Home > Texas State Bank > Securities
Texas State Bank, Securities
| 2018-12-31 | Rank | |
| Total securities | $5,381,000 | 4,693 |
| U.S. Government securities | $5,381,000 | 4,151 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,381,000 | 4,005 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,897,000 | 3,442 |
| Mortgage-backed securities | $11,000 | 4,354 |
| Certificates of participation in pools of residential mortgages | $11,000 | 4,201 |
| Issued or guaranteed by U.S. | $11,000 | 4,145 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $5,381,000 | 4,424 |
| Total debt securities | $5,381,000 | 4,674 |
| 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 | $5,508,000 | 4,732 |
| U.S. Government securities | $5,508,000 | 4,188 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,508,000 | 4,043 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,004,000 | 3,445 |
| Mortgage-backed securities | $11,000 | 4,410 |
| Certificates of participation in pools of residential mortgages | $11,000 | 4,257 |
| Issued or guaranteed by U.S. | $11,000 | 4,235 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $5,508,000 | 1,066 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $5,508,000 | 4,714 |
| 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 | $5,508,000 | 4,785 |
| U.S. Government securities | $5,508,000 | 4,219 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,508,000 | 4,066 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,882,000 | 3,501 |
| Mortgage-backed securities | $11,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $11,000 | 4,307 |
| Issued or guaranteed by U.S. | $11,000 | 4,193 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $5,508,000 | 1,082 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $5,508,000 | 4,767 |
| 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 | $5,509,000 | 4,846 |
| U.S. Government securities | $5,509,000 | 4,287 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,509,000 | 4,141 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,882,000 | 3,555 |
| Mortgage-backed securities | $12,000 | 4,500 |
| Certificates of participation in pools of residential mortgages | $12,000 | 4,345 |
| Issued or guaranteed by U.S. | $12,000 | 4,337 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $5,509,000 | 1,097 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $5,509,000 | 4,826 |
| 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 | $5,509,000 | 4,918 |
| U.S. Government securities | $5,509,000 | 4,339 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,509,000 | 4,199 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,538,000 | 3,667 |
| Mortgage-backed securities | $12,000 | 4,548 |
| Certificates of participation in pools of residential mortgages | $12,000 | 4,399 |
| Issued or guaranteed by U.S. | $12,000 | 4,393 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $5,509,000 | 1,125 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $5,509,000 | 4,896 |
| 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 | $5,509,000 | 4,988 |
| U.S. Government securities | $5,509,000 | 4,392 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,509,000 | 4,265 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,538,000 | 3,711 |
| Mortgage-backed securities | $12,000 | 4,611 |
| Certificates of participation in pools of residential mortgages | $12,000 | 4,459 |
| Issued or guaranteed by U.S. | $12,000 | 4,454 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $5,509,000 | 1,164 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $5,509,000 | 4,959 |
| 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 | $5,510,000 | 5,024 |
| U.S. Government securities | $5,510,000 | 4,427 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,510,000 | 4,305 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,539,000 | 3,742 |
| Mortgage-backed securities | $13,000 | 4,648 |
| Certificates of participation in pools of residential mortgages | $13,000 | 4,493 |
| Issued or guaranteed by U.S. | $13,000 | 4,487 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $5,510,000 | 1,185 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $5,510,000 | 5,002 |
| 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 | $5,512,000 | 5,075 |
| U.S. Government securities | $5,512,000 | 4,488 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,512,000 | 4,359 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,540,000 | 3,774 |
| Mortgage-backed securities | $14,000 | 4,712 |
| Certificates of participation in pools of residential mortgages | $14,000 | 4,552 |
| Issued or guaranteed by U.S. | $14,000 | 4,547 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $5,512,000 | 1,207 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $5,512,000 | 5,051 |
| 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 | $5,596,000 | 5,098 |
| U.S. Government securities | $5,596,000 | 4,487 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,596,000 | 4,364 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,623,000 | 3,792 |
| Mortgage-backed securities | $98,000 | 4,646 |
| Certificates of participation in pools of residential mortgages | $98,000 | 4,471 |
| Issued or guaranteed by U.S. | $98,000 | 4,466 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $5,596,000 | 1,210 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $5,596,000 | 5,074 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $5,601,000 | 5,145 |
| U.S. Government securities | $5,601,000 | 4,523 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,601,000 | 4,403 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,627,000 | 3,832 |
| Mortgage-backed securities | $100,000 | 4,682 |
| Certificates of participation in pools of residential mortgages | $100,000 | 4,503 |
| Issued or guaranteed by U.S. | $100,000 | 4,500 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $5,601,000 | 1,215 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $5,601,000 | 5,122 |
| 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 | $5,604,000 | 5,220 |
| U.S. Government securities | $5,604,000 | 4,608 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $5,604,000 | 4,480 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,630,000 | 3,911 |
| Mortgage-backed securities | $103,000 | 4,735 |
| Certificates of participation in pools of residential mortgages | $103,000 | 4,563 |
| Issued or guaranteed by U.S. | $103,000 | 4,558 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $5,604,000 | 1,241 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $5,604,000 | 5,199 |
| 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 | $5,605,000 | 5,284 |
