Home > Western National Bank > Securities
Western National Bank, Securities
| 2025-03-31 | Rank | |
| Total securities | $20,726,000 | 3,425 |
| U.S. Government securities | $20,726,000 | 2,808 |
| U.S. Treasury securities | $18,545,000 | 769 |
| U.S. Government agency obligations | $2,181,000 | 3,781 |
| Securities issued by states & political subdivisions | $0 | 3,672 |
| Other domestic debt securities | $0 | 2,309 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $0 | 891 |
| Other domestic debt securities - All other | $0 | 1,818 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,084,000 | 2,658 |
| Mortgage-backed securities | $192,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $192,000 | 3,463 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,779 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,666 |
| Other commercial mortgage-backed securities | $0 | 1,323 |
| Held to maturity securities (book value) | $8,643,000 | 958 |
| Available-for-sale securities (fair market value) | $12,083,000 | 3,567 |
| Total debt securities | $20,732,000 | 3,400 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-12-31 | Rank | |
| Total securities | $20,589,000 | 3,452 |
| U.S. Government securities | $20,589,000 | 2,828 |
| U.S. Treasury securities | $18,397,000 | 826 |
| U.S. Government agency obligations | $2,192,000 | 3,799 |
| Securities issued by states & political subdivisions | $0 | 3,707 |
| Other domestic debt securities | $0 | 2,330 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $0 | 1,833 |
| Foreign debt securities | $0 | 269 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,289,000 | 2,579 |
| Mortgage-backed securities | $206,000 | 3,673 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $206,000 | 3,470 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,785 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | $0 | 1,328 |
| Held to maturity securities (book value) | $8,625,000 | 960 |
| Available-for-sale securities (fair market value) | $11,964,000 | 3,576 |
| Total debt securities | $20,589,000 | 3,429 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-09-30 | Rank | |
| Total securities | $23,728,000 | 3,373 |
| U.S. Government securities | $23,728,000 | 2,673 |
| U.S. Treasury securities | $21,506,000 | 771 |
| U.S. Government agency obligations | $2,222,000 | 3,843 |
| Securities issued by states & political subdivisions | $0 | 3,746 |
| Other domestic debt securities | $0 | 2,301 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $0 | 1,835 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,577,000 | 2,727 |
| Mortgage-backed securities | $227,000 | 3,689 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $227,000 | 3,479 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,782 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $0 | 1,344 |
| Held to maturity securities (book value) | $9,604,000 | 966 |
| Available-for-sale securities (fair market value) | $14,124,000 | 3,508 |
| Total debt securities | $23,737,000 | 3,352 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-06-30 | Rank | |
| Total securities | $23,361,000 | 3,388 |
| U.S. Government securities | $23,361,000 | 2,712 |
| U.S. Treasury securities | $21,160,000 | 793 |
| U.S. Government agency obligations | $2,201,000 | 3,850 |
| Securities issued by states & political subdivisions | $0 | 3,770 |
| Other domestic debt securities | $0 | 2,316 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $0 | 1,858 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,156,000 | 2,749 |
| Mortgage-backed securities | $241,000 | 3,692 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $241,000 | 3,467 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,763 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $9,578,000 | 975 |
| Available-for-sale securities (fair market value) | $13,783,000 | 3,514 |
| Total debt securities | $23,359,000 | 3,363 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank | |
| Total securities | $29,307,000 | 3,181 |
| U.S. Government securities | $29,307,000 | 2,486 |
| U.S. Treasury securities | $27,080,000 | 707 |
| U.S. Government agency obligations | $2,227,000 | 3,914 |
| Securities issued by states & political subdivisions | $0 | 3,753 |
| Other domestic debt securities | $0 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,513,000 | 2,816 |
| Mortgage-backed securities | $265,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $265,000 | 3,468 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,731 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $14,531,000 | 868 |
| Available-for-sale securities (fair market value) | $14,776,000 | 3,513 |
| Total debt securities | $29,307,000 | 3,157 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $27,320,000 | 3,281 |
| U.S. Government securities | $27,320,000 | 2,582 |
| U.S. Treasury securities | $25,050,000 | 787 |
| U.S. Government agency obligations | $2,270,000 | 3,933 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,615,000 | 2,259 |
| Mortgage-backed securities | $295,000 | 3,646 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $295,000 | 3,450 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $14,443,000 | 884 |
| Available-for-sale securities (fair market value) | $12,877,000 | 3,618 |
| Total debt securities | $27,320,000 | 3,256 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $24,216,000 | 3,422 |
| U.S. Government securities | $24,216,000 | 2,728 |
| U.S. Treasury securities | $21,967,000 | 890 |
| U.S. Government agency obligations | $2,249,000 | 3,957 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,585,000 | 2,790 |
| Mortgage-backed securities | $315,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $315,000 | 3,452 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $5,852,000 | 1,150 |
| Available-for-sale securities (fair market value) | $18,364,000 | 3,398 |
| Total debt securities | $24,206,000 | 3,404 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $22,206,000 | 3,545 |
| U.S. Government securities | $21,947,000 | 2,909 |
| U.S. Treasury securities | $19,859,000 | 961 |
| U.S. Government agency obligations | $2,088,000 | 4,009 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $259,000 | 2,247 |
| Privately issued residential mortgage-backed securities | $259,000 | 562 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,598,000 | 2,710 |
| Mortgage-backed securities | $353,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $94,000 | 3,572 |
| Privately issued | $259,000 | 179 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $2,905,000 | 1,346 |
| Available-for-sale securities (fair market value) | $19,301,000 | 3,407 |
| Total debt securities | $22,206,000 | 3,523 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $24,311,000 | 3,543 |
| U.S. Government securities | $24,311,000 | 2,869 |
| U.S. Treasury securities | $23,914,000 | 915 |
| U.S. Government agency obligations | $397,000 | 4,235 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,027,000 | 2,609 |
| Mortgage-backed securities | $397,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $397,000 | 3,477 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,895,000 | 1,388 |
| Available-for-sale securities (fair market value) | $21,416,000 | 3,384 |
| Total debt securities | $24,308,000 | 3,518 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $24,358,000 | 3,562 |
| U.S. Government securities | $24,358,000 | 2,893 |
| U.S. Treasury securities | $23,913,000 | 951 |
| U.S. Government agency obligations | $445,000 | 4,245 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,540,000 | 2,533 |
| Mortgage-backed securities | $445,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $445,000 | 3,485 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $2,886,000 | 1,399 |
| Available-for-sale securities (fair market value) | $21,472,000 | 3,410 |
| Total debt securities | $24,368,000 | 3,541 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $21,568,000 | 3,695 |
| U.S. Government securities | $21,568,000 | 3,060 |
| U.S. Treasury securities | $21,096,000 | 1,047 |
| U.S. Government agency obligations | $472,000 | 4,275 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,070,000 | 2,527 |
| Mortgage-backed securities | $472,000 | 3,745 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $472,000 | 3,499 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $43,000 | 1,821 |
| Available-for-sale securities (fair market value) | $21,525,000 | 3,419 |
| Total debt securities | $21,558,000 | 3,673 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $21,648,000 | 3,719 |
| U.S. Government securities | $21,648,000 | 3,080 |
| U.S. Treasury securities | $21,117,000 | 1,035 |
| U.S. Government agency obligations | $531,000 | 4,290 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,823,000 | 2,605 |
| Mortgage-backed securities | $531,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $531,000 | 3,595 |
| Issued or guaranteed by U.S. | $531,000 | 3,503 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $50,000 | 1,754 |
| Available-for-sale securities (fair market value) | $21,598,000 | 3,455 |
| Total debt securities | $21,645,000 | 3,699 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $11,648,000 | 4,112 |
