Home > Texas Heritage National Bank > Securities
Texas Heritage National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $6,399,000 | 4,165 |
| U.S. Government securities | $1,356,000 | 4,231 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,356,000 | 4,028 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $5,043,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $140,000 | 595 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,903,000 | 327 |
| 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 | $3,187,000 | 3,525 |
| Mortgage-backed securities | $1,457,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $116,000 | 3,527 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,201,000 | 2,108 |
| Privately issued | $140,000 | 444 |
| 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) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $6,399,000 | 3,908 |
| Total debt securities | $6,399,000 | 4,140 |
| 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 | $6,616,000 | 4,182 |
| U.S. Government securities | $1,415,000 | 4,248 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $1,415,000 | 4,040 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $5,201,000 | 1,315 |
| Privately issued residential mortgage-backed securities | $143,000 | 577 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,058,000 | 315 |
| 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 | $3,261,000 | 3,508 |
| Mortgage-backed securities | $1,513,000 | 3,420 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $120,000 | 3,545 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,250,000 | 2,061 |
| Privately issued | $143,000 | 440 |
| 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) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $6,616,000 | 3,906 |
| Total debt securities | $6,616,000 | 4,157 |
| 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 | $6,793,000 | 4,211 |
| U.S. Government securities | $1,498,000 | 4,273 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $1,498,000 | 4,057 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $5,295,000 | 1,321 |
| Privately issued residential mortgage-backed securities | $152,000 | 582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,143,000 | 308 |
| 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 | $4,381,000 | 3,364 |
| Mortgage-backed securities | $1,582,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $124,000 | 3,556 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,306,000 | 2,053 |
| Privately issued | $152,000 | 435 |
| 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) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $6,793,000 | 3,931 |
| Total debt securities | $6,794,000 | 4,188 |
| 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 | $6,981,000 | 4,270 |
| U.S. Government securities | $1,590,000 | 4,339 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,590,000 | 4,070 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $5,391,000 | 1,363 |
| Privately issued residential mortgage-backed securities | $157,000 | 603 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,234,000 | 317 |
| 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 | $4,466,000 | 3,315 |
| Mortgage-backed securities | $1,663,000 | 3,465 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $131,000 | 3,598 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,375,000 | 2,064 |
| Privately issued | $157,000 | 447 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $6,981,000 | 3,988 |
| Total debt securities | $6,981,000 | 4,247 |
| 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 | $7,133,000 | 4,302 |
| U.S. Government securities | $1,651,000 | 4,365 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,651,000 | 4,086 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $5,482,000 | 1,369 |
| Privately issued residential mortgage-backed securities | $174,000 | 617 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,308,000 | 310 |
| 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 | $5,230,000 | 3,152 |
| Mortgage-backed securities | $1,721,000 | 3,471 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $135,000 | 3,630 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,412,000 | 2,073 |
| Privately issued | $174,000 | 447 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $7,133,000 | 4,008 |
| Total debt securities | $7,132,000 | 4,278 |
| 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 |
| 2022-06-30 | Rank | |
| Total securities | $7,704,000 | 4,332 |
| U.S. Government securities | $1,860,000 | 4,400 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,860,000 | 4,118 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $5,844,000 | 1,246 |
| Privately issued residential mortgage-backed securities | $186,000 | 616 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,658,000 | 315 |
| 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 | $5,497,000 | 3,091 |
| Mortgage-backed securities | $1,922,000 | 3,520 |
| Certificates of participation in pools of residential mortgages | $156,000 | 3,740 |
| Issued or guaranteed by U.S. | $156,000 | 3,665 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,766,000 | 2,099 |
| CMOs issued by government agencies or sponsored agencies | $1,580,000 | 2,075 |
| Privately issued | $186,000 | 455 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $7,704,000 | 4,050 |
| Total debt securities | $7,705,000 | 4,314 |
| 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 | $8,014,000 | 4,270 |
| U.S. Government securities | $1,977,000 | 4,350 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,977,000 | 4,091 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $6,037,000 | 1,208 |
| Privately issued residential mortgage-backed securities | $241,000 | 592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,796,000 | 320 |
| 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 | $5,643,000 | 3,057 |
| Mortgage-backed securities | $2,090,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $177,000 | 3,747 |
| Issued or guaranteed by U.S. | $177,000 | 3,679 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,913,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $1,672,000 | 2,058 |
| Privately issued | $241,000 | 427 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $8,014,000 | 4,013 |
| Total debt securities | $8,014,000 | 4,251 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $10,401,000 | 4,128 |
| U.S. Government securities | $2,110,000 | 4,278 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,110,000 | 4,070 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $8,291,000 | 1,040 |
| Privately issued residential mortgage-backed securities | $256,000 | 556 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,035,000 | 288 |
| 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 | $5,840,000 | 3,045 |
| Mortgage-backed securities | $2,236,000 | 3,512 |
| Certificates of participation in pools of residential mortgages | $194,000 | 3,759 |
| Issued or guaranteed by U.S. | $194,000 | 3,678 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,042,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $1,786,000 | 2,031 |
| Privately issued | $256,000 | 384 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $10,401,000 | 3,898 |
| Total debt securities | $10,401,000 | 4,107 |
| 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 | $10,697,000 | 4,103 |
| U.S. Government securities | $2,239,000 | 4,282 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,239,000 | 4,098 |
| Securities issued by states & political subdivisions | $115,000 | 4,104 |
| Other domestic debt securities | $8,343,000 | 988 |
| Privately issued residential mortgage-backed securities | $262,000 | 530 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,081,000 | 285 |
| 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 | $5,776,000 | 3,061 |
| Mortgage-backed securities | $2,368,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | $207,000 | 3,799 |
| Issued or guaranteed by U.S. | $207,000 | 3,724 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,161,000 | 2,018 |
| CMOs issued by government agencies or sponsored agencies | $1,899,000 | 2,027 |
| Privately issued | $262,000 | 365 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $10,697,000 | 3,880 |
| Total debt securities | $10,697,000 | 4,079 |
| 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 | $10,896,000 | 4,080 |
| U.S. Government securities | $2,380,000 | 4,287 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,380,000 | 4,111 |
| Securities issued by states & political subdivisions | $116,000 | 4,133 |
| Other domestic debt securities | $8,400,000 | 953 |
| Privately issued residential mortgage-backed securities | $264,000 | 539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,136,000 | 286 |
| 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 | $5,611,000 | 3,067 |
| Mortgage-backed securities | $2,507,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $226,000 | 3,804 |
| Issued or guaranteed by U.S. | $226,000 | 3,723 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,281,000 | 1,966 |
| CMOs issued by government agencies or sponsored agencies | $2,017,000 | 1,972 |
| Privately issued | $264,000 | 357 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $10,896,000 | 3,854 |
| Total debt securities | $10,897,000 | 4,056 |
| 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 | $19,290,000 | 3,554 |
| U.S. Government securities | $2,544,000 | 4,211 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,544,000 | 4,055 |
| Securities issued by states & political subdivisions | $116,000 | 4,154 |
| Other domestic debt securities | $16,630,000 | 633 |
| Privately issued residential mortgage-backed securities | $299,000 | 537 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,487,000 | 264 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $6,844,000 | 656 |
| 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 | $5,036,000 | 3,128 |
| Mortgage-backed securities | $2,704,000 | 3,461 |
| Certificates of participation in pools of residential mortgages | $280,000 | 3,775 |
| Issued or guaranteed by U.S. | $280,000 | 3,689 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,424,000 | 1,905 |
| CMOs issued by government agencies or sponsored agencies | $2,125,000 | 1,918 |
| Privately issued | $299,000 | 345 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $19,290,000 | 3,345 |
| Total debt securities | $19,288,000 | 3,527 |
| 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 | $17,512,000 | 3,558 |
| U.S. Government securities | $2,679,000 | 4,122 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,679,000 | 3,981 |
| Securities issued by states & political subdivisions | $117,000 | 4,167 |
| Other domestic debt securities | $14,716,000 | 636 |
| Privately issued residential mortgage-backed securities | $298,000 | 520 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,582,000 | 285 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $6,836,000 | 625 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,990,000 | 3,142 |
| Mortgage-backed securities | $2,837,000 | 3,435 |
| Certificates of participation in pools of residential mortgages | $319,000 | 3,750 |
| Issued or guaranteed by U.S. | $319,000 | 3,674 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,518,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $2,220,000 | 1,926 |
| Privately issued | $298,000 | 341 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $17,512,000 | 3,343 |
| Total debt securities | $17,511,000 | 3,536 |
| 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 | $18,852,000 | 3,419 |
| U.S. Government securities | $2,808,000 | 4,120 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,808,000 | 3,965 |
| Securities issued by states & political subdivisions | $283,000 | 4,094 |
| Other domestic debt securities | $15,761,000 | 596 |
| Privately issued residential mortgage-backed securities | $316,000 | 513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,645,000 | 261 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $6,800,000 | 597 |
| 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 | $5,854,000 | 3,049 |
| Mortgage-backed securities | $2,982,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | $358,000 | 3,738 |
| Issued or guaranteed by U.S. | $358,000 | 3,662 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,624,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $2,308,000 | 1,933 |
| Privately issued | $316,000 | 326 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $18,852,000 | 3,208 |
| Total debt securities | $18,850,000 | 3,397 |
| 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 | $16,387,000 | 3,557 |
| U.S. Government securities | $2,928,000 | 4,130 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,928,000 | 3,973 |
| Securities issued by states & political subdivisions | $282,000 | 4,108 |
| Other domestic debt securities | $13,177,000 | 613 |
