Home > Generations Bank > Securities
Generations Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $12,219,000 | 3,914 |
| U.S. Government securities | $6,262,000 | 3,876 |
| U.S. Treasury securities | $977,000 | 2,539 |
| U.S. Government agency obligations | $5,285,000 | 3,641 |
| Securities issued by states & political subdivisions | $4,015,000 | 3,033 |
| Other domestic debt securities | $1,942,000 | 1,777 |
| 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 | $1,942,000 | 1,355 |
| 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 | $5,790,000 | 3,270 |
| Mortgage-backed securities | $4,631,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,460,000 | 3,116 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,691,000 | 1,751 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $480,000 | 1,234 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $12,219,000 | 3,649 |
| Total debt securities | $12,219,000 | 3,890 |
| 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 | $0 | 4,483 |
| U.S. Government securities | $0 | 4,403 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,519,000 | 1,722 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $321 | 683 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | $581,000 | 246 |
| Equity securities | $10,061 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $751 | 3,872 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $1,000 | 194 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $139 | 2,720 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $970 | 1,557 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| 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 | $1,268,000 | 141 |
| 2023-06-30 | Rank | |
| Total securities | $11,782,000 | 3,993 |
| U.S. Government securities | $6,135,000 | 3,942 |
| U.S. Treasury securities | $958,000 | 2,627 |
| U.S. Government agency obligations | $5,177,000 | 3,692 |
| Securities issued by states & political subdivisions | $3,750,000 | 3,114 |
| Other domestic debt securities | $1,897,000 | 1,785 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $1,897,000 | 1,365 |
| 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 | $4,634,000 | 3,326 |
| Mortgage-backed securities | $4,368,000 | 3,098 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,349,000 | 3,171 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,525,000 | 1,771 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $494,000 | 1,224 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $11,782,000 | 3,707 |
| Total debt securities | $11,781,000 | 3,970 |
| 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 | $11,616,000 | 4,067 |
| U.S. Government securities | $5,884,000 | 4,033 |
| U.S. Treasury securities | $963,000 | 2,704 |
| U.S. Government agency obligations | $4,921,000 | 3,737 |
| Securities issued by states & political subdivisions | $3,845,000 | 3,147 |
| Other domestic debt securities | $1,887,000 | 1,833 |
| 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 | $1,887,000 | 1,420 |
| 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 | $4,818,000 | 3,265 |
| Mortgage-backed securities | $4,097,000 | 3,185 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,434,000 | 3,201 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,663,000 | 1,785 |
| 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) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $11,616,000 | 3,783 |
| Total debt securities | $11,614,000 | 4,044 |
| 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 | $12,613,000 | 4,065 |
| U.S. Government securities | $6,964,000 | 3,982 |
| U.S. Treasury securities | $1,978,000 | 2,454 |
| U.S. Government agency obligations | $4,986,000 | 3,734 |
| Securities issued by states & political subdivisions | $3,751,000 | 3,200 |
| Other domestic debt securities | $1,898,000 | 1,865 |
| 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 | $1,898,000 | 1,439 |
| 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 | $4,828,000 | 3,199 |
| Mortgage-backed securities | $4,145,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,463,000 | 3,224 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,682,000 | 1,800 |
| 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) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $12,613,000 | 3,771 |
| Total debt securities | $12,622,000 | 4,043 |
| 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 | $12,692,000 | 4,076 |
| U.S. Government securities | $7,040,000 | 3,991 |
| U.S. Treasury securities | $1,971,000 | 2,490 |
| U.S. Government agency obligations | $5,069,000 | 3,751 |
| Securities issued by states & political subdivisions | $3,765,000 | 3,230 |
| Other domestic debt securities | $1,887,000 | 1,834 |
| 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 | $1,887,000 | 1,439 |
| 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 | $4,866,000 | 3,152 |
| Mortgage-backed securities | $4,227,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,487,000 | 3,242 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,740,000 | 1,800 |
| 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) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $12,692,000 | 3,787 |
| Total debt securities | $12,692,000 | 4,053 |
| 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 | $13,250,000 | 4,076 |
| U.S. Government securities | $7,417,000 | 3,969 |
| U.S. Treasury securities | $3,459,000 | 2,253 |
| U.S. Government agency obligations | $3,958,000 | 3,887 |
| Securities issued by states & political subdivisions | $3,918,000 | 3,265 |
| Other domestic debt securities | $1,915,000 | 1,723 |
| 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 | $1,915,000 | 1,432 |
| 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 | $4,749,000 | 3,185 |
| Mortgage-backed securities | $3,040,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $1,619,000 | 3,336 |
| Issued or guaranteed by U.S. | $1,619,000 | 3,243 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,421,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $1,421,000 | 2,115 |
| 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) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $13,250,000 | 3,798 |
| Total debt securities | $13,251,000 | 4,060 |
| 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 | $12,826,000 | 4,061 |
| U.S. Government securities | $6,838,000 | 3,946 |
| U.S. Treasury securities | $3,480,000 | 2,021 |
| U.S. Government agency obligations | $3,358,000 | 3,929 |
| Securities issued by states & political subdivisions | $4,159,000 | 3,248 |
| Other domestic debt securities | $1,829,000 | 1,724 |
| 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 | $1,829,000 | 1,433 |
| 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 | $4,243,000 | 3,252 |
| Mortgage-backed securities | $2,906,000 | 3,412 |
| Certificates of participation in pools of residential mortgages | $1,788,000 | 3,312 |
| Issued or guaranteed by U.S. | $1,788,000 | 3,219 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,118,000 | 2,260 |
| CMOs issued by government agencies or sponsored agencies | $1,118,000 | 2,197 |
| 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) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $12,826,000 | 3,813 |
| Total debt securities | $12,826,000 | 4,046 |
| 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 | $10,104,000 | 4,141 |
| U.S. Government securities | $4,058,000 | 4,081 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,058,000 | 3,838 |
| Securities issued by states & political subdivisions | $4,656,000 | 3,252 |
| Other domestic debt securities | $1,390,000 | 1,765 |
| 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 | $1,390,000 | 1,450 |
| 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 | $4,447,000 | 3,226 |
| Mortgage-backed securities | $3,488,000 | 3,349 |
| Certificates of participation in pools of residential mortgages | $1,993,000 | 3,271 |
| Issued or guaranteed by U.S. | $1,993,000 | 3,169 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,495,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $1,495,000 | 2,098 |
| 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) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $10,104,000 | 3,911 |
| Total debt securities | $10,103,000 | 4,121 |
| Structured notes | ||
| Amortized cost | $26,000 | 996 |
| Fair value | $26,000 | 996 |
| 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 | $10,573,000 | 4,113 |
| U.S. Government securities | $4,494,000 | 4,033 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,494,000 | 3,824 |
| Securities issued by states & political subdivisions | $4,672,000 | 3,266 |
| Other domestic debt securities | $1,407,000 | 1,702 |
| 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 | $1,407,000 | 1,385 |
| 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 | $4,508,000 | 3,216 |
| Mortgage-backed securities | $3,898,000 | 3,339 |
| Certificates of participation in pools of residential mortgages | $2,137,000 | 3,267 |
| Issued or guaranteed by U.S. | $2,137,000 | 3,179 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,761,000 | 2,114 |
| CMOs issued by government agencies or sponsored agencies | $1,761,000 | 2,063 |
| 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) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $10,573,000 | 3,887 |
| Total debt securities | $10,573,000 | 4,089 |
| Structured notes | ||
| Amortized cost | $28,000 | 893 |
| Fair value | $28,000 | 894 |
| 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 | $10,334,000 | 4,110 |
| U.S. Government securities | $4,490,000 | 4,041 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,490,000 | 3,837 |
| Securities issued by states & political subdivisions | $4,432,000 | 3,293 |
| Other domestic debt securities | $1,412,000 | 1,680 |
| 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 | $1,412,000 | 1,336 |
| 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 | $4,734,000 | 3,184 |
| Mortgage-backed securities | $3,824,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $2,261,000 | 3,248 |
| Issued or guaranteed by U.S. | $2,261,000 | 3,150 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,563,000 | 2,144 |
| CMOs issued by government agencies or sponsored agencies | $1,563,000 | 2,096 |
| 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) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $10,334,000 | 3,883 |
| Total debt securities | $10,334,000 | 4,086 |
| Structured notes | ||
| Amortized cost | $31,000 | 828 |
| Fair value | $31,000 | 830 |
| 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 | $11,333,000 | 3,995 |
| U.S. Government securities | $4,907,000 | 3,915 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $4,907,000 | 3,729 |
| Securities issued by states & political subdivisions | $4,422,000 | 3,277 |
| Other domestic debt securities | $2,004,000 | 1,491 |
| 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 | $2,004,000 | 1,127 |
| 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 | $4,017,000 | 3,272 |
| Mortgage-backed securities | $4,247,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $2,362,000 | 3,186 |
| Issued or guaranteed by U.S. | $2,362,000 | 3,094 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,885,000 | 2,041 |
| CMOs issued by government agencies or sponsored agencies | $1,885,000 | 1,987 |
| 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) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $11,333,000 | 3,769 |
| Total debt securities | $11,333,000 | 3,969 |
| Structured notes | ||
| Amortized cost | $34,000 | 628 |
| Fair value | $33,000 | 627 |
| 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 | $10,621,000 | 3,986 |
| U.S. Government securities | $3,933,000 | 3,932 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,933,000 | 3,785 |
| Securities issued by states & political subdivisions | $4,683,000 | 3,240 |
| Other domestic debt securities | $2,005,000 | 1,435 |
| 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 | $2,005,000 | 1,082 |
| 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 | $4,694,000 | 3,170 |
| Mortgage-backed securities | $3,734,000 | 3,308 |
| Certificates of participation in pools of residential mortgages | $479,000 | 3,698 |
| Issued or guaranteed by U.S. | $479,000 | 3,623 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,255,000 | 1,787 |
| CMOs issued by government agencies or sponsored agencies | $3,255,000 | 1,742 |
| 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) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $10,621,000 | 3,761 |
| Total debt securities | $10,621,000 | 3,959 |
| Structured notes | ||
| Amortized cost | $36,000 | 393 |
| Fair value | $35,000 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $7,258,000 | 4,211 |
| U.S. Government securities | $3,047,000 | 4,079 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,047,000 | 3,920 |
| Securities issued by states & political subdivisions | $3,129,000 | 3,393 |
| Other domestic debt securities | $1,082,000 | 1,617 |
| 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 | $1,082,000 | 1,247 |
| 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 | $3,992,000 | 3,307 |
| Mortgage-backed securities | $2,827,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $547,000 | 3,667 |
| Issued or guaranteed by U.S. | $547,000 | 3,586 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,280,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $2,280,000 | 1,938 |
| 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) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $7,258,000 | 3,960 |
| Total debt securities | $7,258,000 | 4,183 |
| Structured notes | ||
| Amortized cost | $38,000 | 385 |
| Fair value | $38,000 | 384 |
| 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 | $5,749,000 | 4,333 |
| U.S. Government securities | $3,066,000 | 4,100 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,066,000 | 3,941 |
| Securities issued by states & political subdivisions | $1,602,000 | 3,699 |
| Other domestic debt securities | $1,081,000 | 1,571 |
| 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 | $1,081,000 | 1,208 |
| 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 | $3,388,000 | 3,437 |
| Mortgage-backed securities | $2,839,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $647,000 | 3,637 |
| Issued or guaranteed by U.S. | $647,000 | 3,552 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,192,000 | 2,051 |
| CMOs issued by government agencies or sponsored agencies | $2,192,000 | 2,006 |
| 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) | $147,000 | 1,551 |
| Available-for-sale securities (fair market value) | $5,602,000 | 4,106 |
| Total debt securities | $5,751,000 | 4,311 |
| Structured notes | ||
| Amortized cost | $41,000 | 413 |
| Fair value | $40,000 | 413 |
| 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 | $6,361,000 | 4,315 |
| U.S. Government securities | $3,434,000 | 4,108 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,434,000 | 3,937 |
| Securities issued by states & political subdivisions | $2,185,000 | 3,526 |
| Other domestic debt securities | $742,000 | 1,642 |
| 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 | $742,000 | 1,256 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,584,000 | 3,600 |
| Mortgage-backed securities | $3,171,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $772,000 | 3,609 |
| Issued or guaranteed by U.S. | $772,000 | 3,511 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,399,000 | 2,016 |
| CMOs issued by government agencies or sponsored agencies | $2,399,000 | 1,964 |
| 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) | $761,000 | 1,367 |
| Available-for-sale securities (fair market value) | $5,600,000 | 4,136 |
| Total debt securities | $6,361,000 | 4,294 |
| Structured notes | ||
| Amortized cost | $43,000 | 576 |
| Fair value | $42,000 | 576 |
| 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 | $5,472,000 | 4,444 |
| U.S. Government securities | $2,838,000 | 4,299 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,838,000 | 4,134 |
| Securities issued by states & political subdivisions | $2,634,000 | 3,421 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,980,000 | 3,596 |
| Mortgage-backed securities | $2,568,000 | 3,499 |
| Certificates of participation in pools of residential mortgages | $1,019,000 | 3,506 |
| Issued or guaranteed by U.S. | $1,019,000 | 3,411 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,549,000 | 2,204 |
| CMOs issued by government agencies or sponsored agencies | $1,549,000 | 2,158 |
| 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) | $1,269,000 | 1,299 |
| Available-for-sale securities (fair market value) | $4,203,000 | 4,326 |
| Total debt securities | $5,472,000 | 4,420 |
| Structured notes | ||
| Amortized cost | $45,000 | 725 |
| Fair value | $43,000 | 725 |
| 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 | $5,116,000 | 4,553 |
| U.S. Government securities | $2,633,000 | 4,406 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,633,000 | 4,250 |
| Securities issued by states & political subdivisions | $2,483,000 | 3,478 |
| 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 | $3,167,000 | 3,617 |
| Mortgage-backed securities | $2,309,000 | 3,575 |
| Certificates of participation in pools of residential mortgages | $1,153,000 | 3,484 |
| Issued or guaranteed by U.S. | $1,153,000 | 3,396 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,156,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $1,156,000 | 2,283 |
| 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) | $1,278,000 | 1,355 |
| Available-for-sale securities (fair market value) | $3,838,000 | 4,440 |
| Total debt securities | $5,117,000 | 4,532 |
| Structured notes | ||
| Amortized cost | $47,000 | 875 |
| Fair value | $44,000 | 876 |
| 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 | $5,635,000 | 4,567 |
| U.S. Government securities | $2,815,000 | 4,440 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,815,000 | 4,282 |
| Securities issued by states & political subdivisions | $2,820,000 | 3,460 |
| 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 | $4,261,000 | 3,450 |
| Mortgage-backed securities | $2,483,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $1,281,000 | 3,457 |
| Issued or guaranteed by U.S. | $1,281,000 | 3,376 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,202,000 | 2,302 |
| CMOs issued by government agencies or sponsored agencies | $1,202,000 | 2,253 |
| 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) | $1,620,000 | 1,354 |
| Available-for-sale securities (fair market value) | $4,015,000 | 4,468 |
| Total debt securities | $5,635,000 | 4,548 |
| Structured notes | ||
| Amortized cost | $49,000 | 939 |
| Fair value | $47,000 | 939 |
| 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 | $5,403,000 | 4,647 |
| U.S. Government securities | $2,476,000 | 4,546 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,476,000 | 4,379 |
| Securities issued by states & political subdivisions | $2,927,000 | 3,510 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,985,000 | 3,561 |
| Mortgage-backed securities | $2,138,000 | 3,625 |
| Certificates of participation in pools of residential mortgages | $1,354,000 | 3,453 |
| Issued or guaranteed by U.S. | $1,354,000 | 3,369 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $784,000 | 2,467 |
| CMOs issued by government agencies or sponsored agencies | $784,000 | 2,422 |
| 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) | $1,629,000 | 1,361 |
| Available-for-sale securities (fair market value) | $3,774,000 | 4,542 |
| Total debt securities | $5,403,000 | 4,629 |
| Structured notes | ||
| Amortized cost | $52,000 | 958 |
| Fair value | $48,000 | 959 |
| 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 | $5,583,000 | 4,677 |
| U.S. Government securities | $2,698,000 | 4,546 |
| U.S. Treasury securities | $500,000 | 1,354 |
| U.S. Government agency obligations | $2,198,000 | 4,466 |
| Securities issued by states & political subdivisions | $2,885,000 | 3,578 |
| 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 | $4,108,000 | 3,562 |
| Mortgage-backed securities | $1,849,000 | 3,693 |
| Certificates of participation in pools of residential mortgages | $1,034,000 | 3,587 |
| Issued or guaranteed by U.S. | $1,034,000 | 3,515 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $815,000 | 2,464 |
| CMOs issued by government agencies or sponsored agencies | $815,000 | 2,413 |
| 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) | $1,636,000 | 1,396 |
| Available-for-sale securities (fair market value) | $3,947,000 | 4,564 |
| Total debt securities | $5,583,000 | 4,658 |
| Structured notes | ||
| Amortized cost | $54,000 | 979 |
| Fair value | $49,000 | 981 |
| 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 | $5,288,000 | 4,750 |
| U.S. Government securities | $2,409,000 | 4,663 |
| U.S. Treasury securities | $499,000 | 1,351 |
| U.S. Government agency obligations | $1,910,000 | 4,608 |
| Securities issued by states & political subdivisions | $2,879,000 | 3,621 |
| 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 | $3,811,000 | 3,663 |
| Mortgage-backed securities | $1,561,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $709,000 | 3,795 |
| Issued or guaranteed by U.S. | $709,000 | 3,770 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $852,000 | 2,456 |
| CMOs issued by government agencies or sponsored agencies | $852,000 | 2,403 |
| 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) | $1,643,000 | 1,419 |
| Available-for-sale securities (fair market value) | $3,645,000 | 4,656 |
| Total debt securities | $5,288,000 | 4,730 |
| Structured notes | ||
| Amortized cost | $57,000 | 961 |
| Fair value | $52,000 | 963 |
| 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 | $5,390,000 | 4,800 |
| U.S. Government securities | $1,826,000 | 4,800 |
| U.S. Treasury securities | $498,000 | 1,319 |
| U.S. Government agency obligations | $1,328,000 | 4,752 |
| Securities issued by states & political subdivisions | $2,887,000 | 3,676 |
| Other domestic debt securities | $677,000 | 1,790 |
| Privately issued residential mortgage-backed securities | $677,000 | 554 |
| 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 | $4,662,000 | 3,545 |
| Mortgage-backed securities | $1,657,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | $754,000 | 3,830 |
| Issued or guaranteed by U.S. | $77,000 | 4,085 |
| Privately issued | $677,000 | 298 |
| Collaterized mortgage obligations | $903,000 | 2,453 |
| CMOs issued by government agencies or sponsored agencies | $903,000 | 2,395 |
| 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) | $1,653,000 | 1,443 |
| Available-for-sale securities (fair market value) | $3,737,000 | 4,704 |
| Total debt securities | $5,389,000 | 4,781 |
| Structured notes | ||
| Amortized cost | $61,000 | 966 |
| Fair value | $56,000 | 968 |
| 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 | $4,414,000 | 4,964 |
| U.S. Government securities | $1,772,000 | 4,887 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,772,000 | 4,750 |
| Securities issued by states & political subdivisions | $2,642,000 | 3,772 |
| 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 | $3,975,000 | 3,705 |
| Mortgage-backed securities | $1,425,000 | 3,900 |
| Certificates of participation in pools of residential mortgages | $805,000 | 3,851 |
| Issued or guaranteed by U.S. | $805,000 | 3,844 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $620,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $620,000 | 2,530 |
| 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) | $1,680,000 | 1,465 |
| Available-for-sale securities (fair market value) | $2,734,000 | 4,846 |
| Total debt securities | $4,416,000 | 4,943 |
| Structured notes | ||
| Amortized cost | $64,000 | 931 |
| Fair value | $59,000 | 935 |
| 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 | $5,013,000 | 4,979 |
| U.S. Government securities | $1,885,000 | 4,916 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,885,000 | 4,794 |
| Securities issued by states & political subdivisions | $3,128,000 | 3,734 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,200,000 | 3,726 |
| Mortgage-backed securities | $1,538,000 | 3,911 |
| Certificates of participation in pools of residential mortgages | $863,000 | 3,874 |
| Issued or guaranteed by U.S. | $863,000 | 3,867 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $675,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $675,000 | 2,494 |
| 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) | $1,696,000 | 1,502 |
| Available-for-sale securities (fair market value) | $3,317,000 | 4,852 |
| Total debt securities | $5,014,000 | 4,957 |
| Structured notes | ||
| Amortized cost | $68,000 | 947 |
| Fair value | $63,000 | 952 |
| 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 | $5,466,000 | 4,996 |
| U.S. Government securities | $2,014,000 | 4,936 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,014,000 | 4,815 |
| Securities issued by states & political subdivisions | $3,452,000 | 3,704 |
| 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 | $4,563,000 | 3,709 |
| Mortgage-backed securities | $1,666,000 | 3,934 |
| Certificates of participation in pools of residential mortgages | $921,000 | 3,897 |
| Issued or guaranteed by U.S. | $921,000 | 3,891 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $745,000 | 2,531 |
| CMOs issued by government agencies or sponsored agencies | $745,000 | 2,474 |
| 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) | $1,968,000 | 1,507 |
| Available-for-sale securities (fair market value) | $3,498,000 | 4,881 |
| Total debt securities | $5,466,000 | 4,969 |
| Structured notes | ||
| Amortized cost | $72,000 | 978 |
| Fair value | $68,000 | 982 |
| 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 | $5,974,000 | 4,977 |
| U.S. Government securities | $2,132,000 | 4,966 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,132,000 | 4,846 |
| Securities issued by states & political subdivisions | $3,842,000 | 3,676 |
| 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 | $4,666,000 | 3,720 |
| Mortgage-backed securities | $1,784,000 | 3,956 |
| Certificates of participation in pools of residential mortgages | $972,000 | 3,914 |
| Issued or guaranteed by U.S. | $972,000 | 3,907 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $812,000 | 2,522 |
| CMOs issued by government agencies or sponsored agencies | $812,000 | 2,459 |
| 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) | $1,993,000 | 1,529 |
| Available-for-sale securities (fair market value) | $3,981,000 | 4,881 |
| Total debt securities | $5,972,000 | 4,956 |
| Structured notes | ||
| Amortized cost | $77,000 | 1,051 |
| Fair value | $73,000 | 1,054 |
| 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 | $6,495,000 | 4,983 |
| U.S. Government securities | $2,250,000 | 5,009 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,250,000 | 4,888 |
| Securities issued by states & political subdivisions | $4,245,000 | 3,629 |
| 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 | $4,375,000 | 3,811 |
| Mortgage-backed securities | $1,902,000 | 3,988 |
| Certificates of participation in pools of residential mortgages | $1,020,000 | 3,962 |
| Issued or guaranteed by U.S. | $1,020,000 | 3,957 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $882,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $882,000 | 2,469 |
| 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) | $2,017,000 | 1,549 |
| Available-for-sale securities (fair market value) | $4,478,000 | 4,885 |
| Total debt securities | $6,495,000 | 4,959 |
| Structured notes | ||
| Amortized cost | $83,000 | 1,129 |
| Fair value | $78,000 | 1,133 |
| 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 | $6,437,000 | 5,021 |
| U.S. Government securities | $2,392,000 | 4,993 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,392,000 | 4,876 |
| Securities issued by states & political subdivisions | $4,045,000 | 3,695 |
| 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 | $4,193,000 | 3,866 |
| Mortgage-backed securities | $2,044,000 | 3,972 |
| Certificates of participation in pools of residential mortgages | $340,000 | 4,298 |
| Issued or guaranteed by U.S. | $340,000 | 4,293 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,704,000 | 2,247 |
| CMOs issued by government agencies or sponsored agencies | $1,704,000 | 2,175 |
| 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) | $2,043,000 | 1,556 |
| Available-for-sale securities (fair market value) | $4,394,000 | 4,909 |
| Total debt securities | $6,437,000 | 4,996 |
| Structured notes | ||
| Amortized cost | $90,000 | 1,120 |
| Fair value | $85,000 | 1,126 |
| 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 | $7,006,000 | 5,013 |
| U.S. Government securities | $2,858,000 | 4,961 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,858,000 | 4,845 |
| Securities issued by states & political subdivisions | $4,148,000 | 3,700 |
| 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 | $4,512,000 | 3,857 |
| Mortgage-backed securities | $1,456,000 | 4,173 |
| Certificates of participation in pools of residential mortgages | $374,000 | 4,312 |
| Issued or guaranteed by U.S. | $374,000 | 4,309 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,082,000 | 2,472 |
| CMOs issued by government agencies or sponsored agencies | $1,082,000 | 2,405 |
| 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) | $2,080,000 | 1,562 |
| Available-for-sale securities (fair market value) | $4,926,000 | 4,906 |
| Total debt securities | $7,005,000 | 4,992 |
| Structured notes | ||
| Amortized cost | $96,000 | 1,110 |
| Fair value | $91,000 | 1,116 |
| 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 | $7,254,000 | 5,040 |
| U.S. Government securities | $3,103,000 | 5,012 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,103,000 | 4,900 |
| Securities issued by states & political subdivisions | $4,151,000 | 3,724 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,468,000 | 3,734 |
| Mortgage-backed securities | $1,698,000 | 4,160 |
| Certificates of participation in pools of residential mortgages | $466,000 | 4,330 |
| Issued or guaranteed by U.S. | $466,000 | 4,325 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,232,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $1,232,000 | 2,377 |
| 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) | $2,231,000 | 1,591 |
| Available-for-sale securities (fair market value) | $5,023,000 | 4,965 |
| Total debt securities | $7,253,000 | 5,018 |
| Structured notes | ||
| Amortized cost | $102,000 | 1,245 |
| Fair value | $98,000 | 1,252 |
| 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 | $7,474,000 | 5,094 |
| U.S. Government securities | $3,233,000 | 5,081 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,233,000 | 4,978 |
| Securities issued by states & political subdivisions | $4,241,000 | 3,705 |
| 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 | $5,239,000 | 3,819 |
| Mortgage-backed securities | $1,834,000 | 4,158 |
| Certificates of participation in pools of residential mortgages | $501,000 | 4,349 |
| Issued or guaranteed by U.S. | $501,000 | 4,345 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,333,000 | 2,426 |
| CMOs issued by government agencies or sponsored agencies | $1,333,000 | 2,355 |
| 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) | $2,282,000 | 1,615 |
| Available-for-sale securities (fair market value) | $5,192,000 | 5,001 |
| Total debt securities | $7,474,000 | 5,072 |
| Structured notes | ||
| Amortized cost | $110,000 | 1,427 |
| Fair value | $105,000 | 1,430 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $8,038,000 | 5,101 |
| U.S. Government securities | $4,217,000 | 4,979 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,217,000 | 4,864 |
| Securities issued by states & political subdivisions | $3,821,000 | 3,821 |
| 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 | $5,063,000 | 3,894 |
| Mortgage-backed securities | $2,036,000 | 4,113 |
| Certificates of participation in pools of residential mortgages | $473,000 | 4,379 |
| Issued or guaranteed by U.S. | $473,000 | 4,376 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,563,000 | 2,379 |
| CMOs issued by government agencies or sponsored agencies | $1,563,000 | 2,308 |
| 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) | $2,901,000 | 1,569 |
| Available-for-sale securities (fair market value) | $5,137,000 | 5,054 |
| Total debt securities | $8,038,000 | 5,080 |
| Structured notes | ||
| Amortized cost | $117,000 | 1,584 |
| Fair value | $112,000 | 1,584 |
| 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 | $8,535,000 | 5,137 |
| U.S. Government securities | $4,041,000 | 5,106 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,041,000 | 4,998 |
| Securities issued by states & political subdivisions | $4,018,000 | 3,811 |
| Other domestic debt securities | $476,000 | 1,949 |
| Privately issued residential mortgage-backed securities | $476,000 | 442 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,085,000 | 3,756 |
| Mortgage-backed securities | $2,322,000 | 4,115 |
| Certificates of participation in pools of residential mortgages | $510,000 | 4,421 |
| Issued or guaranteed by U.S. | $510,000 | 4,417 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,812,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $1,336,000 | 2,416 |
| Privately issued | $476,000 | 421 |
| 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) | $2,981,000 | 1,569 |
| Available-for-sale securities (fair market value) | $5,554,000 | 5,080 |
| Total debt securities | $8,534,000 | 5,115 |
| Structured notes | ||
| Amortized cost | $127,000 | 1,767 |
| Fair value | $122,000 | 1,768 |
| 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 | $8,400,000 | 5,227 |
| U.S. Government securities | $4,188,000 | 5,191 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,188,000 | 5,081 |
| Securities issued by states & political subdivisions | $3,690,000 | 3,904 |
| Other domestic debt securities | $522,000 | 1,862 |
| Privately issued residential mortgage-backed securities | $522,000 | 448 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,140,000 | 3,790 |
| Mortgage-backed securities | $2,514,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $541,000 | 4,484 |
| Issued or guaranteed by U.S. | $541,000 | 4,481 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,973,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $1,451,000 | 2,443 |
| Privately issued | $522,000 | 427 |
| 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) | $3,071,000 | 1,580 |
| Available-for-sale securities (fair market value) | $5,329,000 | 5,190 |
| Total debt securities | $8,401,000 | 5,207 |
| Structured notes | ||
| Amortized cost | $139,000 | 1,903 |
| Fair value | $134,000 | 1,904 |
| 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 | $8,380,000 | 5,307 |
| U.S. Government securities | $4,925,000 | 5,150 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,925,000 | 5,040 |
| Securities issued by states & political subdivisions | $3,249,000 | 4,004 |
| Other domestic debt securities | $206,000 | 2,195 |
| Privately issued residential mortgage-backed securities | $206,000 | 598 |
| 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 | $4,549,000 | 4,149 |
| Mortgage-backed securities | $2,371,000 | 4,242 |
| Certificates of participation in pools of residential mortgages | $576,000 | 4,521 |
| Issued or guaranteed by U.S. | $576,000 | 4,516 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,795,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $1,589,000 | 2,427 |
| Privately issued | $206,000 | 567 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,850,000 | 1,614 |
| Available-for-sale securities (fair market value) | $5,530,000 | 5,224 |
| Total debt securities | $8,381,000 | 5,285 |
| Structured notes | ||
| Amortized cost | $151,000 | 2,019 |
| Fair value | $146,000 | 2,025 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $7,094,000 | 5,516 |
| U.S. Government securities | $3,849,000 | 5,418 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,849,000 | 5,315 |
| Securities issued by states & political subdivisions | $3,245,000 | 4,052 |
| 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 | $4,170,000 | 4,317 |
| Mortgage-backed securities | $1,982,000 | 4,419 |
| Certificates of participation in pools of residential mortgages | $611,000 | 4,582 |
| Issued or guaranteed by U.S. | $611,000 | 4,575 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,371,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $1,371,000 | 2,542 |
| 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) | $2,603,000 | 1,665 |
| Available-for-sale securities (fair market value) | $4,491,000 | 5,440 |
| Total debt securities | $7,094,000 | 5,495 |
| Structured notes | ||
| Amortized cost | $162,000 | 2,113 |
| Fair value | $156,000 | 2,118 |
| 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 | $8,510,000 | 5,469 |
| U.S. Government securities | $5,201,000 | 5,274 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,201,000 | 5,151 |
| Securities issued by states & political subdivisions | $3,309,000 | 4,076 |
| 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 | $3,993,000 | 4,407 |
| Mortgage-backed securities | $2,121,000 | 4,470 |
| Certificates of participation in pools of residential mortgages | $644,000 | 4,652 |
| Issued or guaranteed by U.S. | $644,000 | 4,649 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,477,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $1,477,000 | 2,543 |
| 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) | $2,670,000 | 1,681 |
| Available-for-sale securities (fair market value) | $5,840,000 | 5,362 |
| Total debt securities | $8,510,000 | 5,448 |
| Structured notes | ||
| Amortized cost | $576,000 | 1,837 |
| Fair value | $571,000 | 1,840 |
| 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 | $7,887,000 | 5,586 |
| U.S. Government securities | $4,599,000 | 5,448 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,599,000 | 5,337 |
| Securities issued by states & political subdivisions | $3,288,000 | 4,125 |
| 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 | $4,033,000 | 4,444 |
| Mortgage-backed securities | $2,138,000 | 4,527 |
| Certificates of participation in pools of residential mortgages | $688,000 | 4,680 |
| Issued or guaranteed by U.S. | $688,000 | 4,678 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,450,000 | 2,674 |
| CMOs issued by government agencies or sponsored agencies | $1,450,000 | 2,586 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $2,744,000 | 1,693 |
| Available-for-sale securities (fair market value) | $5,143,000 | 5,490 |
| Total debt securities | $7,884,000 | 5,567 |
| Structured notes | ||
| Amortized cost | $596,000 | 1,873 |
| Fair value | $591,000 | 1,873 |
| 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 | $7,669,000 | 5,655 |
| U.S. Government securities | $4,725,000 | 5,468 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,725,000 | 5,370 |
| Securities issued by states & political subdivisions | $2,944,000 | 4,247 |
| 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 | $3,169,000 | 4,676 |
| Mortgage-backed securities | $2,272,000 | 4,520 |
| Certificates of participation in pools of residential mortgages | $719,000 | 4,713 |
| Issued or guaranteed by U.S. | $719,000 | 4,709 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,553,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $1,553,000 | 2,558 |
| 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) | $2,825,000 | 1,679 |
| Available-for-sale securities (fair market value) | $4,844,000 | 5,590 |
| Total debt securities | $7,668,000 | 5,633 |
| Structured notes | ||
| Amortized cost | $619,000 | 1,903 |
| Fair value | $614,000 | 1,904 |
| 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 | $7,012,000 | 5,757 |
| U.S. Government securities | $4,103,000 | 5,593 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,103,000 | 5,495 |
| Securities issued by states & political subdivisions | $2,909,000 | 4,286 |
| 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 | $3,190,000 | 4,692 |
| Mortgage-backed securities | $2,388,000 | 4,526 |
| Certificates of participation in pools of residential mortgages | $748,000 | 4,730 |
| Issued or guaranteed by U.S. | $748,000 | 4,725 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,640,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $1,640,000 | 2,513 |
| 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) | $2,897,000 | 1,652 |
| Available-for-sale securities (fair market value) | $4,115,000 | 5,701 |
| Total debt securities | $7,012,000 | 5,733 |
| Structured notes | ||
| Amortized cost | $240,000 | 2,268 |
| Fair value | $235,000 | 2,270 |
| 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 | $6,749,000 | 5,853 |
| U.S. Government securities | $3,736,000 | 5,723 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,736,000 | 5,632 |
| Securities issued by states & political subdivisions | $3,013,000 | 4,266 |
| 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 | $3,202,000 | 4,750 |
| Mortgage-backed securities | $2,193,000 | 4,616 |
| Certificates of participation in pools of residential mortgages | $793,000 | 4,745 |
| Issued or guaranteed by U.S. | $793,000 | 4,741 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,400,000 | 2,725 |
| CMOs issued by government agencies or sponsored agencies | $1,400,000 | 2,616 |
| 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) | $2,979,000 | 1,607 |
| Available-for-sale securities (fair market value) | $3,770,000 | 5,828 |
| Total debt securities | $6,747,000 | 5,827 |
| Structured notes | ||
| Amortized cost | $277,000 | 2,203 |
| Fair value | $272,000 | 2,206 |
| 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 | $6,992,000 | 5,840 |
| U.S. Government securities | $3,997,000 | 5,681 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,997,000 | 5,578 |
| Securities issued by states & political subdivisions | $2,995,000 | 4,274 |
| 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 | $2,611,000 | 4,919 |
| Mortgage-backed securities | $2,417,000 | 4,572 |
| Certificates of participation in pools of residential mortgages | $845,000 | 4,709 |
| Issued or guaranteed by U.S. | $845,000 | 4,705 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,572,000 | 2,697 |
| CMOs issued by government agencies or sponsored agencies | $1,572,000 | 2,587 |
| 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) | $3,142,000 | 1,519 |
| Available-for-sale securities (fair market value) | $3,850,000 | 5,835 |
| Total debt securities | $6,990,000 | 5,810 |
| Structured notes | ||
| Amortized cost | $334,000 | 2,152 |
| Fair value | $332,000 | 2,152 |
| 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 | $7,893,000 | 5,789 |
| U.S. Government securities | $4,800,000 | 5,571 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,800,000 | 5,459 |
| Securities issued by states & political subdivisions | $3,093,000 | 4,231 |
| 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 | $2,735,000 | 4,945 |
| Mortgage-backed securities | $2,706,000 | 4,557 |
| Certificates of participation in pools of residential mortgages | $933,000 | 4,722 |
| Issued or guaranteed by U.S. | $933,000 | 4,720 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,773,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $1,773,000 | 2,578 |
| 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) | $3,296,000 | 1,481 |
| Available-for-sale securities (fair market value) | $4,597,000 | 5,791 |
| Total debt securities | $7,893,000 | 5,754 |
| Structured notes | ||
| Amortized cost | $407,000 | 2,149 |
| Fair value | $403,000 | 2,153 |
| 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 | $7,176,000 | 5,895 |
| U.S. Government securities | $4,059,000 | 5,750 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,059,000 | 5,639 |
| Securities issued by states & political subdivisions | $3,117,000 | 4,226 |
| 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 | $3,083,000 | 4,836 |
| Mortgage-backed securities | $1,940,000 | 4,767 |
| Certificates of participation in pools of residential mortgages | $339,000 | 5,049 |
| Issued or guaranteed by U.S. | $339,000 | 5,045 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,601,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $1,601,000 | 2,682 |
| 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) | $3,463,000 | 1,470 |
| Available-for-sale securities (fair market value) | $3,713,000 | 5,942 |
| Total debt securities | $7,178,000 | 5,865 |
| Structured notes | ||
| Amortized cost | $477,000 | 2,167 |
| Fair value | $474,000 | 2,169 |
| 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 | $6,869,000 | 6,026 |
| U.S. Government securities | $4,219,000 | 5,830 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,219,000 | 5,731 |
| Securities issued by states & political subdivisions | $2,650,000 | 4,361 |
| 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 | $1,849,000 | 5,332 |
| Mortgage-backed securities | $1,922,000 | 4,886 |
| Certificates of participation in pools of residential mortgages | $380,000 | 5,130 |
| Issued or guaranteed by U.S. | $380,000 | 5,123 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,542,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $1,542,000 | 2,793 |
| 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) | $3,764,000 | 1,447 |
| Available-for-sale securities (fair market value) | $3,105,000 | 6,097 |
| Total debt securities | $6,870,000 | 6,000 |
| Structured notes | ||
| Amortized cost | $627,000 | 2,111 |
| Fair value | $625,000 | 2,110 |
| 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 | $6,759,000 | 6,098 |
| U.S. Government securities | $4,666,000 | 5,833 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,666,000 | 5,740 |
| Securities issued by states & political subdivisions | $2,093,000 | 4,520 |
| 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 | $2,067,000 | 5,293 |
| Mortgage-backed securities | $2,275,000 | 4,831 |
| Certificates of participation in pools of residential mortgages | $424,000 | 5,139 |
| Issued or guaranteed by U.S. | $424,000 | 5,131 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,851,000 | 2,817 |
| CMOs issued by government agencies or sponsored agencies | $1,851,000 | 2,692 |
| 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) | $4,117,000 | 1,414 |
| Available-for-sale securities (fair market value) | $2,642,000 | 6,215 |
| Total debt securities | $6,762,000 | 6,071 |
| Structured notes | ||
| Amortized cost | $744,000 | 2,327 |
| Fair value | $744,000 | 2,327 |
| 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 | $6,196,000 | 6,215 |
| U.S. Government securities | $5,265,000 | 5,810 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,265,000 | 5,697 |
| Securities issued by states & political subdivisions | $931,000 | 4,977 |
| 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 | $2,591,000 | 5,146 |
| Mortgage-backed securities | $2,761,000 | 4,760 |
| Certificates of participation in pools of residential mortgages | $480,000 | 5,117 |
| Issued or guaranteed by U.S. | $480,000 | 5,111 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,281,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $2,281,000 | 2,598 |
| 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) | $2,761,000 | 1,600 |
| Available-for-sale securities (fair market value) | $3,435,000 | 6,162 |
| Total debt securities | $6,192,000 | 6,188 |
| Structured notes | ||
| Amortized cost | $864,000 | 2,485 |
| Fair value | $866,000 | 2,477 |
| 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 | $4,608,000 | 6,462 |
| U.S. Government securities | $4,246,000 | 6,009 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,246,000 | 5,912 |
| Securities issued by states & political subdivisions | $362,000 | 5,410 |
| 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 | $2,266,000 | 5,009 |
| Mortgage-backed securities | $3,528,000 | 4,532 |
| Certificates of participation in pools of residential mortgages | $1,222,000 | 4,729 |
| Issued or guaranteed by U.S. | $1,222,000 | 4,722 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,306,000 | 2,668 |
| CMOs issued by government agencies or sponsored agencies | $2,306,000 | 2,472 |
| 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) | $3,528,000 | 1,537 |
| Available-for-sale securities (fair market value) | $1,080,000 | 6,500 |
| Total debt securities | $4,601,000 | 6,431 |
| Structured notes | ||
| Amortized cost | $560,000 | 2,542 |
| Fair value | $561,000 | 2,541 |
| 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 | $5,092,000 | 6,442 |
| U.S. Government securities | $4,704,000 | 5,963 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,704,000 | 5,844 |
| Securities issued by states & political subdivisions | $388,000 | 5,389 |
| 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 | $2,064,000 | 5,111 |
| Mortgage-backed securities | $3,947,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $1,271,000 | 4,691 |
| Issued or guaranteed by U.S. | $1,271,000 | 4,680 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,676,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $2,676,000 | 2,356 |
| 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) | $3,947,000 | 1,499 |
| Available-for-sale securities (fair market value) | $1,145,000 | 6,571 |
| Total debt securities | $5,089,000 | 6,409 |
| Structured notes | ||
| Amortized cost | $596,000 | 2,599 |
| Fair value | $599,000 | 2,598 |
| 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 | $5,441,000 | 6,476 |
| U.S. Government securities | $5,060,000 | 6,008 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,060,000 | 5,884 |
| Securities issued by states & political subdivisions | $381,000 | 5,383 |
| 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 | $2,296,000 | 5,062 |
| Mortgage-backed securities | $4,263,000 | 4,315 |
| Certificates of participation in pools of residential mortgages | $1,325,000 | 4,663 |
| Issued or guaranteed by U.S. | $1,325,000 | 4,655 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,938,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $2,938,000 | 2,259 |
| 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) | $4,263,000 | 1,486 |
| Available-for-sale securities (fair market value) | $1,178,000 | 6,627 |
| Total debt securities | $5,440,000 | 6,443 |
| Structured notes | ||
| Amortized cost | $635,000 | 2,764 |
| Fair value | $638,000 | 2,759 |
| 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 | $5,876,000 | 6,424 |
| U.S. Government securities | $5,491,000 | 5,918 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,491,000 | 5,785 |
| Securities issued by states & political subdivisions | $385,000 | 5,383 |
| 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 | $2,621,000 | 4,963 |
| Mortgage-backed securities | $4,651,000 | 4,142 |
| Certificates of participation in pools of residential mortgages | $1,534,000 | 4,534 |
| Issued or guaranteed by U.S. | $1,534,000 | 4,526 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,117,000 | 2,347 |
| CMOs issued by government agencies or sponsored agencies | $3,117,000 | 2,132 |
| 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) | $4,651,000 | 1,459 |
| Available-for-sale securities (fair market value) | $1,225,000 | 6,667 |
| Total debt securities | $5,869,000 | 6,389 |
| Structured notes | ||
| Amortized cost | $662,000 | 2,803 |
| Fair value | $681,000 | 2,797 |
| 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 | $3,969,000 | 6,717 |
| U.S. Government securities | $3,692,000 | 6,238 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,692,000 | 6,114 |
| Securities issued by states & political subdivisions | $277,000 | 5,505 |
| 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 | $2,484,000 | 5,033 |
| Mortgage-backed securities | $2,809,000 | 4,545 |
| Certificates of participation in pools of residential mortgages | $979,000 | 4,715 |
| Issued or guaranteed by U.S. | $979,000 | 4,707 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,830,000 | 2,690 |
| CMOs issued by government agencies or sponsored agencies | $1,830,000 | 2,436 |
| 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) | $2,809,000 | 1,716 |
| Available-for-sale securities (fair market value) | $1,160,000 | 6,710 |
| Total debt securities | $3,970,000 | 6,683 |
| Structured notes | ||
| Amortized cost | $695,000 | 2,665 |
| Fair value | $716,000 | 2,645 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,531,000 | 6,640 |
| U.S. Government securities | $4,386,000 | 6,048 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,386,000 | 5,922 |
| Securities issued by states & political subdivisions | $145,000 | 5,654 |
| 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 | $2,548,000 | 5,067 |
| Mortgage-backed securities | $3,096,000 | 4,491 |
| Certificates of participation in pools of residential mortgages | $1,165,000 | 4,617 |
| Issued or guaranteed by U.S. | $1,165,000 | 4,609 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,931,000 | 2,627 |
| CMOs issued by government agencies or sponsored agencies | $1,931,000 | 2,375 |
| 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) | $3,096,000 | 1,714 |
| Available-for-sale securities (fair market value) | $1,435,000 | 6,698 |
| Total debt securities | $4,525,000 | 6,604 |
| Structured notes | ||
| Amortized cost | $751,000 | 2,663 |
| Fair value | $775,000 | 2,656 |
| 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 | $5,145,000 | 6,604 |
| U.S. Government securities | $5,002,000 | 6,037 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,002,000 | 5,921 |
| Securities issued by states & political subdivisions | $143,000 | 5,632 |
| 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 | $2,694,000 | 5,066 |
| Mortgage-backed securities | $3,256,000 | 4,452 |
| Certificates of participation in pools of residential mortgages | $1,238,000 | 4,621 |
| Issued or guaranteed by U.S. | $1,238,000 | 4,613 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,018,000 | 2,522 |
| CMOs issued by government agencies or sponsored agencies | $2,018,000 | 2,253 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $3,256,000 | 1,745 |
| Available-for-sale securities (fair market value) | $1,889,000 | 6,701 |
| Total debt securities | $5,137,000 | 6,565 |
| Structured notes | ||
| Amortized cost | $276,000 | 3,099 |
| Fair value | $284,000 | 3,097 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $5,726,000 | 6,583 |
| U.S. Government securities | $4,983,000 | 6,145 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,983,000 | 6,028 |
| Securities issued by states & political subdivisions | $214,000 | 5,573 |
| Other domestic debt securities | $529,000 | 2,555 |
| Privately issued residential mortgage-backed securities | $529,000 | 1,221 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,608,000 | 5,175 |
| Mortgage-backed securities | $3,373,000 | 4,497 |
| Certificates of participation in pools of residential mortgages | $1,307,000 | 4,733 |
| Issued or guaranteed by U.S. | $1,307,000 | 4,722 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,066,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $1,537,000 | 2,324 |
| Privately issued | $529,000 | 1,168 |
| 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) | $3,373,000 | 1,753 |
| Available-for-sale securities (fair market value) | $2,353,000 | 6,680 |
| Total debt securities | $5,724,000 | 6,542 |
| Structured notes | ||
| Amortized cost | $286,000 | 2,903 |
| Fair value | $295,000 | 2,897 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $5,419,000 | 6,647 |
| U.S. Government securities | $5,206,000 | 6,033 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,206,000 | 5,935 |
| Securities issued by states & political subdivisions | $213,000 | 5,603 |
| 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 | $2,707,000 | 5,175 |
| Mortgage-backed securities | $2,974,000 | 4,679 |
| Certificates of participation in pools of residential mortgages | $1,385,000 | 4,776 |
| Issued or guaranteed by U.S. | $1,385,000 | 4,766 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,589,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $1,589,000 | 2,298 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $2,974,000 | 1,842 |
| Available-for-sale securities (fair market value) | $2,445,000 | 6,698 |
| Total debt securities | $5,420,000 | 6,609 |
| Structured notes | ||
| Amortized cost | $297,000 | 2,653 |
| Fair value | $309,000 | 2,631 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $5,642,000 | 6,669 |
| U.S. Government securities | $5,429,000 | 6,036 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,429,000 | 5,941 |
| Securities issued by states & political subdivisions | $213,000 | 5,639 |
| 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 | $5,585,000 | 4,230 |
| Mortgage-backed securities | $2,754,000 | 4,841 |
| Certificates of participation in pools of residential mortgages | $1,476,000 | 4,832 |
| Issued or guaranteed by U.S. | $1,476,000 | 4,821 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,278,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $1,278,000 | 2,402 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,754,000 | 1,963 |
| Available-for-sale securities (fair market value) | $2,888,000 | 6,671 |
| Total debt securities | $5,645,000 | 6,627 |
| Structured notes | ||
| Amortized cost | $310,000 | 2,262 |
| Fair value | $315,000 | 2,257 |
| 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 | $6,128,000 | 6,573 |
| U.S. Government securities | $5,971,000 | 5,907 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,971,000 | 5,824 |
| Securities issued by states & political subdivisions | $157,000 | 5,754 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,452,000 | 4,946 |
| Mortgage-backed securities | $2,899,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $1,588,000 | 4,848 |
| Issued or guaranteed by U.S. | $1,588,000 | 4,833 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,311,000 | 2,730 |
| CMOs issued by government agencies or sponsored agencies | $1,311,000 | 2,369 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,899,000 | 1,938 |
| Available-for-sale securities (fair market value) | $3,229,000 | 6,629 |
| Total debt securities | $6,122,000 | 6,531 |
| Structured notes | ||
| Amortized cost | $322,000 | 1,777 |
| Fair value | $326,000 | 1,772 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $5,901,000 | 6,679 |
| U.S. Government securities | $5,794,000 | 6,082 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,794,000 | 6,002 |
| Securities issued by states & political subdivisions | $107,000 | 5,757 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,493,000 | 5,002 |
| Mortgage-backed securities | $2,649,000 | 4,996 |
| Certificates of participation in pools of residential mortgages | $1,310,000 | 5,026 |
| Issued or guaranteed by U.S. | $1,310,000 | 5,009 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,339,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $1,339,000 | 2,370 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,649,000 | 2,015 |
| Available-for-sale securities (fair market value) | $3,252,000 | 6,662 |
| Total debt securities | $5,904,000 | 6,639 |
| Structured notes | ||
| Amortized cost | $334,000 | 1,499 |
| Fair value | $342,000 | 1,488 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $6,065,000 | 6,699 |
| U.S. Government securities | $5,959,000 | 6,135 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,959,000 | 6,048 |
| Securities issued by states & political subdivisions | $106,000 | 5,726 |
| 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 | $3,912,000 | 4,886 |
| Mortgage-backed securities | $2,734,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $1,373,000 | 4,988 |
| Issued or guaranteed by U.S. | $1,373,000 | 4,973 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,361,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $1,361,000 | 2,341 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,734,000 | 2,004 |
| Available-for-sale securities (fair market value) | $3,331,000 | 6,698 |
| Total debt securities | $6,060,000 | 6,663 |
| Structured notes | ||
| Amortized cost | $338,000 | 1,528 |
| Fair value | $340,000 | 1,523 |
| 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 | $6,394,000 | 6,617 |
| U.S. Government securities | $6,364,000 | 6,003 |
| U.S. Treasury securities | $402,000 | 834 |
| U.S. Government agency obligations | $5,962,000 | 6,011 |
| Securities issued by states & political subdivisions | $30,000 | 5,863 |
| 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 | $4,739,000 | 4,615 |
| Mortgage-backed securities | $2,796,000 | 4,858 |
| Certificates of participation in pools of residential mortgages | $1,417,000 | 4,946 |
| Issued or guaranteed by U.S. | $1,417,000 | 4,930 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,379,000 | 2,589 |
| CMOs issued by government agencies or sponsored agencies | $1,379,000 | 2,251 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,796,000 | 2,012 |
| Available-for-sale securities (fair market value) | $3,598,000 | 6,648 |
| Total debt securities | $6,388,000 | 6,577 |
| Structured notes | ||
| Amortized cost | $350,000 | 1,520 |
| Fair value | $350,000 | 1,518 |
| 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 | $7,038,000 | 6,526 |
| U.S. Government securities | $6,408,000 | 6,031 |
| U.S. Treasury securities | $403,000 | 830 |
| U.S. Government agency obligations | $6,005,000 | 6,060 |
| Securities issued by states & political subdivisions | $30,000 | 5,914 |
| 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 | $600,000 | 1,190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,021,000 | 4,829 |
| Mortgage-backed securities | $2,889,000 | 4,835 |
| Certificates of participation in pools of residential mortgages | $1,481,000 | 4,924 |
| Issued or guaranteed by U.S. | $1,481,000 | 4,905 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,408,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $1,408,000 | 2,240 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,889,000 | 1,995 |
| Available-for-sale securities (fair market value) | $4,149,000 | 6,582 |
| Total debt securities | $6,432,000 | 6,591 |
| Structured notes | ||
| Amortized cost | $350,000 | 1,562 |
| Fair value | $350,000 | 1,563 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $6,407,000 | 6,678 |
| U.S. Government securities | $6,367,000 | 6,051 |
| U.S. Treasury securities | $406,000 | 864 |
| U.S. Government agency obligations | $5,961,000 | 6,078 |
| Securities issued by states & political subdivisions | $40,000 | 5,908 |
| 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 | $4,456,000 | 4,654 |
| Mortgage-backed securities | $2,690,000 | 4,827 |
| Certificates of participation in pools of residential mortgages | $1,613,000 | 4,803 |
| Issued or guaranteed by U.S. | $1,613,000 | 4,780 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,077,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $1,077,000 | 2,373 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,690,000 | 2,072 |
| Available-for-sale securities (fair market value) | $3,717,000 | 6,708 |
| Total debt securities | $6,403,000 | 6,607 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,824,000 | 6,891 |
| U.S. Government securities | $5,784,000 | 6,350 |
| U.S. Treasury securities | $400,000 | 966 |
| U.S. Government agency obligations | $5,384,000 | 6,369 |
| Securities issued by states & political subdivisions | $40,000 | 5,963 |
| 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 | $4,146,000 | 4,782 |
| Mortgage-backed securities | $1,340,000 | 5,176 |
| Certificates of participation in pools of residential mortgages | $675,000 | 5,158 |
| Issued or guaranteed by U.S. | $675,000 | 5,137 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $665,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $665,000 | 2,542 |
| 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) | $1,340,000 | 2,525 |
| Available-for-sale securities (fair market value) | $4,484,000 | 6,583 |
| Total debt securities | $5,828,000 | 6,837 |
| 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 | $4,526,000 | 7,236 |
| U.S. Government securities | $4,486,000 | 6,831 |
| U.S. Treasury securities | $397,000 | 1,046 |
| U.S. Government agency obligations | $4,089,000 | 6,824 |
| Securities issued by states & political subdivisions | $40,000 | 5,994 |
| 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 | $4,147,000 | 4,805 |
| Mortgage-backed securities | $518,000 | 5,645 |
| Certificates of participation in pools of residential mortgages | $244,000 | 5,564 |
| Issued or guaranteed by U.S. | $244,000 | 5,542 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $274,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $274,000 | 2,828 |
| 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) | $518,000 | 2,996 |
| Available-for-sale securities (fair market value) | $4,008,000 | 6,707 |
| Total debt securities | $4,529,000 | 7,189 |
| 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 | $4,948,000 | 7,194 |
| U.S. Government securities | $4,908,000 | 6,756 |
| U.S. Treasury securities | $391,000 | 1,169 |
| U.S. Government agency obligations | $4,517,000 | 6,730 |
| Securities issued by states & political subdivisions | $40,000 | 6,051 |
| 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 | $4,597,000 | 4,693 |
| Mortgage-backed securities | $525,000 | 5,646 |
| Certificates of participation in pools of residential mortgages | $242,000 | 5,581 |
| Issued or guaranteed by U.S. | $242,000 | 5,561 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $283,000 | 3,124 |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 2,807 |
| 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) | $525,000 | 3,020 |
| Available-for-sale securities (fair market value) | $4,423,000 | 6,640 |
| Total debt securities | $4,948,000 | 7,150 |
| 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 | $5,179,000 | 7,180 |
| U.S. Government securities | $5,129,000 | 6,727 |
| U.S. Treasury securities | $392,000 | 1,251 |
| U.S. Government agency obligations | $4,737,000 | 6,712 |
| Securities issued by states & political subdivisions | $50,000 | 6,082 |
| 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 | $4,396,000 | 4,771 |
| Mortgage-backed securities | $565,000 | 5,620 |
| Certificates of participation in pools of residential mortgages | $273,000 | 5,543 |
| Issued or guaranteed by U.S. | $273,000 | 5,519 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $292,000 | 3,088 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 2,789 |
| 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) | $565,000 | 3,043 |
| Available-for-sale securities (fair market value) | $4,614,000 | 6,632 |
| Total debt securities | $5,178,000 | 7,137 |
| 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 | $4,370,000 | 7,411 |
| U.S. Government securities | $4,320,000 | 6,986 |
| U.S. Treasury securities | $390,000 | 1,302 |
| U.S. Government agency obligations | $3,930,000 | 7,005 |
| Securities issued by states & political subdivisions | $50,000 | 6,127 |
| 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 | $4,347,000 | 4,794 |
| Mortgage-backed securities | $593,000 | 5,616 |
| Certificates of participation in pools of residential mortgages | $290,000 | 5,527 |
| Issued or guaranteed by U.S. | $290,000 | 5,506 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $303,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $303,000 | 2,777 |
| 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) | $593,000 | 3,093 |
| Available-for-sale securities (fair market value) | $3,777,000 | 6,835 |
| Total debt securities | $4,369,000 | 7,356 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $5,170,000 | 7,301 |
| U.S. Government securities | $5,120,000 | 6,827 |
| U.S. Treasury securities | $390,000 | 1,369 |
| U.S. Government agency obligations | $4,730,000 | 6,817 |
| Securities issued by states & political subdivisions | $50,000 | 6,200 |
| 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 | $4,764,000 | 4,691 |
| Mortgage-backed securities | $1,009,000 | 5,280 |
| Certificates of participation in pools of residential mortgages | $695,000 | 5,095 |
| Issued or guaranteed by U.S. | $695,000 | 5,071 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $314,000 | 3,028 |
| CMOs issued by government agencies or sponsored agencies | $314,000 | 2,741 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,009,000 | 2,903 |
| Available-for-sale securities (fair market value) | $4,161,000 | 6,801 |
| Total debt securities | $5,166,000 | 7,249 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,237,000 | 7,306 |
| U.S. Government securities | $5,187,000 | 6,822 |
| U.S. Treasury securities | $383,000 | 1,418 |
| U.S. Government agency obligations | $4,804,000 | 6,837 |
| Securities issued by states & political subdivisions | $50,000 | 6,248 |
| 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 | $4,282,000 | 4,864 |
| Mortgage-backed securities | $1,131,000 | 5,222 |
| Certificates of participation in pools of residential mortgages | $726,000 | 5,095 |
| Issued or guaranteed by U.S. | $726,000 | 5,072 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $405,000 | 2,930 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 2,638 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,131,000 | 2,876 |
| Available-for-sale securities (fair market value) | $4,106,000 | 6,830 |
| Total debt securities | $5,234,000 | 7,256 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,825,000 | 7,212 |
| U.S. Government securities | $5,765,000 | 6,691 |
| U.S. Treasury securities | $386,000 | 1,491 |
| U.S. Government agency obligations | $5,379,000 | 6,663 |
| Securities issued by states & political subdivisions | $60,000 | 6,259 |
| 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 | $3,541,000 | 5,136 |
| Mortgage-backed securities | $1,288,000 | 5,164 |
| Certificates of participation in pools of residential mortgages | $755,000 | 5,101 |
| Issued or guaranteed by U.S. | $755,000 | 5,081 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $533,000 | 2,808 |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 2,511 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,288,000 | 2,885 |
| Available-for-sale securities (fair market value) | $4,537,000 | 6,775 |
| Total debt securities | $5,823,000 | 7,157 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $5,999,000 | 7,221 |
| U.S. Government securities | $5,939,000 | 6,669 |
| U.S. Treasury securities | $390,000 | 1,510 |
| U.S. Government agency obligations | $5,549,000 | 6,650 |
| Securities issued by states & political subdivisions | $60,000 | 6,307 |
| 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 | $3,774,000 | 5,044 |
| Mortgage-backed securities | $1,443,000 | 5,116 |
| Certificates of participation in pools of residential mortgages | $787,000 | 5,109 |
| Issued or guaranteed by U.S. | $787,000 | 5,090 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $656,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $656,000 | 2,436 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,443,000 | 2,869 |
| Available-for-sale securities (fair market value) | $4,556,000 | 6,792 |
| Total debt securities | $5,991,000 | 7,169 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,843,000 | 7,295 |
| U.S. Government securities | $5,782,000 | 6,725 |
| U.S. Treasury securities | $391,000 | 1,543 |
| U.S. Government agency obligations | $5,391,000 | 6,697 |
| Securities issued by states & political subdivisions | $61,000 | 6,354 |
| 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 | $3,938,000 | 4,980 |
| Mortgage-backed securities | $1,616,000 | 5,066 |
| Certificates of participation in pools of residential mortgages | $824,000 | 5,125 |
| Issued or guaranteed by U.S. | $824,000 | 5,106 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $792,000 | 2,649 |
| CMOs issued by government agencies or sponsored agencies | $792,000 | 2,371 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,616,000 | 2,806 |
| Available-for-sale securities (fair market value) | $4,227,000 | 6,895 |
| Total debt securities | $5,836,000 | 7,237 |
| 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 | $6,001,000 | 7,289 |
| U.S. Government securities | $5,940,000 | 6,712 |
| U.S. Treasury securities | $397,000 | 1,595 |
| U.S. Government agency obligations | $5,543,000 | 6,687 |
| Securities issued by states & political subdivisions | $61,000 | 6,363 |
| 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 | $4,028,000 | 4,919 |
| Mortgage-backed securities | $1,736,000 | 5,091 |
| Certificates of participation in pools of residential mortgages | $901,000 | 5,119 |
| Issued or guaranteed by U.S. | $901,000 | 5,099 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $835,000 | 2,686 |
| CMOs issued by government agencies or sponsored agencies | $835,000 | 2,416 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,736,000 | 2,819 |
| Available-for-sale securities (fair market value) | $4,265,000 | 6,926 |
| Total debt securities | $5,994,000 | 7,226 |
| 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 | $6,451,000 | 7,251 |
| U.S. Government securities | $6,380,000 | 6,649 |
| U.S. Treasury securities | $389,000 | 1,710 |
| U.S. Government agency obligations | $5,991,000 | 6,611 |
| Securities issued by states & political subdivisions | $71,000 | 6,399 |
| 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 | $3,708,000 | 5,087 |
| Mortgage-backed securities | $1,826,000 | 5,110 |
| Certificates of participation in pools of residential mortgages | $959,000 | 5,121 |
| Issued or guaranteed by U.S. | $959,000 | 5,107 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $867,000 | 2,712 |
| CMOs issued by government agencies or sponsored agencies | $867,000 | 2,454 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,826,000 | 2,825 |
| Available-for-sale securities (fair market value) | $4,625,000 | 6,896 |
| Total debt securities | $6,445,000 | 7,194 |
| 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 | $6,216,000 | 7,343 |
| U.S. Government securities | $6,145,000 | 6,734 |
| U.S. Treasury securities | $398,000 | 1,708 |
| U.S. Government agency obligations | $5,747,000 | 6,708 |
| Securities issued by states & political subdivisions | $71,000 | 6,443 |
| 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 | $3,780,000 | 5,037 |
| Mortgage-backed securities | $1,929,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $1,028,000 | 5,097 |
| Issued or guaranteed by U.S. | $1,028,000 | 5,084 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $901,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $901,000 | 2,479 |
| 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) | $1,929,000 | 2,811 |
| Available-for-sale securities (fair market value) | $4,287,000 | 7,030 |
| Total debt securities | $6,212,000 | 7,268 |
| 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 | $6,369,000 | 7,352 |
| U.S. Government securities | $6,297,000 | 6,707 |
| U.S. Treasury securities | $803,000 | 1,442 |
| U.S. Government agency obligations | $5,494,000 | 6,818 |
| Securities issued by states & political subdivisions | $72,000 | 6,485 |
| 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 | $4,269,000 | 4,860 |
| Mortgage-backed securities | $2,054,000 | 5,054 |
| Certificates of participation in pools of residential mortgages | $1,109,000 | 5,045 |
| Issued or guaranteed by U.S. | $1,109,000 | 5,035 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $945,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $945,000 | 2,462 |
| 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) | $2,054,000 | 2,796 |
| Available-for-sale securities (fair market value) | $4,315,000 | 7,045 |
| Total debt securities | $6,369,000 | 7,283 |
| 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 | $6,494,000 | 7,398 |
| U.S. Government securities | $6,422,000 | 6,767 |
| U.S. Treasury securities | $795,000 | 1,528 |
| U.S. Government agency obligations | $5,627,000 | 6,838 |
| Securities issued by states & political subdivisions | $72,000 | 6,524 |
| 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 | $4,403,000 | 4,806 |
| Mortgage-backed securities | $2,237,000 | 5,034 |
| Certificates of participation in pools of residential mortgages | $1,230,000 | 5,046 |
| Issued or guaranteed by U.S. | $1,230,000 | 5,033 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,007,000 | 2,696 |
| CMOs issued by government agencies or sponsored agencies | $1,007,000 | 2,456 |
| 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) | $2,237,000 | 2,743 |
| Available-for-sale securities (fair market value) | $4,257,000 | 7,136 |
| Total debt securities | $6,494,000 | 7,319 |
| 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 | $6,908,000 | 7,281 |
| U.S. Government securities | $6,830,000 | 6,577 |
| U.S. Treasury securities | $816,000 | 1,490 |
| U.S. Government agency obligations | $6,014,000 | 6,680 |
| Securities issued by states & political subdivisions | $78,000 | 6,514 |
| 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 | $3,702,000 | 5,035 |
| Mortgage-backed securities | $2,538,000 | 4,959 |
| Certificates of participation in pools of residential mortgages | $1,480,000 | 4,924 |
| Issued or guaranteed by U.S. | $1,480,000 | 4,909 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,058,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $1,058,000 | 2,465 |
| 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) | $2,538,000 | 2,618 |
| Available-for-sale securities (fair market value) | $4,370,000 | 7,103 |
| Total debt securities | $6,905,000 | 7,197 |
| 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 | $5,967,000 | 7,587 |
| U.S. Government securities | $5,889,000 | 6,967 |
| U.S. Treasury securities | $806,000 | 1,605 |
| U.S. Government agency obligations | $5,083,000 | 7,021 |
| Securities issued by states & political subdivisions | $78,000 | 6,594 |
| 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 | $4,669,000 | 4,599 |
| Mortgage-backed securities | $2,698,000 | 4,848 |
| Certificates of participation in pools of residential mortgages | $1,623,000 | 4,840 |
| Issued or guaranteed by U.S. | $1,623,000 | 4,821 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,075,000 | 2,719 |
| CMOs issued by government agencies or sponsored agencies | $1,075,000 | 2,581 |
| 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) | $2,698,000 | 2,606 |
| Available-for-sale securities (fair market value) | $3,269,000 | 7,407 |
| Total debt securities | $5,965,000 | 7,504 |
| 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 | $5,925,000 | 7,546 |
| U.S. Government securities | $5,847,000 | 6,865 |
| U.S. Treasury securities | $404,000 | 1,954 |
| U.S. Government agency obligations | $5,443,000 | 6,817 |
| Securities issued by states & political subdivisions | $78,000 | 6,642 |
| 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 | $5,237,000 | 4,332 |
| Mortgage-backed securities | $2,644,000 | 4,885 |
| Certificates of participation in pools of residential mortgages | $1,545,000 | 4,892 |
| Issued or guaranteed by U.S. | $1,545,000 | 4,873 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,099,000 | 2,746 |
| CMOs issued by government agencies or sponsored agencies | $1,099,000 | 2,596 |
| 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) | $2,644,000 | 2,664 |
| Available-for-sale securities (fair market value) | $3,281,000 | 7,382 |
| Total debt securities | $5,917,000 | 7,458 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $5,902,000 | 7,519 |
| U.S. Government securities | $5,323,000 | 6,976 |
| U.S. Treasury securities | $406,000 | 1,971 |
| U.S. Government agency obligations | $4,917,000 | 6,941 |
| Securities issued by states & political subdivisions | $79,000 | 6,646 |
| 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 | $500,000 | 1,654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,741,000 | 4,915 |
| Mortgage-backed securities | $2,692,000 | 4,959 |
| Certificates of participation in pools of residential mortgages | $1,894,000 | 4,753 |
| Issued or guaranteed by U.S. | $1,894,000 | 4,737 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $798,000 | 3,191 |
| CMOs issued by government agencies or sponsored agencies | $798,000 | 3,038 |
| 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) | $2,692,000 | 2,660 |
| Available-for-sale securities (fair market value) | $3,210,000 | 7,416 |
| Total debt securities | $5,399,000 | 7,561 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $6,760,000 | 7,340 |
| U.S. Government securities | $5,683,000 | 6,905 |
| U.S. Treasury securities | $804,000 | 1,699 |
| U.S. Government agency obligations | $4,879,000 | 6,990 |
| Securities issued by states & political subdivisions | $77,000 | 6,646 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,000,000 | 1,396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,722,000 | 5,457 |
| Mortgage-backed securities | $2,654,000 | 5,023 |
| Certificates of participation in pools of residential mortgages | $1,803,000 | 4,774 |
| Issued or guaranteed by U.S. | $1,803,000 | 4,758 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $851,000 | 3,243 |
| CMOs issued by government agencies or sponsored agencies | $851,000 | 3,090 |
| 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) | $2,654,000 | 2,706 |
| Available-for-sale securities (fair market value) | $4,106,000 | 7,194 |
| Total debt securities | $5,755,000 | 7,503 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,534 |
| Fair value | $398,000 | 1,554 |
| 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 | $4,618,000 | 7,937 |
| U.S. Government securities | $3,539,000 | 7,708 |
| U.S. Treasury securities | $802,000 | 1,781 |
| U.S. Government agency obligations | $2,737,000 | 7,846 |
| Securities issued by states & political subdivisions | $79,000 | 6,675 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,000,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,724,000 | 5,476 |
| Mortgage-backed securities | $503,000 | 6,347 |
| Certificates of participation in pools of residential mortgages | $440,000 | 5,906 |
| Issued or guaranteed by U.S. | $440,000 | 5,886 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $63,000 | 4,194 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 4,010 |
| 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) | $503,000 | 4,033 |
| Available-for-sale securities (fair market value) | $4,115,000 | 7,195 |
| Total debt securities | $3,617,000 | 8,154 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,348 |
| Fair value | $398,000 | 1,371 |
| 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 | $6,898,000 | 7,350 |
| U.S. Government securities | $6,772,000 | 6,539 |
| U.S. Treasury securities | $3,207,000 | 1,051 |
| U.S. Government agency obligations | $3,565,000 | 7,577 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $126,000 | 3,889 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $126,000 | 466 |
| 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 | $4,400,000 | 4,650 |
| Mortgage-backed securities | $1,113,000 | 5,798 |
| Certificates of participation in pools of residential mortgages | $459,000 | 5,773 |
| Issued or guaranteed by U.S. | $459,000 | 5,750 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $654,000 | 3,590 |
| CMOs issued by government agencies or sponsored agencies | $654,000 | 3,425 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,239,000 | 3,646 |
| Available-for-sale securities (fair market value) | $5,659,000 | 6,801 |
| Total debt securities | $6,898,000 | 7,250 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,445,000 | 7,855 |
| U.S. Government securities | $6,077,000 | 7,270 |
| U.S. Treasury securities | $1,207,000 | 2,446 |
| U.S. Government agency obligations | $4,870,000 | 7,479 |
| Securities issued by states & political subdivisions | $90,000 | 7,041 |
| Other domestic debt securities | $172,000 | 3,494 |
| Privately issued residential mortgage-backed securities | $172,000 | 1,120 |
| 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 | $106,000 | 6,740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,800,000 | 4,731 |
| Mortgage-backed securities | $1,465,000 | 5,145 |
| Certificates of participation in pools of residential mortgages | $64,000 | 6,573 |
| Issued or guaranteed by U.S. | $64,000 | 6,552 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,401,000 | 2,592 |
| CMOs issued by government agencies or sponsored agencies | $1,229,000 | 2,532 |
| Privately issued | $172,000 | 974 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,465,000 | 4,170 |
| Available-for-sale securities (fair market value) | $4,980,000 | 7,247 |
| Total debt securities | $6,339,000 | 7,785 |
| 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 | $9,000,000 | 7,372 |
| U.S. Government securities | $7,037,000 | 7,159 |
| U.S. Treasury securities | $2,190,000 | 2,573 |
| U.S. Government agency obligations | $4,847,000 | 7,605 |
| Securities issued by states & political subdivisions | $268,000 | 6,835 |
| Other domestic debt securities | $572,000 | 2,720 |
| Privately issued residential mortgage-backed securities | $172,000 | 1,143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,000 | 2,572 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,123,000 | 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 | $4,307,000 | 4,942 |
| Mortgage-backed securities | $1,810,000 | 5,207 |
| Certificates of participation in pools of residential mortgages | $98,000 | 6,751 |
| Issued or guaranteed by U.S. | $98,000 | 6,733 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,712,000 | 2,578 |
| CMOs issued by government agencies or sponsored agencies | $1,540,000 | 2,526 |
| Privately issued | $172,000 | 1,002 |
| 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) | $2,210,000 | 4,117 |
| Available-for-sale securities (fair market value) | $6,790,000 | 6,833 |
| Total debt securities | $7,877,000 | 7,563 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $6,535,000 | 8,194 |
| U.S. Government securities | $5,959,000 | 7,618 |
| U.S. Treasury securities | $1,933,000 | 4,066 |
| U.S. Government agency obligations | $4,026,000 | 7,677 |
| Securities issued by states & political subdivisions | $511,000 | 6,544 |
| 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 | $65,000 | 6,909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,734,000 | 4,941 |
| Mortgage-backed securities | $628,000 | 6,511 |
| Certificates of participation in pools of residential mortgages | $138,000 | 6,830 |
| Issued or guaranteed by U.S. | $138,000 | 6,812 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $490,000 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 3,646 |
| 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) | $628,000 | 5,740 |
| Available-for-sale securities (fair market value) | $5,907,000 | 7,026 |
| Total debt securities | $6,470,000 | 8,086 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $6,454,000 | 8,644 |
| U.S. Government securities | $4,626,000 | 8,777 |
| U.S. Treasury securities | $2,821,000 | 4,435 |
| U.S. Government agency obligations | $1,805,000 | 9,179 |
| Securities issued by states & political subdivisions | $822,000 | 6,133 |
| 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 | $1,006,000 | 2,310 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,916,000 | 5,076 |
| Mortgage-backed securities | $706,000 | 6,684 |
| Certificates of participation in pools of residential mortgages | $185,000 | 6,959 |
| Issued or guaranteed by U.S. | $185,000 | 6,937 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $521,000 | 3,940 |
| CMOs issued by government agencies or sponsored agencies | $521,000 | 3,791 |
| 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) | $706,000 | 6,581 |
| Available-for-sale securities (fair market value) | $5,748,000 | 7,163 |
| Total debt securities | $5,448,000 | 8,915 |
| 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 | $6,530,000 | 9,190 |
| U.S. Government securities | $5,434,000 | 8,935 |
| U.S. Treasury securities | $3,315,000 | 4,799 |
| U.S. Government agency obligations | $2,119,000 | 9,389 |
| Securities issued by states & political subdivisions | $1,090,000 | 5,944 |
| 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 | $6,000 | 8,190 |
| 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 | 4,977 |
| Mortgage-backed securities | $1,130,000 | 6,684 |
| Certificates of participation in pools of residential mortgages | $306,000 | 7,147 |
| Issued or guaranteed by U.S. | $306,000 | 7,127 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $824,000 | 4,043 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 3,886 |
| 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) | $1,130,000 | 6,897 |
| Available-for-sale securities (fair market value) | $5,400,000 | 7,588 |
| Total debt securities | $6,524,000 | 9,074 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $5,921,000 | 9,814 |
| U.S. Government securities | $4,529,000 | 9,792 |
| U.S. Treasury securities | $2,415,000 | 6,636 |
| U.S. Government agency obligations | $2,114,000 | 9,638 |
| Securities issued by states & political subdivisions | $1,287,000 | 5,877 |
| Other domestic debt securities | $99,000 | 4,496 |
| Privately issued residential mortgage-backed securities | $99,000 | 1,882 |
| 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 | $6,000 | 8,312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,727,000 | 5,442 |
| Mortgage-backed securities | $1,624,000 | 6,612 |
| Certificates of participation in pools of residential mortgages | $488,000 | 7,028 |
| Issued or guaranteed by U.S. | $488,000 | 6,996 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,136,000 | 4,078 |
| CMOs issued by government agencies or sponsored agencies | $1,037,000 | 3,998 |
| Privately issued | $99,000 | 1,571 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,624,000 | 6,914 |
| Available-for-sale securities (fair market value) | $4,297,000 | 8,362 |
| Total debt securities | $5,915,000 | 9,706 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $6,988,000 | 9,936 |
| U.S. Government securities | $5,552,000 | 9,868 |
| U.S. Treasury securities | $2,895,000 | 7,290 |
| U.S. Government agency obligations | $2,657,000 | 9,401 |
| Securities issued by states & political subdivisions | $1,327,000 | 6,096 |
| Other domestic debt securities | $103,000 | 5,002 |
| Privately issued residential mortgage-backed securities | $103,000 | 2,145 |
| 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 | $6,000 | 8,475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,189,000 | 5,222 |
| Mortgage-backed securities | $2,094,000 | 6,564 |
| Certificates of participation in pools of residential mortgages | $615,000 | 7,122 |
| Issued or guaranteed by U.S. | $615,000 | 7,097 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,479,000 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $1,376,000 | 3,966 |
| Privately issued | $103,000 | 1,835 |
| 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) | $4,087,000 | 8,546 |
| Available-for-sale securities (fair market value) | $2,901,000 | 8,200 |
| Total debt securities | $6,982,000 | 9,836 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $7,695,000 | 10,007 |
| U.S. Government securities | $5,395,000 | 10,287 |
| U.S. Treasury securities | $3,626,000 | 6,761 |
| U.S. Government agency obligations | $1,769,000 | 10,463 |
| Securities issued by states & political subdivisions | $1,321,000 | 6,270 |
| Other domestic debt securities | $979,000 | 3,415 |
| Privately issued residential mortgage-backed securities | $979,000 | 1,248 |
| 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 | $6,000 | 8,508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,243,000 | 5,775 |
| Mortgage-backed securities | $2,146,000 | 7,129 |
| Certificates of participation in pools of residential mortgages | $1,167,000 | 6,800 |
| Issued or guaranteed by U.S. | $1,167,000 | 6,754 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $979,000 | 5,066 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $979,000 | 956 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,689,000 | 9,869 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,170,000 | 10,963 |
| U.S. Government securities | $3,752,000 | 11,616 |
| U.S. Treasury securities | $2,718,000 | 7,857 |
| U.S. Government agency obligations | $1,034,000 | 11,519 |
| Securities issued by states & political subdivisions | $1,317,000 | 5,987 |
| Other domestic debt securities | $1,095,000 | 3,904 |
| Privately issued residential mortgage-backed securities | $1,095,000 | 1,678 |
| 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 | $6,000 | 8,440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,352,000 | 5,651 |
| Mortgage-backed securities | $1,228,000 | 8,599 |
| Certificates of participation in pools of residential mortgages | $133,000 | 9,675 |
| Issued or guaranteed by U.S. | $133,000 | 9,601 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,095,000 | 4,885 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $1,095,000 | 1,350 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,164,000 | 10,822 |
| 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 |