| U.S. Government securities | $11,648,000 | 3,604 |
| U.S. Treasury securities | $11,042,000 | 1,317 |
| U.S. Government agency obligations | $606,000 | 4,273 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,337,000 | 2,600 |
| Mortgage-backed securities | $606,000 | 3,774 |
| Certificates of participation in pools of residential mortgages | $606,000 | 3,590 |
| Issued or guaranteed by U.S. | $606,000 | 3,498 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $56,000 | 1,679 |
| Available-for-sale securities (fair market value) | $11,592,000 | 3,857 |
| Total debt securities | $11,648,000 | 4,094 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $12,767,000 | 4,011 |
| U.S. Government securities | $12,767,000 | 3,381 |
| U.S. Treasury securities | $12,045,000 | 920 |
| U.S. Government agency obligations | $722,000 | 4,270 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,987,000 | 2,650 |
| Mortgage-backed securities | $687,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $687,000 | 3,586 |
| Issued or guaranteed by U.S. | $687,000 | 3,489 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $62,000 | 1,595 |
| Available-for-sale securities (fair market value) | $12,705,000 | 3,798 |
| Total debt securities | $12,767,000 | 3,991 |
| Structured notes | ||
| Amortized cost | $35,000 | 982 |
| Fair value | $35,000 | 982 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $10,319,000 | 4,122 |
| U.S. Government securities | $10,319,000 | 3,519 |
| U.S. Treasury securities | $9,513,000 | 884 |
| U.S. Government agency obligations | $806,000 | 4,310 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,551,000 | 2,688 |
| Mortgage-backed securities | $768,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | $768,000 | 3,603 |
| Issued or guaranteed by U.S. | $768,000 | 3,512 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $70,000 | 1,612 |
| Available-for-sale securities (fair market value) | $10,249,000 | 3,899 |
| Total debt securities | $10,319,000 | 4,100 |
| Structured notes | ||
| Amortized cost | $38,000 | 877 |
| Fair value | $38,000 | 879 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $10,413,000 | 4,108 |
| U.S. Government securities | $10,413,000 | 3,488 |
| U.S. Treasury securities | $9,512,000 | 808 |
| U.S. Government agency obligations | $901,000 | 4,329 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,081,000 | 2,723 |
| Mortgage-backed securities | $859,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $859,000 | 3,589 |
| Issued or guaranteed by U.S. | $859,000 | 3,495 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $77,000 | 1,595 |
| Available-for-sale securities (fair market value) | $10,336,000 | 3,882 |
| Total debt securities | $10,414,000 | 4,085 |
| Structured notes | ||
| Amortized cost | $42,000 | 811 |
| Fair value | $42,000 | 813 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $8,009,000 | 4,220 |
| U.S. Government securities | $8,009,000 | 3,577 |
| U.S. Treasury securities | $6,996,000 | 708 |
| U.S. Government agency obligations | $1,013,000 | 4,292 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,103,000 | 2,999 |
| Mortgage-backed securities | $968,000 | 3,793 |
| Certificates of participation in pools of residential mortgages | $968,000 | 3,562 |
| Issued or guaranteed by U.S. | $968,000 | 3,470 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $86,000 | 1,589 |
| Available-for-sale securities (fair market value) | $7,923,000 | 3,989 |
| Total debt securities | $8,009,000 | 4,197 |
| Structured notes | ||
| Amortized cost | $45,000 | 611 |
| Fair value | $45,000 | 610 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $5,110,000 | 4,380 |
| U.S. Government securities | $5,110,000 | 3,781 |
| U.S. Treasury securities | $3,997,000 | 658 |
| U.S. Government agency obligations | $1,113,000 | 4,239 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $550,000 | 4,008 |
| Mortgage-backed securities | $1,065,000 | 3,760 |
| Certificates of participation in pools of residential mortgages | $1,065,000 | 3,496 |
| Issued or guaranteed by U.S. | $1,065,000 | 3,410 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $95,000 | 1,576 |
| Available-for-sale securities (fair market value) | $5,015,000 | 4,159 |
| Total debt securities | $5,110,000 | 4,357 |
| Structured notes | ||
| Amortized cost | $47,000 | 375 |
| Fair value | $48,000 | 373 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $1,223,000 | 4,719 |
| U.S. Government securities | $1,223,000 | 4,370 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,223,000 | 4,240 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $603,000 | 4,013 |
| Mortgage-backed securities | $1,172,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $1,172,000 | 3,449 |
| Issued or guaranteed by U.S. | $1,172,000 | 3,356 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $106,000 | 1,563 |
| Available-for-sale securities (fair market value) | $1,117,000 | 4,474 |
| Total debt securities | $1,223,000 | 4,691 |
| Structured notes | ||
| Amortized cost | $51,000 | 367 |
| Fair value | $51,000 | 366 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $1,349,000 | 4,734 |
| U.S. Government securities | $1,349,000 | 4,380 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,349,000 | 4,252 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $661,000 | 4,049 |
| Mortgage-backed securities | $1,295,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $1,295,000 | 3,428 |
| Issued or guaranteed by U.S. | $1,295,000 | 3,331 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $116,000 | 1,572 |
| Available-for-sale securities (fair market value) | $1,233,000 | 4,491 |
| Total debt securities | $1,349,000 | 4,706 |
| Structured notes | ||
| Amortized cost | $54,000 | 395 |
| Fair value | $54,000 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $1,463,000 | 4,763 |
| U.S. Government securities | $1,463,000 | 4,429 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,463,000 | 4,304 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $714,000 | 4,072 |
| Mortgage-backed securities | $1,406,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $1,406,000 | 3,410 |
| Issued or guaranteed by U.S. | $1,406,000 | 3,302 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $126,000 | 1,578 |
| Available-for-sale securities (fair market value) | $1,337,000 | 4,532 |
| Total debt securities | $1,462,000 | 4,736 |
| Structured notes | ||
| Amortized cost | $56,000 | 561 |
| Fair value | $57,000 | 561 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $1,588,000 | 4,816 |
| U.S. Government securities | $1,588,000 | 4,492 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,588,000 | 4,351 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $776,000 | 4,112 |
| Mortgage-backed securities | $1,529,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | $1,529,000 | 3,350 |
| Issued or guaranteed by U.S. | $1,529,000 | 3,254 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $138,000 | 1,620 |
| Available-for-sale securities (fair market value) | $1,450,000 | 4,588 |
| Total debt securities | $1,588,000 | 4,790 |
| Structured notes | ||
| Amortized cost | $59,000 | 705 |
| Fair value | $59,000 | 705 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $1,725,000 | 4,900 |
| U.S. Government securities | $1,725,000 | 4,564 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,725,000 | 4,420 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $842,000 | 4,170 |
| Mortgage-backed securities | $1,664,000 | 3,699 |
| Certificates of participation in pools of residential mortgages | $1,664,000 | 3,325 |
| Issued or guaranteed by U.S. | $1,664,000 | 3,226 |
| 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) | $149,000 | 1,682 |
| Available-for-sale securities (fair market value) | $1,576,000 | 4,657 |
| Total debt securities | $1,725,000 | 4,874 |
| Structured notes | ||
| Amortized cost | $61,000 | 857 |
| Fair value | $61,000 | 857 |
| 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 | $1,856,000 | 4,928 |
| U.S. Government securities | $1,856,000 | 4,605 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,856,000 | 4,452 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $916,000 | 4,203 |
| Mortgage-backed securities | $1,792,000 | 3,662 |
| Certificates of participation in pools of residential mortgages | $1,792,000 | 3,291 |
| Issued or guaranteed by U.S. | $1,792,000 | 3,205 |
| 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) | $163,000 | 1,720 |
| Available-for-sale securities (fair market value) | $1,693,000 | 4,685 |
| Total debt securities | $1,854,000 | 4,904 |
| Structured notes | ||
| Amortized cost | $64,000 | 920 |
| Fair value | $64,000 | 920 |
| 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 | $1,995,000 | 4,968 |
| U.S. Government securities | $1,995,000 | 4,630 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,995,000 | 4,478 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $985,000 | 4,224 |
| Mortgage-backed securities | $1,929,000 | 3,662 |
| Certificates of participation in pools of residential mortgages | $1,929,000 | 3,283 |
| Issued or guaranteed by U.S. | $1,929,000 | 3,192 |
| 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) | $170,000 | 1,742 |