| Privately issued residential mortgage-backed securities | $336,000 | 488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,172,000 | 269 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,669,000 | 583 |
| 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 | $5,267,000 | 3,160 |
| Mortgage-backed securities | $3,117,000 | 3,411 |
| Certificates of participation in pools of residential mortgages | $407,000 | 3,721 |
| Issued or guaranteed by U.S. | $407,000 | 3,647 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,710,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $2,374,000 | 1,969 |
| Privately issued | $336,000 | 305 |
| 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) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $16,387,000 | 3,324 |
| Total debt securities | $16,387,000 | 3,534 |
| 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 | $14,915,000 | 3,639 |
| U.S. Government securities | $3,033,000 | 4,170 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,033,000 | 4,013 |
| Securities issued by states & political subdivisions | $281,000 | 4,115 |
| Other domestic debt securities | $11,601,000 | 635 |
| Privately issued residential mortgage-backed securities | $342,000 | 500 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,966,000 | 267 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $6,293,000 | 560 |
| 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 | $3,669,000 | 3,386 |
| Mortgage-backed securities | $3,225,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $452,000 | 3,735 |
| Issued or guaranteed by U.S. | $452,000 | 3,646 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,773,000 | 1,943 |
| CMOs issued by government agencies or sponsored agencies | $2,431,000 | 1,958 |
| Privately issued | $342,000 | 308 |
| 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) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $14,915,000 | 3,407 |
| Total debt securities | $14,914,000 | 3,618 |
| 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 | $13,855,000 | 3,764 |
| U.S. Government securities | $3,922,000 | 4,116 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,922,000 | 3,950 |
| Securities issued by states & political subdivisions | $2,067,000 | 3,557 |
| Other domestic debt securities | $7,866,000 | 729 |
| Privately issued residential mortgage-backed securities | $420,000 | 460 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $5,172,000 | 239 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $2,274,000 | 872 |
| 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 | $3,944,000 | 3,398 |
| Mortgage-backed securities | $4,027,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $1,118,000 | 3,480 |
| Issued or guaranteed by U.S. | $1,118,000 | 3,386 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,909,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $2,489,000 | 1,955 |
| Privately issued | $420,000 | 293 |
| 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) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $13,855,000 | 3,525 |
| Total debt securities | $13,854,000 | 3,742 |
| 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 | $12,292,000 | 3,946 |
| U.S. Government securities | $4,169,000 | 4,157 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,169,000 | 3,995 |
| Securities issued by states & political subdivisions | $2,218,000 | 3,545 |
| Other domestic debt securities | $5,905,000 | 829 |
| Privately issued residential mortgage-backed securities | $435,000 | 487 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $3,233,000 | 270 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,237,000 | 872 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,474,000 | 3,367 |
| Mortgage-backed securities | $4,157,000 | 3,271 |
| Certificates of participation in pools of residential mortgages | $1,172,000 | 3,479 |
| Issued or guaranteed by U.S. | $1,172,000 | 3,389 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,985,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $2,550,000 | 1,961 |
| Privately issued | $435,000 | 284 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $12,292,000 | 3,688 |
| Total debt securities | $12,291,000 | 3,922 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $11,179,000 | 4,091 |
| U.S. Government securities | $4,268,000 | 4,214 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,268,000 | 4,049 |
| Securities issued by states & political subdivisions | $2,210,000 | 3,599 |
| Other domestic debt securities | $4,701,000 | 905 |
| Privately issued residential mortgage-backed securities | $476,000 | 437 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $2,003,000 | 291 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,222,000 | 876 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,503,000 | 3,410 |
| Mortgage-backed securities | $4,284,000 | 3,237 |
| Certificates of participation in pools of residential mortgages | $1,217,000 | 3,476 |
| Issued or guaranteed by U.S. | $1,217,000 | 3,393 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,067,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $2,591,000 | 1,924 |
| Privately issued | $476,000 | 284 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $11,179,000 | 3,820 |
| Total debt securities | $11,179,000 | 4,071 |
| 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 | $11,271,000 | 4,154 |
| U.S. Government securities | $3,712,000 | 4,348 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,712,000 | 4,180 |
| Securities issued by states & political subdivisions | $2,199,000 | 3,660 |
| Other domestic debt securities | $5,360,000 | 849 |
| Privately issued residential mortgage-backed securities | $495,000 | 439 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $2,003,000 | 277 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,862,000 | 808 |
| 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 | $4,448,000 | 3,469 |
| Mortgage-backed securities | $3,745,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $621,000 | 3,746 |
| Issued or guaranteed by U.S. | $621,000 | 3,664 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,124,000 | 1,878 |
| CMOs issued by government agencies or sponsored agencies | $2,629,000 | 1,920 |
| Privately issued | $495,000 | 289 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $11,271,000 | 3,880 |
| Total debt securities | $11,271,000 | 4,135 |
| 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 | $9,286,000 | 4,367 |
| U.S. Government securities | $3,828,000 | 4,363 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,828,000 | 4,203 |
| Securities issued by states & political subdivisions | $2,133,000 | 3,736 |
| Other domestic debt securities | $3,325,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $525,000 | 405 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,800,000 | 812 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,017,000 | 3,580 |
| Mortgage-backed securities | $3,887,000 | 3,331 |
| Certificates of participation in pools of residential mortgages | $687,000 | 3,756 |
| Issued or guaranteed by U.S. | $687,000 | 3,688 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,200,000 | 1,866 |
| CMOs issued by government agencies or sponsored agencies | $2,675,000 | 1,902 |
| Privately issued | $525,000 | 285 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $9,286,000 | 4,082 |
| Total debt securities | $9,285,000 | 4,346 |
| 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 | $9,648,000 | 4,379 |
| U.S. Government securities | $3,936,000 | 4,406 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,936,000 | 4,253 |
| Securities issued by states & political subdivisions | $2,234,000 | 3,769 |
| Other domestic debt securities | $3,478,000 | 972 |
| Privately issued residential mortgage-backed securities | $541,000 | 348 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $2,937,000 | 802 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,947,000 | 3,632 |
| Mortgage-backed securities | $3,999,000 | 3,346 |
| Certificates of participation in pools of residential mortgages | $738,000 | 3,782 |
| Issued or guaranteed by U.S. | $738,000 | 3,757 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,261,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $2,720,000 | 1,885 |
| Privately issued | $541,000 | 280 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $9,648,000 | 4,100 |
| Total debt securities | $9,649,000 | 4,353 |
| 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 | $10,018,000 | 4,412 |
| U.S. Government securities | $4,278,000 | 4,403 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,278,000 | 4,246 |
| Securities issued by states & political subdivisions | $2,246,000 | 3,813 |
| Other domestic debt securities | $3,494,000 | 1,104 |
| Privately issued residential mortgage-backed securities | $548,000 | 582 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $2,946,000 | 796 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,079,000 | 3,634 |
| Mortgage-backed securities | $4,157,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $830,000 | 3,790 |
| Issued or guaranteed by U.S. | $830,000 | 3,618 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,327,000 | 1,831 |
| CMOs issued by government agencies or sponsored agencies | $2,779,000 | 1,874 |
| Privately issued | $548,000 | 294 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $10,018,000 | 4,124 |
| Total debt securities | $10,018,000 | 4,387 |
| 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 | $10,233,000 | 4,436 |
| U.S. Government securities | $4,432,000 | 4,449 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,432,000 | 4,310 |
| Securities issued by states & political subdivisions | $2,263,000 | 3,858 |
| Other domestic debt securities | $3,538,000 | 963 |
| Privately issued residential mortgage-backed securities | $580,000 | 326 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $2,958,000 | 810 |
| 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 | $4,028,000 | 3,698 |
| Mortgage-backed securities | $4,313,000 | 3,365 |
| Certificates of participation in pools of residential mortgages | $922,000 | 3,802 |
| Issued or guaranteed by U.S. | $922,000 | 3,795 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,391,000 | 1,812 |
| CMOs issued by government agencies or sponsored agencies | $2,811,000 | 1,851 |
| Privately issued | $580,000 | 303 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $10,233,000 | 4,148 |
| Total debt securities | $10,233,000 | 4,411 |
| 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 | $10,712,000 | 4,454 |
| U.S. Government securities | $4,544,000 | 4,469 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,544,000 | 4,342 |
| Securities issued by states & political subdivisions | $2,338,000 | 3,903 |
| Other domestic debt securities | $3,830,000 | 922 |
| Privately issued residential mortgage-backed securities | $847,000 | 293 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $2,983,000 | 811 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,622,000 | 4,295 |
| Mortgage-backed securities | $4,687,000 | 3,337 |
| Certificates of participation in pools of residential mortgages | $999,000 | 3,811 |
| Issued or guaranteed by U.S. | $999,000 | 3,805 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,688,000 | 1,748 |
| CMOs issued by government agencies or sponsored agencies | $2,841,000 | 1,831 |
| Privately issued | $847,000 | 274 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $10,712,000 | 4,168 |
| Total debt securities | $10,711,000 | 4,427 |
| 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 | $11,027,000 | 4,466 |
| U.S. Government securities | $4,706,000 | 4,511 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,706,000 | 4,388 |
| Securities issued by states & political subdivisions | $2,447,000 | 3,933 |
| Other domestic debt securities | $3,874,000 | 953 |
| Privately issued residential mortgage-backed securities | $907,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $2,967,000 | 843 |
| 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 | $1,658,000 | 4,358 |
| Mortgage-backed securities | $4,845,000 | 3,360 |
| Certificates of participation in pools of residential mortgages | $1,050,000 | 3,841 |
| Issued or guaranteed by U.S. | $1,050,000 | 3,836 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,795,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $2,888,000 | 1,843 |
| Privately issued | $907,000 | 278 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $11,027,000 | 4,175 |
| Total debt securities | $11,026,000 | 4,442 |
| 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 | $11,209,000 | 4,501 |
| U.S. Government securities | $4,890,000 | 4,523 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,890,000 | 4,400 |
| Securities issued by states & political subdivisions | $2,442,000 | 3,961 |
| Other domestic debt securities | $3,877,000 | 969 |
| Privately issued residential mortgage-backed securities | $897,000 | 301 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $2,980,000 | 856 |
| 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 | $1,384,000 | 4,467 |
| Mortgage-backed securities | $4,966,000 | 3,370 |
| Certificates of participation in pools of residential mortgages | $1,134,000 | 3,855 |
| Issued or guaranteed by U.S. | $1,134,000 | 3,849 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,832,000 | 1,780 |
| CMOs issued by government agencies or sponsored agencies | $2,935,000 | 1,859 |
| Privately issued | $897,000 | 283 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $11,209,000 | 4,202 |
| Total debt securities | $11,206,000 | 4,475 |
| 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 | $10,237,000 | 4,635 |
| U.S. Government securities | $3,851,000 | 4,742 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,851,000 | 4,611 |
| Securities issued by states & political subdivisions | $2,452,000 | 4,011 |
| Other domestic debt securities | $3,934,000 | 984 |
| Privately issued residential mortgage-backed securities | $964,000 | 323 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $2,970,000 | 877 |
| 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 | $1,452,000 | 4,506 |
| Mortgage-backed securities | $3,972,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $1,218,000 | 3,888 |
| Issued or guaranteed by U.S. | $1,218,000 | 3,884 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,754,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $1,790,000 | 2,150 |
| Privately issued | $964,000 | 306 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $10,237,000 | 4,328 |
| Total debt securities | $10,235,000 | 4,612 |
| 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 | $7,882,000 | 4,869 |
| U.S. Government securities | $2,571,000 | 4,960 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,571,000 | 4,845 |
| Securities issued by states & political subdivisions | $2,427,000 | 4,047 |
| Other domestic debt securities | $2,884,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $975,000 | 333 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,909,000 | 1,048 |
| 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 | $1,457,000 | 4,559 |
| Mortgage-backed securities | $2,579,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $1,381,000 | 3,873 |
| Issued or guaranteed by U.S. | $1,381,000 | 3,865 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,192,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $217,000 | 2,808 |
| Privately issued | $975,000 | 314 |
| Commercial mortgage-backed securities | $6,000 | 1,336 |
| Commercial mortgage pass-through securities | $6,000 | 940 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $7,882,000 | 4,550 |
| Total debt securities | $7,881,000 | 4,843 |
| 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 | $8,418,000 | 4,872 |
| U.S. Government securities | $2,820,000 | 4,967 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,820,000 | 4,853 |
| Securities issued by states & political subdivisions | $2,657,000 | 4,010 |
| Other domestic debt securities | $2,941,000 | 1,114 |
| Privately issued residential mortgage-backed securities | $1,024,000 | 327 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,917,000 | 1,052 |
| 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 | $1,905,000 | 4,492 |
| Mortgage-backed securities | $2,870,000 | 3,836 |
| Certificates of participation in pools of residential mortgages | $1,572,000 | 3,843 |
| Issued or guaranteed by U.S. | $1,572,000 | 3,840 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,297,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 2,804 |
| Privately issued | $1,024,000 | 312 |
| Commercial mortgage-backed securities | $1,000 | 1,294 |
| Commercial mortgage pass-through securities | $1,000 | 886 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $8,418,000 | 4,530 |
| Total debt securities | $8,415,000 | 4,847 |
| 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 | $7,982,000 | 4,969 |
| U.S. Government securities | $3,083,000 | 5,018 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,083,000 | 4,905 |
| Securities issued by states & political subdivisions | $2,672,000 | 4,022 |
| Other domestic debt securities | $2,227,000 | 1,246 |
| Privately issued residential mortgage-backed securities | $1,068,000 | 338 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,159,000 | 1,219 |
| 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 | $1,930,000 | 4,584 |
| Mortgage-backed securities | $3,109,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $1,695,000 | 3,839 |
| Issued or guaranteed by U.S. | $1,695,000 | 3,834 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,412,000 | 2,391 |
| CMOs issued by government agencies or sponsored agencies | $344,000 | 2,781 |
| Privately issued | $1,068,000 | 319 |
| Commercial mortgage-backed securities | $2,000 | 1,225 |
| Commercial mortgage pass-through securities | $2,000 | 841 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $7,982,000 | 4,630 |
| Total debt securities | $7,974,000 | 4,946 |
| 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 | $10,516,000 | 4,791 |
| U.S. Government securities | $4,379,000 | 4,898 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,379,000 | 4,783 |
| Securities issued by states & political subdivisions | $2,869,000 | 3,988 |
| Other domestic debt securities | $3,268,000 | 1,088 |
| Privately issued residential mortgage-backed securities | $1,082,000 | 340 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,186,000 | 986 |
| 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 | $1,945,000 | 4,616 |
| Mortgage-backed securities | $4,396,000 | 3,605 |
| Certificates of participation in pools of residential mortgages | $2,897,000 | 3,512 |
| Issued or guaranteed by U.S. | $2,897,000 | 3,509 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,497,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 2,765 |
| Privately issued | $1,082,000 | 323 |
| Commercial mortgage-backed securities | $2,000 | 1,212 |
| Commercial mortgage pass-through securities | $2,000 | 833 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $10,516,000 | 4,431 |
| Total debt securities | $10,512,000 | 4,766 |
| 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 | $9,317,000 | 4,974 |
| U.S. Government securities | $3,262,000 | 5,146 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,262,000 | 5,035 |
| Securities issued by states & political subdivisions | $3,276,000 | 3,943 |
| Other domestic debt securities | $2,779,000 | 1,131 |
| Privately issued residential mortgage-backed securities | $1,136,000 | 334 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,643,000 | 1,094 |
| 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 | $3,614,000 | 4,214 |
| Mortgage-backed securities | $3,307,000 | 3,826 |
| Certificates of participation in pools of residential mortgages | $1,685,000 | 3,878 |
| Issued or guaranteed by U.S. | $1,685,000 | 3,874 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,619,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $483,000 | 2,762 |
| Privately issued | $1,136,000 | 317 |
| Commercial mortgage-backed securities | $3,000 | 1,160 |
| Commercial mortgage pass-through securities | $3,000 | 800 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $9,317,000 | 4,620 |
| Total debt securities | $9,314,000 | 4,953 |
| 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 | $9,561,000 | 5,044 |
| U.S. Government securities | $3,441,000 | 5,224 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,441,000 | 5,111 |
| Securities issued by states & political subdivisions | $3,289,000 | 3,979 |
| Other domestic debt securities | $2,831,000 | 1,142 |
| Privately issued residential mortgage-backed securities | $1,180,000 | 329 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,651,000 | 1,088 |
| 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 | $1,977,000 | 4,718 |
| Mortgage-backed securities | $3,521,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $1,761,000 | 3,918 |
| Issued or guaranteed by U.S. | $1,761,000 | 3,913 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,757,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $577,000 | 2,757 |
| Privately issued | $1,180,000 | 311 |
| Commercial mortgage-backed securities | $3,000 | 1,116 |
| Commercial mortgage pass-through securities | $3,000 | 774 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $9,561,000 | 4,680 |
| Total debt securities | $9,557,000 | 5,021 |
| 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 | $10,037,000 | 5,069 |
| U.S. Government securities | $3,834,000 | 5,247 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,834,000 | 5,131 |
| Securities issued by states & political subdivisions | $3,300,000 | 3,996 |
| Other domestic debt securities | $2,903,000 | 1,136 |
| Privately issued residential mortgage-backed securities | $1,242,000 | 339 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,661,000 | 1,103 |
| 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 | $2,050,000 | 4,717 |
| Mortgage-backed securities | $3,743,000 | 3,864 |
| Certificates of participation in pools of residential mortgages | $1,834,000 | 3,966 |
| Issued or guaranteed by U.S. | $1,834,000 | 3,961 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,905,000 | 2,352 |
| CMOs issued by government agencies or sponsored agencies | $663,000 | 2,755 |
| Privately issued | $1,242,000 | 321 |
| Commercial mortgage-backed securities | $4,000 | 1,071 |
| Commercial mortgage pass-through securities | $4,000 | 734 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $10,037,000 | 4,705 |
| Total debt securities | $10,033,000 | 5,049 |
| 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 | $12,565,000 | 4,895 |
| U.S. Government securities | $5,473,000 | 5,067 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,473,000 | 4,961 |
| Securities issued by states & political subdivisions | $3,328,000 | 3,985 |
| Other domestic debt securities | $3,764,000 | 1,023 |
| Privately issued residential mortgage-backed securities | $1,317,000 | 355 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,447,000 | 956 |
| 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 | $3,358,000 | 4,446 |
| Mortgage-backed securities | $5,435,000 | 3,625 |
| Certificates of participation in pools of residential mortgages | $1,953,000 | 3,997 |
| Issued or guaranteed by U.S. | $1,953,000 | 3,991 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,478,000 | 2,017 |
| CMOs issued by government agencies or sponsored agencies | $2,161,000 | 2,230 |
| Privately issued | $1,317,000 | 338 |
| Commercial mortgage-backed securities | $4,000 | 1,053 |
| Commercial mortgage pass-through securities | $4,000 | 718 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $12,565,000 | 4,512 |
| Total debt securities | $12,562,000 | 4,874 |
| 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 | $13,142,000 | 4,894 |
| U.S. Government securities | $5,636,000 | 5,116 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,636,000 | 5,001 |
| Securities issued by states & political subdivisions | $3,729,000 | 3,936 |
| Other domestic debt securities | $3,777,000 | 1,017 |
| Privately issued residential mortgage-backed securities | $1,363,000 | 349 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,414,000 | 967 |
| 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 | $3,453,000 | 4,486 |
| Mortgage-backed securities | $6,999,000 | 3,443 |
| Certificates of participation in pools of residential mortgages | $3,408,000 | 3,663 |
| Issued or guaranteed by U.S. | $3,408,000 | 3,657 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,586,000 | 2,036 |
| CMOs issued by government agencies or sponsored agencies | $2,223,000 | 2,251 |
| Privately issued | $1,363,000 | 330 |
| Commercial mortgage-backed securities | $5,000 | 1,033 |
| Commercial mortgage pass-through securities | $5,000 | 723 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $13,142,000 | 4,513 |
| Total debt securities | $13,142,000 | 4,872 |
| 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 | $13,520,000 | 4,956 |
| U.S. Government securities | $5,892,000 | 5,160 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,892,000 | 5,046 |
| Securities issued by states & political subdivisions | $3,723,000 | 3,972 |
| Other domestic debt securities | $3,905,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $1,463,000 | 361 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,442,000 | 985 |
| 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 | $2,726,000 | 4,752 |
| Mortgage-backed securities | $7,355,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | $3,587,000 | 3,690 |
| Issued or guaranteed by U.S. | $3,587,000 | 3,689 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,762,000 | 2,038 |
| CMOs issued by government agencies or sponsored agencies | $2,299,000 | 2,274 |
| Privately issued | $1,463,000 | 346 |
| Commercial mortgage-backed securities | $6,000 | 999 |
| Commercial mortgage pass-through securities | $6,000 | 714 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $13,520,000 | 4,561 |
| Total debt securities | $13,521,000 | 4,930 |
| 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 | $13,979,000 | 4,979 |
| U.S. Government securities | $6,298,000 | 5,171 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,298,000 | 5,049 |
| Securities issued by states & political subdivisions | $3,739,000 | 4,015 |
| Other domestic debt securities | $3,942,000 | 1,060 |
| Privately issued residential mortgage-backed securities | $1,499,000 | 367 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,443,000 | 1,013 |
| 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 | $2,812,000 | 4,758 |
| Mortgage-backed securities | $7,797,000 | 3,478 |
| Certificates of participation in pools of residential mortgages | $3,887,000 | 3,684 |
| Issued or guaranteed by U.S. | $3,887,000 | 3,684 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,903,000 | 2,042 |
| CMOs issued by government agencies or sponsored agencies | $2,404,000 | 2,285 |
| Privately issued | $1,499,000 | 354 |
| Commercial mortgage-backed securities | $7,000 | 1,003 |
| Commercial mortgage pass-through securities | $7,000 | 722 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $13,979,000 | 4,582 |
| Total debt securities | $13,978,000 | 4,956 |
| 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 | $13,836,000 | 5,045 |
| U.S. Government securities | $6,548,000 | 5,155 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,548,000 | 5,052 |
| Securities issued by states & political subdivisions | $3,315,000 | 4,143 |
| Other domestic debt securities | $3,973,000 | 1,084 |
| Privately issued residential mortgage-backed securities | $1,568,000 | 380 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,405,000 | 1,038 |
| 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 | $2,871,000 | 4,775 |
| Mortgage-backed securities | $8,116,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $4,133,000 | 3,652 |
| Issued or guaranteed by U.S. | $4,133,000 | 3,651 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,975,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $2,407,000 | 2,298 |
| Privately issued | $1,568,000 | 366 |
| Commercial mortgage-backed securities | $8,000 | 993 |
| Commercial mortgage pass-through securities | $8,000 | 723 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $13,836,000 | 4,636 |
| Total debt securities | $13,837,000 | 5,020 |
| 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 | $13,678,000 | 5,064 |
| U.S. Government securities | $6,815,000 | 5,116 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,815,000 | 5,011 |
| Securities issued by states & political subdivisions | $2,855,000 | 4,301 |
| Other domestic debt securities | $4,008,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $1,617,000 | 398 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,391,000 | 1,062 |
| 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 | $2,933,000 | 4,774 |
| Mortgage-backed securities | $8,432,000 | 3,402 |
| Certificates of participation in pools of residential mortgages | $4,373,000 | 3,610 |
| Issued or guaranteed by U.S. | $4,373,000 | 3,607 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,050,000 | 2,012 |
| CMOs issued by government agencies or sponsored agencies | $2,433,000 | 2,261 |
| Privately issued | $1,617,000 | 382 |
| Commercial mortgage-backed securities | $9,000 | 933 |
| Commercial mortgage pass-through securities | $9,000 | 669 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $13,678,000 | 4,667 |
| Total debt securities | $13,677,000 | 5,035 |
| 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 | $14,018,000 | 5,072 |
| U.S. Government securities | $7,179,000 | 5,102 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,179,000 | 5,009 |
| Securities issued by states & political subdivisions | $2,765,000 | 4,341 |
| Other domestic debt securities | $4,074,000 | 1,136 |
| Privately issued residential mortgage-backed securities | $1,706,000 | 418 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,368,000 | 1,102 |
| 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 | $2,352,000 | 4,984 |
| Mortgage-backed securities | $7,934,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $3,706,000 | 3,791 |
| Issued or guaranteed by U.S. | $3,706,000 | 3,786 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,219,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $2,513,000 | 2,263 |
| Privately issued | $1,706,000 | 400 |
| Commercial mortgage-backed securities | $9,000 | 919 |
| Commercial mortgage pass-through securities | $9,000 | 649 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $14,018,000 | 4,678 |
| Total debt securities | $14,019,000 | 5,042 |
| 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 | $13,500,000 | 5,132 |
| U.S. Government securities | $6,487,000 | 5,227 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,487,000 | 5,118 |
| Securities issued by states & political subdivisions | $2,777,000 | 4,343 |
| Other domestic debt securities | $4,236,000 | 1,132 |
| Privately issued residential mortgage-backed securities | $1,834,000 | 422 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,402,000 | 1,121 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,412,000 | 4,987 |
| Mortgage-backed securities | $8,321,000 | 3,445 |
| Certificates of participation in pools of residential mortgages | $3,826,000 | 3,759 |
| Issued or guaranteed by U.S. | $3,826,000 | 3,754 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,485,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $2,651,000 | 2,275 |
| Privately issued | $1,834,000 | 405 |
| Commercial mortgage-backed securities | $10,000 | 892 |
| Commercial mortgage pass-through securities | $10,000 | 648 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $13,500,000 | 4,747 |
| Total debt securities | $13,500,000 | 5,101 |
| 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 | $16,200,000 | 4,883 |
| U.S. Government securities | $8,805,000 | 4,909 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,805,000 | 4,804 |
| Securities issued by states & political subdivisions | $2,789,000 | 4,322 |
| Other domestic debt securities | $4,606,000 | 1,099 |
| Privately issued residential mortgage-backed securities | $2,667,000 | 375 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,939,000 | 1,249 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,407,000 | 5,041 |
| Mortgage-backed securities | $11,472,000 | 3,116 |
| Certificates of participation in pools of residential mortgages | $3,651,000 | 3,855 |
| Issued or guaranteed by U.S. | $3,651,000 | 3,851 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,773,000 | 1,747 |
| CMOs issued by government agencies or sponsored agencies | $4,106,000 | 2,024 |
| Privately issued | $2,667,000 | 361 |
| Commercial mortgage-backed securities | $1,048,000 | 585 |
| Commercial mortgage pass-through securities | $13,000 | 602 |
| Other commercial mortgage-backed securities | $1,035,000 | 317 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $16,200,000 | 4,509 |
| Total debt securities | $16,198,000 | 4,848 |
| 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 | $19,820,000 | 4,490 |
| U.S. Government securities | $13,049,000 | 4,272 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,049,000 | 4,165 |
| Securities issued by states & political subdivisions | $2,861,000 | 4,284 |
| Other domestic debt securities | $3,910,000 | 1,155 |
| Privately issued residential mortgage-backed securities | $2,655,000 | 394 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,255,000 | 1,366 |
| 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 | $4,581,000 | 4,393 |
| Mortgage-backed securities | $14,754,000 | 2,805 |
| Certificates of participation in pools of residential mortgages | $4,425,000 | 3,662 |
| Issued or guaranteed by U.S. | $4,425,000 | 3,660 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,266,000 | 1,561 |
| CMOs issued by government agencies or sponsored agencies | $6,611,000 | 1,718 |
| Privately issued | $2,655,000 | 381 |
| Commercial mortgage-backed securities | $1,063,000 | 488 |
| Commercial mortgage pass-through securities | $14,000 | 533 |
| Other commercial mortgage-backed securities | $1,049,000 | 245 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $19,820,000 | 4,141 |
| Total debt securities | $19,818,000 | 4,459 |
| 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 | $20,430,000 | 4,503 |
| U.S. Government securities | $14,314,000 | 4,197 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $14,314,000 | 4,111 |
| Securities issued by states & political subdivisions | $2,849,000 | 4,302 |
| Other domestic debt securities | $3,267,000 | 1,283 |
| Privately issued residential mortgage-backed securities | $2,037,000 | 490 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,230,000 | 1,424 |
| 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 | $4,943,000 | 4,359 |
| Mortgage-backed securities | $15,403,000 | 2,871 |
| Certificates of participation in pools of residential mortgages | $5,051,000 | 3,668 |
| Issued or guaranteed by U.S. | $5,051,000 | 3,666 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $9,314,000 | 1,640 |
| CMOs issued by government agencies or sponsored agencies | $7,277,000 | 1,710 |
| Privately issued | $2,037,000 | 472 |
| Commercial mortgage-backed securities | $1,038,000 | 471 |
| Commercial mortgage pass-through securities | $15,000 | 501 |
| Other commercial mortgage-backed securities | $1,023,000 | 238 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $20,430,000 | 4,152 |
| Total debt securities | $20,429,000 | 4,469 |
| 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 | $21,134,000 | 4,474 |
| U.S. Government securities | $15,527,000 | 4,119 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $15,527,000 | 4,029 |
| Securities issued by states & political subdivisions | $2,859,000 | 4,274 |
| Other domestic debt securities | $2,748,000 | 1,420 |
| Privately issued residential mortgage-backed securities | $1,594,000 | 561 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,154,000 | 1,447 |
| 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 | $5,058,000 | 4,368 |
| Mortgage-backed securities | $16,174,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $5,280,000 | 3,627 |
| Issued or guaranteed by U.S. | $5,280,000 | 3,624 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,852,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $8,258,000 | 1,645 |
| Privately issued | $1,594,000 | 540 |
| Commercial mortgage-backed securities | $1,042,000 | 432 |
| Commercial mortgage pass-through securities | $17,000 | 462 |
| Other commercial mortgage-backed securities | $1,025,000 | 222 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $21,134,000 | 4,134 |
| Total debt securities | $21,134,000 | 4,444 |
| 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 | $17,755,000 | 4,825 |
| U.S. Government securities | $12,433,000 | 4,605 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,433,000 | 4,513 |
| Securities issued by states & political subdivisions | $1,934,000 | 4,536 |
| Other domestic debt securities | $3,388,000 | 1,265 |
| Privately issued residential mortgage-backed securities | $910,000 | 714 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $1,283,000 | 195 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,195,000 | 1,424 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,467,000 | 4,268 |
| Mortgage-backed securities | $11,900,000 | 3,271 |
| Certificates of participation in pools of residential mortgages | $4,466,000 | 3,827 |
| Issued or guaranteed by U.S. | $4,466,000 | 3,823 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,429,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $5,519,000 | 1,962 |
| Privately issued | $910,000 | 691 |
| Commercial mortgage-backed securities | $1,005,000 | 402 |
| Commercial mortgage pass-through securities | $17,000 | 434 |
| Other commercial mortgage-backed securities | $988,000 | 201 |
| Held to maturity securities (book value) | $910,000 | 2,045 |
| Available-for-sale securities (fair market value) | $16,845,000 | 4,532 |
| Total debt securities | $17,756,000 | 4,798 |
| 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 | $16,739,000 | 4,899 |
| U.S. Government securities | $11,115,000 | 4,757 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,115,000 | 4,661 |
| Securities issued by states & political subdivisions | $1,996,000 | 4,500 |
| Other domestic debt securities | $3,628,000 | 1,221 |
| Privately issued residential mortgage-backed securities | $982,000 | 777 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $1,471,000 | 142 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,175,000 | 1,356 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,115,000 | 4,160 |
| Mortgage-backed securities | $10,609,000 | 3,339 |
| Certificates of participation in pools of residential mortgages | $6,119,000 | 3,382 |
| Issued or guaranteed by U.S. | $6,119,000 | 3,381 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,471,000 | 2,198 |
| CMOs issued by government agencies or sponsored agencies | $3,489,000 | 2,206 |
| Privately issued | $982,000 | 739 |
| Commercial mortgage-backed securities | $19,000 | 519 |
| Commercial mortgage pass-through securities | $19,000 | 375 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,172,000 | 2,033 |
| Available-for-sale securities (fair market value) | $15,567,000 | 4,600 |
| Total debt securities | $16,742,000 | 4,873 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $13,304,000 | 5,277 |
| U.S. Government securities | $8,140,000 | 5,252 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $8,140,000 | 5,151 |
| Securities issued by states & political subdivisions | $2,001,000 | 4,456 |
| Other domestic debt securities | $3,163,000 | 1,317 |
| Privately issued residential mortgage-backed securities | $921,000 | 826 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $1,500,000 | 131 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $742,000 | 1,564 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,539,000 | 4,614 |
| Mortgage-backed securities | $8,470,000 | 3,592 |
| Certificates of participation in pools of residential mortgages | $4,914,000 | 3,593 |
| Issued or guaranteed by U.S. | $4,914,000 | 3,583 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,536,000 | 2,347 |
| CMOs issued by government agencies or sponsored agencies | $2,615,000 | 2,373 |
| Privately issued | $921,000 | 782 |
| Commercial mortgage-backed securities | $20,000 | 461 |
| Commercial mortgage pass-through securities | $20,000 | 338 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,118,000 | 2,071 |
| Available-for-sale securities (fair market value) | $12,186,000 | 4,989 |
| Total debt securities | $13,304,000 | 5,248 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $12,217,000 | 5,505 |
| U.S. Government securities | $7,768,000 | 5,442 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,768,000 | 5,331 |
| Securities issued by states & political subdivisions | $1,959,000 | 4,462 |
| Other domestic debt securities | $2,490,000 | 1,399 |
| Privately issued residential mortgage-backed securities | $973,000 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $1,517,000 | 123 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,628,000 | 4,636 |
| Mortgage-backed securities | $8,741,000 | 3,514 |
| Certificates of participation in pools of residential mortgages | $5,059,000 | 3,519 |
| Issued or guaranteed by U.S. | $5,059,000 | 3,507 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,661,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $2,688,000 | 2,318 |
| Privately issued | $973,000 | 788 |
| Commercial mortgage-backed securities | $21,000 | 445 |
| Commercial mortgage pass-through securities | $21,000 | 337 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,185,000 | 2,066 |
| Available-for-sale securities (fair market value) | $11,032,000 | 5,240 |
| Total debt securities | $12,214,000 | 5,474 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $12,252,000 | 5,489 |
| U.S. Government securities | $9,091,000 | 5,189 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,091,000 | 5,072 |
| Securities issued by states & political subdivisions | $1,950,000 | 4,447 |
| Other domestic debt securities | $1,211,000 | 1,866 |
| Privately issued residential mortgage-backed securities | $991,000 | 860 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $220,000 | 202 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,707,000 | 4,606 |
| Mortgage-backed securities | $8,082,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | $4,302,000 | 3,622 |
| Issued or guaranteed by U.S. | $4,302,000 | 3,614 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,758,000 | 2,210 |
| CMOs issued by government agencies or sponsored agencies | $2,767,000 | 2,228 |
| Privately issued | $991,000 | 821 |
| Commercial mortgage-backed securities | $22,000 | 436 |
| Commercial mortgage pass-through securities | $22,000 | 329 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,211,000 | 2,077 |
| Available-for-sale securities (fair market value) | $11,041,000 | 5,212 |
| Total debt securities | $12,247,000 | 5,457 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,986 |
| Fair value | $2,000,000 | 2,014 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $10,743,000 | 5,614 |
| U.S. Government securities | $7,516,000 | 5,349 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,516,000 | 5,235 |
| Securities issued by states & political subdivisions | $1,973,000 | 4,427 |
| Other domestic debt securities | $1,254,000 | 1,959 |
| Privately issued residential mortgage-backed securities | $1,009,000 | 896 |
| Commercial mortgage-backed securities - Total | $23,000 | 399 |
| Asset backed securities | $222,000 | 188 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,808,000 | 4,569 |
| Mortgage-backed securities | $8,548,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $4,630,000 | 3,446 |
| Issued or guaranteed by U.S. | $4,630,000 | 3,439 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,895,000 | 2,166 |
| CMOs issued by government agencies or sponsored agencies | $2,886,000 | 2,142 |
| Privately issued | $1,009,000 | 855 |
| Commercial mortgage-backed securities | $23,000 | 399 |
| Commercial mortgage pass-through securities | $23,000 | 313 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,231,000 | 2,083 |
| Available-for-sale securities (fair market value) | $9,512,000 | 5,336 |
| Total debt securities | $10,743,000 | 5,572 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $8,656,000 | 5,894 |
| U.S. Government securities | $5,322,000 | 5,834 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,322,000 | 5,709 |
| Securities issued by states & political subdivisions | $2,031,000 | 4,321 |
| Other domestic debt securities | $1,303,000 | 1,990 |
| Privately issued residential mortgage-backed securities | $1,041,000 | 964 |
| Commercial mortgage-backed securities - Total | $24,000 | 372 |
| Asset backed securities | $238,000 | 177 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,743,000 | 4,642 |
| Mortgage-backed securities | $6,387,000 | 3,733 |
| Certificates of participation in pools of residential mortgages | $3,786,000 | 3,657 |
| Issued or guaranteed by U.S. | $3,786,000 | 3,650 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,577,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $1,536,000 | 2,487 |
| Privately issued | $1,041,000 | 920 |
| Commercial mortgage-backed securities | $24,000 | 372 |
| Commercial mortgage pass-through securities | $24,000 | 289 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,251,000 | 2,114 |
| Available-for-sale securities (fair market value) | $7,405,000 | 5,634 |
| Total debt securities | $8,652,000 | 5,860 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $10,540,000 | 5,637 |
| U.S. Government securities | $6,253,000 | 5,736 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,253,000 | 5,624 |
| Securities issued by states & political subdivisions | $2,939,000 | 3,918 |
| Other domestic debt securities | $1,348,000 | 1,969 |
| Privately issued residential mortgage-backed securities | $1,071,000 | 997 |
| Commercial mortgage-backed securities - Total | $29,000 | 366 |
| Asset backed securities | $248,000 | 170 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,291,000 | 5,633 |
| Mortgage-backed securities | $7,353,000 | 3,549 |
| Certificates of participation in pools of residential mortgages | $6,253,000 | 3,069 |
| Issued or guaranteed by U.S. | $6,253,000 | 3,061 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,071,000 | 2,864 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $1,071,000 | 962 |
| Commercial mortgage-backed securities | $29,000 | 366 |
| Commercial mortgage pass-through securities | $29,000 | 284 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,346,000 | 2,160 |
| Available-for-sale securities (fair market value) | $9,194,000 | 5,398 |
| Total debt securities | $10,541,000 | 5,597 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $10,944,000 | 5,618 |
| U.S. Government securities | $6,635,000 | 5,720 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,635,000 | 5,604 |
| Securities issued by states & political subdivisions | $2,935,000 | 3,911 |
| Other domestic debt securities | $1,374,000 | 2,009 |
| Privately issued residential mortgage-backed securities | $1,080,000 | 1,047 |
| Commercial mortgage-backed securities - Total | $31,000 | 378 |
| Asset backed securities | $263,000 | 172 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,519,000 | 3,977 |
| Mortgage-backed securities | $7,746,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $6,635,000 | 3,089 |
| Issued or guaranteed by U.S. | $6,635,000 | 3,082 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,080,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $1,080,000 | 1,006 |
| Commercial mortgage-backed securities | $31,000 | 378 |
| Commercial mortgage pass-through securities | $31,000 | 290 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,371,000 | 2,186 |
| Available-for-sale securities (fair market value) | $9,573,000 | 5,397 |
| Total debt securities | $10,944,000 | 5,577 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $12,571,000 | 5,356 |
| U.S. Government securities | $8,106,000 | 5,352 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,106,000 | 5,256 |
| Securities issued by states & political subdivisions | $3,074,000 | 3,874 |
| Other domestic debt securities | $1,391,000 | 2,057 |
| Privately issued residential mortgage-backed securities | $1,073,000 | 1,080 |
| Commercial mortgage-backed securities - Total | $32,000 | 364 |
| Asset backed securities | $286,000 | 192 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,999,000 | 3,904 |
| Mortgage-backed securities | $8,217,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | $6,982,000 | 3,084 |
| Issued or guaranteed by U.S. | $6,982,000 | 3,077 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,203,000 | 2,786 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 3,163 |
| Privately issued | $1,073,000 | 1,038 |
| Commercial mortgage-backed securities | $32,000 | 364 |
| Commercial mortgage pass-through securities | $32,000 | 280 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,388,000 | 2,225 |
| Available-for-sale securities (fair market value) | $11,183,000 | 5,113 |
| Total debt securities | $12,572,000 | 5,312 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $994,000 | 2,110 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $11,247,000 | 5,612 |
| U.S. Government securities | $6,758,000 | 5,700 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,758,000 | 5,608 |
| Securities issued by states & political subdivisions | $3,047,000 | 3,904 |
| Other domestic debt securities | $1,442,000 | 2,157 |
| Privately issued residential mortgage-backed securities | $1,010,000 | 1,162 |
| Commercial mortgage-backed securities - Total | $33,000 | 375 |
| Asset backed securities | $399,000 | 189 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,570,000 | 5,657 |
| Mortgage-backed securities | $7,801,000 | 3,671 |
| Certificates of participation in pools of residential mortgages | $6,512,000 | 3,251 |
| Issued or guaranteed by U.S. | $6,512,000 | 3,242 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,256,000 | 2,763 |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 3,063 |
| Privately issued | $1,010,000 | 1,115 |
| Commercial mortgage-backed securities | $33,000 | 375 |
| Commercial mortgage pass-through securities | $33,000 | 276 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,443,000 | 2,283 |
| Available-for-sale securities (fair market value) | $9,804,000 | 5,370 |
| Total debt securities | $11,246,000 | 5,566 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $12,058,000 | 5,474 |
| U.S. Government securities | $7,491,000 | 5,503 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,491,000 | 5,417 |
| Securities issued by states & political subdivisions | $3,026,000 | 3,880 |
| Other domestic debt securities | $1,541,000 | 2,140 |
| Privately issued residential mortgage-backed securities | $1,080,000 | 1,172 |
| Commercial mortgage-backed securities - Total | $34,000 | 306 |
| Asset backed securities | $427,000 | 204 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,650,000 | 5,639 |
| Mortgage-backed securities | $8,605,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $6,977,000 | 3,222 |
| Issued or guaranteed by U.S. | $6,977,000 | 3,211 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,594,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $514,000 | 2,823 |
| Privately issued | $1,080,000 | 1,119 |
| Commercial mortgage-backed securities | $34,000 | 306 |
| Commercial mortgage pass-through securities | $34,000 | 206 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,542,000 | 2,270 |
| Available-for-sale securities (fair market value) | $10,516,000 | 5,229 |
| Total debt securities | $12,059,000 | 5,430 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $10,499,000 | 5,799 |
| U.S. Government securities | $5,972,000 | 6,040 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,972,000 | 5,962 |
| Securities issued by states & political subdivisions | $3,011,000 | 3,807 |
| Other domestic debt securities | $1,516,000 | 2,065 |
| Privately issued residential mortgage-backed securities | $1,086,000 | 1,197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $430,000 | 259 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,690,000 | 5,681 |
| Mortgage-backed securities | $7,058,000 | 3,912 |
| Certificates of participation in pools of residential mortgages | $5,321,000 | 3,674 |
| Issued or guaranteed by U.S. | $5,321,000 | 3,661 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,737,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $651,000 | 2,758 |
| Privately issued | $1,086,000 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,553,000 | 2,305 |
| Available-for-sale securities (fair market value) | $8,946,000 | 5,567 |
| Total debt securities | $10,498,000 | 5,751 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $10,689,000 | 5,786 |
| U.S. Government securities | $6,128,000 | 6,090 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,128,000 | 6,005 |
| Securities issued by states & political subdivisions | $3,021,000 | 3,760 |
| Other domestic debt securities | $1,540,000 | 2,005 |
| Privately issued residential mortgage-backed securities | $1,105,000 | 1,142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $435,000 | 242 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,715,000 | 5,720 |
| Mortgage-backed securities | $7,233,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $5,457,000 | 3,604 |
| Issued or guaranteed by U.S. | $5,457,000 | 3,590 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,776,000 | 2,511 |
| CMOs issued by government agencies or sponsored agencies | $671,000 | 2,735 |
| Privately issued | $1,105,000 | 1,090 |
| 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) | $1,578,000 | 2,310 |
| Available-for-sale securities (fair market value) | $9,111,000 | 5,564 |
| Total debt securities | $10,689,000 | 5,746 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $11,456,000 | 5,633 |
| U.S. Government securities | $5,347,000 | 6,286 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,347,000 | 6,196 |
| Securities issued by states & political subdivisions | $3,043,000 | 3,732 |
| Other domestic debt securities | $3,066,000 | 1,508 |
| Privately issued residential mortgage-backed securities | $2,469,000 | 896 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $597,000 | 222 |
| 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 | $1,854,000 | 5,709 |
| Mortgage-backed securities | $7,816,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $4,666,000 | 3,741 |
| Issued or guaranteed by U.S. | $4,666,000 | 3,729 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,150,000 | 2,060 |
| CMOs issued by government agencies or sponsored agencies | $681,000 | 2,639 |
| Privately issued | $2,469,000 | 857 |
| 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) | $69,000 | 3,320 |
| Available-for-sale securities (fair market value) | $11,387,000 | 5,108 |
| Total debt securities | $11,457,000 | 5,591 |
| 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 | $12,044,000 | 5,576 |
| U.S. Government securities | $5,612,000 | 6,255 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,612,000 | 6,176 |
| Securities issued by states & political subdivisions | $3,064,000 | 3,737 |
| Other domestic debt securities | $3,368,000 | 1,503 |
| Privately issued residential mortgage-backed securities | $2,726,000 | 870 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $642,000 | 217 |
| 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 | $4,031,000 | 4,824 |
| Mortgage-backed securities | $8,338,000 | 3,509 |
| Certificates of participation in pools of residential mortgages | $4,929,000 | 3,664 |
| Issued or guaranteed by U.S. | $4,929,000 | 3,650 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,409,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $683,000 | 2,650 |
| Privately issued | $2,726,000 | 826 |
| 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) | $70,000 | 3,335 |
| Available-for-sale securities (fair market value) | $11,974,000 | 5,085 |
| Total debt securities | $12,044,000 | 5,517 |
| 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 | $12,788,000 | 5,464 |
| U.S. Government securities | $6,680,000 | 5,957 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,680,000 | 5,867 |
| Securities issued by states & political subdivisions | $3,083,000 | 3,758 |
| Other domestic debt securities | $3,025,000 | 1,491 |
| Privately issued residential mortgage-backed securities | $3,025,000 | 798 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,656,000 | 4,587 |
| Mortgage-backed securities | $9,204,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $5,447,000 | 3,417 |
| Issued or guaranteed by U.S. | $5,447,000 | 3,400 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,757,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $732,000 | 2,603 |
| Privately issued | $3,025,000 | 760 |
| 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) | $74,000 | 3,377 |
| Available-for-sale securities (fair market value) | $12,714,000 | 4,980 |
| Total debt securities | $12,787,000 | 5,394 |
| 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 | $13,671,000 | 5,377 |
| U.S. Government securities | $10,524,000 | 5,148 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,524,000 | 5,049 |
| Securities issued by states & political subdivisions | $3,106,000 | 3,748 |
| Other domestic debt securities | $41,000 | 2,914 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,367 |
| 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 | $5,991,000 | 4,255 |
| Mortgage-backed securities | $7,072,000 | 3,376 |
| Certificates of participation in pools of residential mortgages | $6,279,000 | 2,918 |
| Issued or guaranteed by U.S. | $6,279,000 | 2,903 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $793,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $752,000 | 2,496 |
| Privately issued | $41,000 | 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) | $75,000 | 3,427 |
| Available-for-sale securities (fair market value) | $13,596,000 | 4,840 |
| Total debt securities | $13,671,000 | 5,325 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,023 |
| Fair value | $1,996,000 | 1,093 |
| 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 | $15,101,000 | 5,160 |
| U.S. Government securities | $11,949,000 | 4,965 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,949,000 | 4,868 |
| Securities issued by states & political subdivisions | $3,106,000 | 3,749 |
| Other domestic debt securities | $46,000 | 2,874 |
| Privately issued residential mortgage-backed securities | $46,000 | 1,329 |
| 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 | $1,645,000 | 5,870 |
| Mortgage-backed securities | $7,535,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $6,716,000 | 2,658 |
| Issued or guaranteed by U.S. | $6,716,000 | 2,645 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $819,000 | 2,709 |
| CMOs issued by government agencies or sponsored agencies | $773,000 | 2,433 |
| Privately issued | $46,000 | 1,251 |
| 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) | $76,000 | 3,495 |
| Available-for-sale securities (fair market value) | $15,025,000 | 4,611 |
| Total debt securities | $15,100,000 | 5,117 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,267 |
| Fair value | $1,976,000 | 1,298 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $15,601,000 | 5,110 |
| U.S. Government securities | $12,486,000 | 4,886 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,486,000 | 4,779 |
| Securities issued by states & political subdivisions | $3,068,000 | 3,758 |
| Other domestic debt securities | $47,000 | 2,825 |
| Privately issued residential mortgage-backed securities | $47,000 | 1,282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,297,000 | 3,716 |
| Mortgage-backed securities | $8,116,000 | 2,968 |
| Certificates of participation in pools of residential mortgages | $7,288,000 | 2,488 |
| Issued or guaranteed by U.S. | $7,288,000 | 2,476 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $828,000 | 2,681 |
| CMOs issued by government agencies or sponsored agencies | $781,000 | 2,407 |
| Privately issued | $47,000 | 1,200 |
| 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) | $81,000 | 3,528 |
| Available-for-sale securities (fair market value) | $15,520,000 | 4,542 |
| Total debt securities | $15,602,000 | 5,071 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,275 |
| Fair value | $1,956,000 | 1,368 |
| 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 | $16,766,000 | 4,964 |
| U.S. Government securities | $13,611,000 | 4,687 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,611,000 | 4,566 |
| Securities issued by states & political subdivisions | $3,108,000 | 3,748 |
| Other domestic debt securities | $47,000 | 2,855 |
| Privately issued residential mortgage-backed securities | $47,000 | 1,252 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,585,000 | 3,322 |
| Mortgage-backed securities | $9,235,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | $8,354,000 | 2,298 |
| Issued or guaranteed by U.S. | $8,354,000 | 2,287 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $881,000 | 2,618 |
| CMOs issued by government agencies or sponsored agencies | $834,000 | 2,367 |
| Privately issued | $47,000 | 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) | $85,000 | 3,594 |
| Available-for-sale securities (fair market value) | $16,681,000 | 4,390 |
| Total debt securities | $16,766,000 | 4,916 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,395 |
| Fair value | $1,959,000 | 1,449 |
| 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 | $21,768,000 | 4,305 |
| U.S. Government securities | $18,020,000 | 3,995 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,020,000 | 3,899 |
| Securities issued by states & political subdivisions | $3,687,000 | 3,538 |
| Other domestic debt securities | $61,000 | 2,880 |
| Privately issued residential mortgage-backed securities | $61,000 | 1,225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,051,000 | 2,945 |
| Mortgage-backed securities | $12,686,000 | 2,330 |
| Certificates of participation in pools of residential mortgages | $11,755,000 | 1,891 |
| Issued or guaranteed by U.S. | $11,755,000 | 1,881 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $931,000 | 2,576 |
| CMOs issued by government agencies or sponsored agencies | $870,000 | 2,345 |
| Privately issued | $61,000 | 1,141 |
| 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) | $89,000 | 3,674 |
| Available-for-sale securities (fair market value) | $21,679,000 | 3,773 |
| Total debt securities | $21,769,000 | 4,254 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,136 |
| Fair value | $2,941,000 | 1,163 |
| 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 | $22,817,000 | 4,215 |
| U.S. Government securities | $19,049,000 | 3,895 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,049,000 | 3,795 |
| Securities issued by states & political subdivisions | $3,687,000 | 3,516 |
| Other domestic debt securities | $81,000 | 2,915 |
| Privately issued residential mortgage-backed securities | $81,000 | 1,199 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,017,000 | 2,451 |
| Mortgage-backed securities | $12,781,000 | 2,321 |
| Certificates of participation in pools of residential mortgages | $11,799,000 | 1,892 |
| Issued or guaranteed by U.S. | $11,799,000 | 1,880 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $982,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $901,000 | 2,290 |
| Privately issued | $81,000 | 1,103 |
| 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) | $110,000 | 3,705 |
| Available-for-sale securities (fair market value) | $22,707,000 | 3,686 |
| Total debt securities | $22,818,000 | 4,165 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 968 |
| Fair value | $3,909,000 | 995 |
| 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 | $23,708,000 | 4,106 |
| U.S. Government securities | $20,016,000 | 3,766 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,016,000 | 3,652 |
| Securities issued by states & political subdivisions | $3,608,000 | 3,551 |
| Other domestic debt securities | $84,000 | 2,981 |
| Privately issued residential mortgage-backed securities | $84,000 | 1,180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,183,000 | 6,257 |
| Mortgage-backed securities | $13,816,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | $12,780,000 | 1,818 |
| Issued or guaranteed by U.S. | $12,780,000 | 1,808 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,036,000 | 2,443 |
| CMOs issued by government agencies or sponsored agencies | $952,000 | 2,252 |
| Privately issued | $84,000 | 1,093 |
| 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) | $114,000 | 3,754 |
| Available-for-sale securities (fair market value) | $23,594,000 | 3,581 |
| Total debt securities | $23,707,000 | 4,053 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 1,026 |
| Fair value | $3,868,000 | 1,048 |
| 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 | $24,187,000 | 4,113 |
| U.S. Government securities | $21,486,000 | 3,606 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $21,486,000 | 3,488 |
| Securities issued by states & political subdivisions | $2,613,000 | 3,994 |
| Other domestic debt securities | $88,000 | 3,051 |
| Privately issued residential mortgage-backed securities | $88,000 | 1,162 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,135,000 | 3,055 |
| Mortgage-backed securities | $15,240,000 | 2,120 |
| Certificates of participation in pools of residential mortgages | $14,077,000 | 1,723 |
| Issued or guaranteed by U.S. | $14,077,000 | 1,713 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,163,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $1,075,000 | 2,152 |
| Privately issued | $88,000 | 1,078 |
| 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) | $118,000 | 3,806 |
| Available-for-sale securities (fair market value) | $24,069,000 | 3,577 |
| Total debt securities | $24,187,000 | 4,054 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 1,041 |
| Fair value | $3,901,000 | 1,054 |
| 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 | $21,862,000 | 4,387 |
| U.S. Government securities | $19,787,000 | 3,823 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,787,000 | 3,687 |
| Securities issued by states & political subdivisions | $1,986,000 | 4,370 |
| Other domestic debt securities | $89,000 | 3,146 |
| Privately issued residential mortgage-backed securities | $89,000 | 1,137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,951,000 | 2,896 |
| Mortgage-backed securities | $13,530,000 | 2,284 |
| Certificates of participation in pools of residential mortgages | $13,284,000 | 1,806 |
| Issued or guaranteed by U.S. | $13,284,000 | 1,796 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $246,000 | 3,109 |
| CMOs issued by government agencies or sponsored agencies | $157,000 | 2,938 |
| Privately issued | $89,000 | 1,048 |
| 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) | $126,000 | 3,875 |
| Available-for-sale securities (fair market value) | $21,736,000 | 3,794 |
| Total debt securities | $21,861,000 | 4,319 |
| Structured notes | ||
| Amortized cost | $3,997,000 | 1,047 |
| Fair value | $3,907,000 | 1,057 |
| 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 | $24,028,000 | 4,099 |
| U.S. Government securities | $21,945,000 | 3,511 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $21,945,000 | 3,377 |
| Securities issued by states & political subdivisions | $1,986,000 | 4,372 |
| Other domestic debt securities | $97,000 | 3,186 |
| Privately issued residential mortgage-backed securities | $97,000 | 1,119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,671,000 | 4,099 |
| Mortgage-backed securities | $15,647,000 | 2,096 |
| Certificates of participation in pools of residential mortgages | $15,359,000 | 1,655 |
| Issued or guaranteed by U.S. | $15,359,000 | 1,641 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $288,000 | 3,079 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 2,909 |
| Privately issued | $97,000 | 1,031 |
| 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) | $134,000 | 3,922 |
| Available-for-sale securities (fair market value) | $23,894,000 | 3,553 |
| Total debt securities | $24,027,000 | 4,046 |
| Structured notes | ||
| Amortized cost | $3,997,000 | 1,023 |
| Fair value | $3,939,000 | 1,039 |
| 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 | $20,786,000 | 4,533 |
| U.S. Government securities | $20,653,000 | 3,715 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $20,653,000 | 3,595 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $133,000 | 3,160 |
| Privately issued residential mortgage-backed securities | $133,000 | 1,058 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,465,000 | 3,889 |
| Mortgage-backed securities | $14,366,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $14,005,000 | 1,829 |
| Issued or guaranteed by U.S. | $14,005,000 | 1,815 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $361,000 | 3,053 |
| CMOs issued by government agencies or sponsored agencies | $228,000 | 2,908 |
| Privately issued | $133,000 | 966 |
| 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) | $142,000 | 3,962 |
| Available-for-sale securities (fair market value) | $20,644,000 | 3,952 |
| Total debt securities | $20,787,000 | 4,467 |
| Structured notes | ||
| Amortized cost | $3,996,000 | 1,033 |
| Fair value | $3,953,000 | 1,048 |
| 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 | $20,209,000 | 4,686 |
| U.S. Government securities | $20,066,000 | 3,862 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,066,000 | 3,730 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $143,000 | 3,201 |
| Privately issued residential mortgage-backed securities | $143,000 | 1,034 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,493,000 | 2,796 |
| Mortgage-backed securities | $13,836,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $13,423,000 | 1,944 |
| Issued or guaranteed by U.S. | $13,423,000 | 1,934 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $413,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $270,000 | 2,922 |
| Privately issued | $143,000 | 948 |
| 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) | $155,000 | 4,003 |
| Available-for-sale securities (fair market value) | $20,054,000 | 4,079 |
| Total debt securities | $20,207,000 | 4,628 |
| Structured notes | ||
| Amortized cost | $3,995,000 | 1,038 |
| Fair value | $3,918,000 | 1,035 |
| 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 | $19,399,000 | 4,813 |
| U.S. Government securities | $19,231,000 | 3,974 |
| U.S. Treasury securities | $1,997,000 | 1,024 |
| U.S. Government agency obligations | $17,234,000 | 4,114 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $168,000 | 3,231 |
| Privately issued residential mortgage-backed securities | $168,000 | 1,012 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,646,000 | 2,754 |
| Mortgage-backed securities | $11,909,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $11,426,000 | 2,188 |
| Issued or guaranteed by U.S. | $11,426,000 | 2,179 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $483,000 | 3,035 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 2,908 |
| Privately issued | $168,000 | 934 |
| 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) | $161,000 | 4,038 |
| Available-for-sale securities (fair market value) | $19,238,000 | 4,192 |
| Total debt securities | $19,399,000 | 4,755 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 977 |
| Fair value | $4,007,000 | 974 |
| 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 | $12,391,000 | 6,008 |
| U.S. Government securities | $12,181,000 | 5,220 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,181,000 | 5,063 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $210,000 | 3,200 |
| Privately issued residential mortgage-backed securities | $210,000 | 942 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,390,000 | 2,885 |
| Mortgage-backed securities | $8,873,000 | 3,133 |
| Certificates of participation in pools of residential mortgages | $8,297,000 | 2,617 |
| Issued or guaranteed by U.S. | $8,297,000 | 2,608 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $576,000 | 2,955 |
| CMOs issued by government agencies or sponsored agencies | $366,000 | 2,884 |
| Privately issued | $210,000 | 866 |
| 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) | $164,000 | 4,086 |
| Available-for-sale securities (fair market value) | $12,227,000 | 5,289 |
| Total debt securities | $12,391,000 | 5,935 |
| Structured notes | ||
| Amortized cost | $3,008,000 | 1,207 |
| Fair value | $3,024,000 | 1,209 |
| 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 | $15,164,000 | 5,539 |
| U.S. Government securities | $14,934,000 | 4,701 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $14,934,000 | 4,540 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $230,000 | 3,279 |
| Privately issued residential mortgage-backed securities | $230,000 | 921 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,120,000 | 3,700 |
| Mortgage-backed securities | $9,712,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $9,093,000 | 2,521 |
| Issued or guaranteed by U.S. | $9,093,000 | 2,514 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $619,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 2,930 |
| Privately issued | $230,000 | 852 |
| 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) | $173,000 | 4,137 |
| Available-for-sale securities (fair market value) | $14,991,000 | 4,898 |
| Total debt securities | $15,163,000 | 5,470 |
| Structured notes | ||
| Amortized cost | $3,014,000 | 1,176 |
| Fair value | $2,969,000 | 1,196 |
| 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 | $16,719,000 | 5,244 |
| U.S. Government securities | $16,392,000 | 4,399 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $16,392,000 | 4,251 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $327,000 | 3,207 |
| Privately issued residential mortgage-backed securities | $327,000 | 921 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,159,000 | 3,424 |
| Mortgage-backed securities | $11,167,000 | 2,851 |
| Certificates of participation in pools of residential mortgages | $10,455,000 | 2,346 |
| Issued or guaranteed by U.S. | $10,455,000 | 2,335 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $712,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $385,000 | 2,992 |
| Privately issued | $327,000 | 849 |
| 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) | $196,000 | 4,149 |
| Available-for-sale securities (fair market value) | $16,523,000 | 4,644 |
| Total debt securities | $16,719,000 | 5,161 |
| Structured notes | ||
| Amortized cost | $3,020,000 | 1,025 |
| Fair value | $3,048,000 | 1,029 |
| 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 | $13,518,000 | 5,885 |
| U.S. Government securities | $13,181,000 | 5,025 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,181,000 | 4,876 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $337,000 | 3,262 |
| Privately issued residential mortgage-backed securities | $337,000 | 796 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,870,000 | 4,165 |
| Mortgage-backed securities | $9,975,000 | 3,012 |
| Certificates of participation in pools of residential mortgages | $9,009,000 | 2,578 |
| Issued or guaranteed by U.S. | $9,009,000 | 2,566 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $966,000 | 2,835 |
| CMOs issued by government agencies or sponsored agencies | $629,000 | 2,900 |
| Privately issued | $337,000 | 692 |
| 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) | $209,000 | 4,185 |
| Available-for-sale securities (fair market value) | $13,309,000 | 5,173 |
| Total debt securities | $13,517,000 | 5,798 |
| Structured notes | ||
| Amortized cost | $1,027,000 | 1,579 |
| Fair value | $1,037,000 | 1,580 |
| 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 | $9,787,000 | 6,595 |
| U.S. Government securities | $9,398,000 | 5,777 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,398,000 | 5,601 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $389,000 | 3,345 |
| Privately issued residential mortgage-backed securities | $389,000 | 838 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,480,000 | 4,259 |
| Mortgage-backed securities | $9,297,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $8,060,000 | 2,723 |
| Issued or guaranteed by U.S. | $8,060,000 | 2,710 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,237,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $848,000 | 2,788 |
| Privately issued | $389,000 | 730 |
| 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) | $227,000 | 4,178 |
| Available-for-sale securities (fair market value) | $9,560,000 | 5,888 |
| Total debt securities | $9,787,000 | 6,496 |
| 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 | $13,554,000 | 5,768 |
| U.S. Government securities | $12,089,000 | 5,059 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $12,089,000 | 4,895 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,465,000 | 2,451 |
| Privately issued residential mortgage-backed securities | $993,000 | 689 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $472,000 | 2,968 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,544,000 | 3,873 |
| Mortgage-backed securities | $12,575,000 | 2,697 |
| Certificates of participation in pools of residential mortgages | $10,097,000 | 2,394 |
| Issued or guaranteed by U.S. | $10,097,000 | 2,381 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,478,000 | 2,328 |
| CMOs issued by government agencies or sponsored agencies | $1,485,000 | 2,599 |
| Privately issued | $993,000 | 613 |
| 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) | $240,000 | 4,221 |
| Available-for-sale securities (fair market value) | $13,314,000 | 5,085 |
| Total debt securities | $13,554,000 | 5,671 |
| 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 | $15,623,000 | 5,380 |
| U.S. Government securities | $13,850,000 | 4,720 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $13,850,000 | 4,553 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,773,000 | 2,309 |
| Privately issued residential mortgage-backed securities | $1,308,000 | 626 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $465,000 | 3,005 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,105,000 | 3,064 |
| Mortgage-backed securities | $14,289,000 | 2,532 |
| Certificates of participation in pools of residential mortgages | $11,331,000 | 2,194 |
| Issued or guaranteed by U.S. | $11,331,000 | 2,185 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,958,000 | 2,253 |
| CMOs issued by government agencies or sponsored agencies | $1,650,000 | 2,633 |
| Privately issued | $1,308,000 | 557 |
| 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) | $307,000 | 4,173 |
| Available-for-sale securities (fair market value) | $15,316,000 | 4,724 |
| Total debt securities | $15,623,000 | 5,274 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $515,000 | 1,313 |
| 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 | $18,473,000 | 4,876 |
| U.S. Government securities | $16,212,000 | 4,250 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $16,212,000 | 4,075 |
| Securities issued by states & political subdivisions | $420,000 | 5,942 |
| Other domestic debt securities | $1,841,000 | 2,296 |
| Privately issued residential mortgage-backed securities | $1,378,000 | 632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $463,000 | 3,026 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,661,000 | 2,785 |
| Mortgage-backed securities | $16,718,000 | 2,227 |
| Certificates of participation in pools of residential mortgages | $11,887,000 | 2,095 |
| Issued or guaranteed by U.S. | $11,887,000 | 2,085 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,831,000 | 1,852 |
| CMOs issued by government agencies or sponsored agencies | $3,453,000 | 2,039 |
| Privately issued | $1,378,000 | 564 |
| 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) | $327,000 | 4,230 |
| Available-for-sale securities (fair market value) | $18,146,000 | 4,256 |
| Total debt securities | $18,471,000 | 4,793 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $513,000 | 1,171 |
| 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 | $21,444,000 | 4,302 |
| U.S. Government securities | $18,604,000 | 3,725 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $18,604,000 | 3,543 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $2,840,000 | 1,951 |
| Privately issued residential mortgage-backed securities | $615,000 | 918 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,225,000 | 1,802 |
| 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 | $10,934,000 | 2,817 |
| Mortgage-backed securities | $15,311,000 | 2,218 |
| Certificates of participation in pools of residential mortgages | $12,273,000 | 1,837 |
| Issued or guaranteed by U.S. | $12,273,000 | 1,826 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,038,000 | 2,349 |
| CMOs issued by government agencies or sponsored agencies | $2,423,000 | 2,399 |
| Privately issued | $615,000 | 832 |
| 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) | $1,107,000 | 3,747 |
| Available-for-sale securities (fair market value) | $20,337,000 | 3,788 |
| Total debt securities | $21,444,000 | 4,216 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 323 |
| Fair value | $1,000,000 | 366 |
| 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 | $18,531,000 | 4,899 |
| U.S. Government securities | $14,494,000 | 4,655 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $14,494,000 | 4,336 |
| Securities issued by states & political subdivisions | $510,000 | 6,054 |
| Other domestic debt securities | $2,995,000 | 1,580 |
| Privately issued residential mortgage-backed securities | $1,300,000 | 672 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,695,000 | 1,776 |
| Foreign debt securities | NA | NA |
| Equity securities | $532,000 | 3,707 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,093,000 | 2,776 |
| Mortgage-backed securities | $13,109,000 | 1,972 |
| Certificates of participation in pools of residential mortgages | $9,212,000 | 1,830 |
| Issued or guaranteed by U.S. | $9,212,000 | 1,819 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,897,000 | 1,715 |
| CMOs issued by government agencies or sponsored agencies | $2,597,000 | 1,918 |
| Privately issued | $1,300,000 | 594 |
| 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) | $1,315,000 | 4,243 |
| Available-for-sale securities (fair market value) | $17,216,000 | 4,206 |
| Total debt securities | $17,999,000 | 4,865 |
| 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 | $18,781,000 | 5,062 |
| U.S. Government securities | $15,552,000 | 4,668 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $15,552,000 | 4,196 |
| Securities issued by states & political subdivisions | $480,000 | 6,431 |
| Other domestic debt securities | $2,389,000 | 1,707 |
| Privately issued residential mortgage-backed securities | $1,422,000 | 680 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $967,000 | 2,043 |
| Foreign debt securities | NA | NA |
| Equity securities | $360,000 | 4,439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,528,000 | 3,781 |
| Mortgage-backed securities | $15,305,000 | 1,935 |
| Certificates of participation in pools of residential mortgages | $10,994,000 | 1,761 |
| Issued or guaranteed by U.S. | $10,994,000 | 1,750 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,311,000 | 1,749 |
| CMOs issued by government agencies or sponsored agencies | $2,889,000 | 1,965 |
| Privately issued | $1,422,000 | 602 |
| 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) | $1,617,000 | 4,469 |
| Available-for-sale securities (fair market value) | $17,164,000 | 4,323 |
| Total debt securities | $18,421,000 | 5,011 |
| 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 | $14,913,000 | 5,828 |
| U.S. Government securities | $13,220,000 | 5,188 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $13,220,000 | 4,459 |
| Securities issued by states & political subdivisions | $1,368,000 | 5,323 |
| 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 | $325,000 | 4,456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,532,000 | 3,140 |
| Mortgage-backed securities | $11,865,000 | 2,415 |
| Certificates of participation in pools of residential mortgages | $10,129,000 | 1,963 |
| Issued or guaranteed by U.S. | $10,129,000 | 1,947 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,736,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $1,736,000 | 2,638 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,853,000 | 4,856 |
| Available-for-sale securities (fair market value) | $13,060,000 | 5,017 |
| Total debt securities | $14,588,000 | 5,762 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $14,529,000 | 6,099 |
| U.S. Government securities | $13,394,000 | 5,430 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $13,394,000 | 4,347 |
| Securities issued by states & political subdivisions | $822,000 | 6,133 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $313,000 | 4,548 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,445,000 | 3,044 |
| Mortgage-backed securities | $13,394,000 | 2,181 |
| Certificates of participation in pools of residential mortgages | $10,614,000 | 1,870 |
| Issued or guaranteed by U.S. | $10,614,000 | 1,855 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,780,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $2,780,000 | 2,237 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,862,000 | 5,716 |
| Available-for-sale securities (fair market value) | $12,667,000 | 5,001 |
| Total debt securities | $14,216,000 | 6,054 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $14,280,000 | 6,623 |
| U.S. Government securities | $13,565,000 | 5,869 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $13,565,000 | 4,507 |
| Securities issued by states & political subdivisions | $455,000 | 7,181 |
| 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 | $260,000 | 4,791 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,444,000 | 3,081 |
| Mortgage-backed securities | $13,066,000 | 2,479 |
| Certificates of participation in pools of residential mortgages | $10,706,000 | 2,056 |
| Issued or guaranteed by U.S. | $10,706,000 | 2,038 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,360,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $2,360,000 | 2,735 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,463,000 | 5,986 |
| Available-for-sale securities (fair market value) | $11,817,000 | 5,469 |
| Total debt securities | $14,020,000 | 6,561 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $13,861,000 | 7,004 |
| U.S. Government securities | $13,751,000 | 6,035 |
| U.S. Treasury securities | $3,471,000 | 5,681 |
| U.S. Government agency obligations | $10,280,000 | 5,386 |
| 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 | $110,000 | 6,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,569,000 | 2,616 |
| Mortgage-backed securities | $9,532,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $8,154,000 | 2,464 |
| Issued or guaranteed by U.S. | $8,154,000 | 2,439 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,378,000 | 3,924 |
| CMOs issued by government agencies or sponsored agencies | $1,378,000 | 3,762 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,125,000 | 5,403 |
| Available-for-sale securities (fair market value) | $9,736,000 | 6,230 |
| Total debt securities | $13,751,000 | 6,909 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $11,445,000 | 8,251 |
| U.S. Government securities | $11,335,000 | 7,215 |
| U.S. Treasury securities | $2,470,000 | 7,688 |
| U.S. Government agency obligations | $8,865,000 | 5,824 |
| 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 | $110,000 | 5,829 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,305,000 | 4,119 |
| Mortgage-backed securities | $5,876,000 | 4,366 |
| Certificates of participation in pools of residential mortgages | $3,649,000 | 3,979 |
| Issued or guaranteed by U.S. | $3,649,000 | 3,954 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,227,000 | 3,475 |
| CMOs issued by government agencies or sponsored agencies | $2,227,000 | 3,314 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,483,000 | 8,302 |
| Available-for-sale securities (fair market value) | $6,962,000 | 5,899 |
| Total debt securities | $11,335,000 | 8,155 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $7,944,000 | 9,918 |
| U.S. Government securities | $7,884,000 | 8,961 |
| U.S. Treasury securities | $2,482,000 | 7,951 |
| U.S. Government agency obligations | $5,402,000 | 7,638 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,121,000 | 3,603 |
| Mortgage-backed securities | $5,402,000 | 5,067 |
| Certificates of participation in pools of residential mortgages | $3,446,000 | 4,569 |
| Issued or guaranteed by U.S. | $3,446,000 | 4,531 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,956,000 | 4,127 |
| CMOs issued by government agencies or sponsored agencies | $1,956,000 | 3,934 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,884,000 | 9,788 |
| 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 | $8,133,000 | 9,962 |
| U.S. Government securities | $8,002,000 | 8,998 |
| U.S. Treasury securities | $3,028,000 | 7,492 |
| U.S. Government agency obligations | $4,974,000 | 8,003 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $71,000 | 6,927 |
| Privately issued residential mortgage-backed securities | $71,000 | 3,659 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,051,000 | 4,476 |
| Mortgage-backed securities | $5,045,000 | 5,453 |
| Certificates of participation in pools of residential mortgages | $4,037,000 | 4,427 |
| Issued or guaranteed by U.S. | $4,037,000 | 4,374 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,008,000 | 5,016 |
| CMOs issued by government agencies or sponsored agencies | $937,000 | 4,824 |
| Privately issued | $71,000 | 3,146 |
| 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 | $8,073,000 | 9,858 |
| 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 |