| U.S. Government securities | $5,605,000 | 4,692 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,605,000 | 4,579 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,632,000 | 3,944 |
| Mortgage-backed securities | $107,000 | 4,772 |
| Certificates of participation in pools of residential mortgages | $107,000 | 4,601 |
| Issued or guaranteed by U.S. | $107,000 | 4,597 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $5,605,000 | 1,280 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $5,605,000 | 5,267 |
| 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 | $5,609,000 | 5,343 |
| U.S. Government securities | $5,609,000 | 4,740 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,609,000 | 4,627 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,635,000 | 3,984 |
| Mortgage-backed securities | $111,000 | 4,809 |
| Certificates of participation in pools of residential mortgages | $111,000 | 4,631 |
| Issued or guaranteed by U.S. | $111,000 | 4,627 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $5,608,000 | 1,288 |
| Available-for-sale securities (fair market value) | $1,000 | 5,703 |
| Total debt securities | $5,609,000 | 5,322 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $5,114,000 | 5,497 |
| U.S. Government securities | $5,114,000 | 4,927 |
| U.S. Treasury securities | $500,000 | 1,159 |
| U.S. Government agency obligations | $4,614,000 | 4,899 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,639,000 | 4,024 |
| Mortgage-backed securities | $114,000 | 4,868 |
| Certificates of participation in pools of residential mortgages | $114,000 | 4,683 |
| Issued or guaranteed by U.S. | $114,000 | 4,678 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $5,113,000 | 1,337 |
| Available-for-sale securities (fair market value) | $1,000 | 5,782 |
| Total debt securities | $5,114,000 | 5,473 |
| 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 | $5,139,000 | 5,583 |
| U.S. Government securities | $5,139,000 | 5,034 |
| U.S. Treasury securities | $500,000 | 1,192 |
| U.S. Government agency obligations | $4,639,000 | 5,007 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,663,000 | 4,072 |
| Mortgage-backed securities | $139,000 | 4,931 |
| Certificates of participation in pools of residential mortgages | $139,000 | 4,741 |
| Issued or guaranteed by U.S. | $139,000 | 4,738 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $5,138,000 | 1,353 |
| Available-for-sale securities (fair market value) | $1,000 | 5,859 |
| Total debt securities | $5,139,000 | 5,559 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $5,142,000 | 5,635 |
| U.S. Government securities | $5,142,000 | 5,120 |
| U.S. Treasury securities | $499,000 | 1,192 |
| U.S. Government agency obligations | $4,643,000 | 5,088 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,665,000 | 4,124 |
| Mortgage-backed securities | $143,000 | 4,979 |
| Certificates of participation in pools of residential mortgages | $143,000 | 4,793 |
| Issued or guaranteed by U.S. | $143,000 | 4,787 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $5,141,000 | 1,364 |
| Available-for-sale securities (fair market value) | $1,000 | 5,924 |
| Total debt securities | $5,142,000 | 5,611 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $5,145,000 | 5,735 |
| U.S. Government securities | $5,145,000 | 5,203 |
| U.S. Treasury securities | $499,000 | 1,211 |
| U.S. Government agency obligations | $4,646,000 | 5,171 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,668,000 | 4,187 |
| Mortgage-backed securities | $146,000 | 5,061 |
| Certificates of participation in pools of residential mortgages | $146,000 | 4,861 |
| Issued or guaranteed by U.S. | $146,000 | 4,856 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $5,144,000 | 1,389 |
| Available-for-sale securities (fair market value) | $1,000 | 6,018 |
| Total debt securities | $5,145,000 | 5,717 |
| 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 | $5,148,000 | 5,819 |
| U.S. Government securities | $5,148,000 | 5,283 |
| U.S. Treasury securities | $499,000 | 1,226 |
| U.S. Government agency obligations | $4,649,000 | 5,251 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,670,000 | 4,238 |
| Mortgage-backed securities | $149,000 | 5,146 |
| Certificates of participation in pools of residential mortgages | $149,000 | 4,940 |
| Issued or guaranteed by U.S. | $149,000 | 4,937 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $5,147,000 | 1,403 |
| Available-for-sale securities (fair market value) | $1,000 | 6,092 |
| Total debt securities | $5,148,000 | 5,799 |
| 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 | $5,217,000 | 5,874 |
| U.S. Government securities | $5,217,000 | 5,352 |
| U.S. Treasury securities | $499,000 | 1,191 |
| U.S. Government agency obligations | $4,718,000 | 5,319 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,739,000 | 4,263 |
| Mortgage-backed securities | $218,000 | 5,152 |
| Certificates of participation in pools of residential mortgages | $218,000 | 4,939 |
| Issued or guaranteed by U.S. | $218,000 | 4,936 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $5,216,000 | 1,417 |
| Available-for-sale securities (fair market value) | $1,000 | 6,153 |
| Total debt securities | $5,217,000 | 5,857 |
| 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 | $5,221,000 | 5,934 |
| U.S. Government securities | $5,221,000 | 5,390 |
| U.S. Treasury securities | $499,000 | 1,056 |
| U.S. Government agency obligations | $4,722,000 | 5,371 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,742,000 | 4,284 |
| Mortgage-backed securities | $222,000 | 5,198 |
| Certificates of participation in pools of residential mortgages | $222,000 | 4,990 |
| Issued or guaranteed by U.S. | $222,000 | 4,986 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $5,220,000 | 1,424 |
| Available-for-sale securities (fair market value) | $1,000 | 6,223 |
| Total debt securities | $5,221,000 | 5,911 |
| 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 | $5,225,000 | 5,977 |
| U.S. Government securities | $5,225,000 | 5,399 |
| U.S. Treasury securities | $499,000 | 996 |
| U.S. Government agency obligations | $4,726,000 | 5,393 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,745,000 | 4,283 |
| Mortgage-backed securities | $226,000 | 5,244 |
| Certificates of participation in pools of residential mortgages | $226,000 | 5,026 |
| Issued or guaranteed by U.S. | $226,000 | 5,021 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $5,223,000 | 1,403 |
| Available-for-sale securities (fair market value) | $2,000 | 6,291 |
| Total debt securities | $5,225,000 | 5,954 |
| 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 | $5,228,000 | 6,033 |
| U.S. Government securities | $5,228,000 | 5,439 |
| U.S. Treasury securities | $498,000 | 994 |
| U.S. Government agency obligations | $4,730,000 | 5,438 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,748,000 | 4,330 |
| Mortgage-backed securities | $230,000 | 5,287 |
| Certificates of participation in pools of residential mortgages | $230,000 | 5,060 |
| Issued or guaranteed by U.S. | $230,000 | 5,054 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $5,226,000 | 1,371 |
| Available-for-sale securities (fair market value) | $2,000 | 6,358 |
| Total debt securities | $5,228,000 | 6,011 |
| 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 | $5,286,000 | 6,044 |
| U.S. Government securities | $5,286,000 | 5,454 |
| U.S. Treasury securities | $498,000 | 1,011 |
| U.S. Government agency obligations | $4,788,000 | 5,429 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,806,000 | 4,303 |
| Mortgage-backed securities | $288,000 | 5,263 |
| Certificates of participation in pools of residential mortgages | $288,000 | 5,019 |
| Issued or guaranteed by U.S. | $288,000 | 5,012 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $5,284,000 | 1,302 |
| Available-for-sale securities (fair market value) | $2,000 | 6,405 |
| Total debt securities | $5,286,000 | 6,017 |
| 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 | $5,334,000 | 6,082 |
| U.S. Government securities | $5,334,000 | 5,470 |
| U.S. Treasury securities | $498,000 | 1,034 |
| U.S. Government agency obligations | $4,836,000 | 5,452 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,704,000 | 4,368 |
| Mortgage-backed securities | $336,000 | 5,294 |
| Certificates of participation in pools of residential mortgages | $336,000 | 5,022 |
| Issued or guaranteed by U.S. | $336,000 | 5,018 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $5,332,000 | 1,269 |
| Available-for-sale securities (fair market value) | $2,000 | 6,479 |
| Total debt securities | $5,334,000 | 6,060 |
| 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 | $5,395,000 | 6,129 |
| U.S. Government securities | $5,395,000 | 5,481 |
| U.S. Treasury securities | $498,000 | 1,005 |
| U.S. Government agency obligations | $4,897,000 | 5,460 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,763,000 | 4,349 |
| Mortgage-backed securities | $397,000 | 5,308 |
| Certificates of participation in pools of residential mortgages | $397,000 | 5,010 |
| Issued or guaranteed by U.S. | $397,000 | 5,006 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $5,392,000 | 1,274 |
| Available-for-sale securities (fair market value) | $3,000 | 6,519 |
| Total debt securities | $5,395,000 | 6,103 |
| 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 | $5,462,000 | 6,206 |
| U.S. Government securities | $5,462,000 | 5,602 |
| U.S. Treasury securities | $498,000 | 950 |
| U.S. Government agency obligations | $4,964,000 | 5,585 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,830,000 | 4,390 |
| Mortgage-backed securities | $465,000 | 5,370 |
| Certificates of participation in pools of residential mortgages | $465,000 | 5,077 |
| Issued or guaranteed by U.S. | $465,000 | 5,071 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $5,459,000 | 1,279 |
| Available-for-sale securities (fair market value) | $3,000 | 6,605 |
| Total debt securities | $5,462,000 | 6,180 |
| 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 | $5,610,000 | 6,253 |
| U.S. Government securities | $5,543,000 | 5,666 |
| U.S. Treasury securities | $497,000 | 935 |
| U.S. Government agency obligations | $5,046,000 | 5,650 |
| Securities issued by states & political subdivisions | $67,000 | 5,664 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,912,000 | 4,413 |
| Mortgage-backed securities | $555,000 | 5,368 |
| Certificates of participation in pools of residential mortgages | $555,000 | 5,057 |
| Issued or guaranteed by U.S. | $555,000 | 5,051 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $5,607,000 | 1,259 |
| Available-for-sale securities (fair market value) | $3,000 | 6,664 |
| Total debt securities | $5,610,000 | 6,221 |
| 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 | $5,679,000 | 6,286 |
| U.S. Government securities | $5,601,000 | 5,740 |
| U.S. Treasury securities | $497,000 | 1,006 |
| U.S. Government agency obligations | $5,104,000 | 5,737 |
| Securities issued by states & political subdivisions | $78,000 | 5,651 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,969,000 | 4,423 |
| Mortgage-backed securities | $613,000 | 5,360 |
| Certificates of participation in pools of residential mortgages | $613,000 | 5,042 |
| Issued or guaranteed by U.S. | $613,000 | 5,038 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $5,676,000 | 1,280 |
| Available-for-sale securities (fair market value) | $3,000 | 6,716 |
| Total debt securities | $5,679,000 | 6,256 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $5,690,000 | 6,309 |
| U.S. Government securities | $5,612,000 | 5,736 |
| U.S. Treasury securities | $497,000 | 941 |
| U.S. Government agency obligations | $5,115,000 | 5,723 |
| Securities issued by states & political subdivisions | $78,000 | 5,648 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,978,000 | 4,205 |
| Mortgage-backed securities | $624,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $624,000 | 5,004 |
| Issued or guaranteed by U.S. | $624,000 | 4,995 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $5,687,000 | 1,299 |
| Available-for-sale securities (fair market value) | $3,000 | 6,732 |
| Total debt securities | $5,690,000 | 6,278 |
| 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 | $5,216,000 | 6,419 |
| U.S. Government securities | $5,138,000 | 5,864 |
| U.S. Treasury securities | $497,000 | 989 |
| U.S. Government agency obligations | $4,641,000 | 5,854 |
| Securities issued by states & political subdivisions | $78,000 | 5,672 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,996,000 | 4,213 |
| Mortgage-backed securities | $641,000 | 5,349 |
| Certificates of participation in pools of residential mortgages | $641,000 | 4,999 |
| Issued or guaranteed by U.S. | $641,000 | 4,987 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $5,213,000 | 1,354 |
| Available-for-sale securities (fair market value) | $3,000 | 6,799 |
| Total debt securities | $5,216,000 | 6,386 |
| 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 | $5,268,000 | 6,504 |
| U.S. Government securities | $5,190,000 | 5,981 |
| U.S. Treasury securities | $497,000 | 1,075 |
| U.S. Government agency obligations | $4,693,000 | 5,967 |
| Securities issued by states & political subdivisions | $78,000 | 5,674 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,045,000 | 4,229 |
| Mortgage-backed securities | $692,000 | 5,338 |
| Certificates of participation in pools of residential mortgages | $692,000 | 4,980 |
| Issued or guaranteed by U.S. | $692,000 | 4,970 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $5,265,000 | 1,394 |
| Available-for-sale securities (fair market value) | $3,000 | 6,875 |
| Total debt securities | $5,268,000 | 6,469 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,196 |
| Fair value | $1,489,000 | 2,266 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $5,291,000 | 6,522 |
| U.S. Government securities | $5,203,000 | 5,991 |
| U.S. Treasury securities | $497,000 | 1,115 |
| U.S. Government agency obligations | $4,706,000 | 5,968 |
| Securities issued by states & political subdivisions | $88,000 | 5,700 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,056,000 | 4,212 |
| Mortgage-backed securities | $704,000 | 5,306 |
| Certificates of participation in pools of residential mortgages | $704,000 | 4,941 |
| Issued or guaranteed by U.S. | $704,000 | 4,934 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $5,287,000 | 1,397 |
| Available-for-sale securities (fair market value) | $4,000 | 6,926 |
| Total debt securities | $5,291,000 | 6,488 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $5,301,000 | 6,479 |
| U.S. Government securities | $5,213,000 | 5,867 |
| U.S. Treasury securities | $496,000 | 1,110 |
| U.S. Government agency obligations | $4,717,000 | 5,853 |
| Securities issued by states & political subdivisions | $88,000 | 5,727 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,066,000 | 4,184 |
| Mortgage-backed securities | $715,000 | 5,303 |
| Certificates of participation in pools of residential mortgages | $715,000 | 4,866 |
| Issued or guaranteed by U.S. | $715,000 | 4,859 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $5,297,000 | 1,395 |
| Available-for-sale securities (fair market value) | $4,000 | 6,976 |
| Total debt securities | $5,301,000 | 6,445 |
| 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 | $5,344,000 | 6,494 |
| U.S. Government securities | $5,256,000 | 5,851 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,256,000 | 5,725 |
| Securities issued by states & political subdivisions | $88,000 | 5,717 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,108,000 | 4,202 |
| Mortgage-backed securities | $756,000 | 5,319 |
| Certificates of participation in pools of residential mortgages | $756,000 | 4,857 |
| Issued or guaranteed by U.S. | $756,000 | 4,849 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $5,340,000 | 1,428 |
| Available-for-sale securities (fair market value) | $4,000 | 7,057 |
| Total debt securities | $5,344,000 | 6,453 |
| 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 | $5,934,000 | 6,479 |
| U.S. Government securities | $5,846,000 | 5,832 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,846,000 | 5,719 |
| Securities issued by states & political subdivisions | $88,000 | 5,705 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,197,000 | 4,237 |
| Mortgage-backed securities | $846,000 | 5,285 |
| Certificates of participation in pools of residential mortgages | $846,000 | 4,842 |
| Issued or guaranteed by U.S. | $846,000 | 4,835 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $5,930,000 | 1,400 |
| Available-for-sale securities (fair market value) | $4,000 | 7,116 |
| Total debt securities | $5,934,000 | 6,439 |
| 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 | $6,186,000 | 6,509 |
| U.S. Government securities | $6,088,000 | 5,849 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,088,000 | 5,733 |
| Securities issued by states & political subdivisions | $98,000 | 5,725 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,439,000 | 4,268 |
| Mortgage-backed securities | $1,086,000 | 5,276 |
| Certificates of participation in pools of residential mortgages | $1,086,000 | 4,824 |
| Issued or guaranteed by U.S. | $1,086,000 | 4,815 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $6,182,000 | 1,387 |
| Available-for-sale securities (fair market value) | $4,000 | 7,217 |
| Total debt securities | $6,186,000 | 6,467 |
| 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 | $6,279,000 | 6,472 |
| U.S. Government securities | $6,181,000 | 5,810 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,181,000 | 5,706 |
| Securities issued by states & political subdivisions | $98,000 | 5,761 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,531,000 | 4,249 |
| Mortgage-backed securities | $1,174,000 | 5,310 |
| Certificates of participation in pools of residential mortgages | $1,174,000 | 4,868 |
| Issued or guaranteed by U.S. | $1,174,000 | 4,858 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $5,773,000 | 1,446 |
| Available-for-sale securities (fair market value) | $506,000 | 7,076 |
| Total debt securities | $6,279,000 | 6,438 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $6,292,000 | 6,528 |
| U.S. Government securities | $6,194,000 | 5,839 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,194,000 | 5,750 |
| Securities issued by states & political subdivisions | $98,000 | 5,798 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,542,000 | 4,236 |
| Mortgage-backed securities | $1,185,000 | 5,378 |
| Certificates of participation in pools of residential mortgages | $1,185,000 | 4,960 |
| Issued or guaranteed by U.S. | $1,185,000 | 4,948 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $5,278,000 | 1,549 |
| Available-for-sale securities (fair market value) | $1,014,000 | 7,032 |
| Total debt securities | $6,292,000 | 6,486 |
| 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 | $6,332,000 | 6,534 |
| U.S. Government securities | $6,234,000 | 5,850 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,234,000 | 5,763 |
| Securities issued by states & political subdivisions | $98,000 | 5,854 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,574,000 | 4,235 |
| Mortgage-backed securities | $1,215,000 | 5,422 |
| Certificates of participation in pools of residential mortgages | $1,215,000 | 4,991 |
| Issued or guaranteed by U.S. | $1,215,000 | 4,978 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $3,808,000 | 1,778 |
| Available-for-sale securities (fair market value) | $2,524,000 | 6,774 |
| Total debt securities | $6,332,000 | 6,491 |
| 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 | $9,595,000 | 5,969 |
| U.S. Government securities | $9,488,000 | 5,190 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,488,000 | 5,108 |
| Securities issued by states & political subdivisions | $107,000 | 5,757 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,556,000 | 4,302 |
| Mortgage-backed securities | $7,465,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $7,465,000 | 3,197 |
| Issued or guaranteed by U.S. | $7,465,000 | 3,185 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,328,000 | 2,088 |
| Available-for-sale securities (fair market value) | $7,267,000 | 5,866 |
| Total debt securities | $9,595,000 | 5,913 |
| 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 | $10,925,000 | 5,760 |
| U.S. Government securities | $10,818,000 | 4,984 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,818,000 | 4,893 |
| Securities issued by states & political subdivisions | $107,000 | 5,725 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,579,000 | 4,355 |
| Mortgage-backed securities | $7,790,000 | 3,717 |
| Certificates of participation in pools of residential mortgages | $7,790,000 | 3,090 |
| Issued or guaranteed by U.S. | $7,790,000 | 3,078 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,340,000 | 1,881 |
| Available-for-sale securities (fair market value) | $7,585,000 | 5,847 |
| Total debt securities | $10,925,000 | 5,719 |
| 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 | $11,920,000 | 5,552 |
| U.S. Government securities | $11,813,000 | 4,759 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,813,000 | 4,667 |
| Securities issued by states & political subdivisions | $107,000 | 5,743 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,686,000 | 4,334 |
| Mortgage-backed securities | $7,803,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $7,803,000 | 3,003 |
| Issued or guaranteed by U.S. | $7,803,000 | 2,993 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,350,000 | 1,896 |
| Available-for-sale securities (fair market value) | $8,570,000 | 5,623 |
| Total debt securities | $11,920,000 | 5,509 |
| 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 | $12,004,000 | 5,582 |
| U.S. Government securities | $11,897,000 | 4,777 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,897,000 | 4,690 |
| Securities issued by states & political subdivisions | $107,000 | 5,797 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,788,000 | 4,295 |
| Mortgage-backed securities | $7,881,000 | 3,582 |
| Certificates of participation in pools of residential mortgages | $7,881,000 | 2,968 |
| Issued or guaranteed by U.S. | $7,881,000 | 2,953 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,361,000 | 1,895 |
| Available-for-sale securities (fair market value) | $8,643,000 | 5,658 |
| Total debt securities | $12,004,000 | 5,522 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $10,701,000 | 5,804 |
| U.S. Government securities | $10,585,000 | 5,010 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,585,000 | 4,912 |
| Securities issued by states & political subdivisions | $116,000 | 5,795 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,544,000 | 4,320 |
| Mortgage-backed securities | $6,062,000 | 3,863 |
| Certificates of participation in pools of residential mortgages | $6,062,000 | 3,257 |
| Issued or guaranteed by U.S. | $6,062,000 | 3,241 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,864,000 | 1,830 |
| Available-for-sale securities (fair market value) | $6,837,000 | 6,029 |
| Total debt securities | $10,701,000 | 5,732 |
| 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 | $13,680,000 | 5,376 |
| U.S. Government securities | $13,564,000 | 4,571 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,564,000 | 4,478 |
| Securities issued by states & political subdivisions | $116,000 | 5,832 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,456,000 | 4,389 |
| Mortgage-backed securities | $4,723,000 | 3,907 |
| Certificates of participation in pools of residential mortgages | $4,723,000 | 3,303 |
| Issued or guaranteed by U.S. | $4,723,000 | 3,288 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,871,000 | 1,896 |
| Available-for-sale securities (fair market value) | $9,809,000 | 5,471 |
| Total debt securities | $13,680,000 | 5,322 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $12,230,000 | 5,689 |
| U.S. Government securities | $12,114,000 | 4,934 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,114,000 | 4,835 |
| Securities issued by states & political subdivisions | $116,000 | 5,867 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,452,000 | 4,394 |
| Mortgage-backed securities | $2,317,000 | 4,608 |
| Certificates of participation in pools of residential mortgages | $2,317,000 | 4,050 |
| Issued or guaranteed by U.S. | $2,317,000 | 4,036 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,664,000 | 2,174 |
| Available-for-sale securities (fair market value) | $9,566,000 | 5,555 |
| Total debt securities | $12,230,000 | 5,633 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $12,738,000 | 5,603 |
| U.S. Government securities | $12,622,000 | 4,860 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,622,000 | 4,748 |
| Securities issued by states & political subdivisions | $116,000 | 5,918 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,984,000 | 4,562 |
| Mortgage-backed securities | $2,415,000 | 4,541 |
| Certificates of participation in pools of residential mortgages | $2,415,000 | 3,962 |
| Issued or guaranteed by U.S. | $2,415,000 | 3,950 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,666,000 | 2,202 |
| Available-for-sale securities (fair market value) | $10,072,000 | 5,469 |
| Total debt securities | $12,738,000 | 5,557 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $12,894,000 | 5,582 |
| U.S. Government securities | $12,770,000 | 4,849 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,770,000 | 4,721 |
| Securities issued by states & political subdivisions | $124,000 | 5,973 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,029,000 | 4,563 |
| Mortgage-backed securities | $2,526,000 | 4,487 |
| Certificates of participation in pools of residential mortgages | $2,526,000 | 3,912 |
| Issued or guaranteed by U.S. | $2,526,000 | 3,894 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,676,000 | 2,226 |
| Available-for-sale securities (fair market value) | $10,218,000 | 5,442 |
| Total debt securities | $12,894,000 | 5,541 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $12,955,000 | 5,616 |
| U.S. Government securities | $12,831,000 | 4,894 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,831,000 | 4,766 |
| Securities issued by states & political subdivisions | $124,000 | 6,017 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,039,000 | 4,558 |
| Mortgage-backed securities | $2,615,000 | 4,443 |
| Certificates of participation in pools of residential mortgages | $2,615,000 | 3,880 |
| Issued or guaranteed by U.S. | $2,615,000 | 3,868 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,677,000 | 2,273 |
| Available-for-sale securities (fair market value) | $10,278,000 | 5,479 |
| Total debt securities | $12,955,000 | 5,574 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $13,026,000 | 5,644 |
| U.S. Government securities | $12,902,000 | 4,919 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,902,000 | 4,787 |
| Securities issued by states & political subdivisions | $124,000 | 6,088 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,059,000 | 4,583 |
| Mortgage-backed securities | $2,693,000 | 4,398 |
| Certificates of participation in pools of residential mortgages | $2,693,000 | 3,828 |
| Issued or guaranteed by U.S. | $2,693,000 | 3,806 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,680,000 | 2,326 |
| Available-for-sale securities (fair market value) | $10,346,000 | 5,467 |
| Total debt securities | $13,026,000 | 5,593 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $13,000,000 | 5,693 |
| U.S. Government securities | $12,876,000 | 4,930 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,876,000 | 4,795 |
| Securities issued by states & political subdivisions | $124,000 | 6,130 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,018,000 | 4,618 |
| Mortgage-backed securities | $2,811,000 | 4,361 |
| Certificates of participation in pools of residential mortgages | $2,811,000 | 3,790 |
| Issued or guaranteed by U.S. | $2,811,000 | 3,774 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,682,000 | 2,349 |
| Available-for-sale securities (fair market value) | $10,318,000 | 5,489 |
| Total debt securities | $13,000,000 | 5,638 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $12,286,000 | 5,818 |
| U.S. Government securities | $12,155,000 | 5,093 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,155,000 | 4,959 |
| Securities issued by states & political subdivisions | $131,000 | 6,131 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,033,000 | 4,933 |
| Mortgage-backed securities | $2,966,000 | 4,313 |
| Certificates of participation in pools of residential mortgages | $2,966,000 | 3,743 |
| Issued or guaranteed by U.S. | $2,966,000 | 3,728 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,717,000 | 2,706 |
| Available-for-sale securities (fair market value) | $10,569,000 | 5,468 |
| Total debt securities | $12,286,000 | 5,761 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $10,956,000 | 6,128 |
| U.S. Government securities | $10,825,000 | 5,393 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,825,000 | 5,255 |
| Securities issued by states & political subdivisions | $131,000 | 6,179 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,086,000 | 4,913 |
| Mortgage-backed securities | $3,085,000 | 4,302 |
| Certificates of participation in pools of residential mortgages | $3,085,000 | 3,708 |
| Issued or guaranteed by U.S. | $3,085,000 | 3,693 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $224,000 | 3,712 |
| Available-for-sale securities (fair market value) | $10,732,000 | 5,467 |
| Total debt securities | $10,956,000 | 6,075 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $9,210,000 | 6,513 |
| U.S. Government securities | $9,079,000 | 5,784 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,079,000 | 5,639 |
| Securities issued by states & political subdivisions | $131,000 | 6,218 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,169,000 | 4,888 |
| Mortgage-backed securities | $3,280,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $3,280,000 | 3,684 |
| Issued or guaranteed by U.S. | $3,280,000 | 3,670 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $227,000 | 3,763 |
| Available-for-sale securities (fair market value) | $8,983,000 | 5,818 |
| Total debt securities | $9,210,000 | 6,451 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $9,788,000 | 6,415 |
| U.S. Government securities | $8,717,000 | 5,923 |
| U.S. Treasury securities | $1,888,000 | 983 |
| U.S. Government agency obligations | $6,829,000 | 6,331 |
| Securities issued by states & political subdivisions | $131,000 | 6,229 |
| Other domestic debt securities | $940,000 | 2,287 |
| Privately issued residential mortgage-backed securities | $940,000 | 793 |
| 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 | $3,595,000 | 5,098 |
| Mortgage-backed securities | $2,530,000 | 4,680 |
| Certificates of participation in pools of residential mortgages | $2,530,000 | 4,091 |
| Issued or guaranteed by U.S. | $1,590,000 | 4,603 |
| Privately issued | $940,000 | 121 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $243,000 | 3,796 |
| Available-for-sale securities (fair market value) | $9,545,000 | 5,728 |
| Total debt securities | $9,788,000 | 6,353 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,523,000 | 7,969 |
| U.S. Government securities | $3,385,000 | 7,611 |
| U.S. Treasury securities | $2,521,000 | 891 |
| U.S. Government agency obligations | $864,000 | 8,266 |
| Securities issued by states & political subdivisions | $138,000 | 6,252 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,384,000 | 5,238 |
| Mortgage-backed securities | $129,000 | 6,481 |
| Certificates of participation in pools of residential mortgages | $129,000 | 6,124 |
| Issued or guaranteed by U.S. | $129,000 | 6,101 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $254,000 | 3,831 |
| Available-for-sale securities (fair market value) | $3,269,000 | 7,226 |
| Total debt securities | $3,523,000 | 7,911 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $2,807,000 | 8,181 |
| U.S. Government securities | $2,669,000 | 7,856 |
| U.S. Treasury securities | $2,536,000 | 914 |
| U.S. Government agency obligations | $133,000 | 8,520 |
| Securities issued by states & political subdivisions | $138,000 | 6,286 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,670,000 | 5,554 |
| Mortgage-backed securities | $133,000 | 6,522 |
| Certificates of participation in pools of residential mortgages | $133,000 | 6,156 |
| Issued or guaranteed by U.S. | $133,000 | 6,138 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $258,000 | 3,889 |
| Available-for-sale securities (fair market value) | $2,549,000 | 7,431 |
| Total debt securities | $2,807,000 | 8,120 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,135,000 | 8,134 |
| U.S. Government securities | $2,967,000 | 7,795 |
| U.S. Treasury securities | $2,830,000 | 870 |
| U.S. Government agency obligations | $137,000 | 8,558 |
| Securities issued by states & political subdivisions | $168,000 | 6,271 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,668,000 | 5,565 |
| Mortgage-backed securities | $137,000 | 6,554 |
| Certificates of participation in pools of residential mortgages | $137,000 | 6,180 |
| Issued or guaranteed by U.S. | $137,000 | 6,164 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $261,000 | 3,953 |
| Available-for-sale securities (fair market value) | $2,874,000 | 7,400 |
| Total debt securities | $3,135,000 | 8,071 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,255,000 | 8,181 |
| U.S. Government securities | $3,087,000 | 7,819 |
| U.S. Treasury securities | $2,838,000 | 918 |
| U.S. Government agency obligations | $249,000 | 8,579 |
| Securities issued by states & political subdivisions | $168,000 | 6,319 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,788,000 | 5,514 |
| Mortgage-backed securities | $148,000 | 6,614 |
| Certificates of participation in pools of residential mortgages | $148,000 | 6,233 |
| Issued or guaranteed by U.S. | $148,000 | 6,215 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $271,000 | 3,979 |
| Available-for-sale securities (fair market value) | $2,984,000 | 7,437 |
| Total debt securities | $3,255,000 | 8,120 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,293,000 | 8,148 |
| U.S. Government securities | $3,118,000 | 7,776 |
| U.S. Treasury securities | $2,847,000 | 875 |
| U.S. Government agency obligations | $271,000 | 8,583 |
| Securities issued by states & political subdivisions | $175,000 | 6,298 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,118,000 | 5,294 |
| Mortgage-backed securities | $170,000 | 6,595 |
| Certificates of participation in pools of residential mortgages | $170,000 | 6,196 |
| Issued or guaranteed by U.S. | $170,000 | 6,173 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $298,000 | 3,997 |
| Available-for-sale securities (fair market value) | $2,995,000 | 7,429 |
| Total debt securities | $3,293,000 | 8,080 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,326,000 | 8,228 |
| U.S. Government securities | $3,151,000 | 7,841 |
| U.S. Treasury securities | $2,847,000 | 947 |
| U.S. Government agency obligations | $304,000 | 8,637 |
| Securities issued by states & political subdivisions | $175,000 | 6,373 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,150,000 | 5,237 |
| Mortgage-backed securities | $202,000 | 6,591 |
| Certificates of participation in pools of residential mortgages | $202,000 | 6,193 |
| Issued or guaranteed by U.S. | $202,000 | 6,169 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $329,000 | 4,006 |
| Available-for-sale securities (fair market value) | $2,997,000 | 7,485 |
| Total debt securities | $3,326,000 | 8,153 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,397,000 | 8,189 |
| U.S. Government securities | $3,186,000 | 7,755 |
| U.S. Treasury securities | $2,556,000 | 985 |
| U.S. Government agency obligations | $630,000 | 8,552 |
| Securities issued by states & political subdivisions | $211,000 | 6,336 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,187,000 | 5,193 |
| Mortgage-backed securities | $226,000 | 6,592 |
| Certificates of participation in pools of residential mortgages | $226,000 | 6,196 |
| Issued or guaranteed by U.S. | $226,000 | 6,169 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $352,000 | 4,002 |
| Available-for-sale securities (fair market value) | $3,045,000 | 7,448 |
| Total debt securities | $3,397,000 | 8,104 |
| 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 | $3,442,000 | 8,193 |
| U.S. Government securities | $3,231,000 | 7,743 |
| U.S. Treasury securities | $2,571,000 | 988 |
| U.S. Government agency obligations | $660,000 | 8,557 |
| Securities issued by states & political subdivisions | $211,000 | 6,352 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,231,000 | 5,151 |
| Mortgage-backed securities | $254,000 | 6,602 |
| Certificates of participation in pools of residential mortgages | $254,000 | 6,172 |
| Issued or guaranteed by U.S. | $254,000 | 6,152 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $376,000 | 4,025 |
| Available-for-sale securities (fair market value) | $3,066,000 | 7,457 |
| Total debt securities | $3,442,000 | 8,117 |
| 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 | $3,464,000 | 8,234 |
| U.S. Government securities | $3,246,000 | 7,791 |
| U.S. Treasury securities | $2,578,000 | 1,018 |
| U.S. Government agency obligations | $668,000 | 8,592 |
| Securities issued by states & political subdivisions | $218,000 | 6,330 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,246,000 | 5,173 |
| Mortgage-backed securities | $261,000 | 6,622 |
| Certificates of participation in pools of residential mortgages | $261,000 | 6,162 |
| Issued or guaranteed by U.S. | $261,000 | 6,144 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $389,000 | 4,084 |
| Available-for-sale securities (fair market value) | $3,075,000 | 7,477 |
| Total debt securities | $3,464,000 | 8,159 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $3,482,000 | 8,283 |
| U.S. Government securities | $3,114,000 | 7,883 |
| U.S. Treasury securities | $2,435,000 | 1,119 |
| U.S. Government agency obligations | $679,000 | 8,644 |
| Securities issued by states & political subdivisions | $368,000 | 6,030 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,264,000 | 5,172 |
| Mortgage-backed securities | $271,000 | 6,619 |
| Certificates of participation in pools of residential mortgages | $271,000 | 6,122 |
| Issued or guaranteed by U.S. | $271,000 | 6,104 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $547,000 | 3,979 |
| Available-for-sale securities (fair market value) | $2,935,000 | 7,560 |
| Total debt securities | $3,482,000 | 8,199 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,398,000 | 8,457 |
| U.S. Government securities | $2,987,000 | 8,085 |
| U.S. Treasury securities | $1,753,000 | 1,529 |
| U.S. Government agency obligations | $1,234,000 | 8,615 |
| Securities issued by states & political subdivisions | $411,000 | 6,081 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,137,000 | 5,259 |
| Mortgage-backed securities | $339,000 | 6,556 |
| Certificates of participation in pools of residential mortgages | $339,000 | 5,964 |
| Issued or guaranteed by U.S. | $339,000 | 5,940 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $616,000 | 4,146 |
| Available-for-sale securities (fair market value) | $2,782,000 | 7,696 |
| Total debt securities | $3,398,000 | 8,358 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $3,358,000 | 8,905 |
| U.S. Government securities | $2,570,000 | 8,769 |
| U.S. Treasury securities | $1,846,000 | 2,069 |
| U.S. Government agency obligations | $724,000 | 9,179 |
| Securities issued by states & political subdivisions | $285,000 | 6,502 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $503,000 | 3,814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,707,000 | 5,851 |
| Mortgage-backed securities | $428,000 | 6,234 |
| Certificates of participation in pools of residential mortgages | $428,000 | 5,574 |
| Issued or guaranteed by U.S. | $428,000 | 5,554 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $542,000 | 4,885 |
| Available-for-sale securities (fair market value) | $2,816,000 | 7,917 |
| Total debt securities | $2,855,000 | 8,929 |
| 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 | $2,642,000 | 9,435 |
| U.S. Government securities | $1,724,000 | 9,439 |
| U.S. Treasury securities | $947,000 | 3,916 |
| U.S. Government agency obligations | $777,000 | 9,448 |
| Securities issued by states & political subdivisions | $511,000 | 6,369 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $407,000 | 4,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,074,000 | 6,272 |
| Mortgage-backed securities | $493,000 | 6,468 |
| Certificates of participation in pools of residential mortgages | $493,000 | 5,756 |
| Issued or guaranteed by U.S. | $493,000 | 5,741 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $604,000 | 5,220 |
| Available-for-sale securities (fair market value) | $2,038,000 | 8,399 |
| Total debt securities | $2,235,000 | 9,453 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $3,116,000 | 9,446 |
| U.S. Government securities | $1,946,000 | 9,477 |
| U.S. Treasury securities | $1,032,000 | 4,884 |
| U.S. Government agency obligations | $914,000 | 9,393 |
| Securities issued by states & political subdivisions | $986,000 | 5,792 |
| 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 | $184,000 | 5,585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,558,000 | 5,698 |
| Mortgage-backed securities | $614,000 | 6,533 |
| Certificates of participation in pools of residential mortgages | $614,000 | 5,797 |
| Issued or guaranteed by U.S. | $614,000 | 5,781 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $976,000 | 5,462 |
| Available-for-sale securities (fair market value) | $2,140,000 | 8,425 |
| Total debt securities | $2,932,000 | 9,405 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $3,608,000 | 9,754 |
| U.S. Government securities | $2,073,000 | 9,988 |
| U.S. Treasury securities | $1,354,000 | 5,923 |
| U.S. Government agency obligations | $719,000 | 9,852 |
| Securities issued by states & political subdivisions | $1,104,000 | 5,646 |
| 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 | $431,000 | 3,940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 5,835 |
| Mortgage-backed securities | $719,000 | 6,671 |
| Certificates of participation in pools of residential mortgages | $719,000 | 5,793 |
| Issued or guaranteed by U.S. | $719,000 | 5,774 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,110,000 | 6,198 |
| Available-for-sale securities (fair market value) | $2,498,000 | 8,523 |
| Total debt securities | $3,177,000 | 9,810 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,636,000 | 10,318 |
| U.S. Government securities | $2,062,000 | 10,576 |
| U.S. Treasury securities | $1,250,000 | 6,859 |
| U.S. Government agency obligations | $812,000 | 10,273 |
| Securities issued by states & political subdivisions | $1,167,000 | 5,837 |
| 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 | $407,000 | 3,932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,494,000 | 6,302 |
| Mortgage-backed securities | $812,000 | 7,104 |
| Certificates of participation in pools of residential mortgages | $812,000 | 6,113 |
| Issued or guaranteed by U.S. | $812,000 | 6,098 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,480,000 | 6,671 |
| Available-for-sale securities (fair market value) | $2,156,000 | 8,946 |
| Total debt securities | $3,229,000 | 10,374 |
| 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 | $4,220,000 | 10,547 |
| U.S. Government securities | $2,425,000 | 10,900 |
| U.S. Treasury securities | $1,505,000 | 7,749 |
| U.S. Government agency obligations | $920,000 | 10,566 |
| Securities issued by states & political subdivisions | $1,219,000 | 5,979 |
| 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 | $576,000 | 3,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,599,000 | 6,283 |
| Mortgage-backed securities | $920,000 | 7,391 |
| Certificates of participation in pools of residential mortgages | $920,000 | 6,195 |
| Issued or guaranteed by U.S. | $920,000 | 6,162 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,031,000 | 5,999 |
| Available-for-sale securities (fair market value) | $1,189,000 | 9,853 |
| Total debt securities | $3,644,000 | 10,667 |
| 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 | $3,591,000 | 11,431 |
| U.S. Government securities | $2,509,000 | 11,505 |
| U.S. Treasury securities | $1,509,000 | 8,848 |
| U.S. Government agency obligations | $1,000,000 | 10,861 |
| Securities issued by states & political subdivisions | $1,082,000 | 6,494 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,368,000 | 6,670 |
| Mortgage-backed securities | $1,000,000 | 7,746 |
| Certificates of participation in pools of residential mortgages | $1,000,000 | 6,428 |
| Issued or guaranteed by U.S. | $1,000,000 | 6,404 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,993,000 | 9,315 |
| Available-for-sale securities (fair market value) | $598,000 | 10,026 |
| Total debt securities | $3,591,000 | 11,338 |
| 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 | $3,402,000 | 11,983 |
| U.S. Government securities | $2,042,000 | 12,187 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $2,042,000 | 10,181 |
| Securities issued by states & political subdivisions | $1,360,000 | 6,222 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,477,000 | 7,805 |
| Mortgage-backed securities | $1,241,000 | 8,108 |
| Certificates of participation in pools of residential mortgages | $1,241,000 | 6,705 |
| Issued or guaranteed by U.S. | $1,241,000 | 6,658 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,402,000 | 11,873 |
| 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 | $4,935,000 | 11,633 |
| U.S. Government securities | $3,430,000 | 11,824 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $3,430,000 | 9,181 |
| Securities issued by states & political subdivisions | $1,505,000 | 5,692 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,001,000 | 7,113 |
| Mortgage-backed securities | $829,000 | 9,212 |
| Certificates of participation in pools of residential mortgages | $829,000 | 7,848 |
| Issued or guaranteed by U.S. | $829,000 | 7,786 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,935,000 | 11,491 |
| 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 |