Home > Homestead Savings Bank > Securities
Homestead Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $5,110,000 | 4,223 |
| U.S. Government securities | $4,398,000 | 4,011 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $4,398,000 | 3,717 |
| Securities issued by states & political subdivisions | $712,000 | 3,594 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $4,398,000 | 3,067 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,203,000 | 3,177 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,195,000 | 1,661 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $713,000 | 1,564 |
| Available-for-sale securities (fair market value) | $4,397,000 | 3,998 |
| Total debt securities | $5,109,000 | 4,197 |
| 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 | $5,152,000 | 4,250 |
| U.S. Government securities | $4,395,000 | 4,037 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $4,395,000 | 3,728 |
| Securities issued by states & political subdivisions | $757,000 | 3,618 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $4,395,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,209,000 | 3,189 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,186,000 | 1,638 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $758,000 | 1,578 |
| Available-for-sale securities (fair market value) | $4,394,000 | 4,009 |
| Total debt securities | $5,152,000 | 4,223 |
| 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 | $5,390,000 | 4,266 |
| U.S. Government securities | $4,632,000 | 4,061 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $4,632,000 | 3,752 |
| Securities issued by states & political subdivisions | $758,000 | 3,665 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $4,632,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,282,000 | 3,192 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,350,000 | 1,630 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $759,000 | 1,596 |
| Available-for-sale securities (fair market value) | $4,631,000 | 4,027 |
| Total debt securities | $5,390,000 | 4,242 |
| 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 | $6,930,000 | 4,273 |
| U.S. Government securities | $5,616,000 | 4,056 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $5,616,000 | 3,664 |
| Securities issued by states & political subdivisions | $1,314,000 | 3,588 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $5,616,000 | 3,022 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,062,000 | 3,071 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,554,000 | 1,637 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,315,000 | 1,561 |
| Available-for-sale securities (fair market value) | $5,615,000 | 4,051 |
| Total debt securities | $6,932,000 | 4,250 |
| 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 | $7,082,000 | 4,303 |
| U.S. Government securities | $5,763,000 | 4,070 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $5,763,000 | 3,651 |
| Securities issued by states & political subdivisions | $1,319,000 | 3,623 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $5,763,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,131,000 | 3,081 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,632,000 | 1,647 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,320,000 | 1,574 |
| Available-for-sale securities (fair market value) | $5,762,000 | 4,074 |
| Total debt securities | $7,082,000 | 4,279 |
| 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 | $7,471,000 | 4,322 |
| U.S. Government securities | $6,034,000 | 4,069 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $6,034,000 | 3,653 |
| Securities issued by states & political subdivisions | $1,437,000 | 3,637 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $6,034,000 | 3,039 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,237,000 | 3,079 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,797,000 | 1,636 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,438,000 | 1,534 |
| Available-for-sale securities (fair market value) | $6,033,000 | 4,091 |
| Total debt securities | $7,471,000 | 4,299 |
| 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 | $7,996,000 | 4,313 |
| U.S. Government securities | $6,553,000 | 4,032 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $6,553,000 | 3,635 |
| Securities issued by states & political subdivisions | $1,443,000 | 3,678 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $6,553,000 | 3,038 |
| Certificates of participation in pools of residential mortgages | $2,381,000 | 3,175 |
| Issued or guaranteed by U.S. | $2,381,000 | 3,086 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,172,000 | 1,675 |
| CMOs issued by government agencies or sponsored agencies | $4,172,000 | 1,605 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,444,000 | 1,463 |
| Available-for-sale securities (fair market value) | $6,552,000 | 4,111 |
| Total debt securities | $7,995,000 | 4,294 |
| 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 | $8,764,000 | 4,235 |
| U.S. Government securities | $7,317,000 | 3,908 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $7,317,000 | 3,557 |
| Securities issued by states & political subdivisions | $1,447,000 | 3,689 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $7,317,000 | 2,972 |
| Certificates of participation in pools of residential mortgages | $2,727,000 | 3,132 |
| Issued or guaranteed by U.S. | $2,727,000 | 3,047 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,590,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $4,590,000 | 1,568 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $1,448,000 | 1,363 |
| Available-for-sale securities (fair market value) | $7,316,000 | 4,051 |
| Total debt securities | $8,763,000 | 4,216 |
| 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 | $9,581,000 | 4,165 |
| U.S. Government securities | $8,129,000 | 3,728 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $8,129,000 | 3,454 |
| Securities issued by states & political subdivisions | $1,452,000 | 3,717 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $8,129,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $2,942,000 | 3,099 |
| Issued or guaranteed by U.S. | $2,942,000 | 3,002 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,187,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $5,187,000 | 1,496 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $1,453,000 | 1,272 |
| Available-for-sale securities (fair market value) | $8,128,000 | 4,007 |
| Total debt securities | $9,581,000 | 4,143 |
| 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 | $8,817,000 | 4,208 |
| U.S. Government securities | $7,320,000 | 3,747 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $7,320,000 | 3,527 |
| Securities issued by states & political subdivisions | $1,497,000 | 3,735 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $7,320,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $2,095,000 | 3,279 |
| Issued or guaranteed by U.S. | $2,095,000 | 3,190 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $5,225,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $5,225,000 | 1,517 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,498,000 | 1,258 |
| Available-for-sale securities (fair market value) | $7,319,000 | 4,067 |
| Total debt securities | $8,815,000 | 4,183 |
| 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 | $8,116,000 | 4,264 |
| U.S. Government securities | $7,131,000 | 3,751 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $7,131,000 | 3,527 |
| Securities issued by states & political subdivisions | $985,000 | 3,873 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $7,131,000 | 3,005 |
| Certificates of participation in pools of residential mortgages | $2,203,000 | 3,264 |
| Issued or guaranteed by U.S. | $2,203,000 | 3,166 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,928,000 | 1,550 |
| CMOs issued by government agencies or sponsored agencies | $4,928,000 | 1,513 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $986,000 | 1,341 |
| Available-for-sale securities (fair market value) | $7,130,000 | 4,077 |
| Total debt securities | $8,110,000 | 4,241 |
| 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 | $7,336,000 | 4,261 |
| U.S. Government securities | $6,951,000 | 3,674 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $6,951,000 | 3,482 |
| Securities issued by states & political subdivisions | $385,000 | 4,056 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $6,951,000 | 2,983 |
| Certificates of participation in pools of residential mortgages | $2,307,000 | 3,194 |
| Issued or guaranteed by U.S. | $2,307,000 | 3,101 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,644,000 | 1,543 |
| CMOs issued by government agencies or sponsored agencies | $4,644,000 | 1,501 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $386,000 | 1,474 |
| Available-for-sale securities (fair market value) | $6,950,000 | 4,053 |
| Total debt securities | $7,336,000 | 4,238 |
| 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 | $6,446,000 | 4,287 |
| U.S. Government securities | $6,061,000 | 3,662 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,061,000 | 3,514 |
| Securities issued by states & political subdivisions | $385,000 | 4,073 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $6,061,000 | 3,022 |
| Certificates of participation in pools of residential mortgages | $2,481,000 | 3,130 |
| Issued or guaranteed by U.S. | $2,481,000 | 3,048 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,580,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $3,580,000 | 1,683 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $386,000 | 1,454 |
| Available-for-sale securities (fair market value) | $6,060,000 | 4,080 |
| Total debt securities | $6,446,000 | 4,262 |
| 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 | $6,293,000 | 4,280 |
| U.S. Government securities | $5,868,000 | 3,706 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,868,000 | 3,547 |
| Securities issued by states & political subdivisions | $425,000 | 4,044 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $5,868,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $1,638,000 | 3,319 |
| Issued or guaranteed by U.S. | $1,638,000 | 3,229 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,230,000 | 1,663 |
| CMOs issued by government agencies or sponsored agencies | $4,230,000 | 1,623 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $426,000 | 1,429 |
| Available-for-sale securities (fair market value) | $5,867,000 | 4,070 |
| Total debt securities | $6,294,000 | 4,259 |
| 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 | $5,620,000 | 4,342 |
| U.S. Government securities | $5,195,000 | 3,802 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $5,195,000 | 3,641 |
| Securities issued by states & political subdivisions | $425,000 | 4,054 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $5,195,000 | 3,128 |
| Certificates of participation in pools of residential mortgages | $1,296,000 | 3,427 |
| Issued or guaranteed by U.S. | $1,296,000 | 3,330 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,899,000 | 1,750 |
| CMOs issued by government agencies or sponsored agencies | $3,899,000 | 1,708 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $426,000 | 1,442 |
| Available-for-sale securities (fair market value) | $5,194,000 | 4,142 |
| Total debt securities | $5,620,000 | 4,318 |
| 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 | $4,788,000 | 4,451 |
| U.S. Government securities | $4,285,000 | 3,971 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,285,000 | 3,809 |
| Securities issued by states & political subdivisions | $503,000 | 4,030 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $4,285,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $685,000 | 3,642 |
| Issued or guaranteed by U.S. | $685,000 | 3,546 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,600,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $3,600,000 | 1,751 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $504,000 | 1,433 |
| Available-for-sale securities (fair market value) | $4,284,000 | 4,244 |
| Total debt securities | $4,787,000 | 4,427 |
| 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 | $3,667,000 | 4,626 |
| U.S. Government securities | $3,164,000 | 4,246 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,164,000 | 4,075 |
| Securities issued by states & political subdivisions | $503,000 | 4,048 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $3,164,000 | 3,403 |
| Certificates of participation in pools of residential mortgages | $945,000 | 3,548 |
| Issued or guaranteed by U.S. | $945,000 | 3,457 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,219,000 | 2,055 |
| CMOs issued by government agencies or sponsored agencies | $2,219,000 | 2,005 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $504,000 | 1,474 |
| Available-for-sale securities (fair market value) | $3,163,000 | 4,424 |
| Total debt securities | $3,668,000 | 4,607 |
| 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 | $3,920,000 | 4,680 |
| U.S. Government securities | $3,382,000 | 4,283 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,382,000 | 4,120 |
| Securities issued by states & political subdivisions | $538,000 | 4,085 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $3,382,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $992,000 | 3,557 |
| Issued or guaranteed by U.S. | $992,000 | 3,466 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,390,000 | 2,037 |
| CMOs issued by government agencies or sponsored agencies | $2,390,000 | 1,992 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $539,000 | 1,524 |
| Available-for-sale securities (fair market value) | $3,381,000 | 4,485 |
| Total debt securities | $3,921,000 | 4,662 |
| 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 | $2,870,000 | 4,831 |
| U.S. Government securities | $2,332,000 | 4,511 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,332,000 | 4,349 |
| Securities issued by states & political subdivisions | $538,000 | 4,136 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $2,332,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $1,038,000 | 3,546 |
| Issued or guaranteed by U.S. | $1,038,000 | 3,463 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,294,000 | 2,266 |
| CMOs issued by government agencies or sponsored agencies | $1,294,000 | 2,220 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $539,000 | 1,574 |
| Available-for-sale securities (fair market value) | $2,331,000 | 4,618 |
| Total debt securities | $2,871,000 | 4,809 |
| 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 | $2,528,000 | 4,921 |
| U.S. Government securities | $1,913,000 | 4,648 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,913,000 | 4,498 |
| Securities issued by states & political subdivisions | $615,000 | 4,167 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $1,913,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | $1,072,000 | 3,558 |
| Issued or guaranteed by U.S. | $1,072,000 | 3,472 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $841,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $841,000 | 2,397 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $616,000 | 1,582 |
| Available-for-sale securities (fair market value) | $1,912,000 | 4,707 |
| Total debt securities | $2,529,000 | 4,898 |
| 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 | $2,225,000 | 4,988 |
| U.S. Government securities | $1,610,000 | 4,731 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,610,000 | 4,588 |
| Securities issued by states & political subdivisions | $615,000 | 4,212 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $1,610,000 | 3,743 |
| Certificates of participation in pools of residential mortgages | $1,098,000 | 3,561 |
| Issued or guaranteed by U.S. | $1,098,000 | 3,488 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $512,000 | 2,609 |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 2,562 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $616,000 | 1,617 |
| Available-for-sale securities (fair market value) | $1,609,000 | 4,786 |
| Total debt securities | $2,225,000 | 4,963 |
| 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 | $2,292,000 | 5,053 |
| U.S. Government securities | $1,642,000 | 4,799 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,642,000 | 4,652 |
| Securities issued by states & political subdivisions | $650,000 | 4,250 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $1,642,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $1,120,000 | 3,601 |
| Issued or guaranteed by U.S. | $1,120,000 | 3,571 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $522,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $522,000 | 2,554 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $651,000 | 1,634 |
| Available-for-sale securities (fair market value) | $1,641,000 | 4,844 |
| Total debt securities | $2,292,000 | 5,030 |
| 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 | $2,361,000 | 5,103 |
| U.S. Government securities | $1,225,000 | 4,917 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,225,000 | 4,777 |
| Securities issued by states & political subdivisions | $651,000 | 4,293 |
| Other domestic debt securities | $485,000 | 1,906 |
| Privately issued residential mortgage-backed securities | $485,000 | 601 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $1,710,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $803,000 | 3,802 |
| Issued or guaranteed by U.S. | $318,000 | 3,885 |
| Privately issued | $485,000 | 322 |
| Collaterized mortgage obligations | $907,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $907,000 | 2,391 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $652,000 | 1,661 |
| Available-for-sale securities (fair market value) | $1,709,000 | 4,897 |
| Total debt securities | $2,365,000 | 5,082 |
| 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 | $2,041,000 | 5,196 |
| U.S. Government securities | $1,293,000 | 4,977 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,293,000 | 4,846 |
| Securities issued by states & political subdivisions | $748,000 | 4,307 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $1,293,000 | 3,937 |
| Certificates of participation in pools of residential mortgages | $1,234,000 | 3,673 |
| Issued or guaranteed by U.S. | $1,234,000 | 3,666 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $59,000 | 2,906 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 2,835 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $749,000 | 1,656 |
| Available-for-sale securities (fair market value) | $1,292,000 | 4,991 |
| Total debt securities | $2,040,000 | 5,176 |
| 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 | $2,123,000 | 5,250 |
| U.S. Government securities | $1,376,000 | 5,006 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,376,000 | 4,883 |
| Securities issued by states & political subdivisions | $747,000 | 4,367 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $1,376,000 | 3,959 |
| Certificates of participation in pools of residential mortgages | $1,313,000 | 3,691 |
| Issued or guaranteed by U.S. | $1,313,000 | 3,685 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $63,000 | 2,911 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 2,835 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $748,000 | 1,682 |
| Available-for-sale securities (fair market value) | $1,375,000 | 5,050 |
| Total debt securities | $2,123,000 | 5,230 |
| 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 | $2,240,000 | 5,298 |
| U.S. Government securities | $1,458,000 | 5,050 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,458,000 | 4,929 |
| Securities issued by states & political subdivisions | $782,000 | 4,409 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $1,458,000 | 3,985 |
| Certificates of participation in pools of residential mortgages | $1,391,000 | 3,717 |
| Issued or guaranteed by U.S. | $1,391,000 | 3,711 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $67,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 2,864 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $783,000 | 1,730 |
| Available-for-sale securities (fair market value) | $1,457,000 | 5,091 |
| Total debt securities | $2,240,000 | 5,275 |
| 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 | $2,328,000 | 5,340 |
| U.S. Government securities | $1,546,000 | 5,081 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,546,000 | 4,957 |
| Securities issued by states & political subdivisions | $782,000 | 4,448 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $1,546,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $1,475,000 | 3,737 |
| Issued or guaranteed by U.S. | $1,475,000 | 3,731 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $71,000 | 2,972 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 2,884 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $783,000 | 1,756 |
| Available-for-sale securities (fair market value) | $1,545,000 | 5,130 |
| Total debt securities | $2,328,000 | 5,318 |
| 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 | $2,526,000 | 5,390 |
| U.S. Government securities | $1,631,000 | 5,137 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,631,000 | 5,012 |
| Securities issued by states & political subdivisions | $895,000 | 4,477 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $1,631,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $1,554,000 | 3,777 |
| Issued or guaranteed by U.S. | $1,554,000 | 3,772 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $77,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 2,923 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $897,000 | 1,762 |
| Available-for-sale securities (fair market value) | $1,629,000 | 5,185 |
| Total debt securities | $2,526,000 | 5,365 |
| 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 | $2,666,000 | 5,416 |
| U.S. Government securities | $1,762,000 | 5,132 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,762,000 | 5,011 |
| Securities issued by states & political subdivisions | $904,000 | 4,518 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $1,762,000 | 4,041 |
| Certificates of participation in pools of residential mortgages | $1,680,000 | 3,759 |
| Issued or guaranteed by U.S. | $1,680,000 | 3,752 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $82,000 | 3,014 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 2,916 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $906,000 | 1,780 |
| Available-for-sale securities (fair market value) | $1,760,000 | 5,200 |
| Total debt securities | $2,664,000 | 5,388 |
| 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 | $2,870,000 | 5,451 |
| U.S. Government securities | $1,937,000 | 5,154 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,937,000 | 5,041 |
| Securities issued by states & political subdivisions | $933,000 | 4,519 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $1,937,000 | 4,043 |
| Certificates of participation in pools of residential mortgages | $1,848,000 | 3,740 |
| Issued or guaranteed by U.S. | $1,848,000 | 3,737 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $89,000 | 3,041 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 2,946 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $935,000 | 1,786 |
| Available-for-sale securities (fair market value) | $1,935,000 | 5,232 |
| Total debt securities | $2,871,000 | 5,424 |
| 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 | $2,960,000 | 5,531 |
| U.S. Government securities | $2,026,000 | 5,223 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,026,000 | 5,115 |
| Securities issued by states & political subdivisions | $934,000 | 4,561 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $2,026,000 | 4,059 |
| Certificates of participation in pools of residential mortgages | $1,931,000 | 3,752 |
| Issued or guaranteed by U.S. | $1,931,000 | 3,746 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $95,000 | 3,069 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 2,965 |
| 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) | $936,000 | 1,829 |
| Available-for-sale securities (fair market value) | $2,024,000 | 5,285 |
| Total debt securities | $2,959,000 | 5,507 |
| 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 | $2,829,000 | 5,615 |
| U.S. Government securities | $1,774,000 | 5,383 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,774,000 | 5,279 |
| Securities issued by states & political subdivisions | $1,055,000 | 4,541 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $1,230,000 | 4,303 |
| Certificates of participation in pools of residential mortgages | $1,127,000 | 4,054 |
| Issued or guaranteed by U.S. | $1,127,000 | 4,049 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $103,000 | 3,080 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 2,985 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,057,000 | 1,823 |
| Available-for-sale securities (fair market value) | $1,772,000 | 5,390 |
| Total debt securities | $2,828,000 | 5,591 |
| 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 | $2,892,000 | 5,667 |
| U.S. Government securities | $1,837,000 | 5,437 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,837,000 | 5,333 |
| Securities issued by states & political subdivisions | $1,055,000 | 4,572 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $917,000 | 4,448 |
| Certificates of participation in pools of residential mortgages | $804,000 | 4,229 |
| Issued or guaranteed by U.S. | $804,000 | 4,226 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $113,000 | 3,106 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 3,012 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,057,000 | 1,855 |
| Available-for-sale securities (fair market value) | $1,835,000 | 5,430 |
| Total debt securities | $2,891,000 | 5,641 |
| 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 | $2,989,000 | 5,742 |
| U.S. Government securities | $1,894,000 | 5,529 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,894,000 | 5,434 |
| Securities issued by states & political subdivisions | $1,095,000 | 4,607 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $964,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $836,000 | 4,274 |
| Issued or guaranteed by U.S. | $836,000 | 4,269 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $128,000 | 3,142 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 3,046 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,097,000 | 1,853 |
| Available-for-sale securities (fair market value) | $1,892,000 | 5,501 |
| Total debt securities | $2,988,000 | 5,718 |
| 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 | $3,020,000 | 5,809 |
| U.S. Government securities | $1,925,000 | 5,602 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,925,000 | 5,507 |
| Securities issued by states & political subdivisions | $1,095,000 | 4,629 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $1,013,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $856,000 | 4,353 |
| Issued or guaranteed by U.S. | $856,000 | 4,349 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $157,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $157,000 | 3,066 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,097,000 | 1,884 |
| Available-for-sale securities (fair market value) | $1,923,000 | 5,566 |
| Total debt securities | $3,020,000 | 5,783 |
| 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 | $3,259,000 | 5,836 |
| U.S. Government securities | $2,034,000 | 5,641 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,034,000 | 5,553 |
| Securities issued by states & political subdivisions | $1,225,000 | 4,593 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $1,104,000 | 4,595 |
| Certificates of participation in pools of residential mortgages | $893,000 | 4,391 |
| Issued or guaranteed by U.S. | $893,000 | 4,385 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $211,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 3,058 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,227,000 | 1,860 |
| Available-for-sale securities (fair market value) | $2,032,000 | 5,599 |
| Total debt securities | $3,261,000 | 5,811 |
| 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 | $3,295,000 | 5,932 |
| U.S. Government securities | $2,070,000 | 5,728 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,070,000 | 5,633 |
| Securities issued by states & political subdivisions | $1,225,000 | 4,670 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $1,159,000 | 4,660 |
| Certificates of participation in pools of residential mortgages | $924,000 | 4,456 |
| Issued or guaranteed by U.S. | $924,000 | 4,449 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $235,000 | 3,198 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 3,098 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,227,000 | 1,885 |
| Available-for-sale securities (fair market value) | $2,068,000 | 5,696 |
| Total debt securities | $3,295,000 | 5,908 |
| 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 | $3,351,000 | 6,014 |
| U.S. Government securities | $2,086,000 | 5,814 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,086,000 | 5,721 |
| Securities issued by states & political subdivisions | $1,265,000 | 4,707 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $1,196,000 | 4,724 |
| Certificates of participation in pools of residential mortgages | $934,000 | 4,543 |
| Issued or guaranteed by U.S. | $934,000 | 4,540 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $262,000 | 3,235 |
| CMOs issued by government agencies or sponsored agencies | $262,000 | 3,121 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,267,000 | 1,915 |
| Available-for-sale securities (fair market value) | $2,084,000 | 5,775 |
| Total debt securities | $3,353,000 | 5,991 |
| 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 | $3,442,000 | 6,068 |
| U.S. Government securities | $2,177,000 | 5,872 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,177,000 | 5,773 |
| Securities issued by states & political subdivisions | $1,265,000 | 4,756 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $1,290,000 | 4,757 |
| Certificates of participation in pools of residential mortgages | $987,000 | 4,556 |
| Issued or guaranteed by U.S. | $987,000 | 4,554 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $303,000 | 3,239 |
| CMOs issued by government agencies or sponsored agencies | $303,000 | 3,130 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,267,000 | 1,923 |
| Available-for-sale securities (fair market value) | $2,175,000 | 5,828 |
| Total debt securities | $3,443,000 | 6,044 |
| 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 | $3,584,000 | 6,107 |
| U.S. Government securities | $2,189,000 | 5,913 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,189,000 | 5,817 |
| Securities issued by states & political subdivisions | $1,395,000 | 4,739 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $1,332,000 | 4,783 |
| Certificates of participation in pools of residential mortgages | $999,000 | 4,587 |
| Issued or guaranteed by U.S. | $999,000 | 4,583 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $333,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $333,000 | 3,129 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,397,000 | 1,897 |
| Available-for-sale securities (fair market value) | $2,187,000 | 5,876 |
| Total debt securities | $3,582,000 | 6,077 |
| 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 | $3,599,000 | 6,164 |
| U.S. Government securities | $2,204,000 | 5,957 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,204,000 | 5,859 |
| Securities issued by states & political subdivisions | $1,395,000 | 4,776 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $1,389,000 | 4,793 |
| Certificates of participation in pools of residential mortgages | $1,025,000 | 4,596 |
| Issued or guaranteed by U.S. | $1,025,000 | 4,591 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $364,000 | 3,229 |
| CMOs issued by government agencies or sponsored agencies | $364,000 | 3,109 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,397,000 | 1,888 |
| Available-for-sale securities (fair market value) | $2,202,000 | 5,933 |
| Total debt securities | $3,599,000 | 6,135 |
| 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 | $3,741,000 | 6,221 |
| U.S. Government securities | $2,327,000 | 5,999 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,327,000 | 5,904 |
| Securities issued by states & political subdivisions | $1,414,000 | 4,790 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $1,462,000 | 4,812 |
| Certificates of participation in pools of residential mortgages | $1,063,000 | 4,618 |
| Issued or guaranteed by U.S. | $1,063,000 | 4,614 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $399,000 | 3,247 |
| CMOs issued by government agencies or sponsored agencies | $399,000 | 3,124 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,416,000 | 1,862 |
| Available-for-sale securities (fair market value) | $2,325,000 | 5,994 |
| Total debt securities | $3,741,000 | 6,192 |
| 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 | $3,988,000 | 6,206 |
| U.S. Government securities | $2,565,000 | 5,965 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,565,000 | 5,866 |
| Securities issued by states & political subdivisions | $1,423,000 | 4,780 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $1,682,000 | 4,759 |
| Certificates of participation in pools of residential mortgages | $1,234,000 | 4,537 |
| Issued or guaranteed by U.S. | $1,234,000 | 4,533 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $448,000 | 3,238 |
| CMOs issued by government agencies or sponsored agencies | $448,000 | 3,112 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,425,000 | 1,796 |
| Available-for-sale securities (fair market value) | $2,563,000 | 5,991 |
| Total debt securities | $3,988,000 | 6,175 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $4,208,000 | 6,232 |
| U.S. Government securities | $2,660,000 | 5,985 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,660,000 | 5,879 |
| Securities issued by states & political subdivisions | $1,548,000 | 4,726 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $1,615,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $1,095,000 | 4,635 |
| Issued or guaranteed by U.S. | $1,095,000 | 4,633 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $520,000 | 3,231 |
| CMOs issued by government agencies or sponsored agencies | $520,000 | 3,092 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,550,000 | 1,745 |
| Available-for-sale securities (fair market value) | $2,658,000 | 6,029 |
| Total debt securities | $4,208,000 | 6,205 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| 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 | $3,976,000 | 6,300 |
| U.S. Government securities | $2,428,000 | 6,074 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,428,000 | 5,973 |
| Securities issued by states & political subdivisions | $1,548,000 | 4,739 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $1,677,000 | 4,842 |
| Certificates of participation in pools of residential mortgages | $908,000 | 4,755 |
| Issued or guaranteed by U.S. | $908,000 | 4,754 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $769,000 | 3,153 |
| CMOs issued by government agencies or sponsored agencies | $769,000 | 3,010 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,550,000 | 1,758 |
| Available-for-sale securities (fair market value) | $2,426,000 | 6,097 |
| Total debt securities | $3,976,000 | 6,273 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $4,017,000 | 6,394 |
| U.S. Government securities | $2,450,000 | 6,193 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,450,000 | 6,102 |
| Securities issued by states & political subdivisions | $1,567,000 | 4,738 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $1,948,000 | 4,878 |
| Certificates of participation in pools of residential mortgages | $1,010,000 | 4,822 |
| Issued or guaranteed by U.S. | $1,010,000 | 4,819 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $938,000 | 3,153 |
| CMOs issued by government agencies or sponsored agencies | $938,000 | 3,004 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,569,000 | 1,787 |
| Available-for-sale securities (fair market value) | $2,448,000 | 6,182 |
| Total debt securities | $4,018,000 | 6,363 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| 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 | $4,615,000 | 6,384 |
| U.S. Government securities | $3,039,000 | 6,158 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,039,000 | 6,061 |
| Securities issued by states & political subdivisions | $1,576,000 | 4,716 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $2,539,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $1,091,000 | 4,814 |
| Issued or guaranteed by U.S. | $1,091,000 | 4,811 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,448,000 | 2,960 |
| CMOs issued by government agencies or sponsored agencies | $1,448,000 | 2,831 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,578,000 | 1,785 |
| Available-for-sale securities (fair market value) | $3,037,000 | 6,157 |
| Total debt securities | $4,615,000 | 6,353 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| 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 | $4,810,000 | 6,407 |
| U.S. Government securities | $3,109,000 | 6,228 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,109,000 | 6,126 |
| Securities issued by states & political subdivisions | $1,701,000 | 4,637 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $2,860,000 | 4,744 |
| Certificates of participation in pools of residential mortgages | $1,188,000 | 4,788 |
| Issued or guaranteed by U.S. | $1,188,000 | 4,786 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,672,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $1,672,000 | 2,781 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,703,000 | 1,795 |
| Available-for-sale securities (fair market value) | $3,107,000 | 6,204 |
| Total debt securities | $4,807,000 | 6,379 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| 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 | $5,987,000 | 6,263 |
| U.S. Government securities | $2,408,000 | 6,396 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,408,000 | 6,303 |
| Securities issued by states & political subdivisions | $1,701,000 | 4,627 |
| Other domestic debt securities | $1,878,000 | 1,645 |
| Privately issued residential mortgage-backed securities | $1,878,000 | 621 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,235,000 | 4,596 |
| Certificates of participation in pools of residential mortgages | $1,357,000 | 4,663 |
| Issued or guaranteed by U.S. | $1,357,000 | 4,656 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,878,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $1,878,000 | 592 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,689,000 | 1,654 |
| Available-for-sale securities (fair market value) | $3,298,000 | 6,177 |
| Total debt securities | $5,987,000 | 6,231 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $6,675,000 | 6,186 |
| U.S. Government securities | $4,956,000 | 5,906 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,956,000 | 5,790 |
| Securities issued by states & political subdivisions | $1,719,000 | 4,567 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,705,000 | 4,456 |
| Certificates of participation in pools of residential mortgages | $1,642,000 | 4,538 |
| Issued or guaranteed by U.S. | $1,642,000 | 4,525 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,063,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $2,063,000 | 2,516 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,872,000 | 1,651 |
| Available-for-sale securities (fair market value) | $3,803,000 | 6,159 |
| Total debt securities | $6,675,000 | 6,154 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $6,985,000 | 6,236 |
| U.S. Government securities | $5,265,000 | 5,971 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,265,000 | 5,847 |
| Securities issued by states & political subdivisions | $1,720,000 | 4,547 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,522,000 | 4,260 |
| Certificates of participation in pools of residential mortgages | $2,330,000 | 4,263 |
| Issued or guaranteed by U.S. | $2,330,000 | 4,250 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,192,000 | 2,661 |
| CMOs issued by government agencies or sponsored agencies | $2,192,000 | 2,434 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,384,000 | 1,767 |
| Available-for-sale securities (fair market value) | $4,601,000 | 6,136 |
| Total debt securities | $6,985,000 | 6,206 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $7,771,000 | 6,125 |
| U.S. Government securities | $5,446,000 | 5,929 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,446,000 | 5,795 |
| Securities issued by states & political subdivisions | $1,794,000 | 4,498 |
| Other domestic debt securities | $531,000 | 2,259 |
| Privately issued residential mortgage-backed securities | $531,000 | 1,000 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,430,000 | 4,001 |
| Certificates of participation in pools of residential mortgages | $2,437,000 | 4,184 |
| Issued or guaranteed by U.S. | $2,437,000 | 4,174 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,993,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $2,462,000 | 2,309 |
| Privately issued | $531,000 | 948 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,343,000 | 1,796 |
| Available-for-sale securities (fair market value) | $5,428,000 | 6,023 |
| Total debt securities | $7,771,000 | 6,094 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $6,362,000 | 6,290 |
| U.S. Government securities | $4,836,000 | 5,953 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,836,000 | 5,823 |
| Securities issued by states & political subdivisions | $974,000 | 4,959 |
| Other domestic debt securities | $552,000 | 2,390 |
| Privately issued residential mortgage-backed securities | $552,000 | 1,051 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,388,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $2,316,000 | 4,124 |
| Issued or guaranteed by U.S. | $2,316,000 | 4,116 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,072,000 | 2,320 |
| CMOs issued by government agencies or sponsored agencies | $2,520,000 | 2,236 |
| Privately issued | $552,000 | 997 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $977,000 | 2,191 |
| Available-for-sale securities (fair market value) | $5,385,000 | 5,969 |
| Total debt securities | $6,362,000 | 6,255 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $7,310,000 | 6,128 |
| U.S. Government securities | $5,820,000 | 5,720 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,820,000 | 5,601 |
| Securities issued by states & political subdivisions | $894,000 | 4,942 |
| Other domestic debt securities | $596,000 | 2,445 |
| Privately issued residential mortgage-backed securities | $596,000 | 1,114 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,416,000 | 3,725 |
| Certificates of participation in pools of residential mortgages | $3,117,000 | 3,840 |
| Issued or guaranteed by U.S. | $3,117,000 | 3,831 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,299,000 | 2,255 |
| CMOs issued by government agencies or sponsored agencies | $2,703,000 | 2,146 |
| Privately issued | $596,000 | 1,061 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $896,000 | 2,266 |
| Available-for-sale securities (fair market value) | $6,414,000 | 5,797 |
| Total debt securities | $7,310,000 | 6,088 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $7,951,000 | 6,116 |
| U.S. Government securities | $6,511,000 | 5,689 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,511,000 | 5,576 |
| Securities issued by states & political subdivisions | $814,000 | 4,972 |
| Other domestic debt securities | $626,000 | 2,430 |
| Privately issued residential mortgage-backed securities | $626,000 | 1,147 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,137,000 | 3,591 |
| Certificates of participation in pools of residential mortgages | $3,647,000 | 3,724 |
| Issued or guaranteed by U.S. | $3,647,000 | 3,718 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,490,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $2,864,000 | 2,035 |
| Privately issued | $626,000 | 1,097 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $813,000 | 2,358 |
| Available-for-sale securities (fair market value) | $7,138,000 | 5,744 |
| Total debt securities | $7,951,000 | 6,073 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $9,066,000 | 5,967 |
| U.S. Government securities | $7,488,000 | 5,525 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,488,000 | 5,417 |
| Securities issued by states & political subdivisions | $872,000 | 4,935 |
| Other domestic debt securities | $706,000 | 2,430 |
| Privately issued residential mortgage-backed securities | $706,000 | 1,155 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,194,000 | 3,470 |
| Certificates of participation in pools of residential mortgages | $4,360,000 | 3,620 |
| Issued or guaranteed by U.S. | $4,360,000 | 3,614 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,834,000 | 2,048 |
| CMOs issued by government agencies or sponsored agencies | $3,128,000 | 1,913 |
| Privately issued | $706,000 | 1,106 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $873,000 | 2,390 |
| Available-for-sale securities (fair market value) | $8,193,000 | 5,629 |
| Total debt securities | $9,066,000 | 5,921 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $10,068,000 | 5,782 |
| U.S. Government securities | $8,495,000 | 5,274 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,495,000 | 5,175 |
| Securities issued by states & political subdivisions | $872,000 | 4,975 |
| Other domestic debt securities | $701,000 | 2,501 |
| Privately issued residential mortgage-backed securities | $701,000 | 1,199 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,946,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $5,503,000 | 3,395 |
| Issued or guaranteed by U.S. | $5,503,000 | 3,387 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,443,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $2,742,000 | 1,977 |
| Privately issued | $701,000 | 1,147 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $875,000 | 2,435 |
| Available-for-sale securities (fair market value) | $9,193,000 | 5,457 |
| Total debt securities | $10,068,000 | 5,747 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $9,712,000 | 5,884 |
| U.S. Government securities | $8,085,000 | 5,387 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,085,000 | 5,290 |
| Securities issued by states & political subdivisions | $882,000 | 5,007 |
| Other domestic debt securities | $745,000 | 2,570 |
| Privately issued residential mortgage-backed securities | $745,000 | 1,243 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,329,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $5,165,000 | 3,606 |
| Issued or guaranteed by U.S. | $5,165,000 | 3,595 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,164,000 | 2,165 |
| CMOs issued by government agencies or sponsored agencies | $2,419,000 | 2,006 |
| Privately issued | $745,000 | 1,187 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $882,000 | 2,510 |
| Available-for-sale securities (fair market value) | $8,830,000 | 5,523 |
| Total debt securities | $9,712,000 | 5,841 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $8,801,000 | 6,045 |
| U.S. Government securities | $7,195,000 | 5,583 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,195,000 | 5,500 |
| Securities issued by states & political subdivisions | $882,000 | 5,020 |
| Other domestic debt securities | $724,000 | 2,621 |
| Privately issued residential mortgage-backed securities | $724,000 | 1,280 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,672,000 | 3,722 |
| Certificates of participation in pools of residential mortgages | $5,897,000 | 3,453 |
| Issued or guaranteed by U.S. | $5,897,000 | 3,440 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,775,000 | 2,566 |
| CMOs issued by government agencies or sponsored agencies | $1,051,000 | 2,471 |
| Privately issued | $724,000 | 1,218 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $884,000 | 2,539 |
| Available-for-sale securities (fair market value) | $7,917,000 | 5,704 |
| Total debt securities | $8,801,000 | 5,992 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $10,351,000 | 5,822 |
| U.S. Government securities | $8,523,000 | 5,399 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,523,000 | 5,316 |
| Securities issued by states & political subdivisions | $1,146,000 | 4,744 |
| Other domestic debt securities | $682,000 | 2,580 |
| Privately issued residential mortgage-backed securities | $682,000 | 1,315 |
| 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 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,963,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $5,719,000 | 3,578 |
| Issued or guaranteed by U.S. | $5,719,000 | 3,568 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,244,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $1,562,000 | 2,292 |
| Privately issued | $682,000 | 1,255 |
| 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) | $938,000 | 2,562 |
| Available-for-sale securities (fair market value) | $9,413,000 | 5,478 |
| Total debt securities | $10,351,000 | 5,771 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $9,509,000 | 6,021 |
| U.S. Government securities | $8,016,000 | 5,592 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,016,000 | 5,513 |
| Securities issued by states & political subdivisions | $682,000 | 5,056 |
| Other domestic debt securities | $811,000 | 2,439 |
| Privately issued residential mortgage-backed securities | $811,000 | 1,215 |
| 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,577,000 | 3,756 |
| Certificates of participation in pools of residential mortgages | $5,377,000 | 3,628 |
| Issued or guaranteed by U.S. | $5,377,000 | 3,614 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,200,000 | 2,368 |
| CMOs issued by government agencies or sponsored agencies | $1,389,000 | 2,329 |
| Privately issued | $811,000 | 1,160 |
| 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) | $474,000 | 2,864 |
| Available-for-sale securities (fair market value) | $9,035,000 | 5,573 |
| Total debt securities | $9,509,000 | 5,975 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $9,549,000 | 5,972 |
| U.S. Government securities | $7,677,000 | 5,645 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,677,000 | 5,560 |
| Securities issued by states & political subdivisions | $682,000 | 5,055 |
| Other domestic debt securities | $1,190,000 | 2,130 |
| Privately issued residential mortgage-backed securities | $1,190,000 | 1,104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $7,662,000 | 3,629 |
| Certificates of participation in pools of residential mortgages | $5,937,000 | 3,383 |
| Issued or guaranteed by U.S. | $5,559,000 | 3,478 |
| Privately issued | $378,000 | 135 |
| Collaterized mortgage obligations | $1,725,000 | 2,444 |
| CMOs issued by government agencies or sponsored agencies | $913,000 | 2,493 |
| Privately issued | $812,000 | 1,144 |
| 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) | $473,000 | 2,875 |
| Available-for-sale securities (fair market value) | $9,076,000 | 5,515 |
| Total debt securities | $9,549,000 | 5,923 |
| 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 | $9,916,000 | 5,957 |
| U.S. Government securities | $7,913,000 | 5,616 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,913,000 | 5,536 |
| Securities issued by states & political subdivisions | $683,000 | 5,095 |
| Other domestic debt securities | $1,320,000 | 2,098 |
| Privately issued residential mortgage-backed securities | $1,320,000 | 1,061 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $8,009,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $6,162,000 | 3,318 |
| Issued or guaranteed by U.S. | $5,751,000 | 3,411 |
| Privately issued | $411,000 | 145 |
| Collaterized mortgage obligations | $1,847,000 | 2,411 |
| CMOs issued by government agencies or sponsored agencies | $938,000 | 2,486 |
| Privately issued | $909,000 | 1,096 |
| 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) | $474,000 | 2,884 |
| Available-for-sale securities (fair market value) | $9,442,000 | 5,523 |
| Total debt securities | $9,912,000 | 5,895 |
| 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 | $10,417,000 | 5,859 |
| U.S. Government securities | $8,048,000 | 5,581 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,048,000 | 5,493 |
| Securities issued by states & political subdivisions | $683,000 | 5,115 |
| Other domestic debt securities | $1,392,000 | 1,991 |
| Privately issued residential mortgage-backed securities | $1,392,000 | 1,027 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $294,000 | 1,450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $8,183,000 | 3,447 |
| Certificates of participation in pools of residential mortgages | $5,945,000 | 3,286 |
| Issued or guaranteed by U.S. | $5,486,000 | 3,388 |
| Privately issued | $459,000 | 145 |
| Collaterized mortgage obligations | $2,238,000 | 2,261 |
| CMOs issued by government agencies or sponsored agencies | $1,305,000 | 2,280 |
| Privately issued | $933,000 | 1,076 |
| 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) | $473,000 | 2,929 |
| Available-for-sale securities (fair market value) | $9,944,000 | 5,418 |
| Total debt securities | $10,120,000 | 5,849 |
| 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 | $9,628,000 | 6,084 |
| U.S. Government securities | $7,657,000 | 5,835 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,657,000 | 5,724 |
| Securities issued by states & political subdivisions | $479,000 | 5,343 |
| Other domestic debt securities | $1,492,000 | 1,806 |
| Privately issued residential mortgage-backed securities | $1,492,000 | 920 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $5,624,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | $4,075,000 | 3,497 |
| Issued or guaranteed by U.S. | $3,586,000 | 3,667 |
| Privately issued | $489,000 | 136 |
| Collaterized mortgage obligations | $1,549,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $546,000 | 2,626 |
| Privately issued | $1,003,000 | 955 |
| 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) | $273,000 | 3,131 |
| Available-for-sale securities (fair market value) | $9,355,000 | 5,554 |
| Total debt securities | $9,625,000 | 6,012 |
| 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 | $9,693,000 | 6,132 |
| U.S. Government securities | $7,672,000 | 5,917 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,672,000 | 5,805 |
| Securities issued by states & political subdivisions | $478,000 | 5,370 |
| Other domestic debt securities | $1,543,000 | 1,719 |
| Privately issued residential mortgage-backed securities | $1,543,000 | 874 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $4,507,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $2,933,000 | 3,788 |
| Issued or guaranteed by U.S. | $2,417,000 | 3,996 |
| Privately issued | $516,000 | 132 |
| Collaterized mortgage obligations | $1,574,000 | 2,332 |
| CMOs issued by government agencies or sponsored agencies | $547,000 | 2,579 |
| Privately issued | $1,027,000 | 919 |
| 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) | $273,000 | 3,204 |
| Available-for-sale securities (fair market value) | $9,420,000 | 5,596 |
| Total debt securities | $9,689,000 | 6,070 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $966,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $8,275,000 | 6,445 |
| U.S. Government securities | $5,219,000 | 6,663 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,219,000 | 6,537 |
| Securities issued by states & political subdivisions | $206,000 | 5,771 |
| Other domestic debt securities | $1,882,000 | 1,566 |
| Privately issued residential mortgage-backed securities | $1,882,000 | 789 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $968,000 | 991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $3,212,000 | 4,235 |
| Certificates of participation in pools of residential mortgages | $1,875,000 | 4,254 |
| Issued or guaranteed by U.S. | $1,330,000 | 4,545 |
| Privately issued | $545,000 | 139 |
| Collaterized mortgage obligations | $1,337,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $1,337,000 | 820 |
| 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) | $3,000 | 3,739 |
| Available-for-sale securities (fair market value) | $8,272,000 | 5,816 |
| Total debt securities | $7,302,000 | 6,597 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $9,315,000 | 6,278 |
| U.S. Government securities | $5,400,000 | 6,663 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,400,000 | 6,532 |
| Securities issued by states & political subdivisions | $907,000 | 5,035 |
| Other domestic debt securities | $2,036,000 | 1,493 |
| Privately issued residential mortgage-backed securities | $2,036,000 | 729 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $972,000 | 1,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $3,493,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $2,048,000 | 4,146 |
| Issued or guaranteed by U.S. | $1,457,000 | 4,471 |
| Privately issued | $591,000 | 140 |
| Collaterized mortgage obligations | $1,445,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,445,000 | 762 |
| 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) | $4,000 | 3,799 |
| Available-for-sale securities (fair market value) | $9,311,000 | 5,637 |
| Total debt securities | $8,339,000 | 6,400 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $8,725,000 | 6,438 |
| U.S. Government securities | $5,463,000 | 6,675 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,463,000 | 6,546 |
| Securities issued by states & political subdivisions | $206,000 | 5,875 |
| Other domestic debt securities | $2,084,000 | 1,487 |
| Privately issued residential mortgage-backed securities | $2,084,000 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $972,000 | 1,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $3,640,000 | 4,061 |
| Certificates of participation in pools of residential mortgages | $2,183,000 | 4,082 |
| Issued or guaranteed by U.S. | $1,556,000 | 4,417 |
| Privately issued | $627,000 | 129 |
| Collaterized mortgage obligations | $1,457,000 | 2,293 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $1,457,000 | 758 |
| 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) | $4,000 | 3,885 |
| Available-for-sale securities (fair market value) | $8,721,000 | 5,784 |
| Total debt securities | $7,749,000 | 6,589 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $10,761,000 | 6,055 |
| U.S. Government securities | $6,014,000 | 6,575 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,014,000 | 6,441 |
| Securities issued by states & political subdivisions | $207,000 | 5,939 |
| Other domestic debt securities | $3,567,000 | 1,197 |
| Privately issued residential mortgage-backed securities | $3,567,000 | 591 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $973,000 | 1,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $5,648,000 | 3,443 |
| Certificates of participation in pools of residential mortgages | $5,648,000 | 2,847 |
| Issued or guaranteed by U.S. | $2,081,000 | 4,110 |
| Privately issued | $3,567,000 | 89 |
| 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) | $7,000 | 3,956 |
| Available-for-sale securities (fair market value) | $10,754,000 | 5,395 |
| Total debt securities | $9,780,000 | 6,200 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $10,833,000 | 6,069 |
| U.S. Government securities | $6,091,000 | 6,549 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,091,000 | 6,415 |
| Securities issued by states & political subdivisions | $205,000 | 5,978 |
| Other domestic debt securities | $3,565,000 | 1,195 |
| Privately issued residential mortgage-backed securities | $3,565,000 | 577 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $972,000 | 1,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $5,829,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | $5,829,000 | 2,824 |
| Issued or guaranteed by U.S. | $2,264,000 | 4,008 |
| Privately issued | $3,565,000 | 85 |
| 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) | $7,000 | 4,012 |
| Available-for-sale securities (fair market value) | $10,826,000 | 5,398 |
| Total debt securities | $9,855,000 | 6,206 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $11,258,000 | 6,026 |
| U.S. Government securities | $6,438,000 | 6,509 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,438,000 | 6,369 |
| Securities issued by states & political subdivisions | $206,000 | 6,001 |
| Other domestic debt securities | $3,643,000 | 1,214 |
| Privately issued residential mortgage-backed securities | $3,643,000 | 576 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $971,000 | 1,091 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $6,214,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $6,214,000 | 2,780 |
| Issued or guaranteed by U.S. | $2,571,000 | 3,898 |
| Privately issued | $3,643,000 | 84 |
| 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) | $7,000 | 4,079 |
| Available-for-sale securities (fair market value) | $11,251,000 | 5,349 |
| Total debt securities | $10,287,000 | 6,155 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,772,000 | 7,049 |
| U.S. Government securities | $5,592,000 | 6,785 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,592,000 | 6,641 |
| Securities issued by states & political subdivisions | $207,000 | 6,025 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $973,000 | 1,126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $3,606,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $3,606,000 | 3,515 |
| Issued or guaranteed by U.S. | $3,606,000 | 3,499 |
| 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) | $7,000 | 4,165 |
| Available-for-sale securities (fair market value) | $6,765,000 | 6,308 |
| Total debt securities | $5,799,000 | 7,214 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,061,000 | 7,467 |
| U.S. Government securities | $3,878,000 | 7,328 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,878,000 | 7,186 |
| Securities issued by states & political subdivisions | $208,000 | 6,067 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $975,000 | 1,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $3,382,000 | 4,232 |
| Certificates of participation in pools of residential mortgages | $3,382,000 | 3,641 |
| Issued or guaranteed by U.S. | $3,382,000 | 3,628 |
| 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) | $9,000 | 4,217 |
| Available-for-sale securities (fair market value) | $5,052,000 | 6,698 |
| Total debt securities | $4,086,000 | 7,650 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $5,373,000 | 7,439 |
| U.S. Government securities | $4,184,000 | 7,269 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,184,000 | 7,112 |
| Securities issued by states & political subdivisions | $210,000 | 6,067 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $979,000 | 1,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $3,686,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $3,686,000 | 3,639 |
| Issued or guaranteed by U.S. | $3,686,000 | 3,624 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,000 | 4,263 |
| Available-for-sale securities (fair market value) | $5,362,000 | 6,654 |
| Total debt securities | $4,393,000 | 7,615 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,080,000 | 7,357 |
| U.S. Government securities | $4,888,000 | 7,108 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,888,000 | 6,949 |
| Securities issued by states & political subdivisions | $209,000 | 6,103 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $983,000 | 1,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $3,891,000 | 4,241 |
| Certificates of participation in pools of residential mortgages | $3,891,000 | 3,645 |
| Issued or guaranteed by U.S. | $3,891,000 | 3,635 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,000 | 4,334 |
| Available-for-sale securities (fair market value) | $6,069,000 | 6,561 |
| Total debt securities | $5,096,000 | 7,509 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,224,000 | 7,340 |
| U.S. Government securities | $5,238,000 | 7,027 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,238,000 | 6,869 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $986,000 | 1,238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $4,235,000 | 4,171 |
| Certificates of participation in pools of residential mortgages | $4,235,000 | 3,549 |
| Issued or guaranteed by U.S. | $4,235,000 | 3,538 |
| 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) | $11,000 | 4,398 |
| Available-for-sale securities (fair market value) | $6,213,000 | 6,535 |
| Total debt securities | $5,238,000 | 7,512 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,557,000 | 7,303 |
| U.S. Government securities | $5,567,000 | 6,954 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,567,000 | 6,794 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $990,000 | 1,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $4,561,000 | 4,088 |
| Certificates of participation in pools of residential mortgages | $4,561,000 | 3,468 |
| Issued or guaranteed by U.S. | $4,561,000 | 3,462 |
| 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) | $12,000 | 4,452 |
| Available-for-sale securities (fair market value) | $6,545,000 | 6,499 |
| Total debt securities | $5,567,000 | 7,475 |
| 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 | $7,693,000 | 7,103 |
| U.S. Government securities | $6,705,000 | 6,680 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,705,000 | 6,514 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $988,000 | 1,269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $5,697,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $5,697,000 | 3,210 |
| Issued or guaranteed by U.S. | $5,697,000 | 3,202 |
| 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) | $12,000 | 4,509 |
| Available-for-sale securities (fair market value) | $7,681,000 | 6,321 |
| Total debt securities | $6,705,000 | 7,267 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $7,308,000 | 7,187 |
| U.S. Government securities | $6,315,000 | 6,738 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,315,000 | 6,578 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $993,000 | 1,341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $6,302,000 | 3,724 |
| Certificates of participation in pools of residential mortgages | $6,302,000 | 3,085 |
| Issued or guaranteed by U.S. | $6,302,000 | 3,074 |
| 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) | $15,000 | 4,531 |
| Available-for-sale securities (fair market value) | $7,293,000 | 6,390 |
| Total debt securities | $6,315,000 | 7,343 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $8,049,000 | 7,037 |
| U.S. Government securities | $7,055,000 | 6,577 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,055,000 | 6,408 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $994,000 | 1,337 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $7,037,000 | 3,541 |
| Certificates of participation in pools of residential mortgages | $7,037,000 | 2,945 |
| Issued or guaranteed by U.S. | $7,037,000 | 2,932 |
| 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) | $15,000 | 4,606 |
| Available-for-sale securities (fair market value) | $8,034,000 | 6,250 |
| Total debt securities | $7,055,000 | 7,222 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $6,555,000 | 7,397 |
| U.S. Government securities | $5,561,000 | 6,957 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,561,000 | 6,773 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $994,000 | 1,388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $5,540,000 | 3,884 |
| Certificates of participation in pools of residential mortgages | $5,540,000 | 3,267 |
| Issued or guaranteed by U.S. | $5,540,000 | 3,252 |
| 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) | $20,000 | 4,621 |
| Available-for-sale securities (fair market value) | $6,535,000 | 6,572 |
| Total debt securities | $5,561,000 | 7,558 |
| 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 | $6,543,000 | 7,348 |
| U.S. Government securities | $5,543,000 | 6,898 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,543,000 | 6,715 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,000,000 | 1,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $5,519,000 | 3,984 |
| Certificates of participation in pools of residential mortgages | $5,328,000 | 3,342 |
| Issued or guaranteed by U.S. | $5,328,000 | 3,331 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $191,000 | 3,810 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 3,623 |
| 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) | $22,000 | 4,630 |
| Available-for-sale securities (fair market value) | $6,521,000 | 6,534 |
| Total debt securities | $5,543,000 | 7,518 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $5,439,000 | 7,693 |
| U.S. Government securities | $4,439,000 | 7,363 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,439,000 | 7,160 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,000,000 | 1,396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $4,411,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $3,962,000 | 3,779 |
| Issued or guaranteed by U.S. | $3,962,000 | 3,769 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $449,000 | 3,628 |
| CMOs issued by government agencies or sponsored agencies | $449,000 | 3,460 |
| 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) | $22,000 | 4,683 |
| Available-for-sale securities (fair market value) | $5,417,000 | 6,848 |
| Total debt securities | $4,439,000 | 7,891 |
| 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 | $4,255,000 | 8,036 |
| U.S. Government securities | $3,254,000 | 7,826 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,254,000 | 7,615 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,001,000 | 1,393 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $3,219,000 | 4,772 |
| Certificates of participation in pools of residential mortgages | $2,493,000 | 4,376 |
| Issued or guaranteed by U.S. | $2,493,000 | 4,361 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $726,000 | 3,374 |
| CMOs issued by government agencies or sponsored agencies | $726,000 | 3,232 |
| 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) | $24,000 | 4,774 |
| Available-for-sale securities (fair market value) | $4,231,000 | 7,157 |
| Total debt securities | $3,254,000 | 8,271 |
| 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 | $3,833,000 | 8,318 |
| U.S. Government securities | $3,833,000 | 7,728 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,833,000 | 7,475 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $3,778,000 | 4,395 |
| Certificates of participation in pools of residential mortgages | $2,395,000 | 4,237 |
| Issued or guaranteed by U.S. | $2,395,000 | 4,221 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,383,000 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $1,383,000 | 2,879 |
| 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) | $32,000 | 4,991 |
| Available-for-sale securities (fair market value) | $3,801,000 | 7,361 |
| Total debt securities | $3,833,000 | 8,227 |
| 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 | $935,000 | 9,547 |
| U.S. Government securities | $377,000 | 9,496 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $377,000 | 9,299 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $558,000 | 3,605 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $62,000 | 7,049 |
| Certificates of participation in pools of residential mortgages | $62,000 | 6,589 |
| Issued or guaranteed by U.S. | $62,000 | 6,567 |
| 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) | $42,000 | 5,583 |
| Available-for-sale securities (fair market value) | $893,000 | 8,575 |
| Total debt securities | $382,000 | 9,567 |
| 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 | $1,241,000 | 9,805 |
| U.S. Government securities | $683,000 | 9,767 |
| U.S. Treasury securities | $251,000 | 4,970 |
| U.S. Government agency obligations | $432,000 | 9,589 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $558,000 | 3,503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $87,000 | 7,323 |
| Certificates of participation in pools of residential mortgages | $87,000 | 6,801 |
| Issued or guaranteed by U.S. | $87,000 | 6,783 |
| 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) | $47,000 | 5,999 |
| Available-for-sale securities (fair market value) | $1,194,000 | 8,695 |
| Total debt securities | $683,000 | 9,840 |
| 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 | $889,000 | 10,090 |
| U.S. Government securities | $889,000 | 9,891 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $889,000 | 9,410 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $262,000 | 7,075 |
| Certificates of participation in pools of residential mortgages | $262,000 | 6,451 |
| Issued or guaranteed by U.S. | $262,000 | 6,431 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| 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) | $59,000 | 6,481 |
| Available-for-sale securities (fair market value) | $830,000 | 8,960 |
| Total debt securities | $889,000 | 9,988 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $1,175,000 | 10,541 |
| U.S. Government securities | $1,175,000 | 10,342 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,175,000 | 9,590 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $513,000 | 6,946 |
| Certificates of participation in pools of residential mortgages | $513,000 | 6,132 |
| Issued or guaranteed by U.S. | $513,000 | 6,112 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| 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) | $171,000 | 7,117 |
| Available-for-sale securities (fair market value) | $1,004,000 | 9,194 |
| Total debt securities | $1,175,000 | 10,439 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $1,149,000 | 11,096 |
| U.S. Government securities | $1,148,000 | 10,922 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,148,000 | 10,064 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-1,000 | 732 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $700,000 | 7,238 |
| Certificates of participation in pools of residential mortgages | $700,000 | 6,298 |
| Issued or guaranteed by U.S. | $700,000 | 6,282 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| 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) | $296,000 | 7,630 |
| Available-for-sale securities (fair market value) | $853,000 | 9,591 |
| Total debt securities | $1,148,000 | 11,002 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $1,147,000 | 11,602 |
| U.S. Government securities | $1,146,000 | 11,420 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $1,146,000 | 10,366 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-1,000 | 772 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $917,000 | 7,397 |
| Certificates of participation in pools of residential mortgages | $917,000 | 6,202 |
| Issued or guaranteed by U.S. | $917,000 | 6,169 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| 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) | $429,000 | 7,893 |
| Available-for-sale securities (fair market value) | $718,000 | 10,129 |
| Total debt securities | $1,146,000 | 11,510 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $1,687,000 | 12,156 |
| U.S. Government securities | $1,687,000 | 11,905 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $1,687,000 | 10,223 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,146,000 | 7,570 |
| Certificates of participation in pools of residential mortgages | $1,146,000 | 6,209 |
| Issued or guaranteed by U.S. | $1,146,000 | 6,183 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $1,687,000 | 10,269 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $1,687,000 | 12,069 |
| 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 | $2,265,000 | 12,468 |
| U.S. Government securities | $1,885,000 | 12,287 |
| U.S. Treasury securities | $499,000 | 10,941 |
| U.S. Government agency obligations | $1,386,000 | 10,821 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $369,000 | 4,632 |
| 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 | $369,000 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-11,000 | 983 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,386,000 | 7,932 |
| Certificates of participation in pools of residential mortgages | $1,386,000 | 6,485 |
| Issued or guaranteed by U.S. | $1,386,000 | 6,437 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $2,254,000 | 12,351 |
| 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 | $3,589,000 | 12,315 |
| U.S. Government securities | $2,757,000 | 12,246 |
| U.S. Treasury securities | $498,000 | 11,441 |
| U.S. Government agency obligations | $2,259,000 | 10,262 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $812,000 | 4,412 |
| 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 | $812,000 | 3,230 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-20,000 | 1,262 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,259,000 | 7,387 |
| Certificates of participation in pools of residential mortgages | $2,259,000 | 5,850 |
| Issued or guaranteed by U.S. | $2,259,000 | 5,785 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $3,569,000 | 12,199 |
| 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 |