Home > Genesis Bank > Securities
Genesis Bank, Securities
| 2025-03-31 | Rank | |
| Total securities | $5,444,000 | 4,072 |
| U.S. Government securities | $835,000 | 4,141 |
| U.S. Treasury securities | $0 | 2,481 |
| U.S. Government agency obligations | $835,000 | 3,929 |
| Securities issued by states & political subdivisions | $0 | 3,672 |
| Other domestic debt securities | $4,609,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,845,000 | 331 |
| Structured financial products - Total | $764,000 | 762 |
| Other domestic debt securities - All other | $0 | 1,818 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 3,749 |
| Mortgage-backed securities | $58,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,000 | 3,581 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 2,684 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,666 |
| Other commercial mortgage-backed securities | $0 | 1,323 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $5,444,000 | 3,833 |
| Total debt securities | $5,444,000 | 4,042 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-12-31 | Rank | |
| Total securities | $5,770,000 | 4,082 |
| U.S. Government securities | $1,072,000 | 4,139 |
| U.S. Treasury securities | $0 | 2,543 |
| U.S. Government agency obligations | $1,072,000 | 3,914 |
| Securities issued by states & political subdivisions | $0 | 3,707 |
| Other domestic debt securities | $4,698,000 | 1,350 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,934,000 | 335 |
| Structured financial products - Total | $764,000 | 768 |
| Other domestic debt securities - All other | $0 | 1,833 |
| Foreign debt securities | $0 | 269 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 3,795 |
| Mortgage-backed securities | $125,000 | 3,701 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,000 | 3,599 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 2,630 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | $0 | 1,328 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $5,770,000 | 3,840 |
| Total debt securities | $5,770,000 | 4,053 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-09-30 | Rank | |
| Total securities | $6,123,000 | 4,106 |
| U.S. Government securities | $2,028,000 | 4,114 |
| U.S. Treasury securities | $0 | 2,583 |
| U.S. Government agency obligations | $2,028,000 | 3,864 |
| Securities issued by states & political subdivisions | $0 | 3,746 |
| Other domestic debt securities | $4,095,000 | 1,404 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,095,000 | 334 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $0 | 1,835 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 3,831 |
| Mortgage-backed securities | $1,062,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,000 | 3,625 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 2,588 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $875,000 | 1,123 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $6,123,000 | 3,868 |
| Total debt securities | $6,122,000 | 4,081 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-06-30 | Rank | |
| Total securities | $7,322,000 | 4,067 |
| U.S. Government securities | $2,672,000 | 4,100 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $2,672,000 | 3,822 |
| Securities issued by states & political subdivisions | $200,000 | 3,721 |
| Other domestic debt securities | $4,450,000 | 1,381 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,450,000 | 333 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $0 | 1,858 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 3,856 |
| Mortgage-backed securities | $1,459,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,000 | 3,622 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $230,000 | 2,524 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $249,000 | 1,514 |
| Other commercial mortgage-backed securities | $971,000 | 1,078 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $7,322,000 | 3,819 |
| Total debt securities | $7,322,000 | 4,041 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank | |
| Total securities | $7,758,000 | 4,076 |
| U.S. Government securities | $2,819,000 | 4,112 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $2,819,000 | 3,871 |
| Securities issued by states & political subdivisions | $199,000 | 3,706 |
| Other domestic debt securities | $4,740,000 | 1,357 |
| Privately issued residential mortgage-backed securities | $10,000 | 644 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,730,000 | 333 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 3,872 |
| Mortgage-backed securities | $1,586,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $10,000 | 177 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $299,000 | 2,453 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $247,000 | 1,510 |
| Other commercial mortgage-backed securities | $1,030,000 | 1,094 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $7,758,000 | 3,826 |
| Total debt securities | $7,758,000 | 4,052 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $8,464,000 | 4,079 |
| U.S. Government securities | $3,219,000 | 4,096 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $3,219,000 | 3,850 |
| Securities issued by states & political subdivisions | $197,000 | 3,729 |
| Other domestic debt securities | $5,032,000 | 1,342 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,032,000 | 324 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 3,881 |
| Mortgage-backed securities | $1,908,000 | 3,360 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,000 | 3,622 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $359,000 | 2,409 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $245,000 | 1,478 |
| Other commercial mortgage-backed securities | $1,292,000 | 1,046 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $8,448,000 | 3,821 |
| Total debt securities | $8,448,000 | 4,056 |
| 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 | $9,043,000 | 4,072 |
| U.S. Government securities | $8,843,000 | 3,683 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $8,843,000 | 3,328 |
| Securities issued by states & political subdivisions | $200,000 | 3,768 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $337,000 | 3,884 |
| Mortgage-backed securities | $6,432,000 | 2,872 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,287,000 | 2,806 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,402,000 | 1,782 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $249,000 | 1,459 |
| Other commercial mortgage-backed securities | $494,000 | 1,223 |
| Held to maturity securities (book value) | $9,043,000 | 1,035 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $9,037,000 | 4,048 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $9,423,000 | 4,091 |
| U.S. Government securities | $9,223,000 | 3,700 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $9,223,000 | 3,346 |
| Securities issued by states & political subdivisions | $200,000 | 3,805 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,000 | 3,879 |
| Mortgage-backed securities | $6,698,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,432,000 | 2,815 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,522,000 | 1,773 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $249,000 | 1,453 |
| Other commercial mortgage-backed securities | $495,000 | 1,223 |
| Held to maturity securities (book value) | $9,423,000 | 1,033 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $9,422,000 | 4,068 |
| 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 | $9,819,000 | 4,145 |
| U.S. Government securities | $9,620,000 | 3,744 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $9,620,000 | 3,343 |
| Securities issued by states & political subdivisions | $199,000 | 3,858 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,000 | 3,887 |
| Mortgage-backed securities | $6,941,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,575,000 | 2,841 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,621,000 | 1,797 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $249,000 | 1,478 |
| Other commercial mortgage-backed securities | $496,000 | 1,232 |
| Held to maturity securities (book value) | $9,819,000 | 1,058 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $9,819,000 | 4,121 |
| 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 | $10,270,000 | 4,159 |
| U.S. Government securities | $10,071,000 | 3,734 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $10,071,000 | 3,302 |
| Securities issued by states & political subdivisions | $199,000 | 3,896 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $585,000 | 3,807 |
| Mortgage-backed securities | $7,401,000 | 2,910 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,724,000 | 2,839 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,701,000 | 1,794 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $478,000 | 1,374 |
| Other commercial mortgage-backed securities | $498,000 | 1,222 |
| Held to maturity securities (book value) | $10,270,000 | 1,043 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $10,270,000 | 4,136 |
| 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 | $8,961,000 | 4,248 |
| U.S. Government securities | $8,762,000 | 3,854 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $8,762,000 | 3,421 |
| Securities issued by states & political subdivisions | $199,000 | 3,943 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $592,000 | 3,823 |
| Mortgage-backed securities | $7,626,000 | 2,903 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,843,000 | 2,841 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,804,000 | 1,785 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $480,000 | 1,386 |
| Other commercial mortgage-backed securities | $499,000 | 1,258 |
| Held to maturity securities (book value) | $8,961,000 | 1,076 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $8,961,000 | 4,223 |
| 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 | $6,807,000 | 4,373 |
| U.S. Government securities | $6,608,000 | 4,027 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $6,608,000 | 3,631 |
| Securities issued by states & political subdivisions | $199,000 | 3,983 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,154,000 | 3,721 |
| Mortgage-backed securities | $5,394,000 | 3,146 |
| Certificates of participation in pools of residential mortgages | $2,478,000 | 3,155 |
| Issued or guaranteed by U.S. | $2,478,000 | 3,066 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,434,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $2,434,000 | 1,882 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $482,000 | 1,887 |
| Commercial mortgage pass-through securities | $482,000 | 1,388 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $6,807,000 | 1,084 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $6,807,000 | 4,355 |
| 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 | $2,719,000 | 4,518 |
| U.S. Government securities | $2,520,000 | 4,295 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $2,520,000 | 4,025 |
| Securities issued by states & political subdivisions | $199,000 | 4,003 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,192,000 | 3,735 |
| Mortgage-backed securities | $2,056,000 | 3,520 |
| Certificates of participation in pools of residential mortgages | $1,572,000 | 3,357 |
| Issued or guaranteed by U.S. | $1,572,000 | 3,267 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $484,000 | 1,873 |
| Commercial mortgage pass-through securities | $484,000 | 1,375 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $2,719,000 | 1,232 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $2,719,000 | 4,501 |
| 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 | $1,872,000 | 4,566 |
| U.S. Government securities | $1,673,000 | 4,319 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,673,000 | 4,131 |
| Securities issued by states & political subdivisions | $199,000 | 4,033 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $689,000 | 3,888 |
| Mortgage-backed securities | $1,121,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | $636,000 | 3,598 |
| Issued or guaranteed by U.S. | $636,000 | 3,504 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $485,000 | 1,852 |
| Commercial mortgage pass-through securities | $485,000 | 1,372 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $1,872,000 | 1,222 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $1,872,000 | 4,545 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| 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 | $2,386,000 | 4,583 |
| U.S. Government securities | $1,757,000 | 4,332 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,757,000 | 4,166 |
| Securities issued by states & political subdivisions | $629,000 | 3,946 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $713,000 | 3,912 |
| Mortgage-backed securities | $1,205,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $711,000 | 3,618 |
| Issued or guaranteed by U.S. | $711,000 | 3,529 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $7,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,818 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $487,000 | 1,869 |
| Commercial mortgage pass-through securities | $487,000 | 1,391 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $2,386,000 | 1,147 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $2,386,000 | 4,561 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $2,692,000 | 4,581 |
| U.S. Government securities | $2,062,000 | 4,313 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,062,000 | 4,151 |
| Securities issued by states & political subdivisions | $630,000 | 3,958 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $737,000 | 3,935 |
| Mortgage-backed securities | $1,413,000 | 3,699 |
| Certificates of participation in pools of residential mortgages | $801,000 | 3,602 |
| Issued or guaranteed by U.S. | $801,000 | 3,509 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $130,000 | 2,734 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 2,682 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $482,000 | 1,867 |
| Commercial mortgage pass-through securities | $482,000 | 1,402 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $2,692,000 | 1,095 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $2,692,000 | 4,559 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| 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 | $2,846,000 | 4,554 |
| U.S. Government securities | $2,215,000 | 4,254 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,215,000 | 4,107 |
| Securities issued by states & political subdivisions | $631,000 | 3,973 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $765,000 | 3,942 |
| Mortgage-backed securities | $1,573,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | $900,000 | 3,578 |
| Issued or guaranteed by U.S. | $900,000 | 3,486 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $183,000 | 2,683 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 2,629 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $490,000 | 1,846 |
| Commercial mortgage pass-through securities | $490,000 | 1,390 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $2,846,000 | 1,064 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $2,846,000 | 4,534 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| 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 | $3,335,000 | 4,496 |
| U.S. Government securities | $2,708,000 | 4,117 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,708,000 | 3,975 |
| Securities issued by states & political subdivisions | $627,000 | 3,990 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 3,945 |
| Mortgage-backed securities | $1,939,000 | 3,596 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 3,521 |
| Issued or guaranteed by U.S. | $1,007,000 | 3,434 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $190,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 2,632 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $742,000 | 1,729 |
| Commercial mortgage pass-through securities | $742,000 | 1,257 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $3,335,000 | 991 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $3,335,000 | 4,474 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $4,465,000 | 4,429 |
| U.S. Government securities | $2,832,000 | 4,116 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,832,000 | 3,962 |
| Securities issued by states & political subdivisions | $1,633,000 | 3,697 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $843,000 | 3,958 |
| Mortgage-backed securities | $2,070,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $1,131,000 | 3,466 |
| Issued or guaranteed by U.S. | $1,131,000 | 3,373 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $196,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 2,645 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $743,000 | 1,713 |
| Commercial mortgage pass-through securities | $743,000 | 1,241 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $4,465,000 | 907 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $4,468,000 | 4,404 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $4,659,000 | 4,431 |
| U.S. Government securities | $3,024,000 | 4,109 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,024,000 | 3,950 |
| Securities issued by states & political subdivisions | $1,635,000 | 3,686 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $646,000 | 4,050 |
| Mortgage-backed securities | $2,199,000 | 3,572 |
| Certificates of participation in pools of residential mortgages | $1,251,000 | 3,438 |
| Issued or guaranteed by U.S. | $1,251,000 | 3,344 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $203,000 | 2,702 |
| CMOs issued by government agencies or sponsored agencies | $203,000 | 2,658 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $745,000 | 1,701 |
| Commercial mortgage pass-through securities | $745,000 | 1,242 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $4,659,000 | 903 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $4,659,000 | 4,408 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $5,516,000 | 4,383 |
| U.S. Government securities | $3,644,000 | 4,074 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,644,000 | 3,906 |
| Securities issued by states & political subdivisions | $1,872,000 | 3,601 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $654,000 | 4,089 |
| Mortgage-backed securities | $2,320,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $1,364,000 | 3,417 |
| Issued or guaranteed by U.S. | $1,364,000 | 3,310 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $209,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $209,000 | 2,656 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $747,000 | 1,677 |
| Commercial mortgage pass-through securities | $747,000 | 1,203 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $5,516,000 | 866 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $5,516,000 | 4,358 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $5,717,000 | 4,428 |
| U.S. Government securities | $3,844,000 | 4,125 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,844,000 | 3,957 |
| Securities issued by states & political subdivisions | $1,873,000 | 3,611 |
| 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 | $677,000 | 4,150 |
| Mortgage-backed securities | $2,437,000 | 3,530 |
| Certificates of participation in pools of residential mortgages | $1,473,000 | 3,373 |
| Issued or guaranteed by U.S. | $1,473,000 | 3,277 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $215,000 | 2,716 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 2,665 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $749,000 | 1,656 |
| Commercial mortgage pass-through securities | $749,000 | 1,200 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $5,717,000 | 897 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $5,717,000 | 4,405 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $6,543,000 | 4,439 |
| U.S. Government securities | $3,972,000 | 4,188 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,972,000 | 4,023 |
| Securities issued by states & political subdivisions | $2,571,000 | 3,465 |
| 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 | $703,000 | 4,209 |
| Mortgage-backed securities | $2,571,000 | 3,534 |
| Certificates of participation in pools of residential mortgages | $1,601,000 | 3,349 |
| Issued or guaranteed by U.S. | $1,601,000 | 3,249 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $220,000 | 2,727 |
| CMOs issued by government agencies or sponsored agencies | $220,000 | 2,675 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $750,000 | 1,636 |
| Commercial mortgage pass-through securities | $750,000 | 1,195 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $6,543,000 | 897 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $6,543,000 | 4,417 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $6,661,000 | 4,479 |
| U.S. Government securities | $4,086,000 | 4,240 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,086,000 | 4,080 |
| Securities issued by states & political subdivisions | $2,575,000 | 3,503 |
| 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 | $755,000 | 4,240 |
| Mortgage-backed securities | $2,697,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $1,724,000 | 3,322 |
| Issued or guaranteed by U.S. | $1,724,000 | 3,238 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $222,000 | 2,731 |
| CMOs issued by government agencies or sponsored agencies | $222,000 | 2,677 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $751,000 | 1,618 |
| Commercial mortgage pass-through securities | $751,000 | 1,189 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $6,661,000 | 922 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $6,661,000 | 4,454 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $6,789,000 | 4,532 |
| U.S. Government securities | $4,210,000 | 4,281 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,210,000 | 4,119 |
| Securities issued by states & political subdivisions | $2,579,000 | 3,581 |
| 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 | $755,000 | 4,284 |
| Mortgage-backed securities | $2,828,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $1,842,000 | 3,305 |
| Issued or guaranteed by U.S. | $1,842,000 | 3,216 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $233,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $233,000 | 2,684 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $753,000 | 1,547 |
| Commercial mortgage pass-through securities | $753,000 | 1,163 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $6,789,000 | 931 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $6,789,000 | 4,508 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $6,392,000 | 4,607 |
| U.S. Government securities | $3,809,000 | 4,366 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,809,000 | 4,206 |
| Securities issued by states & political subdivisions | $2,583,000 | 3,637 |
| 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 | $781,000 | 4,332 |
| Mortgage-backed securities | $2,445,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $1,954,000 | 3,305 |
| Issued or guaranteed by U.S. | $1,954,000 | 3,233 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $240,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $240,000 | 2,689 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $251,000 | 1,663 |
| Commercial mortgage pass-through securities | $250,000 | 1,302 |
| Other commercial mortgage-backed securities | $1,000 | 1,032 |
| Held to maturity securities (book value) | $6,392,000 | 993 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $6,392,000 | 4,584 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $6,264,000 | 4,659 |
| U.S. Government securities | $3,677,000 | 4,454 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,677,000 | 4,298 |
| Securities issued by states & political subdivisions | $2,587,000 | 3,685 |
| 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 | $817,000 | 4,388 |
| Mortgage-backed securities | $2,310,000 | 3,648 |
| Certificates of participation in pools of residential mortgages | $1,810,000 | 3,380 |
| Issued or guaranteed by U.S. | $1,810,000 | 3,351 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $248,000 | 2,746 |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 2,690 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $252,000 | 1,657 |
| Commercial mortgage pass-through securities | $250,000 | 1,285 |
| Other commercial mortgage-backed securities | $2,000 | 1,029 |
| Held to maturity securities (book value) | $6,264,000 | 1,019 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $6,264,000 | 4,639 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $6,556,000 | 4,685 |
| U.S. Government securities | $3,535,000 | 4,513 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,535,000 | 4,355 |
| Securities issued by states & political subdivisions | $2,996,000 | 3,642 |
| Other domestic debt securities | $25,000 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $25,000 | 1,551 |
| 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 | $849,000 | 4,420 |
| Mortgage-backed securities | $2,445,000 | 3,661 |
| Certificates of participation in pools of residential mortgages | $1,940,000 | 3,394 |
| Issued or guaranteed by U.S. | $1,940,000 | 3,229 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $250,000 | 2,770 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 2,708 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $255,000 | 1,623 |
| Commercial mortgage pass-through securities | $255,000 | 1,247 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $6,556,000 | 1,020 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $6,550,000 | 4,664 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $6,735,000 | 4,734 |
| U.S. Government securities | $3,710,000 | 4,559 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,710,000 | 4,419 |
| Securities issued by states & political subdivisions | $3,000,000 | 3,686 |
| Other domestic debt securities | $25,000 | 1,997 |
| 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 | $25,000 | 1,597 |
| 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 | $908,000 | 4,464 |
| Mortgage-backed securities | $2,620,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $2,094,000 | 3,400 |
| Issued or guaranteed by U.S. | $2,094,000 | 3,394 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $264,000 | 2,758 |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 2,695 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $262,000 | 1,435 |
| Commercial mortgage pass-through securities | $250,000 | 1,013 |
| Other commercial mortgage-backed securities | $12,000 | 998 |
| Held to maturity securities (book value) | $6,735,000 | 1,036 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $6,735,000 | 4,713 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $6,654,000 | 4,808 |
| U.S. Government securities | $3,625,000 | 4,605 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,625,000 | 4,471 |
| Securities issued by states & political subdivisions | $3,004,000 | 3,759 |
| Other domestic debt securities | $25,000 | 2,002 |
| 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 | $25,000 | 1,612 |
| 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 | $920,000 | 4,537 |
| Mortgage-backed securities | $2,469,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $1,938,000 | 3,480 |
| Issued or guaranteed by U.S. | $1,938,000 | 3,472 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $268,000 | 2,750 |
| CMOs issued by government agencies or sponsored agencies | $268,000 | 2,683 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $263,000 | 1,427 |
| Commercial mortgage pass-through securities | $250,000 | 1,012 |
| Other commercial mortgage-backed securities | $13,000 | 970 |
| Held to maturity securities (book value) | $6,654,000 | 1,056 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $6,654,000 | 4,785 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $7,075,000 | 4,814 |
| U.S. Government securities | $3,741,000 | 4,643 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,741,000 | 4,517 |
| Securities issued by states & political subdivisions | $3,309,000 | 3,745 |
| Other domestic debt securities | $25,000 | 2,025 |
| 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 | $25,000 | 1,649 |
| 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 | $768,000 | 4,634 |
| Mortgage-backed securities | $2,335,000 | 3,794 |
| Certificates of participation in pools of residential mortgages | $2,053,000 | 3,510 |
| Issued or guaranteed by U.S. | $2,053,000 | 3,504 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $16,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 2,930 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $266,000 | 1,416 |
| Commercial mortgage pass-through securities | $250,000 | 1,004 |
| Other commercial mortgage-backed securities | $16,000 | 948 |
| Held to maturity securities (book value) | $7,075,000 | 1,058 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $7,075,000 | 4,786 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $7,222,000 | 4,840 |
| U.S. Government securities | $3,859,000 | 4,675 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,859,000 | 4,549 |
| Securities issued by states & political subdivisions | $3,313,000 | 3,781 |
| Other domestic debt securities | $50,000 | 2,047 |
| 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 | $50,000 | 1,676 |
| 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 | $810,000 | 4,652 |
| Mortgage-backed securities | $2,482,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $2,195,000 | 3,504 |
| Issued or guaranteed by U.S. | $2,195,000 | 3,498 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $19,000 | 3,046 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 2,952 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $268,000 | 1,373 |
| Commercial mortgage pass-through securities | $250,000 | 978 |
| Other commercial mortgage-backed securities | $18,000 | 911 |
| Held to maturity securities (book value) | $7,222,000 | 1,071 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $7,222,000 | 4,809 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $7,195,000 | 4,914 |
| U.S. Government securities | $3,827,000 | 4,745 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,827,000 | 4,614 |
| Securities issued by states & political subdivisions | $3,318,000 | 3,817 |
| Other domestic debt securities | $50,000 | 2,098 |
| 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 | $50,000 | 1,713 |
| 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 | $898,000 | 4,699 |
| Mortgage-backed securities | $2,708,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | $2,384,000 | 3,506 |
| Issued or guaranteed by U.S. | $2,384,000 | 3,501 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $23,000 | 3,085 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 2,991 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $301,000 | 1,339 |
| Commercial mortgage pass-through securities | $250,000 | 932 |
| Other commercial mortgage-backed securities | $51,000 | 902 |
| Held to maturity securities (book value) | $7,195,000 | 1,093 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $7,195,000 | 4,889 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $6,844,000 | 4,977 |
| U.S. Government securities | $3,471,000 | 4,800 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,471,000 | 4,683 |
| Securities issued by states & political subdivisions | $3,323,000 | 3,847 |
| Other domestic debt securities | $50,000 | 2,121 |
| 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 | $50,000 | 1,722 |
| 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 | $625,000 | 4,811 |
| Mortgage-backed securities | $2,316,000 | 3,911 |
| Certificates of participation in pools of residential mortgages | $1,964,000 | 3,653 |
| Issued or guaranteed by U.S. | $1,964,000 | 3,648 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $26,000 | 3,092 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 2,984 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $326,000 | 1,293 |
| Commercial mortgage pass-through securities | $250,000 | 900 |
| Other commercial mortgage-backed securities | $76,000 | 854 |
| Held to maturity securities (book value) | $6,844,000 | 1,114 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $6,844,000 | 4,953 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $5,983,000 | 5,110 |
| U.S. Government securities | $2,873,000 | 4,957 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,873,000 | 4,841 |
| Securities issued by states & political subdivisions | $3,060,000 | 3,908 |
| Other domestic debt securities | $50,000 | 2,133 |
| 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 | $50,000 | 1,732 |
| 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 | $647,000 | 4,878 |
| Mortgage-backed securities | $1,721,000 | 4,107 |
| Certificates of participation in pools of residential mortgages | $1,570,000 | 3,845 |
| Issued or guaranteed by U.S. | $1,570,000 | 3,842 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $32,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,008 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $119,000 | 1,263 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $119,000 | 819 |
| Held to maturity securities (book value) | $5,983,000 | 1,193 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $5,983,000 | 5,088 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $6,106,000 | 5,172 |
| U.S. Government securities | $2,247,000 | 5,185 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,247,000 | 5,078 |
| Securities issued by states & political subdivisions | $3,784,000 | 3,794 |
| Other domestic debt securities | $75,000 | 2,148 |
| 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 | $75,000 | 1,740 |
| 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 | $688,000 | 4,946 |
| Mortgage-backed securities | $1,331,000 | 4,249 |
| Certificates of participation in pools of residential mortgages | $1,293,000 | 3,968 |
| Issued or guaranteed by U.S. | $1,293,000 | 3,963 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $38,000 | 3,139 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,025 |
| 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) | $6,106,000 | 1,209 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $6,106,000 | 5,152 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $6,482,000 | 5,197 |
| U.S. Government securities | $2,388,000 | 5,238 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,388,000 | 5,137 |
| Securities issued by states & political subdivisions | $4,019,000 | 3,752 |
| Other domestic debt securities | $75,000 | 2,168 |
| 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 | $75,000 | 1,756 |
| 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 | $710,000 | 4,991 |
| Mortgage-backed securities | $1,475,000 | 4,235 |
| Certificates of participation in pools of residential mortgages | $1,209,000 | 4,026 |
| Issued or guaranteed by U.S. | $1,209,000 | 4,021 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $44,000 | 3,152 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,047 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $222,000 | 1,161 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $222,000 | 762 |
| Held to maturity securities (book value) | $6,482,000 | 1,223 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $6,482,000 | 5,180 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $6,702,000 | 5,226 |
| U.S. Government securities | $2,601,000 | 5,260 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,601,000 | 5,159 |
| Securities issued by states & political subdivisions | $4,026,000 | 3,776 |
| Other domestic debt securities | $75,000 | 2,162 |
| 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 | $75,000 | 1,750 |
| 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 | $733,000 | 5,034 |
| Mortgage-backed securities | $1,405,000 | 4,284 |
| Certificates of participation in pools of residential mortgages | $1,032,000 | 4,127 |
| Issued or guaranteed by U.S. | $1,032,000 | 4,124 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $48,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 3,072 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $325,000 | 1,088 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $325,000 | 695 |
| Held to maturity securities (book value) | $6,702,000 | 1,217 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $6,702,000 | 5,206 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $5,973,000 | 5,394 |
| U.S. Government securities | $2,474,000 | 5,396 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,474,000 | 5,298 |
| Securities issued by states & political subdivisions | $3,174,000 | 4,000 |
| Other domestic debt securities | $325,000 | 2,019 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $325,000 | 1,628 |
| 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 | $764,000 | 5,108 |
| Mortgage-backed securities | $1,561,000 | 4,296 |
| Certificates of participation in pools of residential mortgages | $1,108,000 | 4,155 |
| Issued or guaranteed by U.S. | $1,108,000 | 4,150 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $53,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,115 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $400,000 | 1,038 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $400,000 | 658 |
| Held to maturity securities (book value) | $5,973,000 | 1,275 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $5,973,000 | 5,375 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $6,210,000 | 5,463 |
| U.S. Government securities | $1,393,000 | 5,688 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,393,000 | 5,591 |
| Securities issued by states & political subdivisions | $3,230,000 | 4,015 |
| Other domestic debt securities | $1,587,000 | 1,414 |
| Privately issued residential mortgage-backed securities | $1,187,000 | 341 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $400,000 | 1,626 |
| 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 | $798,000 | 5,141 |
| Mortgage-backed securities | $1,713,000 | 4,337 |
| Certificates of participation in pools of residential mortgages | $1,187,000 | 4,211 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $1,187,000 | 32 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $526,000 | 941 |
| Commercial mortgage pass-through securities | $60,000 | 702 |
| Other commercial mortgage-backed securities | $466,000 | 630 |
| Held to maturity securities (book value) | $6,210,000 | 1,273 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $6,210,000 | 5,445 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $5,409,000 | 5,606 |
| U.S. Government securities | $1,463,000 | 5,758 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,463,000 | 5,661 |
| Securities issued by states & political subdivisions | $2,043,000 | 4,348 |
| Other domestic debt securities | $1,903,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $1,254,000 | 361 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $649,000 | 1,485 |
| 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 | $836,000 | 5,193 |
| Mortgage-backed securities | $1,849,000 | 4,370 |
| Certificates of participation in pools of residential mortgages | $1,254,000 | 4,256 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $1,254,000 | 32 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $595,000 | 913 |
| Commercial mortgage pass-through securities | $69,000 | 682 |
| Other commercial mortgage-backed securities | $526,000 | 581 |
| Held to maturity securities (book value) | $5,409,000 | 1,347 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $5,409,000 | 5,583 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $5,672,000 | 5,679 |
| U.S. Government securities | $2,696,000 | 5,609 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,696,000 | 5,514 |
| Securities issued by states & political subdivisions | $2,326,000 | 4,317 |
| Other domestic debt securities | $650,000 | 1,887 |
| 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 | $650,000 | 1,501 |
| 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 | $862,000 | 5,266 |
| Mortgage-backed securities | $1,945,000 | 4,430 |
| Certificates of participation in pools of residential mortgages | $1,336,000 | 4,298 |
| Issued or guaranteed by U.S. | $1,336,000 | 4,290 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $609,000 | 890 |
| Commercial mortgage pass-through securities | $76,000 | 687 |
| Other commercial mortgage-backed securities | $533,000 | 550 |
| Held to maturity securities (book value) | $5,672,000 | 1,355 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $5,672,000 | 5,660 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $6,273,000 | 5,696 |
| U.S. Government securities | $3,299,000 | 5,587 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,299,000 | 5,486 |
| Securities issued by states & political subdivisions | $2,324,000 | 4,359 |
| Other domestic debt securities | $650,000 | 1,937 |
| 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 | $650,000 | 1,533 |
| 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 | $1,387,000 | 5,109 |
| Mortgage-backed securities | $2,542,000 | 4,368 |
| Certificates of participation in pools of residential mortgages | $1,402,000 | 4,353 |
| Issued or guaranteed by U.S. | $1,402,000 | 4,349 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,140,000 | 743 |
| Commercial mortgage pass-through securities | $579,000 | 593 |
| Other commercial mortgage-backed securities | $561,000 | 516 |
| Held to maturity securities (book value) | $6,273,000 | 1,319 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $6,273,000 | 5,674 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $6,569,000 | 5,708 |
| U.S. Government securities | $3,293,000 | 5,649 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,293,000 | 5,545 |
| Securities issued by states & political subdivisions | $2,626,000 | 4,309 |
| Other domestic debt securities | $650,000 | 1,989 |
| 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 | $650,000 | 1,582 |
| 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 | $1,425,000 | 5,159 |
| Mortgage-backed securities | $2,530,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $1,480,000 | 4,377 |
| Issued or guaranteed by U.S. | $1,480,000 | 4,374 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,050,000 | 748 |
| Commercial mortgage pass-through securities | $487,000 | 614 |
| Other commercial mortgage-backed securities | $563,000 | 502 |
| Held to maturity securities (book value) | $6,569,000 | 1,317 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $6,569,000 | 5,687 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $7,015,000 | 5,721 |
| U.S. Government securities | $3,644,000 | 5,636 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,644,000 | 5,537 |
| Securities issued by states & political subdivisions | $2,721,000 | 4,323 |
| Other domestic debt securities | $650,000 | 2,048 |
| 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 | $650,000 | 1,619 |
| 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 | $1,539,000 | 5,161 |
| Mortgage-backed securities | $2,624,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $1,559,000 | 4,383 |
| Issued or guaranteed by U.S. | $1,559,000 | 4,379 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,065,000 | 731 |
| Commercial mortgage pass-through securities | $484,000 | 606 |
| Other commercial mortgage-backed securities | $581,000 | 468 |
| Held to maturity securities (book value) | $7,015,000 | 1,275 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $7,015,000 | 5,697 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $6,349,000 | 5,835 |
| U.S. Government securities | $2,972,000 | 5,804 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,972,000 | 5,706 |
| Securities issued by states & political subdivisions | $2,727,000 | 4,339 |
| Other domestic debt securities | $650,000 | 2,096 |
| 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 | $650,000 | 1,655 |
| 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 | $1,044,000 | 5,379 |
| Mortgage-backed securities | $1,944,000 | 4,642 |
| Certificates of participation in pools of residential mortgages | $1,115,000 | 4,570 |
| Issued or guaranteed by U.S. | $1,115,000 | 4,564 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $240,000 | 3,314 |
| CMOs issued by government agencies or sponsored agencies | $240,000 | 3,192 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $589,000 | 784 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $589,000 | 456 |
| Held to maturity securities (book value) | $6,349,000 | 1,316 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $6,349,000 | 5,812 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $6,591,000 | 5,869 |
| U.S. Government securities | $3,208,000 | 5,828 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,208,000 | 5,734 |
| Securities issued by states & political subdivisions | $2,733,000 | 4,349 |
| Other domestic debt securities | $650,000 | 2,147 |
| 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 | $650,000 | 1,692 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,195,000 | 5,384 |
| Mortgage-backed securities | $2,174,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $1,326,000 | 4,527 |
| Issued or guaranteed by U.S. | $1,326,000 | 4,522 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $250,000 | 3,340 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 3,212 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $598,000 | 766 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $598,000 | 448 |
| Held to maturity securities (book value) | $6,591,000 | 1,271 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $6,591,000 | 5,843 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $6,504,000 | 5,887 |
| U.S. Government securities | $3,608,000 | 5,756 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,608,000 | 5,658 |
| Securities issued by states & political subdivisions | $2,296,000 | 4,466 |
| Other domestic debt securities | $600,000 | 2,240 |
| 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 | $600,000 | 1,755 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,443,000 | 5,312 |
| Mortgage-backed securities | $2,565,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $1,452,000 | 4,458 |
| Issued or guaranteed by U.S. | $1,452,000 | 4,454 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $507,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $507,000 | 3,067 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $606,000 | 745 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $606,000 | 409 |
| Held to maturity securities (book value) | $6,504,000 | 1,204 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $6,504,000 | 5,859 |
| Structured notes | ||
| Amortized cost | $50,000 | 2,368 |
| Fair value | $50,000 | 2,367 |
| 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 | $6,777,000 | 5,907 |
| U.S. Government securities | $4,266,000 | 5,673 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,266,000 | 5,564 |
| Securities issued by states & political subdivisions | $1,911,000 | 4,586 |
| Other domestic debt securities | $600,000 | 2,241 |
| 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 | $600,000 | 1,731 |
| 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 | $1,756,000 | 5,266 |
| Mortgage-backed securities | $3,216,000 | 4,431 |
| Certificates of participation in pools of residential mortgages | $2,029,000 | 4,283 |
| Issued or guaranteed by U.S. | $2,029,000 | 4,280 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $575,000 | 3,196 |
| CMOs issued by government agencies or sponsored agencies | $575,000 | 3,056 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $612,000 | 661 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $612,000 | 341 |
| Held to maturity securities (book value) | $6,777,000 | 1,154 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $6,777,000 | 5,874 |
| Structured notes | ||
| Amortized cost | $50,000 | 2,411 |
| Fair value | $50,000 | 2,409 |
| 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 | $7,239,000 | 5,885 |
| U.S. Government securities | $4,712,000 | 5,619 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,712,000 | 5,500 |
| Securities issued by states & political subdivisions | $1,927,000 | 4,589 |
| Other domestic debt securities | $600,000 | 2,233 |
| 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 | $600,000 | 1,702 |
| 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 | $1,268,000 | 5,463 |
| Mortgage-backed securities | $3,404,000 | 4,425 |
| Certificates of participation in pools of residential mortgages | $2,178,000 | 4,260 |
| Issued or guaranteed by U.S. | $2,178,000 | 4,259 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $609,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $609,000 | 3,081 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $617,000 | 549 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $617,000 | 269 |
| Held to maturity securities (book value) | $7,239,000 | 1,115 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $7,239,000 | 5,857 |
| Structured notes | ||
| Amortized cost | $50,000 | 2,447 |
| Fair value | $51,000 | 2,446 |
| 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 | $7,477,000 | 5,944 |
| U.S. Government securities | $4,949,000 | 5,694 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,949,000 | 5,588 |
| Securities issued by states & political subdivisions | $1,928,000 | 4,598 |
| Other domestic debt securities | $600,000 | 2,298 |
| 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 | $600,000 | 1,761 |
| 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 | $1,290,000 | 5,533 |
| Mortgage-backed securities | $3,632,000 | 4,496 |
| Certificates of participation in pools of residential mortgages | $2,361,000 | 4,337 |
| Issued or guaranteed by U.S. | $2,361,000 | 4,336 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $647,000 | 3,295 |
| CMOs issued by government agencies or sponsored agencies | $647,000 | 3,143 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $624,000 | 519 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $624,000 | 259 |
| Held to maturity securities (book value) | $7,477,000 | 1,121 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $7,477,000 | 5,913 |
| Structured notes | ||
| Amortized cost | $50,000 | 2,637 |
| Fair value | $50,000 | 2,636 |
| 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 | $7,675,000 | 5,981 |
| U.S. Government securities | $4,936,000 | 5,786 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,936,000 | 5,688 |
| Securities issued by states & political subdivisions | $2,139,000 | 4,503 |
| Other domestic debt securities | $600,000 | 2,294 |
| 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 | $600,000 | 1,749 |
| 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 | $1,452,000 | 5,537 |
| Mortgage-backed securities | $3,611,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $2,553,000 | 4,323 |
| Issued or guaranteed by U.S. | $2,553,000 | 4,322 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $681,000 | 3,304 |
| CMOs issued by government agencies or sponsored agencies | $681,000 | 3,143 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $377,000 | 525 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $377,000 | 257 |
| Held to maturity securities (book value) | $7,675,000 | 1,103 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $7,675,000 | 5,953 |
| Structured notes | ||
| Amortized cost | $50,000 | 2,884 |
| Fair value | $48,000 | 2,886 |
| 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 | $8,608,000 | 5,912 |
| U.S. Government securities | $5,803,000 | 5,698 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,803,000 | 5,587 |
| Securities issued by states & political subdivisions | $2,205,000 | 4,437 |
| Other domestic debt securities | $600,000 | 2,268 |
| 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 | $600,000 | 1,739 |
| 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 | $1,457,000 | 5,566 |
| Mortgage-backed securities | $3,811,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $2,725,000 | 4,285 |
| Issued or guaranteed by U.S. | $2,725,000 | 4,283 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $705,000 | 3,318 |
| CMOs issued by government agencies or sponsored agencies | $705,000 | 3,158 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $381,000 | 486 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $381,000 | 228 |
| Held to maturity securities (book value) | $8,608,000 | 1,069 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $8,608,000 | 5,884 |
| Structured notes | ||
| Amortized cost | $460,000 | 2,854 |
| Fair value | $457,000 | 2,855 |
| 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 | $8,044,000 | 5,996 |
| U.S. Government securities | $5,241,000 | 5,805 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,241,000 | 5,697 |
| Securities issued by states & political subdivisions | $2,203,000 | 4,412 |
| Other domestic debt securities | $600,000 | 2,243 |
| 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 | $600,000 | 1,653 |
| 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 | $1,278,000 | 5,374 |
| Mortgage-backed securities | $3,415,000 | 4,553 |
| Certificates of participation in pools of residential mortgages | $2,303,000 | 4,342 |
| Issued or guaranteed by U.S. | $2,303,000 | 4,333 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $727,000 | 3,251 |
| CMOs issued by government agencies or sponsored agencies | $727,000 | 3,000 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $385,000 | 420 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $385,000 | 184 |
| Held to maturity securities (book value) | $8,044,000 | 1,116 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $8,044,000 | 5,965 |
| Structured notes | ||
| Amortized cost | $550,000 | 2,545 |
| Fair value | $548,000 | 2,548 |
| 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 | $5,902,000 | 6,305 |
| U.S. Government securities | $3,949,000 | 6,118 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,949,000 | 6,006 |
| Securities issued by states & political subdivisions | $1,509,000 | 4,662 |
| Other domestic debt securities | $444,000 | 2,405 |
| 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 | $444,000 | 1,791 |
| 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 | $1,489,000 | 5,305 |
| Mortgage-backed securities | $2,246,000 | 4,810 |
| Certificates of participation in pools of residential mortgages | $1,112,000 | 4,750 |
| Issued or guaranteed by U.S. | $1,112,000 | 4,740 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $747,000 | 3,235 |
| CMOs issued by government agencies or sponsored agencies | $747,000 | 2,981 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $387,000 | 372 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $387,000 | 155 |
| Held to maturity securities (book value) | $5,902,000 | 1,282 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $5,902,000 | 6,274 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,118 |
| Fair value | $1,251,000 | 2,127 |
| 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 | $6,981,000 | 6,237 |
| U.S. Government securities | $4,978,000 | 6,031 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,978,000 | 5,907 |
| Securities issued by states & political subdivisions | $1,560,000 | 4,609 |
| Other domestic debt securities | $443,000 | 2,358 |
| 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 | $443,000 | 1,716 |
| 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 | $1,755,000 | 5,255 |
| Mortgage-backed securities | $2,324,000 | 4,772 |
| Certificates of participation in pools of residential mortgages | $1,171,000 | 4,721 |
| Issued or guaranteed by U.S. | $1,171,000 | 4,713 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $763,000 | 3,183 |
| CMOs issued by government agencies or sponsored agencies | $763,000 | 2,931 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $390,000 | 361 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $390,000 | 139 |
| Held to maturity securities (book value) | $6,981,000 | 1,211 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $6,981,000 | 6,207 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,953 |
| Fair value | $1,986,000 | 2,063 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,455,000 | 6,967 |
| U.S. Government securities | $2,116,000 | 6,665 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,116,000 | 6,554 |
| Securities issued by states & political subdivisions | $140,000 | 5,649 |
| Other domestic debt securities | $199,000 | 2,634 |
| 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 | $199,000 | 1,940 |
| 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 | $1,773,000 | 5,285 |
| Mortgage-backed securities | $666,000 | 5,324 |
| Certificates of participation in pools of residential mortgages | $274,000 | 5,246 |
| Issued or guaranteed by U.S. | $274,000 | 5,235 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $392,000 | 347 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $392,000 | 136 |
| Held to maturity securities (book value) | $2,455,000 | 1,764 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $2,455,000 | 6,930 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,761,000 | 6,939 |
| U.S. Government securities | $2,322,000 | 6,580 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,322,000 | 6,460 |
| Securities issued by states & political subdivisions | $140,000 | 5,671 |
| Other domestic debt securities | $299,000 | 2,666 |
| 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 | $299,000 | 1,855 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,855,000 | 5,293 |
| Mortgage-backed securities | $372,000 | 5,520 |
| Certificates of participation in pools of residential mortgages | $372,000 | 5,124 |
| Issued or guaranteed by U.S. | $372,000 | 5,113 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,761,000 | 1,727 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $2,761,000 | 6,897 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,852 |
| Fair value | $1,950,000 | 1,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,314,000 | 7,060 |
| U.S. Government securities | $1,875,000 | 6,760 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,875,000 | 6,642 |
| Securities issued by states & political subdivisions | $140,000 | 5,659 |
| Other domestic debt securities | $299,000 | 2,752 |
| 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 | $299,000 | 1,878 |
| 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 | $1,547,000 | 5,475 |
| Mortgage-backed securities | $425,000 | 5,539 |
| Certificates of participation in pools of residential mortgages | $425,000 | 5,095 |
| Issued or guaranteed by U.S. | $425,000 | 5,082 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $2,314,000 | 1,853 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $2,314,000 | 7,030 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,140 |
| Fair value | $1,516,000 | 2,151 |
| 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 | $2,562,000 | 7,107 |
| U.S. Government securities | $2,174,000 | 6,788 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,174,000 | 6,672 |
| Securities issued by states & political subdivisions | $140,000 | 5,636 |
| Other domestic debt securities | $248,000 | 2,804 |
| 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 | $248,000 | 1,890 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,670,000 | 5,478 |
| Mortgage-backed securities | $474,000 | 5,534 |
| Certificates of participation in pools of residential mortgages | $474,000 | 5,113 |
| Issued or guaranteed by U.S. | $474,000 | 5,101 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $2,562,000 | 1,875 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $2,566,000 | 7,068 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 2,338 |
| Fair value | $1,411,000 | 2,335 |
| 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 | $2,421,000 | 7,213 |
| U.S. Government securities | $2,033,000 | 6,929 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,033,000 | 6,816 |
| Securities issued by states & political subdivisions | $140,000 | 5,661 |
| Other domestic debt securities | $248,000 | 2,861 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $248,000 | 1,911 |
| 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 | $1,606,000 | 5,562 |
| Mortgage-backed securities | $530,000 | 5,594 |
| Certificates of participation in pools of residential mortgages | $530,000 | 5,188 |
| Issued or guaranteed by U.S. | $530,000 | 5,176 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,421,000 | 1,931 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $2,421,000 | 7,175 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 2,191 |
| Fair value | $1,182,000 | 2,197 |
| 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 | $2,397,000 | 7,243 |
| U.S. Government securities | $2,008,000 | 6,971 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,008,000 | 6,870 |
| Securities issued by states & political subdivisions | $140,000 | 5,693 |
| Other domestic debt securities | $249,000 | 2,927 |
| 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 | $249,000 | 1,958 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,374,000 | 5,732 |
| Mortgage-backed securities | $584,000 | 5,635 |
| Certificates of participation in pools of residential mortgages | $584,000 | 5,221 |
| Issued or guaranteed by U.S. | $584,000 | 5,208 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $2,397,000 | 1,958 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $2,397,000 | 7,207 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,268 |
| Fair value | $779,000 | 2,282 |
| 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 | $2,560,000 | 7,279 |
| U.S. Government securities | $2,071,000 | 6,996 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,071,000 | 6,895 |
| Securities issued by states & political subdivisions | $240,000 | 5,600 |
| Other domestic debt securities | $249,000 | 3,029 |
| 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 | $249,000 | 2,058 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,499,000 | 5,701 |
| Mortgage-backed securities | $633,000 | 5,680 |
| Certificates of participation in pools of residential mortgages | $633,000 | 5,287 |
| Issued or guaranteed by U.S. | $633,000 | 5,272 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,560,000 | 1,999 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $2,560,000 | 7,238 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,831 |
| Fair value | $786,000 | 1,848 |
| 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 | $2,888,000 | 7,247 |
| U.S. Government securities | $2,349,000 | 6,954 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,349,000 | 6,862 |
| Securities issued by states & political subdivisions | $240,000 | 5,637 |
| Other domestic debt securities | $299,000 | 3,028 |
| 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 | $299,000 | 2,059 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,328,000 | 5,791 |
| Mortgage-backed securities | $693,000 | 5,702 |
| Certificates of participation in pools of residential mortgages | $693,000 | 5,304 |
| Issued or guaranteed by U.S. | $693,000 | 5,284 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,888,000 | 1,940 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $2,888,000 | 7,203 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,471 |
| Fair value | $589,000 | 1,480 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $3,096,000 | 7,260 |
| U.S. Government securities | $2,557,000 | 6,990 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,557,000 | 6,896 |
| Securities issued by states & political subdivisions | $240,000 | 5,581 |
| Other domestic debt securities | $299,000 | 2,954 |
| 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 | $299,000 | 2,165 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,235,000 | 5,887 |
| Mortgage-backed securities | $768,000 | 5,724 |
| Certificates of participation in pools of residential mortgages | $768,000 | 5,330 |
| Issued or guaranteed by U.S. | $768,000 | 5,312 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,096,000 | 1,920 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $3,096,000 | 7,214 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,462 |
| Fair value | $399,000 | 1,459 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $3,470,000 | 7,260 |
| U.S. Government securities | $2,931,000 | 7,000 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,931,000 | 6,909 |
| Securities issued by states & political subdivisions | $240,000 | 5,539 |
| Other domestic debt securities | $299,000 | 2,895 |
| 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 | $299,000 | 2,114 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,213,000 | 5,502 |
| Mortgage-backed securities | $433,000 | 5,908 |
| Certificates of participation in pools of residential mortgages | $433,000 | 5,555 |
| Issued or guaranteed by U.S. | $433,000 | 5,539 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,470,000 | 1,854 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $3,470,000 | 7,220 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $3,264,000 | 7,331 |
| U.S. Government securities | $2,775,000 | 7,070 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,775,000 | 6,977 |
| Securities issued by states & political subdivisions | $240,000 | 5,559 |
| Other domestic debt securities | $249,000 | 2,902 |
| 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 | $249,000 | 2,130 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,518,000 | 5,427 |
| Mortgage-backed securities | $177,000 | 6,128 |
| Certificates of participation in pools of residential mortgages | $177,000 | 5,817 |
| Issued or guaranteed by U.S. | $177,000 | 5,799 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,264,000 | 1,906 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $3,264,000 | 7,291 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $3,052,000 | 7,449 |
| U.S. Government securities | $2,536,000 | 7,200 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,536,000 | 7,108 |
| Securities issued by states & political subdivisions | $316,000 | 5,499 |
| Other domestic debt securities | $200,000 | 2,941 |
| 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 | $200,000 | 2,203 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,377,000 | 5,455 |
| Mortgage-backed securities | $186,000 | 6,143 |
| Certificates of participation in pools of residential mortgages | $186,000 | 5,830 |
| Issued or guaranteed by U.S. | $186,000 | 5,804 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,052,000 | 1,945 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $3,052,000 | 7,394 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,808,000 | 7,521 |
| U.S. Government securities | $2,292,000 | 7,290 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,292,000 | 7,186 |
| Securities issued by states & political subdivisions | $316,000 | 5,511 |
| Other domestic debt securities | $200,000 | 2,901 |
| 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 | $200,000 | 2,163 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,308,000 | 5,463 |
| Mortgage-backed securities | $242,000 | 6,071 |
| Certificates of participation in pools of residential mortgages | $242,000 | 5,739 |
| Issued or guaranteed by U.S. | $242,000 | 5,708 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,808,000 | 2,042 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $2,808,000 | 7,469 |
| 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 | $2,559,000 | 7,660 |
| U.S. Government securities | $2,043,000 | 7,481 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,043,000 | 7,369 |
| Securities issued by states & political subdivisions | $316,000 | 5,530 |
| Other domestic debt securities | $200,000 | 2,732 |
| 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 | $200,000 | 2,032 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,952,000 | 5,726 |
| Mortgage-backed securities | $293,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $293,000 | 5,552 |
| Issued or guaranteed by U.S. | $293,000 | 5,530 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,559,000 | 2,168 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $2,552,000 | 7,612 |
| 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 | $2,601,000 | 7,679 |
| U.S. Government securities | $2,085,000 | 7,529 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,085,000 | 7,419 |
| Securities issued by states & political subdivisions | $316,000 | 5,567 |
| Other domestic debt securities | $200,000 | 2,689 |
| 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 | $200,000 | 2,017 |
| 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 | $1,523,000 | 5,916 |
| Mortgage-backed securities | $335,000 | 5,820 |
| Certificates of participation in pools of residential mortgages | $335,000 | 5,425 |
| Issued or guaranteed by U.S. | $335,000 | 5,403 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,601,000 | 2,190 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $2,601,000 | 7,629 |
| 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 | $3,237,000 | 7,593 |
| U.S. Government securities | $2,721,000 | 7,387 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,721,000 | 7,266 |
| Securities issued by states & political subdivisions | $316,000 | 5,594 |
| Other domestic debt securities | $200,000 | 2,642 |
| 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 | $200,000 | 1,986 |
| 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 | $1,523,000 | 5,971 |
| Mortgage-backed securities | $372,000 | 5,789 |
| Certificates of participation in pools of residential mortgages | $372,000 | 5,391 |
| Issued or guaranteed by U.S. | $372,000 | 5,373 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,237,000 | 2,073 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $3,237,000 | 7,551 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,692 |
| Fair value | $99,000 | 2,696 |
| 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 | $3,276,000 | 7,633 |
| U.S. Government securities | $2,760,000 | 7,431 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,760,000 | 7,303 |
| Securities issued by states & political subdivisions | $316,000 | 5,647 |
| Other domestic debt securities | $200,000 | 2,664 |
| 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 | $200,000 | 2,031 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,546,000 | 5,971 |
| Mortgage-backed securities | $413,000 | 5,749 |
| Certificates of participation in pools of residential mortgages | $413,000 | 5,356 |
| Issued or guaranteed by U.S. | $413,000 | 5,333 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,276,000 | 2,097 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $3,276,000 | 7,589 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,765 |
| Fair value | $99,000 | 2,769 |
| 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 | $2,605,000 | 7,828 |
| U.S. Government securities | $1,990,000 | 7,699 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,990,000 | 7,580 |
| Securities issued by states & political subdivisions | $315,000 | 5,689 |
| Other domestic debt securities | $300,000 | 2,558 |
| 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 | $300,000 | 1,947 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,557,000 | 5,989 |
| Mortgage-backed securities | $440,000 | 5,736 |
| Certificates of participation in pools of residential mortgages | $440,000 | 5,328 |
| Issued or guaranteed by U.S. | $440,000 | 5,309 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,605,000 | 2,292 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $2,605,000 | 7,781 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,861 |
| Fair value | $99,000 | 2,866 |
| 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 | $3,893,000 | 7,598 |
| U.S. Government securities | $3,277,000 | 7,390 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,277,000 | 7,251 |
| Securities issued by states & political subdivisions | $316,000 | 5,752 |
| Other domestic debt securities | $300,000 | 2,601 |
| 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 | $300,000 | 1,990 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,386,000 | 6,124 |
| Mortgage-backed securities | $485,000 | 5,700 |
| Certificates of participation in pools of residential mortgages | $485,000 | 5,284 |
| Issued or guaranteed by U.S. | $485,000 | 5,260 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,893,000 | 2,073 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $3,893,000 | 7,546 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,984 |
| Fair value | $99,000 | 2,990 |
| 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 | $3,928,000 | 7,627 |
| U.S. Government securities | $3,312,000 | 7,420 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,312,000 | 7,280 |
| Securities issued by states & political subdivisions | $316,000 | 5,773 |
| Other domestic debt securities | $300,000 | 2,634 |
| 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 | $300,000 | 2,044 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,386,000 | 6,164 |
| Mortgage-backed securities | $527,000 | 5,688 |
| Certificates of participation in pools of residential mortgages | $527,000 | 5,276 |
| Issued or guaranteed by U.S. | $527,000 | 5,254 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,928,000 | 2,082 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $3,928,000 | 7,577 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,046 |
| Fair value | $98,000 | 3,050 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $4,266,000 | 7,585 |
| U.S. Government securities | $3,606,000 | 7,365 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,606,000 | 7,223 |
| Securities issued by states & political subdivisions | $360,000 | 5,740 |
| Other domestic debt securities | $300,000 | 2,708 |
| 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 | $300,000 | 2,146 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,680,000 | 6,009 |
| Mortgage-backed securities | $561,000 | 5,691 |
| Certificates of participation in pools of residential mortgages | $561,000 | 5,269 |
| Issued or guaranteed by U.S. | $561,000 | 5,251 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,221,000 | 2,052 |
| Available-for-sale securities (fair market value) | $45,000 | 7,892 |
| Total debt securities | $4,269,000 | 7,535 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,034 |
| Fair value | $98,000 | 3,043 |
| 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 | $2,897,000 | 7,993 |
| U.S. Government securities | $2,235,000 | 7,831 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,235,000 | 7,700 |
| Securities issued by states & political subdivisions | $362,000 | 5,759 |
| Other domestic debt securities | $300,000 | 2,791 |
| 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 | $300,000 | 2,256 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,403,000 | 6,176 |
| Mortgage-backed securities | $295,000 | 6,061 |
| Certificates of participation in pools of residential mortgages | $295,000 | 5,658 |
| Issued or guaranteed by U.S. | $295,000 | 5,631 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,850,000 | 2,393 |
| Available-for-sale securities (fair market value) | $47,000 | 7,935 |
| Total debt securities | $2,897,000 | 7,939 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,027 |
| Fair value | $98,000 | 3,039 |
| 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 | $1,993,000 | 8,217 |
| U.S. Government securities | $1,278,000 | 8,164 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,278,000 | 8,044 |
| Securities issued by states & political subdivisions | $415,000 | 5,718 |
| Other domestic debt securities | $300,000 | 2,842 |
| 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 | $300,000 | 2,326 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,436,000 | 6,181 |
| Mortgage-backed securities | $328,000 | 6,063 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,655 |
| Issued or guaranteed by U.S. | $328,000 | 5,633 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,893,000 | 2,710 |
| Available-for-sale securities (fair market value) | $100,000 | 7,948 |
| Total debt securities | $1,993,000 | 8,166 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,977 |
| Fair value | $99,000 | 2,982 |
| 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 | $2,039,000 | 8,230 |
| U.S. Government securities | $1,322,000 | 8,177 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,322,000 | 8,054 |
| Securities issued by states & political subdivisions | $416,000 | 5,722 |
| Other domestic debt securities | $301,000 | 2,903 |
| 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 | $301,000 | 2,411 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,335,000 | 6,236 |
| Mortgage-backed securities | $373,000 | 6,063 |
| Certificates of participation in pools of residential mortgages | $373,000 | 5,644 |
| Issued or guaranteed by U.S. | $373,000 | 5,617 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,938,000 | 2,738 |
| Available-for-sale securities (fair market value) | $101,000 | 7,968 |
| Total debt securities | $2,039,000 | 8,183 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,954 |
| Fair value | $99,000 | 2,962 |
| 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 | $1,908,000 | 8,345 |
| U.S. Government securities | $1,166,000 | 8,285 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,166,000 | 8,155 |
| Securities issued by states & political subdivisions | $441,000 | 5,712 |
| Other domestic debt securities | $301,000 | 2,958 |
| 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 | $301,000 | 2,496 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,402,000 | 6,236 |
| Mortgage-backed securities | $417,000 | 6,085 |
| Certificates of participation in pools of residential mortgages | $417,000 | 5,655 |
| Issued or guaranteed by U.S. | $417,000 | 5,636 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,782,000 | 2,840 |
| Available-for-sale securities (fair market value) | $126,000 | 8,036 |
| Total debt securities | $1,908,000 | 8,293 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,913 |
| Fair value | $98,000 | 2,925 |
| 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 | $1,948,000 | 8,370 |
| U.S. Government securities | $1,206,000 | 8,300 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,206,000 | 8,172 |
| Securities issued by states & political subdivisions | $441,000 | 5,750 |
| Other domestic debt securities | $301,000 | 2,996 |
| 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 | $301,000 | 2,547 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,191,000 | 6,370 |
| Mortgage-backed securities | $456,000 | 6,095 |
| Certificates of participation in pools of residential mortgages | $456,000 | 5,648 |
| Issued or guaranteed by U.S. | $456,000 | 5,631 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,822,000 | 2,851 |
| Available-for-sale securities (fair market value) | $126,000 | 8,063 |
| Total debt securities | $1,948,000 | 8,314 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,848 |
| Fair value | $100,000 | 2,849 |
| 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 | $1,806,000 | 8,445 |
| U.S. Government securities | $1,063,000 | 8,378 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,063,000 | 8,252 |
| Securities issued by states & political subdivisions | $441,000 | 5,790 |
| Other domestic debt securities | $302,000 | 3,034 |
| 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 | $302,000 | 2,609 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,233,000 | 6,378 |
| Mortgage-backed securities | $514,000 | 6,065 |
| Certificates of participation in pools of residential mortgages | $514,000 | 5,598 |
| Issued or guaranteed by U.S. | $514,000 | 5,582 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,680,000 | 2,955 |
| Available-for-sale securities (fair market value) | $126,000 | 8,105 |
| Total debt securities | $1,806,000 | 8,394 |
| 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 | $1,887,000 | 8,509 |
| U.S. Government securities | $1,142,000 | 8,444 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,142,000 | 8,315 |
| Securities issued by states & political subdivisions | $442,000 | 5,838 |
| Other domestic debt securities | $303,000 | 3,134 |
| 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 | $303,000 | 2,718 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,582,000 | 6,169 |
| Mortgage-backed securities | $593,000 | 6,054 |
| Certificates of participation in pools of residential mortgages | $593,000 | 5,573 |
| Issued or guaranteed by U.S. | $593,000 | 5,557 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,760,000 | 2,925 |
| Available-for-sale securities (fair market value) | $127,000 | 8,161 |
| Total debt securities | $1,887,000 | 8,457 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,779 |
| Fair value | $98,000 | 2,791 |
| 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 | $1,917,000 | 8,495 |
| U.S. Government securities | $1,156,000 | 8,428 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,156,000 | 8,299 |
| Securities issued by states & political subdivisions | $457,000 | 5,826 |
| Other domestic debt securities | $304,000 | 3,236 |
| 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 | $304,000 | 2,800 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,611,000 | 6,112 |
| Mortgage-backed securities | $707,000 | 6,001 |
| Certificates of participation in pools of residential mortgages | $707,000 | 5,502 |
| Issued or guaranteed by U.S. | $707,000 | 5,483 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,775,000 | 2,926 |
| Available-for-sale securities (fair market value) | $142,000 | 8,181 |
| Total debt securities | $1,917,000 | 8,431 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,558 |
| Fair value | $100,000 | 2,564 |
| 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 | $1,686,000 | 8,618 |
| U.S. Government securities | $884,000 | 8,602 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $884,000 | 8,475 |
| Securities issued by states & political subdivisions | $498,000 | 5,817 |
| Other domestic debt securities | $304,000 | 3,300 |
| 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 | $304,000 | 2,941 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,322,000 | 6,273 |
| Mortgage-backed securities | $784,000 | 5,937 |
| Certificates of participation in pools of residential mortgages | $784,000 | 5,461 |
| Issued or guaranteed by U.S. | $784,000 | 5,438 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,503,000 | 3,071 |
| Available-for-sale securities (fair market value) | $183,000 | 8,237 |
| Total debt securities | $1,686,000 | 8,556 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,424 |
| Fair value | $100,000 | 2,432 |
| 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 | $1,894,000 | 8,588 |
| U.S. Government securities | $1,091,000 | 8,531 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,091,000 | 8,380 |
| Securities issued by states & political subdivisions | $498,000 | 5,854 |
| Other domestic debt securities | $305,000 | 3,422 |
| 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 | $305,000 | 3,049 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,460,000 | 6,207 |
| Mortgage-backed securities | $891,000 | 5,906 |
| Certificates of participation in pools of residential mortgages | $891,000 | 5,402 |
| Issued or guaranteed by U.S. | $891,000 | 5,376 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,711,000 | 3,015 |
| Available-for-sale securities (fair market value) | $183,000 | 8,282 |
| Total debt securities | $1,894,000 | 8,515 |
| 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 | $2,532,000 | 8,445 |
| U.S. Government securities | $1,728,000 | 8,312 |
| U.S. Treasury securities | $400,000 | 1,982 |
| U.S. Government agency obligations | $1,328,000 | 8,302 |
| Securities issued by states & political subdivisions | $498,000 | 5,851 |
| Other domestic debt securities | $306,000 | 3,467 |
| 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 | $306,000 | 3,077 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,226,000 | 5,686 |
| Mortgage-backed securities | $1,128,000 | 5,829 |
| Certificates of participation in pools of residential mortgages | $1,128,000 | 5,231 |
| Issued or guaranteed by U.S. | $1,128,000 | 5,210 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,348,000 | 2,767 |
| Available-for-sale securities (fair market value) | $184,000 | 8,298 |
| Total debt securities | $2,532,000 | 8,367 |
| 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 | $2,429,000 | 8,536 |
| U.S. Government securities | $1,554,000 | 8,447 |
| U.S. Treasury securities | $500,000 | 1,958 |
| U.S. Government agency obligations | $1,054,000 | 8,450 |
| Securities issued by states & political subdivisions | $569,000 | 5,693 |
| Other domestic debt securities | $306,000 | 3,514 |
| 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 | $306,000 | 3,108 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,119,000 | 5,775 |
| Mortgage-backed securities | $854,000 | 6,050 |
| Certificates of participation in pools of residential mortgages | $854,000 | 5,513 |
| Issued or guaranteed by U.S. | $854,000 | 5,492 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,179,000 | 2,864 |
| Available-for-sale securities (fair market value) | $250,000 | 8,307 |
| Total debt securities | $2,429,000 | 8,452 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,951,000 | 8,702 |
| U.S. Government securities | $1,129,000 | 8,632 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,129,000 | 8,474 |
| Securities issued by states & political subdivisions | $621,000 | 5,628 |
| Other domestic debt securities | $201,000 | 3,735 |
| 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 | $201,000 | 3,310 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,726,000 | 6,069 |
| Mortgage-backed securities | $829,000 | 6,061 |
| Certificates of participation in pools of residential mortgages | $829,000 | 5,508 |
| Issued or guaranteed by U.S. | $829,000 | 5,491 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $1,695,000 | 3,157 |
| Available-for-sale securities (fair market value) | $256,000 | 8,318 |
| Total debt securities | $1,951,000 | 8,621 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,860,000 | 8,897 |
| U.S. Government securities | $1,000,000 | 8,898 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,000,000 | 8,736 |
| Securities issued by states & political subdivisions | $760,000 | 5,553 |
| Other domestic debt securities | $100,000 | 3,936 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,406 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,295,000 | 6,484 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $1,491,000 | 3,485 |
| Available-for-sale securities (fair market value) | $369,000 | 8,449 |
| Total debt securities | $1,860,000 | 8,822 |
| 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 | $3,462,000 | 8,874 |
| U.S. Government securities | $2,558,000 | 8,775 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,558,000 | 8,452 |
| Securities issued by states & political subdivisions | $904,000 | 5,483 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,570,000 | 5,922 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,445,000 | 3,654 |
| Available-for-sale securities (fair market value) | $1,017,000 | 8,512 |
| Total debt securities | $3,462,000 | 8,754 |
| 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 | $3,399,000 | 9,215 |
| U.S. Government securities | $2,259,000 | 9,224 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,259,000 | 8,790 |
| Securities issued by states & political subdivisions | $1,140,000 | 5,420 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,399,000 | 5,443 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,399,000 | 3,613 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $3,399,000 | 9,109 |
| 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 | $3,310,000 | 9,373 |
| U.S. Government securities | $2,055,000 | 9,409 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $2,055,000 | 8,705 |
| Securities issued by states & political subdivisions | $1,255,000 | 5,447 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,005,000 | 5,388 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,310,000 | 4,045 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $3,310,000 | 9,244 |
| 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 | $3,006,000 | 9,967 |
| U.S. Government securities | $1,796,000 | 10,128 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $1,796,000 | 9,190 |
| Securities issued by states & political subdivisions | $1,210,000 | 5,508 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,765,000 | 5,822 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $3,006,000 | 5,018 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $3,006,000 | 9,861 |
| 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 | $3,495,000 | 10,373 |
| U.S. Government securities | $2,145,000 | 10,540 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $2,145,000 | 9,377 |
| Securities issued by states & political subdivisions | $1,350,000 | 5,553 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,305,000 | 6,442 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,495,000 | 5,406 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $3,495,000 | 10,278 |
| 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 | $2,535,000 | 11,197 |
| U.S. Government securities | $900,000 | 11,510 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $900,000 | 10,581 |
| Securities issued by states & political subdivisions | $1,635,000 | 5,359 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,815,000 | 7,068 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,535,000 | 6,284 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $2,535,000 | 11,094 |
| 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 | $1,784,000 | 12,120 |
| U.S. Government securities | $0 | 12,426 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $1,784,000 | 5,489 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,640,000 | 7,482 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,784,000 | 10,192 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $1,784,000 | 12,032 |
| 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 | $2,104,000 | 12,530 |
| U.S. Government securities | $298,000 | 12,919 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $298,000 | 11,887 |
| Securities issued by states & political subdivisions | $1,806,000 | 5,569 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,180,000 | 8,232 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| 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 | $2,104,000 | 12,406 |
| 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 | $2,466,000 | 12,825 |
| U.S. Government securities | $596,000 | 13,380 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $596,000 | 12,008 |
| Securities issued by states & political subdivisions | $1,870,000 | 5,192 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,180,000 | 8,365 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| 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 | $2,466,000 | 12,716 |
| 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 |