| Available-for-sale securities (fair market value) | $1,825,000 | 4,716 |
| Total debt securities | $1,995,000 | 4,943 |
| Structured notes | ||
| Amortized cost | $67,000 | 940 |
| Fair value | $66,000 | 940 |
| 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 | $2,142,000 | 4,995 |
| U.S. Government securities | $2,142,000 | 4,643 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,142,000 | 4,483 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,051,000 | 4,225 |
| Mortgage-backed securities | $2,074,000 | 3,650 |
| Certificates of participation in pools of residential mortgages | $2,074,000 | 3,274 |
| Issued or guaranteed by U.S. | $2,074,000 | 3,202 |
| 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) | $181,000 | 1,779 |
| Available-for-sale securities (fair market value) | $1,961,000 | 4,751 |
| Total debt securities | $2,143,000 | 4,970 |
| Structured notes | ||
| Amortized cost | $69,000 | 962 |
| Fair value | $68,000 | 960 |
| 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 | $2,310,000 | 5,051 |
| U.S. Government securities | $2,310,000 | 4,682 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,310,000 | 4,522 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,130,000 | 4,260 |
| Mortgage-backed securities | $2,238,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | $2,238,000 | 3,281 |
| Issued or guaranteed by U.S. | $2,238,000 | 3,253 |
| 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) | $193,000 | 1,809 |
| Available-for-sale securities (fair market value) | $2,117,000 | 4,793 |
| Total debt securities | $2,309,000 | 5,028 |
| Structured notes | ||
| Amortized cost | $74,000 | 942 |
| Fair value | $72,000 | 942 |
| 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 | $2,513,000 | 5,081 |
| U.S. Government securities | $2,513,000 | 4,678 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,513,000 | 4,510 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,224,000 | 4,282 |
| Mortgage-backed securities | $2,437,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $2,437,000 | 3,261 |
| Issued or guaranteed by U.S. | $2,437,000 | 3,100 |
| 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) | $212,000 | 1,824 |
| Available-for-sale securities (fair market value) | $2,301,000 | 4,836 |
| Total debt securities | $2,513,000 | 5,059 |
| Structured notes | ||
| Amortized cost | $78,000 | 946 |
| Fair value | $76,000 | 946 |
| 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 | $2,736,000 | 5,127 |
| U.S. Government securities | $2,736,000 | 4,717 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,736,000 | 4,567 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,330,000 | 4,311 |
| Mortgage-backed securities | $2,655,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $2,655,000 | 3,247 |
| Issued or guaranteed by U.S. | $2,655,000 | 3,241 |
| 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) | $230,000 | 1,841 |
| Available-for-sale securities (fair market value) | $2,506,000 | 4,862 |
| Total debt securities | $2,735,000 | 5,106 |
| Structured notes | ||
| Amortized cost | $82,000 | 922 |
| Fair value | $81,000 | 910 |
| 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 | $2,973,000 | 5,162 |
| U.S. Government securities | $2,973,000 | 4,705 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,973,000 | 4,574 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,213,000 | 4,416 |
| Mortgage-backed securities | $2,887,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $2,887,000 | 3,231 |
| Issued or guaranteed by U.S. | $2,887,000 | 3,226 |
| 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) | $251,000 | 1,857 |
| Available-for-sale securities (fair market value) | $2,722,000 | 4,906 |
| Total debt securities | $2,971,000 | 5,143 |
| Structured notes | ||
| Amortized cost | $87,000 | 924 |
| Fair value | $86,000 | 923 |
| 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 | $4,548,000 | 5,075 |
| U.S. Government securities | $4,548,000 | 4,534 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,548,000 | 4,408 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,290,000 | 3,959 |
| Mortgage-backed securities | $4,455,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | $4,455,000 | 2,960 |
| Issued or guaranteed by U.S. | $4,455,000 | 2,958 |
| 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) | $267,000 | 1,902 |
| Available-for-sale securities (fair market value) | $4,281,000 | 4,818 |
| Total debt securities | $4,547,000 | 5,050 |
| Structured notes | ||
| Amortized cost | $93,000 | 952 |
| Fair value | $93,000 | 953 |
| 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 | $4,894,000 | 5,090 |
| U.S. Government securities | $4,894,000 | 4,522 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,894,000 | 4,399 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,532,000 | 3,936 |
| Mortgage-backed securities | $4,794,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $4,794,000 | 2,935 |
| Issued or guaranteed by U.S. | $4,794,000 | 2,932 |
| 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) | $289,000 | 1,925 |
| Available-for-sale securities (fair market value) | $4,605,000 | 4,821 |
| Total debt securities | $4,892,000 | 5,066 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,021 |
| Fair value | $100,000 | 1,022 |
| 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 | $5,270,000 | 5,109 |
| U.S. Government securities | $5,270,000 | 4,527 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,270,000 | 4,400 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,630,000 | 3,961 |
| Mortgage-backed securities | $5,163,000 | 3,391 |
| Certificates of participation in pools of residential mortgages | $5,163,000 | 2,922 |
| Issued or guaranteed by U.S. | $5,163,000 | 2,919 |
| 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) | $310,000 | 1,949 |
| Available-for-sale securities (fair market value) | $4,960,000 | 4,830 |
| Total debt securities | $5,270,000 | 5,083 |
| Structured notes | ||
| Amortized cost | $107,000 | 1,106 |
| Fair value | $107,000 | 1,102 |
| 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 | $5,689,000 | 5,090 |
| U.S. Government securities | $5,689,000 | 4,472 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,689,000 | 4,346 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,676,000 | 3,974 |
| Mortgage-backed securities | $5,573,000 | 3,339 |
| Certificates of participation in pools of residential mortgages | $5,573,000 | 2,871 |
| Issued or guaranteed by U.S. | $5,573,000 | 2,866 |
| 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) | $331,000 | 1,963 |
| Available-for-sale securities (fair market value) | $5,358,000 | 4,809 |
| Total debt securities | $5,688,000 | 5,065 |
| Structured notes | ||
| Amortized cost | $116,000 | 1,099 |
| Fair value | $116,000 | 1,096 |
| 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 | $6,252,000 | 5,081 |
| U.S. Government securities | $6,252,000 | 4,417 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,252,000 | 4,295 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,716,000 | 4,028 |
| Mortgage-backed securities | $6,127,000 | 3,276 |
| Certificates of participation in pools of residential mortgages | $6,127,000 | 2,789 |
| Issued or guaranteed by U.S. | $6,127,000 | 2,786 |
| 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) | $354,000 | 1,974 |
| Available-for-sale securities (fair market value) | $5,898,000 | 4,787 |
| Total debt securities | $6,251,000 | 5,059 |
| Structured notes | ||
| Amortized cost | $124,000 | 1,083 |
| Fair value | $125,000 | 1,081 |
| 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 | $6,787,000 | 5,087 |
| U.S. Government securities | $6,787,000 | 4,420 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,787,000 | 4,290 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,006,000 | 4,031 |
| Mortgage-backed securities | $6,653,000 | 3,240 |
| Certificates of participation in pools of residential mortgages | $6,653,000 | 2,766 |
| Issued or guaranteed by U.S. | $6,653,000 | 2,760 |
| 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) | $384,000 | 1,999 |
| Available-for-sale securities (fair market value) | $6,403,000 | 4,803 |
| Total debt securities | $6,786,000 | 5,069 |
| Structured notes | ||
| Amortized cost | $133,000 | 1,219 |
| Fair value | $134,000 | 1,222 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $7,317,000 | 5,102 |
| U.S. Government securities | $7,317,000 | 4,441 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,317,000 | 4,326 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,307,000 | 4,012 |
| Mortgage-backed securities | $7,173,000 | 3,173 |
| Certificates of participation in pools of residential mortgages | $7,173,000 | 2,686 |
| Issued or guaranteed by U.S. | $7,173,000 | 2,682 |
| 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) | $411,000 | 2,026 |
| Available-for-sale securities (fair market value) | $6,906,000 | 4,819 |
| Total debt securities | $7,317,000 | 5,081 |
| Structured notes | ||
| Amortized cost | $142,000 | 1,410 |
| Fair value | $144,000 | 1,402 |
| 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 | $7,539,000 | 5,142 |
| U.S. Government securities | $7,539,000 | 4,455 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,539,000 | 4,330 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,869,000 | 3,941 |
| Mortgage-backed securities | $7,135,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $7,135,000 | 2,701 |
| Issued or guaranteed by U.S. | $7,135,000 | 2,695 |
| 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) | $438,000 | 2,060 |
| Available-for-sale securities (fair market value) | $7,101,000 | 4,833 |
| Total debt securities | $7,538,000 | 5,116 |
| Structured notes | ||
| Amortized cost | $153,000 | 1,547 |
| Fair value | $153,000 | 1,548 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $8,085,000 | 5,187 |
| U.S. Government securities | $8,085,000 | 4,453 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,085,000 | 4,342 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,993,000 | 3,963 |
| Mortgage-backed securities | $7,665,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $7,665,000 | 2,667 |
| Issued or guaranteed by U.S. | $7,665,000 | 2,663 |
| 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) | $468,000 | 2,071 |
| Available-for-sale securities (fair market value) | $7,617,000 | 4,858 |
| Total debt securities | $8,082,000 | 5,164 |
| Structured notes | ||
| Amortized cost | $166,000 | 1,730 |
| Fair value | $167,000 | 1,737 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $8,593,000 | 5,206 |
| U.S. Government securities | $8,593,000 | 4,499 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,593,000 | 4,389 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,472,000 | 3,925 |
| Mortgage-backed securities | $7,654,000 | 3,238 |
| Certificates of participation in pools of residential mortgages | $7,654,000 | 2,744 |
| Issued or guaranteed by U.S. | $7,654,000 | 2,741 |
| 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) | $495,000 | 2,106 |
| Available-for-sale securities (fair market value) | $8,098,000 | 4,899 |
| Total debt securities | $8,593,000 | 5,186 |
| Structured notes | ||
| Amortized cost | $182,000 | 1,872 |
| Fair value | $183,000 | 1,872 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $9,261,000 | 5,202 |
| U.S. Government securities | $9,261,000 | 4,495 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,261,000 | 4,374 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,748,000 | 3,919 |
| Mortgage-backed securities | $8,299,000 | 3,211 |
| Certificates of participation in pools of residential mortgages | $8,299,000 | 2,687 |
| Issued or guaranteed by U.S. | $8,299,000 | 2,684 |
| 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) | $528,000 | 2,069 |
| Available-for-sale securities (fair market value) | $8,733,000 | 4,884 |
| Total debt securities | $9,261,000 | 5,184 |
| Structured notes | ||
| Amortized cost | $199,000 | 1,979 |
| Fair value | $201,000 | 1,967 |
| 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 | $9,897,000 | 5,223 |
| U.S. Government securities | $9,897,000 | 4,464 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $9,897,000 | 4,342 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,935,000 | 3,924 |
| Mortgage-backed securities | $8,918,000 | 3,173 |
| Certificates of participation in pools of residential mortgages | $8,918,000 | 2,661 |
| Issued or guaranteed by U.S. | $8,918,000 | 2,659 |
| 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) | $567,000 | 2,073 |
| Available-for-sale securities (fair market value) | $9,330,000 | 4,888 |
| Total debt securities | $9,897,000 | 5,201 |
| Structured notes | ||
| Amortized cost | $213,000 | 2,062 |
| Fair value | $214,000 | 2,066 |
| 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 | $10,140,000 | 5,285 |
| U.S. Government securities | $10,140,000 | 4,529 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,140,000 | 4,411 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,830,000 | 3,997 |
| Mortgage-backed securities | $9,139,000 | 3,237 |
| Certificates of participation in pools of residential mortgages | $9,139,000 | 2,703 |
| Issued or guaranteed by U.S. | $9,139,000 | 2,701 |
| 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) | $596,000 | 2,098 |
| Available-for-sale securities (fair market value) | $9,544,000 | 4,972 |
| Total debt securities | $10,140,000 | 5,268 |
| Structured notes | ||
| Amortized cost | $232,000 | 2,162 |
| Fair value | $233,000 | 2,151 |
| 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 | $10,500,000 | 5,311 |
| U.S. Government securities | $10,500,000 | 4,557 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $10,500,000 | 4,447 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,680,000 | 3,851 |
| Mortgage-backed securities | $9,472,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $9,472,000 | 2,711 |
| Issued or guaranteed by U.S. | $9,472,000 | 2,711 |
| 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) | $633,000 | 2,099 |
| Available-for-sale securities (fair market value) | $9,867,000 | 4,982 |
| Total debt securities | $10,500,000 | 5,290 |
| Structured notes | ||
| Amortized cost | $257,000 | 2,173 |
| Fair value | $256,000 | 2,170 |
| 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 | $11,318,000 | 5,292 |
| U.S. Government securities | $10,712,000 | 4,553 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $10,712,000 | 4,453 |
| Securities issued by states & political subdivisions | $606,000 | 5,069 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,229,000 | 3,966 |
| Mortgage-backed securities | $8,156,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $8,156,000 | 2,921 |
| Issued or guaranteed by U.S. | $8,156,000 | 2,921 |
| 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) | $669,000 | 2,087 |
| Available-for-sale securities (fair market value) | $10,649,000 | 4,948 |
| Total debt securities | $11,320,000 | 5,266 |
| Structured notes | ||
| Amortized cost | $785,000 | 1,831 |
| Fair value | $784,000 | 1,823 |
| 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 | $11,594,000 | 5,283 |
| U.S. Government securities | $11,005,000 | 4,518 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,005,000 | 4,422 |
| Securities issued by states & political subdivisions | $589,000 | 5,124 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,196,000 | 3,967 |
| Mortgage-backed securities | $8,170,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $8,170,000 | 2,921 |
| Issued or guaranteed by U.S. | $8,170,000 | 2,919 |
| 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) | $705,000 | 2,077 |
| Available-for-sale securities (fair market value) | $10,889,000 | 4,956 |
| Total debt securities | $11,594,000 | 5,253 |
| Structured notes | ||
| Amortized cost | $320,000 | 2,161 |
| Fair value | $318,000 | 2,166 |
| 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 | $11,146,000 | 5,372 |
| U.S. Government securities | $10,559,000 | 4,595 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,559,000 | 4,497 |
| Securities issued by states & political subdivisions | $587,000 | 5,148 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,281,000 | 3,970 |
| Mortgage-backed securities | $7,667,000 | 3,534 |
| Certificates of participation in pools of residential mortgages | $7,667,000 | 2,998 |
| Issued or guaranteed by U.S. | $7,667,000 | 2,995 |
| 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) | $11,146,000 | 4,986 |
| Total debt securities | $11,146,000 | 5,344 |
| Structured notes | ||
| Amortized cost | $370,000 | 2,145 |
| Fair value | $366,000 | 2,137 |
| 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 | $12,078,000 | 5,282 |
| U.S. Government securities | $11,452,000 | 4,472 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $11,452,000 | 4,370 |
| Securities issued by states & political subdivisions | $626,000 | 5,137 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,875,000 | 4,069 |
| Mortgage-backed securities | $8,458,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $8,458,000 | 2,843 |
| Issued or guaranteed by U.S. | $8,458,000 | 2,841 |
| 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) | $12,078,000 | 4,905 |
| Total debt securities | $12,078,000 | 5,248 |
| Structured notes | ||
| Amortized cost | $451,000 | 2,094 |
| Fair value | $451,000 | 2,081 |
| 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 | $13,144,000 | 5,208 |
| U.S. Government securities | $12,495,000 | 4,370 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,495,000 | 4,265 |
| Securities issued by states & political subdivisions | $649,000 | 5,138 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,574,000 | 4,159 |
| Mortgage-backed securities | $9,382,000 | 3,346 |
| Certificates of participation in pools of residential mortgages | $9,382,000 | 2,740 |
| Issued or guaranteed by U.S. | $9,382,000 | 2,739 |
| 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) | $13,144,000 | 4,832 |
| Total debt securities | $13,144,000 | 5,172 |
| Structured notes | ||
| Amortized cost | $549,000 | 1,946 |
| Fair value | $553,000 | 1,938 |
| 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 | $14,964,000 | 4,968 |
| U.S. Government securities | $14,314,000 | 4,085 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,314,000 | 3,986 |
| Securities issued by states & political subdivisions | $650,000 | 5,167 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,304,000 | 4,003 |
| Mortgage-backed securities | $9,581,000 | 3,356 |
| Certificates of participation in pools of residential mortgages | $9,581,000 | 2,710 |
| Issued or guaranteed by U.S. | $9,581,000 | 2,708 |
| 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) | $14,964,000 | 4,587 |
| Total debt securities | $14,964,000 | 4,929 |
| Structured notes | ||
| Amortized cost | $1,147,000 | 1,568 |
| Fair value | $1,153,000 | 1,570 |
| 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 | $12,937,000 | 5,281 |
| U.S. Government securities | $12,293,000 | 4,475 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,293,000 | 4,380 |
| Securities issued by states & political subdivisions | $644,000 | 5,190 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,298,000 | 4,037 |
| Mortgage-backed securities | $7,429,000 | 3,796 |
| Certificates of participation in pools of residential mortgages | $7,429,000 | 3,188 |
| Issued or guaranteed by U.S. | $7,429,000 | 3,187 |
| 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) | $12,937,000 | 4,876 |
| Total debt securities | $12,937,000 | 5,250 |
| Structured notes | ||
| Amortized cost | $1,248,000 | 1,675 |
| Fair value | $1,259,000 | 1,660 |
| 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 | $12,824,000 | 5,341 |
| U.S. Government securities | $12,177,000 | 4,558 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,177,000 | 4,464 |
| Securities issued by states & political subdivisions | $647,000 | 5,175 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,205,000 | 4,095 |
| Mortgage-backed securities | $6,213,000 | 4,029 |
| Certificates of participation in pools of residential mortgages | $6,213,000 | 3,447 |
| Issued or guaranteed by U.S. | $6,213,000 | 3,446 |
| 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) | $12,824,000 | 4,945 |
| Total debt securities | $12,824,000 | 5,313 |
| Structured notes | ||
| Amortized cost | $1,358,000 | 1,831 |
| Fair value | $1,364,000 | 1,834 |
| 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 | $13,224,000 | 5,336 |
| U.S. Government securities | $12,599,000 | 4,583 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,599,000 | 4,487 |
| Securities issued by states & political subdivisions | $625,000 | 5,180 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,153,000 | 4,360 |
| Mortgage-backed securities | $4,991,000 | 4,278 |
| Certificates of participation in pools of residential mortgages | $4,991,000 | 3,704 |
| Issued or guaranteed by U.S. | $4,991,000 | 3,700 |
| 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) | $13,224,000 | 4,927 |
| Total debt securities | $13,224,000 | 5,306 |
| Structured notes | ||
| Amortized cost | $1,460,000 | 2,010 |
| Fair value | $1,466,000 | 2,008 |
| 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 | $10,500,000 | 5,678 |
| U.S. Government securities | $10,500,000 | 4,856 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,500,000 | 4,752 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,162,000 | 4,149 |
| Mortgage-backed securities | $2,305,000 | 4,806 |
| Certificates of participation in pools of residential mortgages | $2,305,000 | 4,341 |
| Issued or guaranteed by U.S. | $2,305,000 | 4,332 |
| 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) | $10,500,000 | 5,256 |
| Total debt securities | $10,500,000 | 5,652 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $508,000 | 2,571 |
| 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 | $11,824,000 | 5,469 |
| U.S. Government securities | $11,824,000 | 4,622 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,824,000 | 4,528 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,206,000 | 4,132 |
| Mortgage-backed securities | $2,474,000 | 4,756 |
| Certificates of participation in pools of residential mortgages | $2,474,000 | 4,243 |
| Issued or guaranteed by U.S. | $2,474,000 | 4,228 |
| 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) | $11,824,000 | 5,045 |
| Total debt securities | $11,822,000 | 5,435 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,637 |
| Fair value | $511,000 | 2,627 |
| 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 | $12,052,000 | 5,522 |
| U.S. Government securities | $12,052,000 | 4,718 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,052,000 | 4,601 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,249,000 | 3,930 |
| Mortgage-backed securities | $2,664,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $2,664,000 | 4,152 |
| Issued or guaranteed by U.S. | $2,664,000 | 4,139 |
| 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) | $12,052,000 | 5,089 |
| Total debt securities | $12,052,000 | 5,490 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,818 |
| Fair value | $512,000 | 2,805 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $11,207,000 | 5,616 |
| U.S. Government securities | $11,207,000 | 4,812 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,207,000 | 4,686 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,273,000 | 3,910 |
| Mortgage-backed securities | $2,836,000 | 4,591 |
| Certificates of participation in pools of residential mortgages | $2,836,000 | 4,046 |
| Issued or guaranteed by U.S. | $2,836,000 | 4,036 |
| 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) | $11,207,000 | 5,191 |
| Total debt securities | $11,207,000 | 5,584 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,874 |
| Fair value | $510,000 | 2,867 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $11,521,000 | 5,496 |
| U.S. Government securities | $11,521,000 | 4,604 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,521,000 | 4,484 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,096,000 | 3,923 |
| Mortgage-backed securities | $3,128,000 | 4,453 |
| Certificates of participation in pools of residential mortgages | $3,062,000 | 3,863 |
| Issued or guaranteed by U.S. | $3,062,000 | 3,852 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $66,000 | 3,664 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 3,347 |
| 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) | $11,521,000 | 5,056 |
| Total debt securities | $11,521,000 | 5,459 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,741 |
| Fair value | $509,000 | 2,744 |
| 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 | $12,803,000 | 5,266 |
| U.S. Government securities | $12,803,000 | 4,358 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,803,000 | 4,245 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,130,000 | 3,965 |
| Mortgage-backed securities | $6,027,000 | 3,803 |
| Certificates of participation in pools of residential mortgages | $5,762,000 | 3,136 |
| Issued or guaranteed by U.S. | $5,762,000 | 3,128 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $265,000 | 3,460 |
| CMOs issued by government agencies or sponsored agencies | $265,000 | 3,153 |
| 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) | $12,803,000 | 4,826 |
| Total debt securities | $12,803,000 | 5,232 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,790 |
| Fair value | $515,000 | 2,777 |
| 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 | $12,772,000 | 5,283 |
| U.S. Government securities | $12,772,000 | 4,445 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,772,000 | 4,330 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,227,000 | 3,374 |
| Mortgage-backed securities | $5,031,000 | 4,005 |
| Certificates of participation in pools of residential mortgages | $4,605,000 | 3,448 |
| Issued or guaranteed by U.S. | $4,605,000 | 3,439 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $426,000 | 3,253 |
| CMOs issued by government agencies or sponsored agencies | $426,000 | 2,937 |
| 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) | $12,772,000 | 4,849 |
| Total debt securities | $12,771,000 | 5,249 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $505,000 | 2,889 |
| 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 | $11,637,000 | 5,520 |
| U.S. Government securities | $11,637,000 | 4,673 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,637,000 | 4,559 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,292,000 | 3,433 |
| Mortgage-backed securities | $4,473,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $3,886,000 | 3,761 |
| Issued or guaranteed by U.S. | $3,886,000 | 3,755 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $587,000 | 3,118 |
| CMOs issued by government agencies or sponsored agencies | $587,000 | 2,777 |
| 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) | $11,637,000 | 5,064 |
| Total debt securities | $11,637,000 | 5,478 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $493,000 | 2,797 |
| 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 | $11,729,000 | 5,490 |
| U.S. Government securities | $11,729,000 | 4,646 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,729,000 | 4,547 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,716,000 | 3,385 |
| Mortgage-backed securities | $3,873,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $3,053,000 | 4,109 |
| Issued or guaranteed by U.S. | $3,053,000 | 4,102 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $820,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $820,000 | 2,647 |
| 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) | $11,729,000 | 5,025 |
| Total debt securities | $11,729,000 | 5,446 |
| 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 | $11,588,000 | 5,546 |
| U.S. Government securities | $11,588,000 | 4,689 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,588,000 | 4,595 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,157,000 | 3,157 |
| Mortgage-backed securities | $4,214,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $3,242,000 | 4,141 |
| Issued or guaranteed by U.S. | $3,242,000 | 4,133 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $972,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $972,000 | 2,548 |
| 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) | $11,588,000 | 5,080 |
| Total debt securities | $11,588,000 | 5,503 |
| 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 | $11,913,000 | 5,503 |
| U.S. Government securities | $11,913,000 | 4,636 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,913,000 | 4,543 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,440,000 | 3,284 |
| Mortgage-backed securities | $4,518,000 | 4,405 |
| Certificates of participation in pools of residential mortgages | $3,497,000 | 4,113 |
| Issued or guaranteed by U.S. | $3,497,000 | 4,100 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,021,000 | 2,866 |
| CMOs issued by government agencies or sponsored agencies | $1,021,000 | 2,495 |
| 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) | $11,913,000 | 5,020 |
| Total debt securities | $11,914,000 | 5,456 |
| 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 | $12,231,000 | 5,502 |
| U.S. Government securities | $12,231,000 | 4,672 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,231,000 | 4,593 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,125,000 | 3,389 |
| Mortgage-backed securities | $4,809,000 | 4,407 |
| Certificates of participation in pools of residential mortgages | $3,786,000 | 4,118 |
| Issued or guaranteed by U.S. | $3,786,000 | 4,106 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,023,000 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $1,023,000 | 2,533 |
| 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) | $12,231,000 | 5,021 |
| Total debt securities | $12,231,000 | 5,456 |
| 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 | $12,521,000 | 5,501 |
| U.S. Government securities | $12,521,000 | 4,666 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,521,000 | 4,584 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,000,000 | 3,295 |
| Mortgage-backed securities | $1,713,000 | 5,323 |
| Certificates of participation in pools of residential mortgages | $710,000 | 5,364 |
| Issued or guaranteed by U.S. | $710,000 | 5,348 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,003,000 | 2,867 |
| CMOs issued by government agencies or sponsored agencies | $1,003,000 | 2,529 |
| 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) | $12,521,000 | 4,990 |
| Total debt securities | $12,520,000 | 5,456 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $13,193,000 | 5,330 |
| U.S. Government securities | $12,978,000 | 4,539 |
| U.S. Treasury securities | $11,958,000 | 153 |
| U.S. Government agency obligations | $1,020,000 | 7,480 |
| Securities issued by states & political subdivisions | $215,000 | 5,595 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,235,000 | 3,416 |
| Mortgage-backed securities | $1,020,000 | 5,566 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,020,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $1,020,000 | 2,410 |
| 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) | $13,193,000 | 4,814 |
| Total debt securities | $13,193,000 | 5,292 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $18,804,000 | 4,593 |
| U.S. Government securities | $18,588,000 | 3,721 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $18,588,000 | 3,651 |
| Securities issued by states & political subdivisions | $216,000 | 5,645 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,252,000 | 2,656 |
| Mortgage-backed securities | $1,007,000 | 5,576 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,007,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $1,007,000 | 2,421 |
| 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) | $18,804,000 | 4,121 |
| Total debt securities | $18,803,000 | 4,544 |
| 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 | $23,203,000 | 4,036 |
| U.S. Government securities | $22,974,000 | 3,202 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $22,974,000 | 3,147 |
| Securities issued by states & political subdivisions | $229,000 | 5,635 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,682,000 | 2,244 |
| Mortgage-backed securities | $1,010,000 | 5,550 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,010,000 | 2,760 |
| CMOs issued by government agencies or sponsored agencies | $1,010,000 | 2,426 |
| 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) | $499,000 | 2,902 |
| Available-for-sale securities (fair market value) | $22,704,000 | 3,663 |
| Total debt securities | $23,205,000 | 3,983 |
| 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 | $26,355,000 | 3,745 |
| U.S. Government securities | $26,142,000 | 2,967 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $26,142,000 | 2,910 |
| Securities issued by states & political subdivisions | $213,000 | 5,681 |
| 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 | $19,553,000 | 2,254 |
| Mortgage-backed securities | $986,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $986,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $986,000 | 2,361 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,865,000 | 2,092 |
| Available-for-sale securities (fair market value) | $23,490,000 | 3,590 |
| Total debt securities | $26,362,000 | 3,697 |
| 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 | $28,896,000 | 3,539 |
| U.S. Government securities | $28,671,000 | 2,791 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $28,671,000 | 2,732 |
| Securities issued by states & political subdivisions | $225,000 | 5,701 |
| 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 | $21,178,000 | 2,083 |
| Mortgage-backed securities | $983,000 | 5,282 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $983,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $983,000 | 2,303 |
| 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) | $4,214,000 | 1,872 |
| Available-for-sale securities (fair market value) | $24,682,000 | 3,474 |
| Total debt securities | $28,896,000 | 3,498 |
| 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 | $29,806,000 | 3,442 |
| U.S. Government securities | $29,583,000 | 2,711 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $29,583,000 | 2,649 |
| Securities issued by states & political subdivisions | $223,000 | 5,741 |
| 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 | $28,929,000 | 1,607 |
| Mortgage-backed securities | $972,000 | 5,283 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $972,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $972,000 | 2,286 |
| 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) | $6,613,000 | 1,571 |
| Available-for-sale securities (fair market value) | $23,193,000 | 3,589 |
| Total debt securities | $29,806,000 | 3,404 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $30,148,000 | 3,440 |
| U.S. Government securities | $29,925,000 | 2,705 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $29,925,000 | 2,635 |
| Securities issued by states & political subdivisions | $223,000 | 5,795 |
| 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 | $27,772,000 | 1,681 |
| Mortgage-backed securities | $997,000 | 5,298 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $997,000 | 2,517 |
| CMOs issued by government agencies or sponsored agencies | $997,000 | 2,249 |
| 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) | $8,961,000 | 1,355 |
| Available-for-sale securities (fair market value) | $21,187,000 | 3,817 |
| Total debt securities | $30,148,000 | 3,403 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $30,972,000 | 3,388 |
| U.S. Government securities | $30,763,000 | 2,677 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $30,763,000 | 2,609 |
| Securities issued by states & political subdivisions | $209,000 | 5,867 |
| 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 | $29,962,000 | 1,574 |
| Mortgage-backed securities | $988,000 | 5,295 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $988,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 2,252 |
| 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) | $11,006,000 | 1,234 |
| Available-for-sale securities (fair market value) | $19,966,000 | 3,994 |
| Total debt securities | $30,975,000 | 3,346 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,743 |
| Fair value | $1,499,000 | 1,701 |
| 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 | $29,469,000 | 3,535 |
| U.S. Government securities | $29,247,000 | 2,826 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $29,247,000 | 2,742 |
| Securities issued by states & political subdivisions | $222,000 | 5,905 |
| 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 | $28,485,000 | 1,601 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| 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) | $12,500,000 | 1,192 |
| Available-for-sale securities (fair market value) | $16,969,000 | 4,411 |
| Total debt securities | $29,469,000 | 3,483 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,837 |
| Fair value | $1,496,000 | 1,775 |
| 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 | $28,344,000 | 3,624 |
| U.S. Government securities | $28,137,000 | 2,908 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $28,137,000 | 2,813 |
| Securities issued by states & political subdivisions | $207,000 | 5,973 |
| 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 | $28,123,000 | 1,599 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| 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) | $12,996,000 | 1,187 |
| Available-for-sale securities (fair market value) | $15,348,000 | 4,612 |
| Total debt securities | $28,349,000 | 3,569 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 1,897 |
| Fair value | $1,491,000 | 1,836 |
| 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 | $29,729,000 | 3,580 |
| U.S. Government securities | $28,450,000 | 2,926 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $28,450,000 | 2,825 |
| Securities issued by states & political subdivisions | $1,279,000 | 4,828 |
| 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 | $28,325,000 | 1,595 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| 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) | $13,255,000 | 1,191 |
| Available-for-sale securities (fair market value) | $16,474,000 | 4,492 |
| Total debt securities | $29,729,000 | 3,519 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 1,904 |
| Fair value | $1,492,000 | 1,843 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $30,138,000 | 3,550 |
| U.S. Government securities | $28,332,000 | 2,924 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $28,332,000 | 2,832 |
| Securities issued by states & political subdivisions | $1,806,000 | 4,481 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,321,000 | 1,590 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,154,000 | 1,224 |
| Available-for-sale securities (fair market value) | $16,984,000 | 4,389 |
| Total debt securities | $30,139,000 | 3,490 |
| Structured notes | ||
| Amortized cost | $1,494,000 | 1,900 |
| Fair value | $1,492,000 | 1,831 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $32,437,000 | 3,333 |
| U.S. Government securities | $30,625,000 | 2,712 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $30,625,000 | 2,621 |
| Securities issued by states & political subdivisions | $1,812,000 | 4,475 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,561,000 | 1,449 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,163,000 | 1,349 |
| Available-for-sale securities (fair market value) | $21,274,000 | 3,837 |
| Total debt securities | $32,437,000 | 3,277 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $32,977,000 | 3,345 |
| U.S. Government securities | $30,645,000 | 2,759 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $30,645,000 | 2,661 |
| Securities issued by states & political subdivisions | $2,332,000 | 4,158 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,611,000 | 1,453 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,654,000 | 1,329 |
| Available-for-sale securities (fair market value) | $21,323,000 | 3,866 |
| Total debt securities | $32,987,000 | 3,295 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $32,820,000 | 3,394 |
| U.S. Government securities | $30,485,000 | 2,823 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $30,485,000 | 2,713 |
| Securities issued by states & political subdivisions | $2,335,000 | 4,147 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,333,000 | 1,464 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,663,000 | 1,349 |
| Available-for-sale securities (fair market value) | $21,157,000 | 3,953 |
| Total debt securities | $32,812,000 | 3,344 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $33,402,000 | 3,341 |
| U.S. Government securities | $30,713,000 | 2,814 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $30,713,000 | 2,706 |
| Securities issued by states & political subdivisions | $2,689,000 | 3,978 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,066,000 | 1,469 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,005,000 | 1,344 |
| Available-for-sale securities (fair market value) | $21,397,000 | 3,945 |
| Total debt securities | $33,403,000 | 3,284 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $32,022,000 | 3,453 |
| U.S. Government securities | $29,224,000 | 2,899 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $29,224,000 | 2,786 |
| Securities issued by states & political subdivisions | $2,798,000 | 3,923 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,076,000 | 1,485 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,367,000 | 1,530 |
| Available-for-sale securities (fair market value) | $22,655,000 | 3,795 |
| Total debt securities | $32,022,000 | 3,390 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $32,343,000 | 3,457 |
| U.S. Government securities | $29,462,000 | 2,906 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $29,462,000 | 2,789 |
| Securities issued by states & political subdivisions | $2,881,000 | 3,878 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,304,000 | 1,496 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,918,000 | 1,693 |
| Available-for-sale securities (fair market value) | $24,425,000 | 3,665 |
| Total debt securities | $32,344,000 | 3,397 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $35,277,000 | 3,233 |
| U.S. Government securities | $32,411,000 | 2,647 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $32,411,000 | 2,563 |
| Securities issued by states & political subdivisions | $2,866,000 | 3,893 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,709,000 | 1,437 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,294,000 | 1,513 |
| Available-for-sale securities (fair market value) | $25,983,000 | 3,524 |
| Total debt securities | $35,277,000 | 3,171 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $37,560,000 | 3,134 |
| U.S. Government securities | $34,167,000 | 2,615 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $34,167,000 | 2,531 |
| Securities issued by states & political subdivisions | $3,393,000 | 3,702 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,150,000 | 1,468 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,767,000 | 1,331 |
| Available-for-sale securities (fair market value) | $25,793,000 | 3,558 |
| Total debt securities | $37,560,000 | 3,073 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $30,832,000 | 3,562 |
| U.S. Government securities | $27,912,000 | 2,965 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $27,912,000 | 2,858 |
| Securities issued by states & political subdivisions | $2,920,000 | 3,914 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,647,000 | 1,432 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,928,000 | 1,181 |
| Available-for-sale securities (fair market value) | $16,904,000 | 4,565 |
| Total debt securities | $30,832,000 | 3,491 |
| Structured notes | ||
| Amortized cost | $1,651,000 | 1,173 |
| Fair value | $1,654,000 | 1,173 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $26,882,000 | 3,853 |
| U.S. Government securities | $24,212,000 | 3,233 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $24,212,000 | 3,097 |
| Securities issued by states & political subdivisions | $2,670,000 | 4,004 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,944,000 | 1,593 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,953,000 | 1,176 |
| Available-for-sale securities (fair market value) | $12,929,000 | 5,151 |
| Total debt securities | $26,883,000 | 3,771 |
| Structured notes | ||
| Amortized cost | $1,653,000 | 981 |
| Fair value | $1,658,000 | 981 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $25,926,000 | 3,912 |
| U.S. Government securities | $22,999,000 | 3,348 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $22,999,000 | 3,197 |
| Securities issued by states & political subdivisions | $2,927,000 | 3,799 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,999,000 | 1,635 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,227,000 | 1,188 |
| Available-for-sale securities (fair market value) | $11,699,000 | 5,384 |
| Total debt securities | $25,925,000 | 3,832 |
| Structured notes | ||
| Amortized cost | $1,655,000 | 731 |
| Fair value | $1,664,000 | 733 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $24,484,000 | 4,057 |
| U.S. Government securities | $20,874,000 | 3,579 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $20,874,000 | 3,409 |
| Securities issued by states & political subdivisions | $3,610,000 | 3,480 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,829,000 | 1,781 |
| Mortgage-backed securities | $45,000 | 7,105 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $45,000 | 4,241 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 4,053 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,148,000 | 1,265 |
| Available-for-sale securities (fair market value) | $11,336,000 | 5,425 |
| Total debt securities | $24,484,000 | 3,980 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $22,762,000 | 4,134 |
| U.S. Government securities | $18,157,000 | 3,810 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $18,157,000 | 3,628 |
| Securities issued by states & political subdivisions | $4,605,000 | 3,014 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,869,000 | 2,122 |
| Mortgage-backed securities | $835,000 | 6,037 |
| Certificates of participation in pools of residential mortgages | $204,000 | 6,232 |
| Issued or guaranteed by U.S. | $204,000 | 6,207 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $631,000 | 3,599 |
| CMOs issued by government agencies or sponsored agencies | $631,000 | 3,433 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,860,000 | 1,110 |
| Available-for-sale securities (fair market value) | $6,902,000 | 6,431 |
| Total debt securities | $22,764,000 | 4,050 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $19,172,000 | 4,773 |
| U.S. Government securities | $14,594,000 | 4,629 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $14,594,000 | 4,314 |
| Securities issued by states & political subdivisions | $4,002,000 | 3,202 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $576,000 | 3,543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,981,000 | 3,184 |
| Mortgage-backed securities | $3,923,000 | 3,776 |
| Certificates of participation in pools of residential mortgages | $344,000 | 5,741 |
| Issued or guaranteed by U.S. | $344,000 | 5,722 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,579,000 | 1,793 |
| CMOs issued by government agencies or sponsored agencies | $3,579,000 | 1,662 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,706,000 | 1,312 |
| Available-for-sale securities (fair market value) | $2,466,000 | 8,031 |
| Total debt securities | $18,596,000 | 4,750 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $23,007,000 | 4,390 |
| U.S. Government securities | $17,971,000 | 4,194 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $17,971,000 | 3,786 |
| Securities issued by states & political subdivisions | $4,466,000 | 3,135 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $570,000 | 3,450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,204,000 | 3,100 |
| Mortgage-backed securities | $5,745,000 | 3,357 |
| Certificates of participation in pools of residential mortgages | $906,000 | 5,155 |
| Issued or guaranteed by U.S. | $906,000 | 5,144 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,839,000 | 1,628 |
| CMOs issued by government agencies or sponsored agencies | $4,839,000 | 1,506 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,130,000 | 1,201 |
| Available-for-sale securities (fair market value) | $1,877,000 | 8,465 |
| Total debt securities | $22,437,000 | 4,347 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $27,739,000 | 3,865 |
| U.S. Government securities | $23,816,000 | 3,437 |
| U.S. Treasury securities | $500,000 | 6,057 |
| U.S. Government agency obligations | $23,316,000 | 2,975 |
| Securities issued by states & political subdivisions | $3,447,000 | 3,706 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $476,000 | 3,689 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,484,000 | 2,358 |
| Mortgage-backed securities | $6,895,000 | 3,308 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $6,895,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $6,895,000 | 1,386 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,643,000 | 1,115 |
| Available-for-sale securities (fair market value) | $2,096,000 | 8,443 |
| Total debt securities | $27,263,000 | 3,815 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $15,726,000 | 5,819 |
| U.S. Government securities | $14,692,000 | 5,119 |
| U.S. Treasury securities | $7,794,000 | 2,289 |
| U.S. Government agency obligations | $6,898,000 | 6,432 |
| Securities issued by states & political subdivisions | $538,000 | 6,650 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $496,000 | 3,645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,142,000 | 3,114 |
| Mortgage-backed securities | $1,689,000 | 5,658 |
| Certificates of participation in pools of residential mortgages | $1,115,000 | 5,227 |
| Issued or guaranteed by U.S. | $1,115,000 | 5,208 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $574,000 | 3,871 |
| CMOs issued by government agencies or sponsored agencies | $574,000 | 3,730 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,140,000 | 3,453 |
| Available-for-sale securities (fair market value) | $8,586,000 | 6,174 |
| Total debt securities | $15,230,000 | 5,817 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $14,765,000 | 6,486 |
| U.S. Government securities | $13,670,000 | 5,843 |
| U.S. Treasury securities | $5,774,000 | 3,435 |
| U.S. Government agency obligations | $7,896,000 | 6,311 |
| Securities issued by states & political subdivisions | $599,000 | 6,850 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $496,000 | 3,548 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,148,000 | 2,898 |
| Mortgage-backed securities | $3,968,000 | 4,707 |
| Certificates of participation in pools of residential mortgages | $1,807,000 | 4,905 |
| Issued or guaranteed by U.S. | $1,807,000 | 4,887 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,161,000 | 2,974 |
| CMOs issued by government agencies or sponsored agencies | $2,161,000 | 2,851 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,551,000 | 5,365 |
| Available-for-sale securities (fair market value) | $11,214,000 | 5,624 |
| Total debt securities | $14,269,000 | 6,497 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $996,000 | 1,773 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $13,836,000 | 7,014 |
| U.S. Government securities | $13,212,000 | 6,211 |
| U.S. Treasury securities | $3,754,000 | 5,433 |
| U.S. Government agency obligations | $9,458,000 | 5,682 |
| Securities issued by states & political subdivisions | $254,000 | 8,006 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $370,000 | 3,858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,309,000 | 2,662 |
| Mortgage-backed securities | $2,683,000 | 5,740 |
| Certificates of participation in pools of residential mortgages | $426,000 | 7,182 |
| Issued or guaranteed by U.S. | $426,000 | 7,148 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,257,000 | 3,252 |
| CMOs issued by government agencies or sponsored agencies | $2,257,000 | 3,104 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,373,000 | 4,082 |
| Available-for-sale securities (fair market value) | $6,463,000 | 7,360 |
| Total debt securities | $13,466,000 | 6,994 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $992,000 | 2,700 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $13,351,000 | 7,585 |
| U.S. Government securities | $13,283,000 | 6,557 |
| U.S. Treasury securities | $3,746,000 | 6,494 |
| U.S. Government agency obligations | $9,537,000 | 5,539 |
| Securities issued by states & political subdivisions | $50,000 | 9,311 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,703,000 | 5,542 |
| Mortgage-backed securities | $2,488,000 | 6,244 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,488,000 | 3,324 |
| CMOs issued by government agencies or sponsored agencies | $2,488,000 | 3,165 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,864,000 | 5,386 |
| Available-for-sale securities (fair market value) | $2,487,000 | 8,489 |
| Total debt securities | $13,333,000 | 7,481 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $17,616,000 | 6,685 |
| U.S. Government securities | $17,325,000 | 5,679 |
| U.S. Treasury securities | $8,036,000 | 4,160 |
| U.S. Government agency obligations | $9,289,000 | 5,829 |
| Securities issued by states & political subdivisions | $155,000 | 9,045 |
| Other domestic debt securities | $118,000 | 5,674 |
| Privately issued residential mortgage-backed securities | $118,000 | 2,632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,869 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,773,000 | 3,754 |
| Mortgage-backed securities | $2,868,000 | 6,533 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,868,000 | 3,501 |
| CMOs issued by government agencies or sponsored agencies | $2,750,000 | 3,373 |
| Privately issued | $118,000 | 2,220 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $17,598,000 | 6,547 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $17,505,000 | 6,656 |
| U.S. Government securities | $14,395,000 | 6,445 |
| U.S. Treasury securities | $5,149,000 | 5,657 |
| U.S. Government agency obligations | $9,246,000 | 5,820 |
| Securities issued by states & political subdivisions | $2,870,000 | 4,174 |
| Other domestic debt securities | $222,000 | 6,063 |
| Privately issued residential mortgage-backed securities | $222,000 | 3,004 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,637,000 | 4,730 |
| Mortgage-backed securities | $918,000 | 9,073 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $918,000 | 5,231 |
| CMOs issued by government agencies or sponsored agencies | $696,000 | 5,124 |
| Privately issued | $222,000 | 2,559 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $17,487,000 | 6,542 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |