Home > Trinity Bank > Securities
Trinity Bank, Securities
| 2019-09-30 | Rank | |
| Total securities | $9,784,000 | 4,158 |
| U.S. Government securities | $2,012,000 | 4,499 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,012,000 | 4,353 |
| Securities issued by states & political subdivisions | $7,772,000 | 2,585 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,667,000 | 3,336 |
| Mortgage-backed securities | $555,000 | 3,963 |
| Certificates of participation in pools of residential mortgages | $555,000 | 3,726 |
| Issued or guaranteed by U.S. | $555,000 | 3,641 |
| 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) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $9,784,000 | 3,897 |
| Total debt securities | $9,784,000 | 4,132 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $11,004,000 | 4,106 |
| U.S. Government securities | $3,137,000 | 4,382 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,137,000 | 4,221 |
| Securities issued by states & political subdivisions | $7,867,000 | 2,630 |
| 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 | $5,357,000 | 3,268 |
| Mortgage-backed securities | $575,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $575,000 | 3,734 |
| Issued or guaranteed by U.S. | $575,000 | 3,661 |
| 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) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $11,004,000 | 3,834 |
| Total debt securities | $11,004,000 | 4,085 |
| Structured notes | ||
| Amortized cost | $997,000 | 637 |
| Fair value | $997,000 | 592 |
| 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 | $11,356,000 | 4,142 |
| U.S. Government securities | $3,099,000 | 4,454 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,099,000 | 4,287 |
| Securities issued by states & political subdivisions | $8,257,000 | 2,645 |
| 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 | $5,793,000 | 3,268 |
| Mortgage-backed securities | $585,000 | 4,006 |
| Certificates of participation in pools of residential mortgages | $585,000 | 3,762 |
| Issued or guaranteed by U.S. | $585,000 | 3,683 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $11,356,000 | 3,867 |
| Total debt securities | $11,356,000 | 4,122 |
| Structured notes | ||
| Amortized cost | $997,000 | 653 |
| Fair value | $985,000 | 627 |
| 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 | $12,349,000 | 4,096 |
| U.S. Government securities | $4,237,000 | 4,310 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,237,000 | 4,149 |
| Securities issued by states & political subdivisions | $8,112,000 | 2,728 |
| 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 | $7,572,000 | 3,037 |
| Mortgage-backed securities | $590,000 | 4,029 |
| Certificates of participation in pools of residential mortgages | $590,000 | 3,795 |
| Issued or guaranteed by U.S. | $590,000 | 3,728 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $12,349,000 | 3,822 |
| Total debt securities | $12,349,000 | 4,076 |
| Structured notes | ||
| Amortized cost | $997,000 | 669 |
| Fair value | $985,000 | 623 |
| 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 | $12,247,000 | 4,163 |
| U.S. Government securities | $4,201,000 | 4,369 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,201,000 | 4,223 |
| Securities issued by states & political subdivisions | $8,046,000 | 2,764 |
| 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 | $7,283,000 | 3,103 |
| Mortgage-backed securities | $599,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $599,000 | 3,841 |
| Issued or guaranteed by U.S. | $599,000 | 3,815 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $12,247,000 | 3,890 |
| Total debt securities | $12,248,000 | 4,139 |
| Structured notes | ||
| Amortized cost | $997,000 | 657 |
| Fair value | $970,000 | 625 |
| 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 | $12,492,000 | 4,198 |
| U.S. Government securities | $4,339,000 | 4,395 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,339,000 | 4,237 |
| Securities issued by states & political subdivisions | $8,153,000 | 2,800 |
| 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 | $7,455,000 | 3,113 |
| Mortgage-backed securities | $627,000 | 4,123 |
| Certificates of participation in pools of residential mortgages | $627,000 | 3,880 |
| Issued or guaranteed by U.S. | $627,000 | 3,716 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $12,492,000 | 3,922 |
| Total debt securities | $12,492,000 | 4,173 |
| Structured notes | ||
| Amortized cost | $997,000 | 663 |
| Fair value | $976,000 | 627 |
| 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 | $12,565,000 | 4,232 |
| U.S. Government securities | $4,391,000 | 4,456 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,391,000 | 4,316 |
| Securities issued by states & political subdivisions | $8,174,000 | 2,836 |
| 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 | $7,496,000 | 3,148 |
| Mortgage-backed securities | $655,000 | 4,157 |
| Certificates of participation in pools of residential mortgages | $655,000 | 3,912 |
| Issued or guaranteed by U.S. | $655,000 | 3,905 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $12,565,000 | 3,948 |
| Total debt securities | $12,566,000 | 4,208 |
| Structured notes | ||
| Amortized cost | $997,000 | 648 |
| Fair value | $976,000 | 613 |
| 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 | $13,171,000 | 4,240 |
| U.S. Government securities | $4,537,000 | 4,471 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,537,000 | 4,344 |
| Securities issued by states & political subdivisions | $8,634,000 | 2,838 |
| 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 | $7,020,000 | 3,260 |
| Mortgage-backed securities | $690,000 | 4,176 |
| Certificates of participation in pools of residential mortgages | $690,000 | 3,938 |
| Issued or guaranteed by U.S. | $690,000 | 3,932 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $13,171,000 | 3,954 |
| Total debt securities | $13,170,000 | 4,218 |
| Structured notes | ||
| Amortized cost | $997,000 | 651 |
| Fair value | $988,000 | 602 |
| 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 | $13,919,000 | 4,229 |
| U.S. Government securities | $5,095,000 | 4,451 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,095,000 | 4,327 |
| Securities issued by states & political subdivisions | $8,824,000 | 2,859 |
| 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 | $7,484,000 | 3,235 |
| Mortgage-backed securities | $727,000 | 4,209 |
| Certificates of participation in pools of residential mortgages | $727,000 | 3,966 |
| Issued or guaranteed by U.S. | $727,000 | 3,961 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $13,919,000 | 3,938 |
| Total debt securities | $13,918,000 | 4,206 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 543 |
| Fair value | $1,490,000 | 535 |
| 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 | $13,595,000 | 4,294 |
| U.S. Government securities | $5,185,000 | 4,481 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,185,000 | 4,357 |
| Securities issued by states & political subdivisions | $8,410,000 | 2,934 |
| 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 | $7,559,000 | 3,246 |
| Mortgage-backed securities | $757,000 | 4,237 |
| Certificates of participation in pools of residential mortgages | $757,000 | 3,998 |
| Issued or guaranteed by U.S. | $757,000 | 3,992 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $13,595,000 | 3,996 |
| Total debt securities | $13,595,000 | 4,275 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 561 |
| Fair value | $1,492,000 | 552 |
| 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 | $13,789,000 | 4,323 |
| U.S. Government securities | $5,565,000 | 4,480 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,565,000 | 4,348 |
| Securities issued by states & political subdivisions | $8,224,000 | 2,999 |
| 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 | $8,615,000 | 3,135 |
| Mortgage-backed securities | $1,412,000 | 4,118 |
| Certificates of participation in pools of residential mortgages | $1,412,000 | 3,831 |
| Issued or guaranteed by U.S. | $1,412,000 | 3,826 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $13,789,000 | 4,017 |
| Total debt securities | $13,790,000 | 4,305 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 582 |
| Fair value | $1,483,000 | 570 |
| 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 | $13,821,000 | 4,323 |
| U.S. Government securities | $5,662,000 | 4,478 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,662,000 | 4,351 |
| Securities issued by states & political subdivisions | $8,159,000 | 3,040 |
| 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 | $8,680,000 | 3,126 |
| Mortgage-backed securities | $1,476,000 | 4,122 |
| Certificates of participation in pools of residential mortgages | $1,476,000 | 3,842 |
| Issued or guaranteed by U.S. | $1,476,000 | 3,835 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $13,821,000 | 4,009 |
| Total debt securities | $13,822,000 | 4,306 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 578 |
| Fair value | $1,476,000 | 565 |
| 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 | $11,760,000 | 4,523 |
| U.S. Government securities | $5,897,000 | 4,488 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,897,000 | 4,365 |
| Securities issued by states & political subdivisions | $5,863,000 | 3,381 |
| 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 | $8,130,000 | 3,243 |
| Mortgage-backed securities | $1,643,000 | 4,128 |
| Certificates of participation in pools of residential mortgages | $1,643,000 | 3,819 |
| Issued or guaranteed by U.S. | $1,643,000 | 3,816 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $11,760,000 | 4,203 |
| Total debt securities | $11,761,000 | 4,501 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 559 |
| Fair value | $1,501,000 | 544 |
| 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 | $12,479,000 | 4,546 |
| U.S. Government securities | $6,570,000 | 4,463 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,570,000 | 4,332 |
| Securities issued by states & political subdivisions | $5,909,000 | 3,379 |
| 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 | $7,163,000 | 3,436 |
| Mortgage-backed securities | $1,749,000 | 4,145 |
| Certificates of participation in pools of residential mortgages | $1,749,000 | 3,815 |
| Issued or guaranteed by U.S. | $1,749,000 | 3,810 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $12,479,000 | 4,217 |
| Total debt securities | $12,478,000 | 4,521 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 655 |
| Fair value | $1,500,000 | 639 |
| 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 | $9,970,000 | 4,842 |
| U.S. Government securities | $6,843,000 | 4,527 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $6,843,000 | 4,403 |
| Securities issued by states & political subdivisions | $3,127,000 | 3,930 |
| 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 | $6,947,000 | 3,528 |
| Mortgage-backed securities | $1,839,000 | 4,157 |
| Certificates of participation in pools of residential mortgages | $1,839,000 | 3,822 |
| Issued or guaranteed by U.S. | $1,839,000 | 3,818 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $9,970,000 | 4,488 |
| Total debt securities | $9,970,000 | 4,817 |
| Structured notes | ||
| Amortized cost | $2,746,000 | 557 |
| Fair value | $2,752,000 | 553 |
| 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 | $8,580,000 | 5,045 |
| U.S. Government securities | $6,893,000 | 4,566 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,893,000 | 4,438 |
| Securities issued by states & political subdivisions | $1,687,000 | 4,343 |
| 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 | $6,892,000 | 3,559 |
| Mortgage-backed securities | $1,911,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $1,911,000 | 3,816 |
| Issued or guaranteed by U.S. | $1,911,000 | 3,812 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $8,580,000 | 4,689 |
| Total debt securities | $8,579,000 | 5,025 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 590 |
| Fair value | $3,003,000 | 562 |
| Trading account assets | $250,000 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $9,437,000 | 5,060 |
| U.S. Government securities | $8,711,000 | 4,356 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,711,000 | 4,243 |
| Securities issued by states & political subdivisions | $726,000 | 4,758 |
| 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 | $6,741,000 | 3,630 |
| Mortgage-backed securities | $2,009,000 | 4,189 |
| Certificates of participation in pools of residential mortgages | $2,009,000 | 3,834 |
| Issued or guaranteed by U.S. | $2,009,000 | 3,831 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $9,437,000 | 4,696 |
| Total debt securities | $9,436,000 | 5,037 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 569 |
| Fair value | $4,004,000 | 549 |
| Trading account assets | $250,000 | 222 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $10,395,000 | 5,034 |
| U.S. Government securities | $10,294,000 | 4,268 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,294,000 | 4,154 |
| Securities issued by states & political subdivisions | $101,000 | 5,132 |
| 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 | $6,550,000 | 3,709 |
| Mortgage-backed securities | $2,102,000 | 4,238 |
| Certificates of participation in pools of residential mortgages | $2,102,000 | 3,886 |
| Issued or guaranteed by U.S. | $2,102,000 | 3,882 |
| 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) | $750,000 | 1,985 |
| Available-for-sale securities (fair market value) | $9,645,000 | 4,744 |
| Total debt securities | $10,395,000 | 5,012 |
| Structured notes | ||
| Amortized cost | $5,467,000 | 498 |
| Fair value | $5,469,000 | 492 |
| Trading account assets | $250,000 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $7,304,000 | 5,404 |
| U.S. Government securities | $7,202,000 | 4,785 |
| U.S. Treasury securities | $1,000,000 | 1,024 |
| U.S. Government agency obligations | $6,202,000 | 4,840 |
| Securities issued by states & political subdivisions | $102,000 | 5,144 |
| 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 | $6,193,000 | 3,826 |
| Mortgage-backed securities | $2,217,000 | 4,284 |
| Certificates of participation in pools of residential mortgages | $2,217,000 | 3,922 |
| Issued or guaranteed by U.S. | $2,217,000 | 3,917 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $7,304,000 | 5,042 |
| Total debt securities | $7,304,000 | 5,384 |
| Structured notes | ||
| Amortized cost | $2,466,000 | 936 |
| Fair value | $2,511,000 | 909 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $7,099,000 | 5,515 |
| U.S. Government securities | $6,998,000 | 4,896 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,998,000 | 4,780 |
| Securities issued by states & political subdivisions | $101,000 | 5,224 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $2,303,000 | 4,346 |
| Certificates of participation in pools of residential mortgages | $2,303,000 | 3,970 |
| Issued or guaranteed by U.S. | $2,303,000 | 3,964 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $7,099,000 | 5,138 |
| Total debt securities | $7,100,000 | 5,494 |
| Structured notes | ||
| Amortized cost | $3,211,000 | 841 |
| Fair value | $3,240,000 | 839 |
| 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 | $4,956,000 | 5,841 |
| U.S. Government securities | $4,856,000 | 5,338 |
| U.S. Treasury securities | $500,000 | 1,210 |
| U.S. Government agency obligations | $4,356,000 | 5,295 |
| Securities issued by states & political subdivisions | $100,000 | 5,285 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,857,000 | 4,195 |
| Mortgage-backed securities | $706,000 | 4,891 |
| Certificates of participation in pools of residential mortgages | $706,000 | 4,628 |
| Issued or guaranteed by U.S. | $706,000 | 4,624 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $4,956,000 | 5,464 |
| Total debt securities | $4,957,000 | 5,819 |
| Structured notes | ||
| Amortized cost | $3,211,000 | 926 |
| Fair value | $3,178,000 | 928 |
| 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 | $5,959,000 | 5,790 |
| U.S. Government securities | $5,316,000 | 5,337 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,316,000 | 5,223 |
| Securities issued by states & political subdivisions | $100,000 | 5,344 |
| Other domestic debt securities | $543,000 | 2,041 |
| 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 | $543,000 | 1,623 |
| 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 | $5,860,000 | 4,022 |
| Mortgage-backed securities | $732,000 | 4,936 |
| Certificates of participation in pools of residential mortgages | $732,000 | 4,666 |
| Issued or guaranteed by U.S. | $732,000 | 4,663 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $5,959,000 | 5,395 |
| Total debt securities | $5,960,000 | 5,770 |
| Structured notes | ||
| Amortized cost | $4,157,000 | 818 |
| Fair value | $4,118,000 | 820 |
| 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 | $5,829,000 | 5,864 |
| U.S. Government securities | $5,189,000 | 5,397 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,189,000 | 5,284 |
| Securities issued by states & political subdivisions | $99,000 | 5,393 |
| Other domestic debt securities | $541,000 | 2,095 |
| 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 | $541,000 | 1,657 |
| 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 | $5,696,000 | 4,079 |
| Mortgage-backed securities | $737,000 | 4,977 |
| Certificates of participation in pools of residential mortgages | $737,000 | 4,706 |
| Issued or guaranteed by U.S. | $737,000 | 4,702 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $5,829,000 | 5,470 |
| Total debt securities | $5,829,000 | 5,839 |
| Structured notes | ||
| Amortized cost | $4,155,000 | 838 |
| Fair value | $4,001,000 | 841 |
| 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 | $5,795,000 | 5,907 |
| U.S. Government securities | $5,154,000 | 5,411 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,154,000 | 5,315 |
| Securities issued by states & political subdivisions | $100,000 | 5,449 |
| Other domestic debt securities | $541,000 | 2,145 |
| 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 | $541,000 | 1,699 |
| 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 | $5,696,000 | 4,090 |
| Mortgage-backed securities | $754,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $754,000 | 4,725 |
| Issued or guaranteed by U.S. | $754,000 | 4,720 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $5,795,000 | 5,512 |
| Total debt securities | $5,792,000 | 5,883 |
| Structured notes | ||
| Amortized cost | $4,154,000 | 825 |
| Fair value | $3,958,000 | 828 |
| 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 | $5,867,000 | 5,961 |
| U.S. Government securities | $5,222,000 | 5,442 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,222,000 | 5,346 |
| Securities issued by states & political subdivisions | $98,000 | 5,492 |
| Other domestic debt securities | $547,000 | 2,204 |
| 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 | $547,000 | 1,733 |
| 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 | $5,769,000 | 4,077 |
| Mortgage-backed securities | $771,000 | 5,043 |
| Certificates of participation in pools of residential mortgages | $771,000 | 4,756 |
| Issued or guaranteed by U.S. | $771,000 | 4,752 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $5,867,000 | 5,569 |
| Total debt securities | $5,866,000 | 5,934 |
| Structured notes | ||
| Amortized cost | $4,152,000 | 812 |
| Fair value | $4,009,000 | 812 |
| 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 | $3,821,000 | 6,234 |
| U.S. Government securities | $3,256,000 | 5,825 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,256,000 | 5,721 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $565,000 | 2,264 |
| 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 | $565,000 | 1,773 |
| 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 | $2,603,000 | 4,923 |
| Mortgage-backed securities | $847,000 | 5,024 |
| Certificates of participation in pools of residential mortgages | $847,000 | 4,707 |
| Issued or guaranteed by U.S. | $847,000 | 4,703 |
| 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) | $3,821,000 | 5,838 |
| Total debt securities | $3,821,000 | 6,203 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,166 |
| Fair value | $1,949,000 | 1,223 |
| 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 | $4,205,000 | 6,233 |
| U.S. Government securities | $3,651,000 | 5,791 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,651,000 | 5,690 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $554,000 | 2,266 |
| 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 | $554,000 | 1,756 |
| 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 | $2,722,000 | 4,947 |
| Mortgage-backed securities | $920,000 | 5,051 |
| Certificates of participation in pools of residential mortgages | $920,000 | 4,729 |
| Issued or guaranteed by U.S. | $920,000 | 4,727 |
| 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) | $4,205,000 | 5,835 |
| Total debt securities | $4,205,000 | 6,206 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,146 |
| Fair value | $2,241,000 | 1,152 |
| 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 | $4,282,000 | 6,265 |
| U.S. Government securities | $3,730,000 | 5,817 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,730,000 | 5,713 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $552,000 | 2,255 |
| 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 | $552,000 | 1,721 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,787,000 | 4,928 |
| Mortgage-backed securities | $981,000 | 5,072 |
| Certificates of participation in pools of residential mortgages | $981,000 | 4,725 |
| Issued or guaranteed by U.S. | $981,000 | 4,724 |
| 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) | $4,282,000 | 5,864 |
| Total debt securities | $4,282,000 | 6,237 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,185 |
| Fair value | $2,245,000 | 1,190 |
| 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 | $4,557,000 | 6,320 |
| U.S. Government securities | $4,002,000 | 5,870 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,002,000 | 5,775 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $555,000 | 2,329 |
| 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 | $555,000 | 1,782 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,813,000 | 4,986 |
| Mortgage-backed securities | $1,002,000 | 5,161 |
| Certificates of participation in pools of residential mortgages | $1,002,000 | 4,827 |
| Issued or guaranteed by U.S. | $1,002,000 | 4,824 |
| 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) | $4,557,000 | 5,915 |
| Total debt securities | $4,556,000 | 6,291 |
| Structured notes | ||
| Amortized cost | $2,501,000 | 1,183 |
| Fair value | $2,491,000 | 1,209 |
| 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 | $3,572,000 | 6,502 |
| U.S. Government securities | $3,029,000 | 6,162 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,029,000 | 6,066 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $543,000 | 2,323 |
| 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 | $543,000 | 1,777 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,566,000 | 4,772 |
| Mortgage-backed securities | $1,015,000 | 5,194 |
| Certificates of participation in pools of residential mortgages | $1,015,000 | 4,843 |
| Issued or guaranteed by U.S. | $1,015,000 | 4,840 |
| 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) | $3,572,000 | 6,081 |
| Total debt securities | $3,572,000 | 6,473 |
| Structured notes | ||
| Amortized cost | $1,503,000 | 1,726 |
| Fair value | $1,501,000 | 1,778 |
| 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 | $3,564,000 | 6,577 |
| U.S. Government securities | $3,018,000 | 6,251 |
| U.S. Treasury securities | $700,000 | 924 |
| U.S. Government agency obligations | $2,318,000 | 6,292 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $546,000 | 2,292 |
| 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 | $546,000 | 1,761 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,557,000 | 4,813 |
| Mortgage-backed securities | $1,802,000 | 4,977 |
| Certificates of participation in pools of residential mortgages | $1,802,000 | 4,560 |
| Issued or guaranteed by U.S. | $1,802,000 | 4,556 |
| 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) | $3,564,000 | 6,146 |
| Total debt securities | $3,564,000 | 6,549 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $546,000 | 2,654 |
| 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 | $3,508,000 | 6,609 |
| U.S. Government securities | $2,975,000 | 6,291 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,975,000 | 6,192 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $533,000 | 2,280 |
| 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 | $533,000 | 1,681 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 4,632 |
| Mortgage-backed securities | $1,953,000 | 4,914 |
| Certificates of participation in pools of residential mortgages | $1,953,000 | 4,459 |
| Issued or guaranteed by U.S. | $1,953,000 | 4,453 |
| 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) | $3,508,000 | 6,149 |
| Total debt securities | $3,508,000 | 6,577 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $501,000 | 2,629 |
| 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 | $3,933,000 | 6,613 |
| U.S. Government securities | $3,411,000 | 6,246 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,411,000 | 6,131 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $522,000 | 2,278 |
| 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 | $522,000 | 1,655 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,199,000 | 4,716 |
| Mortgage-backed securities | $2,385,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $2,385,000 | 4,263 |
| Issued or guaranteed by U.S. | $2,385,000 | 4,248 |
| 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) | $3,933,000 | 6,145 |
| Total debt securities | $3,933,000 | 6,577 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,637 |
| Fair value | $501,000 | 2,701 |
| 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 | $4,126,000 | 6,681 |
| U.S. Government securities | $3,598,000 | 6,313 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,598,000 | 6,196 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $528,000 | 2,203 |
| 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 | $528,000 | 1,561 |
| 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 | $2,044,000 | 5,154 |
| Mortgage-backed securities | $2,569,000 | 4,709 |
| Certificates of participation in pools of residential mortgages | $2,569,000 | 4,184 |
| Issued or guaranteed by U.S. | $2,569,000 | 4,171 |
| 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) | $4,126,000 | 6,204 |
| Total debt securities | $4,126,000 | 6,643 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,924 |
| Fair value | $500,000 | 2,903 |
| 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 | $4,261,000 | 6,687 |
| U.S. Government securities | $3,751,000 | 6,304 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,751,000 | 6,179 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $510,000 | 2,298 |
| 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 | $510,000 | 1,640 |
| 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 | $895,000 | 5,654 |
| Mortgage-backed securities | $2,734,000 | 4,617 |
| Certificates of participation in pools of residential mortgages | $2,734,000 | 4,075 |
| Issued or guaranteed by U.S. | $2,734,000 | 4,065 |
| 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) | $4,261,000 | 6,201 |
| Total debt securities | $4,260,000 | 6,644 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,874 |
| Fair value | $495,000 | 2,964 |
| 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 | $4,041,000 | 6,702 |
| U.S. Government securities | $3,536,000 | 6,267 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,536,000 | 6,145 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $505,000 | 2,453 |
| 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 | $505,000 | 1,658 |
| 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 | $852,000 | 5,698 |
| Mortgage-backed securities | $3,013,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $3,013,000 | 3,881 |
| Issued or guaranteed by U.S. | $3,013,000 | 3,871 |
| 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) | $4,041,000 | 6,199 |
| Total debt securities | $4,041,000 | 6,668 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,488,000 | 6,650 |
| U.S. Government securities | $3,959,000 | 6,177 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,959,000 | 6,060 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $529,000 | 2,499 |
| 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 | $529,000 | 1,637 |
| 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 | $2,935,000 | 4,937 |
| Mortgage-backed securities | $3,421,000 | 4,413 |
| Certificates of participation in pools of residential mortgages | $3,421,000 | 3,760 |
| Issued or guaranteed by U.S. | $3,421,000 | 3,752 |
| 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) | $4,488,000 | 6,141 |
| Total debt securities | $4,488,000 | 6,611 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,801,000 | 6,676 |
| U.S. Government securities | $4,297,000 | 6,206 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,297,000 | 6,091 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $504,000 | 2,547 |
| 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 | $504,000 | 1,652 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,240,000 | 4,872 |
| Mortgage-backed securities | $3,765,000 | 4,326 |
| Certificates of participation in pools of residential mortgages | $3,765,000 | 3,698 |
| Issued or guaranteed by U.S. | $3,765,000 | 3,692 |
| 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) | $4,801,000 | 6,167 |
| Total debt securities | $4,800,000 | 6,632 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $5,010,000 | 6,723 |
| U.S. Government securities | $4,518,000 | 6,249 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,518,000 | 6,130 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $492,000 | 2,649 |
| 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 | $492,000 | 1,721 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,442,000 | 4,869 |
| Mortgage-backed securities | $4,008,000 | 4,337 |
| Certificates of participation in pools of residential mortgages | $4,008,000 | 3,729 |
| Issued or guaranteed by U.S. | $4,008,000 | 3,724 |
| 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) | $5,010,000 | 6,200 |
| Total debt securities | $5,010,000 | 6,680 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $5,266,000 | 6,675 |
| U.S. Government securities | $4,777,000 | 6,159 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,777,000 | 6,059 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $489,000 | 2,705 |
| 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 | $489,000 | 1,764 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,683,000 | 4,814 |
| Mortgage-backed securities | $4,277,000 | 4,327 |
| Certificates of participation in pools of residential mortgages | $4,277,000 | 3,729 |
| Issued or guaranteed by U.S. | $4,277,000 | 3,722 |
| 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) | $5,266,000 | 6,150 |
| Total debt securities | $5,266,000 | 6,636 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $5,497,000 | 6,703 |
| U.S. Government securities | $5,012,000 | 6,149 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,012,000 | 6,060 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $485,000 | 2,811 |
| 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 | $485,000 | 1,856 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,858,000 | 4,779 |
| Mortgage-backed securities | $4,500,000 | 4,368 |
| Certificates of participation in pools of residential mortgages | $4,500,000 | 3,755 |
| Issued or guaranteed by U.S. | $4,500,000 | 3,744 |
| 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) | $5,497,000 | 6,170 |
| Total debt securities | $5,498,000 | 6,663 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $5,741,000 | 6,653 |
| U.S. Government securities | $5,276,000 | 6,084 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,276,000 | 5,997 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $465,000 | 2,877 |
| 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 | $465,000 | 1,922 |
| 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 | $4,607,000 | 4,514 |
| Mortgage-backed securities | $4,785,000 | 4,341 |
| Certificates of participation in pools of residential mortgages | $4,785,000 | 3,729 |
| Issued or guaranteed by U.S. | $4,785,000 | 3,716 |
| 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) | $5,741,000 | 6,126 |
| Total debt securities | $5,741,000 | 6,610 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $6,532,000 | 6,536 |
| U.S. Government securities | $6,145,000 | 5,989 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,145,000 | 5,909 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $387,000 | 2,879 |
| 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 | $387,000 | 2,080 |
| 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 | $4,369,000 | 4,689 |
| Mortgage-backed securities | $5,153,000 | 4,322 |
| Certificates of participation in pools of residential mortgages | $5,153,000 | 3,718 |
| Issued or guaranteed by U.S. | $5,153,000 | 3,706 |
| 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) | $6,532,000 | 5,998 |
| Total debt securities | $6,532,000 | 6,495 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $6,789,000 | 6,543 |
| U.S. Government securities | $6,347,000 | 6,037 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,347,000 | 5,950 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $442,000 | 2,779 |
| 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 | $442,000 | 1,987 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,597,000 | 4,660 |
| Mortgage-backed securities | $4,302,000 | 4,483 |
| Certificates of participation in pools of residential mortgages | $4,302,000 | 3,921 |
| Issued or guaranteed by U.S. | $4,302,000 | 3,908 |
| 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) | $6,789,000 | 5,998 |
| Total debt securities | $6,789,000 | 6,502 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,002,000 | 1,026 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $7,823,000 | 6,311 |
| U.S. Government securities | $7,341,000 | 5,737 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,341,000 | 5,654 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $482,000 | 2,700 |
| 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 | $482,000 | 1,921 |
| 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 | $4,422,000 | 4,707 |
| Mortgage-backed securities | $4,340,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $4,340,000 | 3,828 |
| Issued or guaranteed by U.S. | $4,340,000 | 3,818 |
| 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) | $7,823,000 | 5,753 |
| Total debt securities | $7,823,000 | 6,269 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $1,001,000 | 961 |
| 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 | $4,819,000 | 7,040 |
| U.S. Government securities | $4,342,000 | 6,641 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,342,000 | 6,543 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $477,000 | 2,691 |
| 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 | $477,000 | 1,967 |
| 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 | $844,000 | 6,185 |
| Mortgage-backed securities | $1,360,000 | 5,412 |
| Certificates of participation in pools of residential mortgages | $1,360,000 | 4,980 |
| Issued or guaranteed by U.S. | $1,360,000 | 4,961 |
| 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) | $4,819,000 | 6,456 |
| Total debt securities | $4,819,000 | 6,980 |
| 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 | $4,009,000 | 7,253 |
| U.S. Government securities | $3,509,000 | 6,927 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,509,000 | 6,822 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $500,000 | 2,569 |
| 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 | $500,000 | 1,853 |
| 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 | $906,000 | 6,176 |
| Mortgage-backed securities | $1,483,000 | 5,319 |
| Certificates of participation in pools of residential mortgages | $1,483,000 | 4,865 |
| Issued or guaranteed by U.S. | $1,483,000 | 4,843 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $4,009,000 | 6,648 |
| Total debt securities | $4,009,000 | 7,198 |
| 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 | $5,054,000 | 7,063 |
| U.S. Government securities | $5,054,000 | 6,569 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,054,000 | 6,459 |
| 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 | $888,000 | 6,249 |
| Mortgage-backed securities | $1,531,000 | 5,074 |
| Certificates of participation in pools of residential mortgages | $1,531,000 | 4,618 |
| Issued or guaranteed by U.S. | $1,531,000 | 4,599 |
| 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) | $5,054,000 | 6,430 |
| Total debt securities | $5,054,000 | 7,010 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $5,586,000 | 7,015 |
| U.S. Government securities | $5,586,000 | 6,513 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,586,000 | 6,403 |
| 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 | $914,000 | 6,255 |
| Mortgage-backed securities | $1,584,000 | 4,948 |
| Certificates of participation in pools of residential mortgages | $1,584,000 | 4,452 |
| Issued or guaranteed by U.S. | $1,584,000 | 4,439 |
| 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) | $5,586,000 | 6,379 |
| Total debt securities | $5,586,000 | 6,966 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $6,562,000 | 6,832 |
| U.S. Government securities | $6,562,000 | 6,260 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,562,000 | 6,141 |
| 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 | $934,000 | 6,304 |
| Mortgage-backed securities | $1,631,000 | 4,907 |
| Certificates of participation in pools of residential mortgages | $1,631,000 | 4,399 |
| Issued or guaranteed by U.S. | $1,631,000 | 4,386 |
| 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) | $6,562,000 | 6,174 |
| Total debt securities | $6,562,000 | 6,783 |
| Structured notes | ||
| Amortized cost | $995,000 | 1,965 |
| Fair value | $996,000 | 1,822 |
| 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 | $6,246,000 | 6,944 |
| U.S. Government securities | $6,246,000 | 6,391 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,246,000 | 6,269 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,004,000 | 6,231 |
| Mortgage-backed securities | $1,770,000 | 4,847 |
| Certificates of participation in pools of residential mortgages | $1,770,000 | 4,323 |
| Issued or guaranteed by U.S. | $1,770,000 | 4,306 |
| 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) | $6,246,000 | 6,268 |
| Total debt securities | $6,246,000 | 6,899 |
| Structured notes | ||
| Amortized cost | $987,000 | 2,058 |
| Fair value | $994,000 | 1,940 |
| 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 | $6,817,000 | 6,846 |
| U.S. Government securities | $6,817,000 | 6,271 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,817,000 | 6,144 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,036,000 | 6,241 |
| Mortgage-backed securities | $1,850,000 | 4,801 |
| Certificates of participation in pools of residential mortgages | $1,850,000 | 4,272 |
| Issued or guaranteed by U.S. | $1,850,000 | 4,257 |
| 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) | $6,817,000 | 6,170 |
| Total debt securities | $6,816,000 | 6,793 |
| Structured notes | ||
| Amortized cost | $987,000 | 2,157 |
| Fair value | $990,000 | 2,046 |
| 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 | $2,900,000 | 7,828 |
| U.S. Government securities | $2,900,000 | 7,508 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,900,000 | 7,374 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $917,000 | 5,362 |
| Certificates of participation in pools of residential mortgages | $917,000 | 4,890 |
| Issued or guaranteed by U.S. | $917,000 | 4,866 |
| 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) | $2,900,000 | 7,101 |
| Total debt securities | $2,900,000 | 7,782 |
| Structured notes | ||
| Amortized cost | $987,000 | 2,275 |
| Fair value | $887,000 | 2,333 |
| 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 | $1,937,000 | 8,114 |
| U.S. Government securities | $1,937,000 | 7,859 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,937,000 | 7,730 |
| 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 | $198,000 | 6,863 |
| Mortgage-backed securities | $949,000 | 5,361 |
| Certificates of participation in pools of residential mortgages | $949,000 | 4,900 |
| Issued or guaranteed by U.S. | $949,000 | 4,878 |
| 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) | $1,937,000 | 7,347 |
| Total debt securities | $1,937,000 | 8,069 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,999,000 | 8,134 |
| U.S. Government securities | $1,999,000 | 7,877 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,999,000 | 7,745 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $999,000 | 5,365 |
| Certificates of participation in pools of residential mortgages | $999,000 | 4,889 |
| Issued or guaranteed by U.S. | $999,000 | 4,870 |
| 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) | $1,999,000 | 7,354 |
| Total debt securities | $1,999,000 | 8,087 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |