. Government agency obligations | $4,114,000 | 5,418 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,269,000 | 4,879 |
| Mortgage-backed securities | $119,000 | 5,223 |
| Certificates of participation in pools of residential mortgages | $119,000 | 5,019 |
| Issued or guaranteed by U.S. | $119,000 | 5,015 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $2,498,000 | 1,717 |
| Available-for-sale securities (fair market value) | $1,914,000 | 5,861 |
| Total debt securities | $4,413,000 | 5,949 |
| Structured notes | ||
| Amortized cost | $2,249,000 | 1,160 |
| Fair value | $2,204,000 | 1,157 |
| 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 | $2,912,000 | 6,191 |
| U.S. Government securities | $2,912,000 | 5,772 |
| U.S. Treasury securities | $296,000 | 1,111 |
| U.S. Government agency obligations | $2,616,000 | 5,724 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,261,000 | 4,934 |
| Mortgage-backed securities | $127,000 | 5,270 |
| Certificates of participation in pools of residential mortgages | $127,000 | 5,066 |
| Issued or guaranteed by U.S. | $127,000 | 5,061 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $998,000 | 1,997 |
| Available-for-sale securities (fair market value) | $1,914,000 | 5,910 |
| Total debt securities | $2,912,000 | 6,163 |
| Structured notes | ||
| Amortized cost | $749,000 | 1,854 |
| Fair value | $691,000 | 1,877 |
| 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 | $2,663,000 | 6,286 |
| U.S. Government securities | $2,663,000 | 5,864 |
| U.S. Treasury securities | $296,000 | 1,046 |
| U.S. Government agency obligations | $2,367,000 | 5,826 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,279,000 | 4,955 |
| Mortgage-backed securities | $132,000 | 5,312 |
| Certificates of participation in pools of residential mortgages | $132,000 | 5,102 |
| Issued or guaranteed by U.S. | $132,000 | 5,096 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $499,000 | 2,179 |
| Available-for-sale securities (fair market value) | $2,164,000 | 5,937 |
| Total debt securities | $2,663,000 | 6,260 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,727 |
| Fair value | $923,000 | 1,735 |
| 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 | $2,679,000 | 6,350 |
| U.S. Government securities | $2,679,000 | 5,926 |
| U.S. Treasury securities | $298,000 | 1,036 |
| U.S. Government agency obligations | $2,381,000 | 5,889 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,785,000 | 5,182 |
| Mortgage-backed securities | $138,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $138,000 | 5,143 |
| Issued or guaranteed by U.S. | $138,000 | 5,137 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $499,000 | 2,164 |
| Available-for-sale securities (fair market value) | $2,180,000 | 6,013 |
| Total debt securities | $2,679,000 | 6,320 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,732 |
| Fair value | $911,000 | 1,764 |
| 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 | $2,133,000 | 6,446 |
| U.S. Government securities | $2,133,000 | 6,053 |
| U.S. Treasury securities | $296,000 | 1,058 |
| U.S. Government agency obligations | $1,837,000 | 6,014 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,265,000 | 5,373 |
| Mortgage-backed securities | $145,000 | 5,367 |
| Certificates of participation in pools of residential mortgages | $145,000 | 5,140 |
| Issued or guaranteed by U.S. | $145,000 | 5,133 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $2,133,000 | 6,049 |
| Total debt securities | $2,133,000 | 6,418 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,704 |
| Fair value | $948,000 | 1,715 |
| 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 | $1,709,000 | 6,541 |
| U.S. Government securities | $1,709,000 | 6,190 |
| U.S. Treasury securities | $807,000 | 924 |
| U.S. Government agency obligations | $902,000 | 6,285 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| 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 | $782,000 | 5,648 |
| Mortgage-backed securities | $151,000 | 5,420 |
| Certificates of participation in pools of residential mortgages | $151,000 | 5,178 |
| Issued or guaranteed by U.S. | $151,000 | 5,173 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $1,709,000 | 6,159 |
| Total debt securities | $1,708,000 | 6,512 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,980 |
| Fair value | $501,000 | 2,015 |
| 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 | $1,468,000 | 6,635 |
| U.S. Government securities | $1,468,000 | 6,287 |
| U.S. Treasury securities | $808,000 | 898 |
| U.S. Government agency obligations | $660,000 | 6,401 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| 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 | $783,000 | 5,672 |
| Mortgage-backed securities | $159,000 | 5,462 |
| Certificates of participation in pools of residential mortgages | $159,000 | 5,210 |
| Issued or guaranteed by U.S. | $159,000 | 5,206 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,468,000 | 6,237 |
| Total debt securities | $1,468,000 | 6,604 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $501,000 | 2,046 |
| 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 | $1,669,000 | 6,701 |
| U.S. Government securities | $1,669,000 | 6,366 |
| U.S. Treasury securities | $501,000 | 923 |
| U.S. Government agency obligations | $1,168,000 | 6,374 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| 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 | $777,000 | 5,757 |
| Mortgage-backed securities | $166,000 | 5,557 |
| Certificates of participation in pools of residential mortgages | $166,000 | 5,310 |
| Issued or guaranteed by U.S. | $166,000 | 5,303 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,669,000 | 6,291 |
| Total debt securities | $1,669,000 | 6,665 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,910 |
| Fair value | $1,002,000 | 1,827 |
| 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 | $2,427,000 | 6,674 |
| U.S. Government securities | $2,427,000 | 6,296 |
| U.S. Treasury securities | $502,000 | 899 |
| U.S. Government agency obligations | $1,925,000 | 6,302 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| 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 | $777,000 | 5,831 |
| Mortgage-backed securities | $172,000 | 5,586 |
| Certificates of participation in pools of residential mortgages | $172,000 | 5,338 |
| Issued or guaranteed by U.S. | $172,000 | 5,330 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $2,427,000 | 6,247 |
| Total debt securities | $2,428,000 | 6,639 |
| Structured notes | ||
| Amortized cost | $1,749,000 | 1,659 |
| Fair value | $1,753,000 | 1,655 |
| 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 | $2,677,000 | 6,699 |
| U.S. Government securities | $2,677,000 | 6,317 |
| U.S. Treasury securities | $502,000 | 974 |
| U.S. Government agency obligations | $2,175,000 | 6,323 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| 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 | $502,000 | 5,984 |
| Mortgage-backed securities | $178,000 | 5,611 |
| Certificates of participation in pools of residential mortgages | $178,000 | 5,354 |
| Issued or guaranteed by U.S. | $178,000 | 5,348 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $2,677,000 | 6,260 |
| Total debt securities | $2,677,000 | 6,663 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,776 |
| Fair value | $1,997,000 | 1,752 |
| 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 | $3,196,000 | 6,648 |
| U.S. Government securities | $3,196,000 | 6,224 |
| U.S. Treasury securities | $503,000 | 911 |
| U.S. Government agency obligations | $2,693,000 | 6,252 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $778,000 | 5,582 |
| Mortgage-backed securities | $185,000 | 5,607 |
| Certificates of participation in pools of residential mortgages | $185,000 | 5,330 |
| Issued or guaranteed by U.S. | $185,000 | 5,317 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $3,196,000 | 6,189 |
| Total debt securities | $3,196,000 | 6,618 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,539 |
| Fair value | $2,508,000 | 1,530 |
| 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 | $2,205,000 | 6,860 |
| U.S. Government securities | $2,205,000 | 6,495 |
| U.S. Treasury securities | $503,000 | 958 |
| U.S. Government agency obligations | $1,702,000 | 6,503 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| 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 | $780,000 | 5,599 |
| Mortgage-backed securities | $192,000 | 5,631 |
| Certificates of participation in pools of residential mortgages | $192,000 | 5,331 |
| Issued or guaranteed by U.S. | $192,000 | 5,315 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $2,205,000 | 6,413 |
| Total debt securities | $2,204,000 | 6,823 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,991 |
| Fair value | $1,510,000 | 2,005 |
| 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 | $2,702,000 | 6,877 |
| U.S. Government securities | $2,702,000 | 6,501 |
| U.S. Treasury securities | $502,000 | 1,044 |
| U.S. Government agency obligations | $2,200,000 | 6,500 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $778,000 | 5,645 |
| Mortgage-backed securities | $198,000 | 5,639 |
| Certificates of participation in pools of residential mortgages | $198,000 | 5,334 |
| Issued or guaranteed by U.S. | $198,000 | 5,322 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $2,702,000 | 6,408 |
| Total debt securities | $2,703,000 | 6,843 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,196 |
| Fair value | $1,502,000 | 2,229 |
| 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 | $2,680,000 | 6,932 |
| U.S. Government securities | $2,680,000 | 6,534 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,680,000 | 6,416 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $870,000 | 5,662 |
| Mortgage-backed securities | $202,000 | 5,636 |
| Certificates of participation in pools of residential mortgages | $202,000 | 5,320 |
| Issued or guaranteed by U.S. | $202,000 | 5,307 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $2,680,000 | 6,450 |
| Total debt securities | $2,681,000 | 6,894 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,243 |
| Fair value | $1,484,000 | 2,286 |
| 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 | $2,693,000 | 6,957 |
| U.S. Government securities | $2,693,000 | 6,483 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,693,000 | 6,358 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 5,531 |
| Mortgage-backed securities | $210,000 | 5,646 |
| Certificates of participation in pools of residential mortgages | $210,000 | 5,287 |
| Issued or guaranteed by U.S. | $210,000 | 5,274 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $2,693,000 | 6,446 |
| Total debt securities | $2,693,000 | 6,919 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,241 |
| Fair value | $1,238,000 | 2,260 |
| 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 | $2,988,000 | 6,951 |
| U.S. Government securities | $2,988,000 | 6,443 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,988,000 | 6,320 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $965,000 | 5,757 |
| Mortgage-backed securities | $217,000 | 5,694 |
| Certificates of participation in pools of residential mortgages | $217,000 | 5,300 |
| Issued or guaranteed by U.S. | $217,000 | 5,288 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $2,988,000 | 6,423 |
| Total debt securities | $2,988,000 | 6,914 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,140 |
| Fair value | $1,505,000 | 2,187 |
| 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 | $3,089,000 | 7,010 |
| U.S. Government securities | $3,089,000 | 6,531 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,089,000 | 6,406 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,465,000 | 5,556 |
| Mortgage-backed securities | $317,000 | 5,650 |
| Certificates of participation in pools of residential mortgages | $317,000 | 5,266 |
| Issued or guaranteed by U.S. | $317,000 | 5,256 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $3,089,000 | 6,484 |
| Total debt securities | $3,089,000 | 6,969 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,006,000 | 2,519 |
| 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 | $3,929,000 | 6,911 |
| U.S. Government securities | $3,929,000 | 6,414 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,929,000 | 6,302 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,061,000 | 5,385 |
| Mortgage-backed securities | $666,000 | 5,514 |
| Certificates of participation in pools of residential mortgages | $666,000 | 5,107 |
| Issued or guaranteed by U.S. | $666,000 | 5,097 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $3,929,000 | 6,396 |
| Total debt securities | $3,929,000 | 6,870 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,024 |
| Fair value | $1,504,000 | 2,035 |
| 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 | $4,241,000 | 6,871 |
| U.S. Government securities | $4,241,000 | 6,301 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,241,000 | 6,205 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,965,000 | 5,493 |
| Mortgage-backed securities | $487,000 | 5,697 |
| Certificates of participation in pools of residential mortgages | $487,000 | 5,303 |
| Issued or guaranteed by U.S. | $487,000 | 5,288 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $4,241,000 | 6,355 |
| Total debt securities | $4,241,000 | 6,831 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,485 |
| Fair value | $2,005,000 | 1,500 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $5,300,000 | 6,735 |
| U.S. Government securities | $5,300,000 | 6,072 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,300,000 | 5,983 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,981,000 | 5,516 |
| Mortgage-backed securities | $539,000 | 5,730 |
| Certificates of participation in pools of residential mortgages | $539,000 | 5,344 |
| Issued or guaranteed by U.S. | $539,000 | 5,327 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $5,300,000 | 6,205 |
| Total debt securities | $5,294,000 | 6,695 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 957 |
| Fair value | $2,505,000 | 972 |
| 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 | $4,841,000 | 6,822 |
| U.S. Government securities | $4,841,000 | 6,204 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,841,000 | 6,113 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,946,000 | 5,533 |
| Mortgage-backed securities | $601,000 | 5,759 |
| Certificates of participation in pools of residential mortgages | $601,000 | 5,361 |
| Issued or guaranteed by U.S. | $601,000 | 5,342 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $4,841,000 | 6,287 |
| Total debt securities | $4,841,000 | 6,786 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 744 |
| Fair value | $1,993,000 | 797 |
| 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 | $3,952,000 | 7,066 |
| U.S. Government securities | $3,952,000 | 6,587 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,952,000 | 6,500 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $1,969,000 | 5,578 |
| Mortgage-backed securities | $683,000 | 5,779 |
| Certificates of participation in pools of residential mortgages | $683,000 | 5,383 |
| Issued or guaranteed by U.S. | $683,000 | 5,365 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $3,952,000 | 6,528 |
| Total debt securities | $3,953,000 | 7,024 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 821 |
| Fair value | $1,248,000 | 826 |
| 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 | $3,757,000 | 7,196 |
| U.S. Government securities | $3,757,000 | 6,758 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,757,000 | 6,661 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,035,000 | 5,585 |
| Mortgage-backed securities | $723,000 | 5,762 |
| Certificates of participation in pools of residential mortgages | $723,000 | 5,360 |
| Issued or guaranteed by U.S. | $723,000 | 5,344 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $3,757,000 | 6,619 |
| Total debt securities | $3,756,000 | 7,155 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,598 |
| Fair value | $251,000 | 1,608 |
| 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 | $4,266,000 | 7,079 |
| U.S. Government securities | $4,266,000 | 6,608 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,266,000 | 6,513 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,023,000 | 5,613 |
| Mortgage-backed securities | $768,000 | 5,721 |
| Certificates of participation in pools of residential mortgages | $768,000 | 5,322 |
| Issued or guaranteed by U.S. | $768,000 | 5,305 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,266,000 | 6,491 |
| Total debt securities | $4,266,000 | 7,036 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,599 |
| Fair value | $250,000 | 1,607 |
| 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 | $3,791,000 | 7,270 |
| U.S. Government securities | $3,791,000 | 6,799 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,791,000 | 6,701 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,222,000 | 5,524 |
| Mortgage-backed securities | $811,000 | 5,712 |
| Certificates of participation in pools of residential mortgages | $811,000 | 5,308 |
| Issued or guaranteed by U.S. | $811,000 | 5,285 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $3,791,000 | 6,658 |
| Total debt securities | $3,793,000 | 7,214 |
| 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 | $3,623,000 | 7,343 |
| U.S. Government securities | $3,623,000 | 6,884 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,623,000 | 6,783 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,005,000 | 5,612 |
| Mortgage-backed securities | $1,349,000 | 5,372 |
| Certificates of participation in pools of residential mortgages | $863,000 | 5,219 |
| Issued or guaranteed by U.S. | $863,000 | 5,192 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $486,000 | 3,109 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 2,777 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $3,623,000 | 6,729 |
| Total debt securities | $3,625,000 | 7,287 |
| 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 | $3,204,000 | 7,506 |
| U.S. Government securities | $3,204,000 | 7,134 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,204,000 | 7,017 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,803,000 | 5,782 |
| Mortgage-backed securities | $697,000 | 5,564 |
| Certificates of participation in pools of residential mortgages | $697,000 | 5,145 |
| Issued or guaranteed by U.S. | $697,000 | 5,124 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $3,204,000 | 6,856 |
| Total debt securities | $3,203,000 | 7,458 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,284 |
| Fair value | $250,000 | 2,290 |
| 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 | $4,357,000 | 7,281 |
| U.S. Government securities | $4,357,000 | 6,862 |
| U.S. Treasury securities | $101,000 | 1,184 |
| U.S. Government agency obligations | $4,256,000 | 6,783 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,350,000 | 5,528 |
| Mortgage-backed securities | $754,000 | 5,454 |
| Certificates of participation in pools of residential mortgages | $754,000 | 4,997 |
| Issued or guaranteed by U.S. | $754,000 | 4,982 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $4,357,000 | 6,628 |
| Total debt securities | $4,357,000 | 7,239 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,510 |
| Fair value | $250,000 | 2,513 |
| 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 | $4,364,000 | 7,318 |
| U.S. Government securities | $4,364,000 | 6,895 |
| U.S. Treasury securities | $101,000 | 1,303 |
| U.S. Government agency obligations | $4,263,000 | 6,796 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,284,000 | 5,601 |
| Mortgage-backed securities | $786,000 | 5,437 |
| Certificates of participation in pools of residential mortgages | $786,000 | 4,978 |
| Issued or guaranteed by U.S. | $786,000 | 4,963 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $4,364,000 | 6,655 |
| Total debt securities | $4,364,000 | 7,275 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,585 |
| Fair value | $247,000 | 2,613 |
| 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 | $4,422,000 | 7,365 |
| U.S. Government securities | $4,422,000 | 6,928 |
| U.S. Treasury securities | $102,000 | 1,390 |
| U.S. Government agency obligations | $4,320,000 | 6,816 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,639,000 | 5,459 |
| Mortgage-backed securities | $834,000 | 5,414 |
| Certificates of participation in pools of residential mortgages | $834,000 | 4,962 |
| Issued or guaranteed by U.S. | $834,000 | 4,944 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,422,000 | 6,675 |
| Total debt securities | $4,422,000 | 7,316 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,653 |
| Fair value | $248,000 | 2,676 |
| 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 | $3,950,000 | 7,522 |
| U.S. Government securities | $3,950,000 | 7,120 |
| U.S. Treasury securities | $103,000 | 1,434 |
| U.S. Government agency obligations | $3,847,000 | 7,027 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,083,000 | 5,715 |
| Mortgage-backed securities | $864,000 | 5,399 |
| Certificates of participation in pools of residential mortgages | $864,000 | 4,932 |
| Issued or guaranteed by U.S. | $864,000 | 4,914 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $3,950,000 | 6,811 |
| Total debt securities | $3,950,000 | 7,472 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,745 |
| Fair value | $247,000 | 2,775 |
| 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 | $2,989,000 | 7,798 |
| U.S. Government securities | $2,989,000 | 7,483 |
| U.S. Treasury securities | $104,000 | 1,511 |
| U.S. Government agency obligations | $2,885,000 | 7,377 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,732,000 | 5,956 |
| Mortgage-backed securities | $912,000 | 5,364 |
| Certificates of participation in pools of residential mortgages | $912,000 | 4,894 |
| Issued or guaranteed by U.S. | $912,000 | 4,870 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $2,989,000 | 7,063 |
| Total debt securities | $2,988,000 | 7,751 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,869 |
| Fair value | $246,000 | 2,897 |
| 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 | $4,015,000 | 7,597 |
| U.S. Government securities | $4,015,000 | 7,178 |
| U.S. Treasury securities | $105,000 | 1,562 |
| U.S. Government agency obligations | $3,910,000 | 7,081 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,963,000 | 5,866 |
| Mortgage-backed securities | $964,000 | 5,351 |
| Certificates of participation in pools of residential mortgages | $964,000 | 4,887 |
| Issued or guaranteed by U.S. | $964,000 | 4,865 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $4,015,000 | 6,852 |
| Total debt securities | $4,015,000 | 7,546 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,925 |
| Fair value | $241,000 | 2,973 |
| 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 | $4,067,000 | 7,629 |
| U.S. Government securities | $4,067,000 | 7,211 |
| U.S. Treasury securities | $107,000 | 1,646 |
| U.S. Government agency obligations | $3,960,000 | 7,109 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,961,000 | 5,863 |
| Mortgage-backed securities | $1,017,000 | 5,357 |
| Certificates of participation in pools of residential mortgages | $1,017,000 | 4,874 |
| Issued or guaranteed by U.S. | $1,017,000 | 4,854 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,067,000 | 6,881 |
| Total debt securities | $4,068,000 | 7,578 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,915 |
| Fair value | $243,000 | 2,960 |
| 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 | $4,115,000 | 7,662 |
| U.S. Government securities | $4,115,000 | 7,221 |
| U.S. Treasury securities | $109,000 | 1,665 |
| U.S. Government agency obligations | $4,006,000 | 7,095 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,956,000 | 5,883 |
| Mortgage-backed securities | $1,072,000 | 5,366 |
| Certificates of participation in pools of residential mortgages | $1,072,000 | 4,868 |
| Issued or guaranteed by U.S. | $1,072,000 | 4,849 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $4,115,000 | 6,904 |
| Total debt securities | $4,115,000 | 7,613 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,899 |
| Fair value | $244,000 | 2,951 |
| 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 | $4,996,000 | 7,483 |
| U.S. Government securities | $4,964,000 | 6,966 |
| U.S. Treasury securities | $111,000 | 1,704 |
| U.S. Government agency obligations | $4,853,000 | 6,862 |
| Securities issued by states & political subdivisions | $30,000 | 6,396 |
| Other domestic debt securities | $2,000 | 3,365 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,310 |
| 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 | $1,818,000 | 5,964 |
| Mortgage-backed securities | $1,162,000 | 5,340 |
| Certificates of participation in pools of residential mortgages | $1,160,000 | 4,837 |
| Issued or guaranteed by U.S. | $1,160,000 | 4,819 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $2,000 | 1,199 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $4,996,000 | 6,711 |
| Total debt securities | $4,996,000 | 7,421 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,848 |
| Fair value | $247,000 | 2,889 |
| 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 | $5,090,000 | 7,496 |
| U.S. Government securities | $5,058,000 | 6,974 |
| U.S. Treasury securities | $114,000 | 1,761 |
| U.S. Government agency obligations | $4,944,000 | 6,877 |
| Securities issued by states & political subdivisions | $30,000 | 6,410 |
| Other domestic debt securities | $2,000 | 3,416 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,282 |
| 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 | $1,821,000 | 5,961 |
| Mortgage-backed securities | $1,246,000 | 5,363 |
| Certificates of participation in pools of residential mortgages | $1,244,000 | 4,847 |
| Issued or guaranteed by U.S. | $1,244,000 | 4,827 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $2,000 | 1,169 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $5,090,000 | 6,709 |
| Total debt securities | $5,091,000 | 7,429 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,828 |
| Fair value | $249,000 | 2,842 |
| 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 | $5,156,000 | 7,557 |
| U.S. Government securities | $5,124,000 | 7,027 |
| U.S. Treasury securities | $115,000 | 1,884 |
| U.S. Government agency obligations | $5,009,000 | 6,906 |
| Securities issued by states & political subdivisions | $30,000 | 6,462 |
| Other domestic debt securities | $2,000 | 3,470 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,276 |
| 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 | $1,809,000 | 6,005 |
| Mortgage-backed securities | $1,335,000 | 5,373 |
| Certificates of participation in pools of residential mortgages | $1,333,000 | 4,857 |
| Issued or guaranteed by U.S. | $1,333,000 | 4,844 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,000 | 3,759 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $2,000 | 1,168 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $5,156,000 | 6,760 |
| Total debt securities | $5,155,000 | 7,495 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,788 |
| Fair value | $244,000 | 2,848 |
| 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 | $5,292,000 | 7,563 |
| U.S. Government securities | $5,260,000 | 7,019 |
| U.S. Treasury securities | $119,000 | 1,879 |
| U.S. Government agency obligations | $5,141,000 | 6,897 |
| Securities issued by states & political subdivisions | $30,000 | 6,502 |
| Other domestic debt securities | $2,000 | 3,525 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,981,000 | 5,922 |
| Mortgage-backed securities | $1,422,000 | 5,386 |
| Certificates of participation in pools of residential mortgages | $1,420,000 | 4,832 |
| Issued or guaranteed by U.S. | $1,420,000 | 4,818 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,000 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $2,000 | 1,167 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,292,000 | 6,753 |
| Total debt securities | $5,292,000 | 7,499 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,726 |
| Fair value | $248,000 | 2,763 |
| 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 | $5,943,000 | 7,457 |
| U.S. Government securities | $5,880,000 | 6,855 |
| U.S. Treasury securities | $123,000 | 1,894 |
| U.S. Government agency obligations | $5,757,000 | 6,741 |
| Securities issued by states & political subdivisions | $61,000 | 6,498 |
| Other domestic debt securities | $2,000 | 3,597 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,908,000 | 5,989 |
| Mortgage-backed securities | $1,518,000 | 5,330 |
| Certificates of participation in pools of residential mortgages | $1,516,000 | 4,803 |
| Issued or guaranteed by U.S. | $1,516,000 | 4,792 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $2,000 | 1,139 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $5,943,000 | 6,640 |
| Total debt securities | $5,942,000 | 7,382 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,312 |
| Fair value | $749,000 | 2,327 |
| 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 | $6,229,000 | 7,459 |
| U.S. Government securities | $6,159,000 | 6,840 |
| U.S. Treasury securities | $122,000 | 2,012 |
| U.S. Government agency obligations | $6,037,000 | 6,711 |
| Securities issued by states & political subdivisions | $68,000 | 6,531 |
| Other domestic debt securities | $2,000 | 3,698 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,248 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,711,000 | 6,098 |
| Mortgage-backed securities | $1,591,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $1,589,000 | 4,808 |
| Issued or guaranteed by U.S. | $1,589,000 | 4,795 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,903 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $2,000 | 1,140 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $6,229,000 | 6,636 |
| Total debt securities | $6,229,000 | 7,379 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,280 |
| Fair value | $737,000 | 2,295 |
| 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 | $4,995,000 | 7,749 |
| U.S. Government securities | $4,926,000 | 7,191 |
| U.S. Treasury securities | $129,000 | 1,990 |
| U.S. Government agency obligations | $4,797,000 | 7,065 |
| Securities issued by states & political subdivisions | $69,000 | 6,532 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,742,000 | 6,055 |
| Mortgage-backed securities | $1,778,000 | 5,293 |
| Certificates of participation in pools of residential mortgages | $1,776,000 | 4,742 |
| Issued or guaranteed by U.S. | $1,776,000 | 4,726 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,000 | 3,973 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,596 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,995,000 | 6,950 |
| Total debt securities | $4,996,000 | 7,670 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,065 |
| Fair value | $751,000 | 2,077 |
| 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 | $6,039,000 | 7,552 |
| U.S. Government securities | $5,968,000 | 6,932 |
| U.S. Treasury securities | $378,000 | 1,916 |
| U.S. Government agency obligations | $5,590,000 | 6,871 |
| Securities issued by states & political subdivisions | $69,000 | 6,616 |
| Other domestic debt securities | $2,000 | 3,851 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,983,000 | 5,886 |
| Mortgage-backed securities | $1,851,000 | 5,253 |
| Certificates of participation in pools of residential mortgages | $1,849,000 | 4,685 |
| Issued or guaranteed by U.S. | $1,849,000 | 4,666 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,000 | 4,036 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $2,000 | 1,031 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $6,039,000 | 6,723 |
| Total debt securities | $6,039,000 | 7,474 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,927 |
| Fair value | $747,000 | 1,948 |
| 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 | $5,767,000 | 7,594 |
| U.S. Government securities | $5,664,000 | 6,923 |
| U.S. Treasury securities | $381,000 | 1,968 |
| U.S. Government agency obligations | $5,283,000 | 6,870 |
| Securities issued by states & political subdivisions | $101,000 | 6,586 |
| Other domestic debt securities | $2,000 | 3,963 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,743,000 | 6,018 |
| Mortgage-backed securities | $2,041,000 | 5,164 |
| Certificates of participation in pools of residential mortgages | $2,039,000 | 4,559 |
| Issued or guaranteed by U.S. | $2,039,000 | 4,538 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,000 | 4,131 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $2,000 | 1,111 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $5,767,000 | 6,776 |
| Total debt securities | $5,767,000 | 7,505 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,059 |
| Fair value | $243,000 | 2,114 |
| 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 | $3,740,000 | 8,093 |
| U.S. Government securities | $3,636,000 | 7,573 |
| U.S. Treasury securities | $389,000 | 1,994 |
| U.S. Government agency obligations | $3,247,000 | 7,545 |
| Securities issued by states & political subdivisions | $102,000 | 6,587 |
| Other domestic debt securities | $2,000 | 4,017 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,327 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,518,000 | 6,162 |
| Mortgage-backed securities | $1,715,000 | 5,467 |
| Certificates of participation in pools of residential mortgages | $1,713,000 | 4,846 |
| Issued or guaranteed by U.S. | $1,713,000 | 4,831 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,000 | 4,297 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $2,000 | 1,174 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $3,740,000 | 7,265 |
| Total debt securities | $3,739,000 | 8,011 |
| 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 | $5,045,000 | 7,801 |
| U.S. Government securities | $4,941,000 | 7,168 |
| U.S. Treasury securities | $387,000 | 2,043 |
| U.S. Government agency obligations | $4,554,000 | 7,108 |
| Securities issued by states & political subdivisions | $102,000 | 6,576 |
| Other domestic debt securities | $2,000 | 4,083 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,360 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,531,000 | 6,190 |
| Mortgage-backed securities | $2,041,000 | 5,305 |
| Certificates of participation in pools of residential mortgages | $2,039,000 | 4,638 |
| Issued or guaranteed by U.S. | $2,039,000 | 4,620 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,000 | 4,379 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $2,000 | 1,206 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $5,045,000 | 6,945 |
| Total debt securities | $5,044,000 | 7,721 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $500,000 | 1,450 |
| 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 | $3,663,000 | 8,226 |
| U.S. Government securities | $3,558,000 | 7,700 |
| U.S. Treasury securities | $137,000 | 2,430 |
| U.S. Government agency obligations | $3,421,000 | 7,546 |
| Securities issued by states & political subdivisions | $102,000 | 6,600 |
| Other domestic debt securities | $3,000 | 4,108 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,359 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,786,000 | 6,031 |
| Mortgage-backed securities | $1,636,000 | 5,520 |
| Certificates of participation in pools of residential mortgages | $1,633,000 | 4,883 |
| Issued or guaranteed by U.S. | $1,633,000 | 4,867 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,000 | 4,420 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $3,000 | 1,212 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $3,663,000 | 7,334 |
| Total debt securities | $3,664,000 | 8,141 |
| 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 | $4,584,000 | 8,057 |
| U.S. Government securities | $4,448,000 | 7,462 |
| U.S. Treasury securities | $131,000 | 3,039 |
| U.S. Government agency obligations | $4,317,000 | 7,253 |
| Securities issued by states & political subdivisions | $131,000 | 6,688 |
| Other domestic debt securities | $5,000 | 4,171 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,448 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,752,000 | 6,126 |
| Mortgage-backed securities | $2,549,000 | 4,957 |
| Certificates of participation in pools of residential mortgages | $2,544,000 | 4,147 |
| Issued or guaranteed by U.S. | $2,544,000 | 4,131 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,000 | 4,500 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $5,000 | 1,301 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $4,584,000 | 7,102 |
| Total debt securities | $4,584,000 | 7,951 |
| 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 | $6,553,000 | 7,821 |
| U.S. Government securities | $6,396,000 | 7,157 |
| U.S. Treasury securities | $131,000 | 4,035 |
| U.S. Government agency obligations | $6,265,000 | 6,852 |
| Securities issued by states & political subdivisions | $150,000 | 6,837 |
| Other domestic debt securities | $7,000 | 3,909 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,446 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,979,000 | 6,325 |
| Mortgage-backed securities | $1,522,000 | 5,103 |
| Certificates of participation in pools of residential mortgages | $1,515,000 | 4,340 |
| Issued or guaranteed by U.S. | $1,515,000 | 4,317 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $7,000 | 4,235 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $7,000 | 1,259 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,553,000 | 6,732 |
| Total debt securities | $6,553,000 | 7,699 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,491,000 | 8,171 |
| U.S. Government securities | $6,312,000 | 7,470 |
| U.S. Treasury securities | $374,000 | 4,810 |
| U.S. Government agency obligations | $5,938,000 | 7,111 |
| Securities issued by states & political subdivisions | $171,000 | 7,113 |
| Other domestic debt securities | $8,000 | 3,878 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,548 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,951,000 | 6,405 |
| Mortgage-backed securities | $2,004,000 | 5,065 |
| Certificates of participation in pools of residential mortgages | $1,996,000 | 4,200 |
| Issued or guaranteed by U.S. | $1,996,000 | 4,180 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,000 | 4,521 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $8,000 | 1,354 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,491,000 | 6,933 |
| Total debt securities | $6,491,000 | 8,040 |
| 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 | $9,289,000 | 7,318 |
| U.S. Government securities | $8,402,000 | 6,604 |
| U.S. Treasury securities | $1,653,000 | 4,220 |
| U.S. Government agency obligations | $6,749,000 | 6,409 |
| Securities issued by states & political subdivisions | $871,000 | 5,955 |
| Other domestic debt securities | $16,000 | 3,836 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,553 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,249,000 | 6,877 |
| Mortgage-backed securities | $3,560,000 | 4,453 |
| Certificates of participation in pools of residential mortgages | $3,544,000 | 3,544 |
| Issued or guaranteed by U.S. | $3,544,000 | 3,528 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $16,000 | 4,764 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $16,000 | 1,340 |
| 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) | $7,385,000 | 2,787 |
| Available-for-sale securities (fair market value) | $1,904,000 | 8,507 |
| Total debt securities | $9,289,000 | 7,191 |
| 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 | $11,265,000 | 7,037 |
| U.S. Government securities | $9,970,000 | 6,501 |
| U.S. Treasury securities | $3,002,000 | 4,320 |
| U.S. Government agency obligations | $6,968,000 | 6,395 |
| Securities issued by states & political subdivisions | $1,271,000 | 5,420 |
| Other domestic debt securities | $24,000 | 3,684 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,558 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,190,000 | 7,304 |
| Mortgage-backed securities | $3,033,000 | 4,759 |
| Certificates of participation in pools of residential mortgages | $3,009,000 | 3,739 |
| Issued or guaranteed by U.S. | $3,009,000 | 3,725 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $24,000 | 5,015 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $24,000 | 1,318 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,013,000 | 3,222 |
| Available-for-sale securities (fair market value) | $3,252,000 | 8,198 |
| Total debt securities | $11,265,000 | 6,904 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,833,000 | 7,643 |
| U.S. Government securities | $9,402,000 | 7,254 |
| U.S. Treasury securities | $1,977,000 | 6,130 |
| U.S. Government agency obligations | $7,425,000 | 6,519 |
| Securities issued by states & political subdivisions | $1,401,000 | 5,476 |
| Other domestic debt securities | $30,000 | 4,193 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,870 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,409,000 | 7,358 |
| Mortgage-backed securities | $3,810,000 | 4,796 |
| Certificates of participation in pools of residential mortgages | $3,793,000 | 3,680 |
| Issued or guaranteed by U.S. | $3,780,000 | 3,666 |
| Privately issued | $13,000 | 451 |
| Collaterized mortgage obligations | $17,000 | 5,534 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $17,000 | 1,661 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,710,000 | 4,053 |
| Available-for-sale securities (fair market value) | $4,123,000 | 8,154 |
| Total debt securities | $10,833,000 | 7,515 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $12,615,000 | 7,391 |
| U.S. Government securities | $11,010,000 | 6,914 |
| U.S. Treasury securities | $2,740,000 | 6,308 |
| U.S. Government agency obligations | $8,270,000 | 6,156 |
| Securities issued by states & political subdivisions | $1,459,000 | 5,634 |
| Other domestic debt securities | $146,000 | 4,216 |
| Privately issued residential mortgage-backed securities | $46,000 | 2,179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,460 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,185,000 | 7,859 |
| Mortgage-backed securities | $4,921,000 | 4,515 |
| Certificates of participation in pools of residential mortgages | $4,901,000 | 3,322 |
| Issued or guaranteed by U.S. | $4,875,000 | 3,310 |
| Privately issued | $26,000 | 511 |
| Collaterized mortgage obligations | $20,000 | 6,024 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $20,000 | 2,039 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,480,000 | 4,396 |
| Available-for-sale securities (fair market value) | $6,135,000 | 7,506 |
| Total debt securities | $12,615,000 | 7,258 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,027 |
| Fair value | $1,501,000 | 2,029 |
| 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 | $16,179,000 | 6,781 |
| U.S. Government securities | $14,487,000 | 6,194 |
| U.S. Treasury securities | $3,957,000 | 6,327 |
| U.S. Government agency obligations | $10,530,000 | 5,186 |
| Securities issued by states & political subdivisions | $1,536,000 | 5,795 |
| Other domestic debt securities | $156,000 | 4,777 |
| Privately issued residential mortgage-backed securities | $56,000 | 2,403 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,983 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,073,000 | 8,287 |
| Mortgage-backed securities | $5,634,000 | 4,441 |
| Certificates of participation in pools of residential mortgages | $5,607,000 | 3,182 |
| Issued or guaranteed by U.S. | $5,575,000 | 3,176 |
| Privately issued | $32,000 | 513 |
| Collaterized mortgage obligations | $27,000 | 6,478 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 6,114 |
| Privately issued | $24,000 | 2,308 |
| 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) | $16,179,000 | 4,058 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $16,179,000 | 6,666 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $15,570,000 | 7,220 |
| U.S. Government securities | $13,564,000 | 6,678 |
| U.S. Treasury securities | $2,821,000 | 7,567 |
| U.S. Government agency obligations | $10,743,000 | 5,320 |
| Securities issued by states & political subdivisions | $1,819,000 | 5,553 |
| Other domestic debt securities | $187,000 | 5,422 |
| Privately issued residential mortgage-backed securities | $87,000 | 2,787 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 4,513 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,548,000 | 7,643 |
| Mortgage-backed securities | $5,878,000 | 4,859 |
| Certificates of participation in pools of residential mortgages | $5,797,000 | 3,467 |
| Issued or guaranteed by U.S. | $5,745,000 | 3,445 |
| Privately issued | $52,000 | 631 |
| Collaterized mortgage obligations | $81,000 | 6,712 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 6,390 |
| Privately issued | $35,000 | 2,664 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,570,000 | 7,076 |
| 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 | $15,202,000 | 7,286 |
| U.S. Government securities | $12,921,000 | 6,915 |
| U.S. Treasury securities | $1,742,000 | 9,173 |
| U.S. Government agency obligations | $11,179,000 | 5,136 |
| Securities issued by states & political subdivisions | $1,836,000 | 5,234 |
| Other domestic debt securities | $445,000 | 5,292 |
| Privately issued residential mortgage-backed securities | $345,000 | 2,671 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 5,148 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,685 |
| Mortgage-backed securities | $7,742,000 | 4,353 |
| Certificates of participation in pools of residential mortgages | $7,243,000 | 3,163 |
| Issued or guaranteed by U.S. | $7,243,000 | 3,112 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $499,000 | 5,870 |
| CMOs issued by government agencies or sponsored agencies | $154,000 | 6,259 |
| Privately issued | $345,000 | 2,270 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,202,000 | 7,172 |
| 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 |