Home > Tioga-Franklin Savings Bank > Securities
Tioga-Franklin Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $387,000 | 4,420 |
| U.S. Government securities | $387,000 | 4,313 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $387,000 | 4,154 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $364,000 | 3,631 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $357,000 | 3,417 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,700 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,000 | 1,571 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $387,000 | 4,177 |
| Total debt securities | $386,000 | 4,395 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $405,000 | 4,448 |
| U.S. Government securities | $405,000 | 4,338 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $405,000 | 4,174 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $382,000 | 3,640 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $375,000 | 3,424 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,697 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,000 | 1,552 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $405,000 | 4,190 |
| Total debt securities | $406,000 | 4,423 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $431,000 | 4,478 |
| U.S. Government securities | $431,000 | 4,364 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $431,000 | 4,208 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $407,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $399,000 | 3,428 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,695 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,000 | 1,546 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $431,000 | 4,214 |
| Total debt securities | $430,000 | 4,453 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $980,000 | 4,520 |
| U.S. Government securities | $458,000 | 4,430 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $458,000 | 4,221 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $434,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $424,000 | 3,464 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,732 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,000 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $458,000 | 4,273 |
| Total debt securities | $457,000 | 4,519 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $994,000 | 4,546 |
| U.S. Government securities | $480,000 | 4,455 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $480,000 | 4,236 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $455,000 | 3,725 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $444,000 | 3,486 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,750 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,000 | 1,565 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $480,000 | 4,301 |
| Total debt securities | $477,000 | 4,550 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $1,025,000 | 4,584 |
| U.S. Government securities | $515,000 | 4,484 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $515,000 | 4,259 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $490,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $476,000 | 3,495 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,759 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,000 | 1,581 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $515,000 | 4,334 |
| Total debt securities | $515,000 | 4,584 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $1,058,000 | 4,602 |
| U.S. Government securities | $550,000 | 4,499 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $550,000 | 4,286 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $524,000 | 3,776 |
| Certificates of participation in pools of residential mortgages | $507,000 | 3,605 |
| Issued or guaranteed by U.S. | $507,000 | 3,514 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $13,000 | 2,854 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,782 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,000 | 2,052 |
| Commercial mortgage pass-through securities | $4,000 | 1,568 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $550,000 | 4,364 |
| Total debt securities | $551,000 | 4,611 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $1,114,000 | 4,598 |
| U.S. Government securities | $607,000 | 4,474 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $607,000 | 4,272 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $581,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $551,000 | 3,606 |
| Issued or guaranteed by U.S. | $551,000 | 3,518 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $18,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 2,771 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $12,000 | 2,020 |
| Commercial mortgage pass-through securities | $12,000 | 1,534 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $607,000 | 4,369 |
| Total debt securities | $607,000 | 4,608 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $1,166,000 | 4,615 |
| U.S. Government securities | $660,000 | 4,437 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $660,000 | 4,278 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $633,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $598,000 | 3,606 |
| Issued or guaranteed by U.S. | $598,000 | 3,513 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $23,000 | 2,825 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 2,769 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $12,000 | 1,988 |
| Commercial mortgage pass-through securities | $12,000 | 1,504 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $660,000 | 4,403 |
| Total debt securities | $660,000 | 4,622 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $1,236,000 | 4,662 |
| U.S. Government securities | $730,000 | 4,468 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $730,000 | 4,328 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $703,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $662,000 | 3,633 |
| Issued or guaranteed by U.S. | $662,000 | 3,546 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $28,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 2,794 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $13,000 | 1,997 |
| Commercial mortgage pass-through securities | $13,000 | 1,516 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $730,000 | 4,448 |
| Total debt securities | $730,000 | 4,675 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $1,287,000 | 4,682 |
| U.S. Government securities | $781,000 | 4,486 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $781,000 | 4,354 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $753,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $706,000 | 3,631 |
| Issued or guaranteed by U.S. | $706,000 | 3,538 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $34,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 2,781 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $13,000 | 2,002 |
| Commercial mortgage pass-through securities | $13,000 | 1,530 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $781,000 | 4,467 |
| Total debt securities | $781,000 | 4,700 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $1,362,000 | 4,689 |
| U.S. Government securities | $857,000 | 4,467 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $857,000 | 4,336 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $829,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $774,000 | 3,610 |
| Issued or guaranteed by U.S. | $774,000 | 3,518 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $41,000 | 2,804 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 2,751 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $14,000 | 1,989 |
| Commercial mortgage pass-through securities | $14,000 | 1,523 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $857,000 | 4,479 |
| Total debt securities | $857,000 | 4,711 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $1,423,000 | 4,680 |
| U.S. Government securities | $918,000 | 4,414 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $918,000 | 4,286 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $889,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $827,000 | 3,580 |
| Issued or guaranteed by U.S. | $827,000 | 3,495 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $48,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 2,747 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $14,000 | 1,945 |
| Commercial mortgage pass-through securities | $14,000 | 1,473 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $918,000 | 4,479 |
| Total debt securities | $918,000 | 4,709 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $1,493,000 | 4,696 |
| U.S. Government securities | $988,000 | 4,431 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $988,000 | 4,310 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $957,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $888,000 | 3,565 |
| Issued or guaranteed by U.S. | $888,000 | 3,473 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $55,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 2,751 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $14,000 | 1,928 |
| Commercial mortgage pass-through securities | $14,000 | 1,464 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $988,000 | 4,490 |
| Total debt securities | $988,000 | 4,717 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $1,585,000 | 4,705 |
| U.S. Government securities | $1,080,000 | 4,426 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,080,000 | 4,303 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $1,048,000 | 3,784 |
| Certificates of participation in pools of residential mortgages | $970,000 | 3,540 |
| Issued or guaranteed by U.S. | $970,000 | 3,447 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $63,000 | 2,797 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 2,750 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $15,000 | 1,915 |
| Commercial mortgage pass-through securities | $15,000 | 1,461 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $1,080,000 | 4,511 |
| Total debt securities | $1,080,000 | 4,733 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $1,635,000 | 4,741 |
| U.S. Government securities | $1,131,000 | 4,486 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,131,000 | 4,364 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $504,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $1,097,000 | 3,790 |
| Certificates of participation in pools of residential mortgages | $1,006,000 | 3,529 |
| Issued or guaranteed by U.S. | $1,006,000 | 3,427 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $72,000 | 2,794 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 2,741 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $19,000 | 1,891 |
| Commercial mortgage pass-through securities | $19,000 | 1,423 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $1,635,000 | 4,498 |
| Total debt securities | $1,130,000 | 4,775 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $1,799,000 | 4,797 |
| U.S. Government securities | $1,297,000 | 4,546 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,297,000 | 4,406 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $502,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $1,199,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $1,099,000 | 3,488 |
| Issued or guaranteed by U.S. | $1,099,000 | 3,393 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $81,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 2,754 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $19,000 | 1,867 |
| Commercial mortgage pass-through securities | $19,000 | 1,422 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,799,000 | 4,552 |
| Total debt securities | $1,297,000 | 4,823 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $1,390,000 | 4,930 |
| U.S. Government securities | $1,390,000 | 4,629 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,390,000 | 4,487 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $1,289,000 | 3,767 |
| Certificates of participation in pools of residential mortgages | $1,178,000 | 3,476 |
| Issued or guaranteed by U.S. | $1,178,000 | 3,386 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $91,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 2,762 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $20,000 | 1,841 |
| Commercial mortgage pass-through securities | $20,000 | 1,414 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $1,390,000 | 4,677 |
| Total debt securities | $1,390,000 | 4,905 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $1,480,000 | 4,972 |
| U.S. Government securities | $1,480,000 | 4,673 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,480,000 | 4,535 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $1,376,000 | 3,746 |
| Certificates of participation in pools of residential mortgages | $1,256,000 | 3,459 |
| Issued or guaranteed by U.S. | $1,256,000 | 3,379 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $100,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 2,753 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $20,000 | 1,826 |
| Commercial mortgage pass-through securities | $20,000 | 1,408 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $1,480,000 | 4,710 |
| Total debt securities | $1,480,000 | 4,949 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $1,605,000 | 5,008 |
| U.S. Government securities | $1,605,000 | 4,694 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,605,000 | 4,551 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $1,499,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | $1,367,000 | 3,448 |
| Issued or guaranteed by U.S. | $1,367,000 | 3,363 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $111,000 | 2,823 |
| CMOs issued by government agencies or sponsored agencies | $111,000 | 2,762 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $21,000 | 1,758 |
| Commercial mortgage pass-through securities | $21,000 | 1,382 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,605,000 | 4,738 |
| Total debt securities | $1,605,000 | 4,985 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $1,737,000 | 5,039 |
| U.S. Government securities | $1,737,000 | 4,716 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,737,000 | 4,565 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $1,627,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $1,483,000 | 3,426 |
| Issued or guaranteed by U.S. | $1,483,000 | 3,355 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $123,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 2,767 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $21,000 | 1,724 |
| Commercial mortgage pass-through securities | $21,000 | 1,366 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,737,000 | 4,774 |
| Total debt securities | $1,737,000 | 5,016 |
| 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 | $1,838,000 | 5,099 |
| U.S. Government securities | $1,838,000 | 4,773 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,838,000 | 4,622 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $1,714,000 | 3,764 |
| Certificates of participation in pools of residential mortgages | $1,559,000 | 3,447 |
| Issued or guaranteed by U.S. | $1,559,000 | 3,419 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $133,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 2,767 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $22,000 | 1,713 |
| Commercial mortgage pass-through securities | $22,000 | 1,350 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,838,000 | 4,830 |
| Total debt securities | $1,839,000 | 5,077 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $2,083,000 | 5,129 |
| U.S. Government securities | $2,083,000 | 4,758 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,083,000 | 4,612 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $1,909,000 | 3,770 |
| Certificates of participation in pools of residential mortgages | $1,694,000 | 3,453 |
| Issued or guaranteed by U.S. | $1,694,000 | 3,290 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $145,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 2,780 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $70,000 | 1,671 |
| Commercial mortgage pass-through securities | $70,000 | 1,299 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,083,000 | 4,858 |
| Total debt securities | $2,083,000 | 5,108 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $2,240,000 | 5,182 |
| U.S. Government securities | $2,240,000 | 4,802 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,240,000 | 4,664 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $1,987,000 | 3,775 |
| Certificates of participation in pools of residential mortgages | $1,825,000 | 3,467 |
| Issued or guaranteed by U.S. | $1,825,000 | 3,460 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $160,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $160,000 | 2,764 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,000 | 1,480 |
| Commercial mortgage pass-through securities | $2,000 | 1,054 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,240,000 | 4,908 |
| Total debt securities | $2,240,000 | 5,161 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $2,498,000 | 5,207 |
| U.S. Government securities | $2,498,000 | 4,795 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,498,000 | 4,664 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $2,149,000 | 3,784 |
| Certificates of participation in pools of residential mortgages | $1,971,000 | 3,468 |
| Issued or guaranteed by U.S. | $1,971,000 | 3,460 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $175,000 | 2,835 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 2,759 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $3,000 | 1,471 |
| Commercial mortgage pass-through securities | $3,000 | 1,051 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,000 | 2,080 |
| Available-for-sale securities (fair market value) | $2,497,000 | 4,929 |
| Total debt securities | $2,498,000 | 5,185 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $2,664,000 | 5,258 |
| U.S. Government securities | $2,664,000 | 4,826 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,664,000 | 4,698 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $2,294,000 | 3,807 |
| Certificates of participation in pools of residential mortgages | $2,100,000 | 3,491 |
| Issued or guaranteed by U.S. | $2,100,000 | 3,485 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $190,000 | 2,845 |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 2,771 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $4,000 | 1,459 |
| Commercial mortgage pass-through securities | $4,000 | 1,042 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,000 | 2,134 |
| Available-for-sale securities (fair market value) | $2,663,000 | 4,967 |
| Total debt securities | $2,663,000 | 5,234 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $2,796,000 | 5,294 |
| U.S. Government securities | $2,796,000 | 4,847 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,796,000 | 4,726 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $2,414,000 | 3,826 |
| Certificates of participation in pools of residential mortgages | $2,205,000 | 3,499 |
| Issued or guaranteed by U.S. | $2,205,000 | 3,493 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $205,000 | 2,864 |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 2,782 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $4,000 | 1,415 |
| Commercial mortgage pass-through securities | $4,000 | 1,014 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,000 | 2,165 |
| Available-for-sale securities (fair market value) | $2,795,000 | 4,999 |
| Total debt securities | $2,796,000 | 5,270 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $2,963,000 | 5,343 |
| U.S. Government securities | $2,963,000 | 4,882 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,963,000 | 4,758 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $2,570,000 | 3,848 |
| Certificates of participation in pools of residential mortgages | $2,343,000 | 3,519 |
| Issued or guaranteed by U.S. | $2,343,000 | 3,514 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $222,000 | 2,890 |
| CMOs issued by government agencies or sponsored agencies | $222,000 | 2,808 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $5,000 | 1,385 |
| Commercial mortgage pass-through securities | $5,000 | 972 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,000 | 2,208 |
| Available-for-sale securities (fair market value) | $2,962,000 | 5,039 |
| Total debt securities | $2,962,000 | 5,320 |
| 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 | $3,160,000 | 5,372 |
| U.S. Government securities | $3,160,000 | 4,846 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,160,000 | 4,734 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $2,734,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $2,491,000 | 3,498 |
| Issued or guaranteed by U.S. | $2,491,000 | 3,492 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $237,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $237,000 | 2,794 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $6,000 | 1,336 |
| Commercial mortgage pass-through securities | $6,000 | 940 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,000 | 2,235 |
| Available-for-sale securities (fair market value) | $3,159,000 | 5,048 |
| Total debt securities | $3,160,000 | 5,347 |
| 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 | $3,345,000 | 5,402 |
| U.S. Government securities | $3,345,000 | 4,867 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,345,000 | 4,761 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $2,900,000 | 3,827 |
| Certificates of participation in pools of residential mortgages | $2,634,000 | 3,502 |
| Issued or guaranteed by U.S. | $2,634,000 | 3,498 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $259,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $259,000 | 2,814 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $7,000 | 1,275 |
| Commercial mortgage pass-through securities | $7,000 | 867 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,000 | 2,259 |
| Available-for-sale securities (fair market value) | $3,344,000 | 5,066 |
| Total debt securities | $3,345,000 | 5,373 |
| 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 | $3,563,000 | 5,465 |
| U.S. Government securities | $3,563,000 | 4,933 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,563,000 | 4,821 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $3,103,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $2,812,000 | 3,501 |
| Issued or guaranteed by U.S. | $2,812,000 | 3,495 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $282,000 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $282,000 | 2,823 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $9,000 | 1,208 |
| Commercial mortgage pass-through securities | $9,000 | 825 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,000 | 2,317 |
| Available-for-sale securities (fair market value) | $3,562,000 | 5,124 |
| Total debt securities | $3,563,000 | 5,440 |
| 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 | $3,735,000 | 5,514 |
| U.S. Government securities | $3,735,000 | 5,002 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,735,000 | 4,892 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $3,262,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | $2,951,000 | 3,501 |
| Issued or guaranteed by U.S. | $2,951,000 | 3,498 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $301,000 | 2,930 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 2,838 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $10,000 | 1,191 |
| Commercial mortgage pass-through securities | $10,000 | 812 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,000 | 2,362 |
| Available-for-sale securities (fair market value) | $3,734,000 | 5,168 |
| Total debt securities | $3,735,000 | 5,491 |
| 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 | $3,899,000 | 5,551 |
| U.S. Government securities | $3,899,000 | 5,045 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,899,000 | 4,933 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $3,413,000 | 3,802 |
| Certificates of participation in pools of residential mortgages | $3,077,000 | 3,477 |
| Issued or guaranteed by U.S. | $3,077,000 | 3,473 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $325,000 | 2,961 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 2,870 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $11,000 | 1,144 |
| Commercial mortgage pass-through securities | $11,000 | 785 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,000 | 2,408 |
| Available-for-sale securities (fair market value) | $3,898,000 | 5,203 |
| Total debt securities | $3,899,000 | 5,526 |
| 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 | $4,125,000 | 5,612 |
| U.S. Government securities | $4,125,000 | 5,090 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,125,000 | 4,984 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $3,612,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | $3,249,000 | 3,477 |
| Issued or guaranteed by U.S. | $3,249,000 | 3,472 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $349,000 | 2,997 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 2,903 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $14,000 | 1,094 |
| Commercial mortgage pass-through securities | $14,000 | 754 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $2,000 | 2,424 |
| Available-for-sale securities (fair market value) | $4,123,000 | 5,246 |
| Total debt securities | $4,125,000 | 5,590 |
| 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 | $4,788,000 | 5,625 |
| U.S. Government securities | $4,637,000 | 5,116 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,637,000 | 5,008 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $151,000 | 2,176 |
| 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 | $151,000 | 1,756 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $3,814,000 | 3,848 |
| Certificates of participation in pools of residential mortgages | $3,425,000 | 3,519 |
| Issued or guaranteed by U.S. | $3,425,000 | 3,515 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $373,000 | 3,024 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 2,929 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $16,000 | 1,050 |
| Commercial mortgage pass-through securities | $16,000 | 714 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $2,000 | 2,464 |
| Available-for-sale securities (fair market value) | $4,786,000 | 5,253 |
| Total debt securities | $4,788,000 | 5,598 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,768 |
| Fair value | $296,000 | 1,778 |
| 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 | $5,024,000 | 5,648 |
| U.S. Government securities | $4,874,000 | 5,165 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,874,000 | 5,052 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $150,000 | 2,240 |
| 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 | $150,000 | 1,788 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $4,034,000 | 3,880 |
| Certificates of participation in pools of residential mortgages | $3,622,000 | 3,544 |
| Issued or guaranteed by U.S. | $3,622,000 | 3,540 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $394,000 | 3,046 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 2,947 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $18,000 | 1,030 |
| Commercial mortgage pass-through securities | $18,000 | 696 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,000 | 2,474 |
| Available-for-sale securities (fair market value) | $5,022,000 | 5,285 |
| Total debt securities | $5,024,000 | 5,623 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,878 |
| Fair value | $300,000 | 1,881 |
| 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 | $4,789,000 | 5,783 |
| U.S. Government securities | $4,639,000 | 5,291 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,639,000 | 5,172 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $150,000 | 2,262 |
| 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 | $150,000 | 1,808 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $4,251,000 | 3,901 |
| Certificates of participation in pools of residential mortgages | $3,810,000 | 3,564 |
| Issued or guaranteed by U.S. | $3,810,000 | 3,558 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $421,000 | 3,086 |
| CMOs issued by government agencies or sponsored agencies | $421,000 | 2,988 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $20,000 | 1,011 |
| Commercial mortgage pass-through securities | $20,000 | 702 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,000 | 2,512 |
| Available-for-sale securities (fair market value) | $4,787,000 | 5,409 |
| Total debt securities | $4,789,000 | 5,763 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,976 |
| Fair value | $297,000 | 1,984 |
| 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 | $5,320,000 | 5,793 |
| U.S. Government securities | $5,171,000 | 5,281 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,171,000 | 5,158 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $149,000 | 2,326 |
| 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 | $149,000 | 1,842 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $4,486,000 | 3,932 |
| Certificates of participation in pools of residential mortgages | $4,009,000 | 3,600 |
| Issued or guaranteed by U.S. | $4,009,000 | 3,598 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $449,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $449,000 | 3,008 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $28,000 | 976 |
| Commercial mortgage pass-through securities | $28,000 | 691 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,000 | 2,554 |
| Available-for-sale securities (fair market value) | $5,318,000 | 5,423 |
| Total debt securities | $5,320,000 | 5,772 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,824 |
| Fair value | $593,000 | 1,830 |
| 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 | $5,180,000 | 5,878 |
| U.S. Government securities | $5,031,000 | 5,376 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,031,000 | 5,264 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $149,000 | 2,386 |
| 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 | $149,000 | 1,905 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $3,492,000 | 4,213 |
| Certificates of participation in pools of residential mortgages | $2,985,000 | 3,909 |
| Issued or guaranteed by U.S. | $2,985,000 | 3,908 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $477,000 | 3,134 |
| CMOs issued by government agencies or sponsored agencies | $477,000 | 3,026 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $30,000 | 978 |
| Commercial mortgage pass-through securities | $30,000 | 696 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $2,000 | 2,586 |
| Available-for-sale securities (fair market value) | $5,178,000 | 5,487 |
| Total debt securities | $5,180,000 | 5,862 |
| Structured notes | ||
| Amortized cost | $1,455,000 | 1,464 |
| Fair value | $1,445,000 | 1,445 |
| 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 | $5,350,000 | 5,914 |
| U.S. Government securities | $5,201,000 | 5,394 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,201,000 | 5,281 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $149,000 | 2,450 |
| 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 | $149,000 | 1,954 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $3,673,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $3,127,000 | 3,920 |
| Issued or guaranteed by U.S. | $3,127,000 | 3,919 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $513,000 | 3,138 |
| CMOs issued by government agencies or sponsored agencies | $513,000 | 3,031 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $33,000 | 965 |
| Commercial mortgage pass-through securities | $33,000 | 694 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $3,000 | 2,599 |
| Available-for-sale securities (fair market value) | $5,347,000 | 5,532 |
| Total debt securities | $5,350,000 | 5,892 |
| Structured notes | ||
| Amortized cost | $1,434,000 | 1,472 |
| Fair value | $1,455,000 | 1,435 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $6,031,000 | 5,878 |
| U.S. Government securities | $5,883,000 | 5,283 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,883,000 | 5,179 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $148,000 | 2,513 |
| 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 | $148,000 | 2,000 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $3,813,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $3,231,000 | 3,906 |
| Issued or guaranteed by U.S. | $3,231,000 | 3,901 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $544,000 | 3,114 |
| CMOs issued by government agencies or sponsored agencies | $544,000 | 3,001 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $38,000 | 902 |
| Commercial mortgage pass-through securities | $38,000 | 638 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $3,000 | 2,625 |
| Available-for-sale securities (fair market value) | $6,028,000 | 5,483 |
| Total debt securities | $6,031,000 | 5,855 |
| Structured notes | ||
| Amortized cost | $2,005,000 | 1,194 |
| Fair value | $1,973,000 | 1,217 |
| 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 | $5,700,000 | 5,977 |
| U.S. Government securities | $5,552,000 | 5,381 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,552,000 | 5,278 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $148,000 | 2,570 |
| 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 | $148,000 | 2,040 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $3,988,000 | 4,201 |
| Certificates of participation in pools of residential mortgages | $3,372,000 | 3,894 |
| Issued or guaranteed by U.S. | $3,372,000 | 3,887 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $576,000 | 3,129 |
| CMOs issued by government agencies or sponsored agencies | $576,000 | 3,009 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $40,000 | 887 |
| Commercial mortgage pass-through securities | $40,000 | 616 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $3,000 | 2,631 |
| Available-for-sale securities (fair market value) | $5,697,000 | 5,588 |
| Total debt securities | $5,700,000 | 5,954 |
| Structured notes | ||
| Amortized cost | $1,505,000 | 1,383 |
| Fair value | $1,465,000 | 1,403 |
| 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 | $5,677,000 | 5,987 |
| U.S. Government securities | $5,530,000 | 5,401 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,530,000 | 5,293 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $147,000 | 2,638 |
| 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 | $147,000 | 2,086 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $4,196,000 | 4,173 |
| Certificates of participation in pools of residential mortgages | $3,527,000 | 3,836 |
| Issued or guaranteed by U.S. | $3,527,000 | 3,830 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $627,000 | 3,134 |
| CMOs issued by government agencies or sponsored agencies | $627,000 | 3,009 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $42,000 | 861 |
| Commercial mortgage pass-through securities | $42,000 | 617 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $3,000 | 2,582 |
| Available-for-sale securities (fair market value) | $5,674,000 | 5,616 |
| Total debt securities | $5,677,000 | 5,961 |
| Structured notes | ||
| Amortized cost | $1,255,000 | 1,474 |
| Fair value | $1,233,000 | 1,480 |
| 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 | $5,063,000 | 6,119 |
| U.S. Government securities | $4,916,000 | 5,551 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,916,000 | 5,438 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $147,000 | 2,638 |
| 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 | $147,000 | 2,056 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $4,458,000 | 4,181 |
| Certificates of participation in pools of residential mortgages | $3,742,000 | 3,824 |
| Issued or guaranteed by U.S. | $3,742,000 | 3,820 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $669,000 | 3,158 |
| CMOs issued by government agencies or sponsored agencies | $669,000 | 3,020 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $47,000 | 779 |
| Commercial mortgage pass-through securities | $47,000 | 571 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $4,000 | 2,582 |
| Available-for-sale securities (fair market value) | $5,059,000 | 5,748 |
| Total debt securities | $5,063,000 | 6,095 |
| Structured notes | ||
| Amortized cost | $355,000 | 2,184 |
| Fair value | $356,000 | 2,181 |
| 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 | $5,366,000 | 6,131 |
| U.S. Government securities | $5,219,000 | 5,519 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,219,000 | 5,404 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $147,000 | 2,639 |
| 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 | $147,000 | 2,024 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $4,722,000 | 4,134 |
| Certificates of participation in pools of residential mortgages | $3,969,000 | 3,771 |
| Issued or guaranteed by U.S. | $3,969,000 | 3,768 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $703,000 | 3,179 |
| CMOs issued by government agencies or sponsored agencies | $703,000 | 3,038 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $50,000 | 666 |
| Commercial mortgage pass-through securities | $50,000 | 498 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $4,000 | 2,614 |
| Available-for-sale securities (fair market value) | $5,362,000 | 5,738 |
| Total debt securities | $5,366,000 | 6,106 |
| Structured notes | ||
| Amortized cost | $355,000 | 2,231 |
| Fair value | $356,000 | 2,231 |
| 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 | $5,674,000 | 6,179 |
| U.S. Government securities | $5,468,000 | 5,598 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,468,000 | 5,489 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $206,000 | 2,670 |
| 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 | $206,000 | 2,075 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $4,970,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $4,165,000 | 3,865 |
| Issued or guaranteed by U.S. | $4,165,000 | 3,863 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $753,000 | 3,246 |
| CMOs issued by government agencies or sponsored agencies | $753,000 | 3,091 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $52,000 | 638 |
| Commercial mortgage pass-through securities | $52,000 | 468 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $4,000 | 2,672 |
| Available-for-sale securities (fair market value) | $5,670,000 | 5,783 |
| Total debt securities | $5,674,000 | 6,153 |
| Structured notes | ||
| Amortized cost | $355,000 | 2,434 |
| Fair value | $356,000 | 2,431 |
| 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 | $5,564,000 | 6,259 |
| U.S. Government securities | $5,358,000 | 5,704 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,358,000 | 5,599 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $206,000 | 2,667 |
| 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 | $206,000 | 2,066 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $5,215,000 | 4,204 |
| Certificates of participation in pools of residential mortgages | $4,363,000 | 3,851 |
| Issued or guaranteed by U.S. | $4,363,000 | 3,849 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $797,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $797,000 | 3,082 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $55,000 | 601 |
| Commercial mortgage pass-through securities | $55,000 | 430 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $4,000 | 2,697 |
| Available-for-sale securities (fair market value) | $5,560,000 | 5,845 |
| Total debt securities | $5,564,000 | 6,228 |
| 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 | $5,498,000 | 6,317 |
| U.S. Government securities | $5,270,000 | 5,809 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,270,000 | 5,696 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $205,000 | 2,652 |
| 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 | $205,000 | 2,064 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $23,000 | 1,087 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $5,125,000 | 4,253 |
| Certificates of participation in pools of residential mortgages | $4,292,000 | 3,873 |
| Issued or guaranteed by U.S. | $4,292,000 | 3,869 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $776,000 | 3,286 |
| CMOs issued by government agencies or sponsored agencies | $776,000 | 3,127 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $57,000 | 561 |
| Commercial mortgage pass-through securities | $57,000 | 398 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $5,000 | 2,755 |
| Available-for-sale securities (fair market value) | $5,493,000 | 5,898 |
| Total debt securities | $5,475,000 | 6,290 |
| 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 | $5,633,000 | 6,313 |
| U.S. Government securities | $5,455,000 | 5,772 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,455,000 | 5,662 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $155,000 | 2,683 |
| 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 | $155,000 | 2,016 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $23,000 | 1,101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $5,255,000 | 4,177 |
| Certificates of participation in pools of residential mortgages | $4,369,000 | 3,749 |
| Issued or guaranteed by U.S. | $4,369,000 | 3,743 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $826,000 | 3,206 |
| CMOs issued by government agencies or sponsored agencies | $826,000 | 2,955 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $60,000 | 490 |
| Commercial mortgage pass-through securities | $60,000 | 346 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $5,000 | 2,873 |
| Available-for-sale securities (fair market value) | $5,628,000 | 5,871 |
| Total debt securities | $5,610,000 | 6,286 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,913 |
| Fair value | $200,000 | 2,916 |
| 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 | $5,591,000 | 6,355 |
| U.S. Government securities | $5,142,000 | 5,860 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,142,000 | 5,749 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $154,000 | 2,665 |
| 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 | $154,000 | 1,981 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $295,000 | 840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $4,842,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $3,898,000 | 3,813 |
| Issued or guaranteed by U.S. | $3,898,000 | 3,802 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $869,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $869,000 | 2,932 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $75,000 | 433 |
| Commercial mortgage pass-through securities | $75,000 | 310 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $5,000 | 2,909 |
| Available-for-sale securities (fair market value) | $5,586,000 | 5,907 |
| Total debt securities | $5,296,000 | 6,372 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,889 |
| Fair value | $300,000 | 2,906 |
| 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 | $5,570,000 | 6,458 |
| U.S. Government securities | $5,375,000 | 5,942 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,375,000 | 5,816 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $154,000 | 2,623 |
| 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 | $154,000 | 1,916 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $41,000 | 1,121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $4,824,000 | 4,188 |
| Certificates of participation in pools of residential mortgages | $3,827,000 | 3,815 |
| Issued or guaranteed by U.S. | $3,827,000 | 3,801 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $920,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $920,000 | 2,872 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $77,000 | 418 |
| Commercial mortgage pass-through securities | $77,000 | 311 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $6,000 | 2,961 |
| Available-for-sale securities (fair market value) | $5,564,000 | 5,993 |
| Total debt securities | $5,529,000 | 6,431 |
| Structured notes | ||
| Amortized cost | $550,000 | 2,784 |
| Fair value | $551,000 | 2,783 |
| 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 | $4,464,000 | 6,656 |
| U.S. Government securities | $4,313,000 | 6,185 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,313,000 | 6,056 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $57,000 | 2,781 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,324 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $53,000 | 2,038 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $94,000 | 1,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $3,970,000 | 4,313 |
| Certificates of participation in pools of residential mortgages | $3,653,000 | 3,790 |
| Issued or guaranteed by U.S. | $3,653,000 | 3,781 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $317,000 | 3,421 |
| CMOs issued by government agencies or sponsored agencies | $313,000 | 3,142 |
| Privately issued | $4,000 | 1,261 |
| 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) | $6,000 | 2,979 |
| Available-for-sale securities (fair market value) | $4,458,000 | 6,171 |
| Total debt securities | $4,369,000 | 6,628 |
| Structured notes | ||
| Amortized cost | $350,000 | 3,060 |
| Fair value | $347,000 | 3,060 |
| 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 | $4,703,000 | 6,587 |
| U.S. Government securities | $4,221,000 | 6,096 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,221,000 | 5,965 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $112,000 | 2,851 |
| Privately issued residential mortgage-backed securities | $59,000 | 1,309 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $53,000 | 2,047 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $370,000 | 826 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $4,035,000 | 4,230 |
| Certificates of participation in pools of residential mortgages | $3,639,000 | 3,706 |
| Issued or guaranteed by U.S. | $3,639,000 | 3,695 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $396,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $337,000 | 3,115 |
| Privately issued | $59,000 | 1,248 |
| 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) | $6,000 | 3,012 |
| Available-for-sale securities (fair market value) | $4,697,000 | 6,082 |
| Total debt securities | $4,333,000 | 6,622 |
| Structured notes | ||
| Amortized cost | $251,000 | 2,987 |
| Fair value | $245,000 | 3,018 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,538,000 | 6,638 |
| U.S. Government securities | $4,042,000 | 6,140 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,042,000 | 6,022 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $166,000 | 2,896 |
| Privately issued residential mortgage-backed securities | $113,000 | 1,347 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $53,000 | 2,094 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $330,000 | 892 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $3,955,000 | 4,272 |
| Certificates of participation in pools of residential mortgages | $3,452,000 | 3,750 |
| Issued or guaranteed by U.S. | $3,452,000 | 3,742 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $503,000 | 3,277 |
| CMOs issued by government agencies or sponsored agencies | $390,000 | 3,057 |
| Privately issued | $113,000 | 1,286 |
| 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) | $6,000 | 3,087 |
| Available-for-sale securities (fair market value) | $4,532,000 | 6,128 |
| Total debt securities | $4,208,000 | 6,672 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,076 |
| Fair value | $200,000 | 3,086 |
| 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 | $4,654,000 | 6,702 |
| U.S. Government securities | $4,382,000 | 6,186 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,382,000 | 6,070 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $174,000 | 2,881 |
| Privately issued residential mortgage-backed securities | $171,000 | 1,345 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $3,000 | 2,106 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $98,000 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $4,101,000 | 4,233 |
| Certificates of participation in pools of residential mortgages | $3,532,000 | 3,752 |
| Issued or guaranteed by U.S. | $3,532,000 | 3,745 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $569,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $398,000 | 2,955 |
| Privately issued | $171,000 | 1,287 |
| 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) | $7,000 | 3,145 |
| Available-for-sale securities (fair market value) | $4,647,000 | 6,194 |
| Total debt securities | $4,548,000 | 6,680 |
| Structured notes | ||
| Amortized cost | $450,000 | 3,015 |
| Fair value | $452,000 | 3,021 |
| 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 | $4,717,000 | 6,771 |
| U.S. Government securities | $4,368,000 | 6,289 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,368,000 | 6,174 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $202,000 | 2,900 |
| Privately issued residential mortgage-backed securities | $199,000 | 1,364 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $3,000 | 2,127 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $147,000 | 1,080 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $4,117,000 | 4,313 |
| Certificates of participation in pools of residential mortgages | $3,493,000 | 3,889 |
| Issued or guaranteed by U.S. | $3,493,000 | 3,881 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $624,000 | 3,104 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 2,908 |
| Privately issued | $199,000 | 1,309 |
| 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) | $8,000 | 3,187 |
| Available-for-sale securities (fair market value) | $4,709,000 | 6,255 |
| Total debt securities | $4,570,000 | 6,759 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,872 |
| Fair value | $350,000 | 2,873 |
| 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 | $4,556,000 | 6,820 |
| U.S. Government securities | $4,268,000 | 6,296 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,268,000 | 6,197 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $200,000 | 2,963 |
| Privately issued residential mortgage-backed securities | $197,000 | 1,405 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,000 | 2,177 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $88,000 | 1,183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $3,767,000 | 4,466 |
| Certificates of participation in pools of residential mortgages | $3,310,000 | 4,030 |
| Issued or guaranteed by U.S. | $3,310,000 | 4,022 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $457,000 | 3,229 |
| CMOs issued by government agencies or sponsored agencies | $260,000 | 3,037 |
| Privately issued | $197,000 | 1,341 |
| 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) | $8,000 | 3,255 |
| Available-for-sale securities (fair market value) | $4,548,000 | 6,300 |
| Total debt securities | $4,467,000 | 6,795 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,326 |
| Fair value | $698,000 | 2,327 |
| 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 | $4,141,000 | 6,943 |
| U.S. Government securities | $3,753,000 | 6,505 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,753,000 | 6,412 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $296,000 | 2,964 |
| Privately issued residential mortgage-backed securities | $194,000 | 1,463 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $102,000 | 2,171 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $92,000 | 1,266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $3,397,000 | 4,649 |
| Certificates of participation in pools of residential mortgages | $2,930,000 | 4,251 |
| Issued or guaranteed by U.S. | $2,930,000 | 4,244 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $467,000 | 3,223 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 3,035 |
| Privately issued | $194,000 | 1,394 |
| 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) | $8,000 | 3,349 |
| Available-for-sale securities (fair market value) | $4,133,000 | 6,426 |
| Total debt securities | $4,049,000 | 6,929 |
| Structured notes | ||
| Amortized cost | $550,000 | 1,964 |
| Fair value | $550,000 | 1,974 |
| 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 | $4,348,000 | 6,926 |
| U.S. Government securities | $3,804,000 | 6,527 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,804,000 | 6,436 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $288,000 | 3,036 |
| Privately issued residential mortgage-backed securities | $187,000 | 1,482 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $101,000 | 2,271 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $256,000 | 1,099 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $3,542,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $3,064,000 | 4,274 |
| Issued or guaranteed by U.S. | $3,064,000 | 4,260 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $478,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $291,000 | 3,009 |
| Privately issued | $187,000 | 1,413 |
| 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) | $9,000 | 3,394 |
| Available-for-sale securities (fair market value) | $4,339,000 | 6,402 |
| Total debt securities | $4,092,000 | 6,940 |
| Structured notes | ||
| Amortized cost | $450,000 | 1,696 |
| Fair value | $449,000 | 1,699 |
| 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 | $4,438,000 | 6,954 |
| U.S. Government securities | $3,892,000 | 6,601 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,892,000 | 6,513 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $342,000 | 2,918 |
| Privately issued residential mortgage-backed securities | $183,000 | 1,510 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $159,000 | 2,362 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $204,000 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $3,500,000 | 4,737 |
| Certificates of participation in pools of residential mortgages | $3,187,000 | 4,322 |
| Issued or guaranteed by U.S. | $3,187,000 | 4,311 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $313,000 | 3,387 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 3,171 |
| Privately issued | $183,000 | 1,440 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,000 | 3,432 |
| Available-for-sale securities (fair market value) | $4,429,000 | 6,411 |
| Total debt securities | $4,239,000 | 6,958 |
| Structured notes | ||
| Amortized cost | $575,000 | 1,244 |
| Fair value | $575,000 | 1,239 |
| 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 | $4,060,000 | 7,119 |
| U.S. Government securities | $3,646,000 | 6,783 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,646,000 | 6,690 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $351,000 | 2,845 |
| Privately issued residential mortgage-backed securities | $181,000 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $170,000 | 2,276 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $63,000 | 1,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $2,898,000 | 4,898 |
| Certificates of participation in pools of residential mortgages | $2,551,000 | 4,523 |
| Issued or guaranteed by U.S. | $2,551,000 | 4,511 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $347,000 | 3,298 |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 3,127 |
| Privately issued | $181,000 | 1,396 |
| 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) | $10,000 | 3,443 |
| Available-for-sale securities (fair market value) | $4,050,000 | 6,557 |
| Total debt securities | $3,997,000 | 7,098 |
| Structured notes | ||
| Amortized cost | $925,000 | 1,130 |
| Fair value | $929,000 | 1,121 |
| 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 | $4,182,000 | 7,098 |
| U.S. Government securities | $3,813,000 | 6,756 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,813,000 | 6,661 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $324,000 | 2,830 |
| Privately issued residential mortgage-backed securities | $181,000 | 1,440 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $143,000 | 2,256 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $45,000 | 1,536 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $3,081,000 | 4,769 |
| Certificates of participation in pools of residential mortgages | $2,720,000 | 4,389 |
| Issued or guaranteed by U.S. | $2,720,000 | 4,376 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $361,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 3,032 |
| Privately issued | $181,000 | 1,373 |
| 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) | $10,000 | 3,480 |
| Available-for-sale securities (fair market value) | $4,172,000 | 6,514 |
| Total debt securities | $4,137,000 | 7,066 |
| Structured notes | ||
| Amortized cost | $925,000 | 1,099 |
| Fair value | $913,000 | 1,090 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $3,950,000 | 7,231 |
| U.S. Government securities | $3,493,000 | 6,905 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,493,000 | 6,800 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $353,000 | 2,781 |
| Privately issued residential mortgage-backed securities | $186,000 | 1,409 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $167,000 | 2,248 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $104,000 | 1,659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $2,667,000 | 4,922 |
| Certificates of participation in pools of residential mortgages | $2,259,000 | 4,590 |
| Issued or guaranteed by U.S. | $2,259,000 | 4,572 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $408,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $222,000 | 3,010 |
| Privately issued | $186,000 | 1,333 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,000 | 3,504 |
| Available-for-sale securities (fair market value) | $3,939,000 | 6,625 |
| Total debt securities | $3,846,000 | 7,199 |
| Structured notes | ||
| Amortized cost | $1,008,000 | 972 |
| Fair value | $1,012,000 | 997 |
| 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 | $3,206,000 | 7,434 |
| U.S. Government securities | $2,618,000 | 7,190 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,618,000 | 7,089 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $373,000 | 2,708 |
| Privately issued residential mortgage-backed securities | $190,000 | 1,396 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $183,000 | 2,199 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $215,000 | 1,534 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $1,796,000 | 5,185 |
| Certificates of participation in pools of residential mortgages | $1,337,000 | 4,937 |
| Issued or guaranteed by U.S. | $1,337,000 | 4,915 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $459,000 | 3,136 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 2,944 |
| Privately issued | $190,000 | 1,319 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,000 | 3,536 |
| Available-for-sale securities (fair market value) | $3,195,000 | 6,821 |
| Total debt securities | $2,986,000 | 7,433 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,188 |
| Fair value | $1,012,000 | 1,091 |
| 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 | $4,477,000 | 7,219 |
| U.S. Government securities | $4,002,000 | 6,893 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,002,000 | 6,780 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $381,000 | 2,534 |
| Privately issued residential mortgage-backed securities | $184,000 | 1,296 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $197,000 | 2,050 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $94,000 | 1,628 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $1,385,000 | 5,149 |
| Certificates of participation in pools of residential mortgages | $1,060,000 | 4,886 |
| Issued or guaranteed by U.S. | $1,060,000 | 4,866 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $325,000 | 3,149 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 3,008 |
| Privately issued | $184,000 | 1,230 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,000 | 3,590 |
| Available-for-sale securities (fair market value) | $4,465,000 | 6,586 |
| Total debt securities | $4,383,000 | 7,181 |
| Structured notes | ||
| Amortized cost | $2,780,000 | 860 |
| Fair value | $2,801,000 | 854 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,376,000 | 7,275 |
| U.S. Government securities | $3,871,000 | 7,010 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,871,000 | 6,899 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $394,000 | 2,477 |
| Privately issued residential mortgage-backed securities | $185,000 | 1,259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $209,000 | 2,003 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $111,000 | 1,542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $818,000 | 5,404 |
| Certificates of participation in pools of residential mortgages | $490,000 | 5,254 |
| Issued or guaranteed by U.S. | $490,000 | 5,235 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $328,000 | 3,108 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 2,964 |
| Privately issued | $185,000 | 1,192 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,000 | 3,646 |
| Available-for-sale securities (fair market value) | $4,364,000 | 6,625 |
| Total debt securities | $4,265,000 | 7,263 |
| Structured notes | ||
| Amortized cost | $3,243,000 | 889 |
| Fair value | $3,237,000 | 883 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $4,698,000 | 7,242 |
| U.S. Government securities | $4,225,000 | 6,935 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,225,000 | 6,809 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $405,000 | 2,416 |
| Privately issued residential mortgage-backed securities | $190,000 | 1,215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $215,000 | 1,969 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $68,000 | 1,629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $665,000 | 5,524 |
| Certificates of participation in pools of residential mortgages | $314,000 | 5,468 |
| Issued or guaranteed by U.S. | $314,000 | 5,447 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $351,000 | 3,057 |
| CMOs issued by government agencies or sponsored agencies | $161,000 | 2,919 |
| Privately issued | $190,000 | 1,142 |
| 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) | $13,000 | 3,679 |
| Available-for-sale securities (fair market value) | $4,685,000 | 6,583 |
| Total debt securities | $4,631,000 | 7,210 |
| Structured notes | ||
| Amortized cost | $3,792,000 | 837 |
| Fair value | $3,750,000 | 830 |
| 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 | $4,492,000 | 7,344 |
| U.S. Government securities | $3,949,000 | 7,066 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,949,000 | 6,932 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $510,000 | 2,243 |
| Privately issued residential mortgage-backed securities | $193,000 | 1,177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $317,000 | 1,886 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $33,000 | 1,721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $726,000 | 5,487 |
| Certificates of participation in pools of residential mortgages | $342,000 | 5,442 |
| Issued or guaranteed by U.S. | $342,000 | 5,417 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $384,000 | 2,990 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 2,891 |
| Privately issued | $193,000 | 1,096 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,000 | 3,752 |
| Available-for-sale securities (fair market value) | $4,478,000 | 6,664 |
| Total debt securities | $4,460,000 | 7,309 |
| Structured notes | ||
| Amortized cost | $3,428,000 | 959 |
| Fair value | $3,416,000 | 952 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,883,000 | 7,290 |
| U.S. Government securities | $4,257,000 | 6,998 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,257,000 | 6,871 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $511,000 | 2,262 |
| Privately issued residential mortgage-backed securities | $191,000 | 1,156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $320,000 | 1,931 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $115,000 | 1,611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $745,000 | 5,490 |
| Certificates of participation in pools of residential mortgages | $357,000 | 5,432 |
| Issued or guaranteed by U.S. | $357,000 | 5,411 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $388,000 | 2,983 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 2,891 |
| Privately issued | $191,000 | 1,081 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,000 | 3,838 |
| Available-for-sale securities (fair market value) | $4,868,000 | 6,597 |
| Total debt securities | $4,768,000 | 7,269 |
| Structured notes | ||
| Amortized cost | $3,703,000 | 968 |
| Fair value | $3,703,000 | 962 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $5,012,000 | 7,339 |
| U.S. Government securities | $4,403,000 | 7,048 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,403,000 | 6,916 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $503,000 | 2,316 |
| Privately issued residential mortgage-backed securities | $190,000 | 1,138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $313,000 | 1,977 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $106,000 | 1,670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $902,000 | 5,372 |
| Certificates of participation in pools of residential mortgages | $384,000 | 5,415 |
| Issued or guaranteed by U.S. | $384,000 | 5,389 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $518,000 | 2,820 |
| CMOs issued by government agencies or sponsored agencies | $328,000 | 2,717 |
| Privately issued | $190,000 | 1,052 |
| 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) | $115,000 | 3,690 |
| Available-for-sale securities (fair market value) | $4,897,000 | 6,640 |
| Total debt securities | $4,906,000 | 7,320 |
| Structured notes | ||
| Amortized cost | $3,839,000 | 1,019 |
| Fair value | $3,790,000 | 1,020 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,177,000 | 7,323 |
| U.S. Government securities | $4,639,000 | 7,018 |
| U.S. Treasury securities | $249,000 | 1,467 |
| U.S. Government agency obligations | $4,390,000 | 6,940 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $495,000 | 2,415 |
| Privately issued residential mortgage-backed securities | $190,000 | 1,128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $305,000 | 2,034 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $43,000 | 1,813 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $934,000 | 5,368 |
| Certificates of participation in pools of residential mortgages | $405,000 | 5,429 |
| Issued or guaranteed by U.S. | $405,000 | 5,404 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $529,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $339,000 | 2,695 |
| Privately issued | $190,000 | 1,044 |
| 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) | $115,000 | 3,748 |
| Available-for-sale securities (fair market value) | $5,062,000 | 6,611 |
| Total debt securities | $5,133,000 | 7,290 |
| Structured notes | ||
| Amortized cost | $3,701,000 | 1,110 |
| Fair value | $3,646,000 | 1,098 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,544,000 | 7,281 |
| U.S. Government securities | $4,939,000 | 6,952 |
| U.S. Treasury securities | $246,000 | 1,562 |
| U.S. Government agency obligations | $4,693,000 | 6,895 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $495,000 | 2,494 |
| Privately issued residential mortgage-backed securities | $190,000 | 1,104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $305,000 | 2,138 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $110,000 | 1,728 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $991,000 | 5,371 |
| Certificates of participation in pools of residential mortgages | $433,000 | 5,419 |
| Issued or guaranteed by U.S. | $433,000 | 5,397 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $558,000 | 2,788 |
| CMOs issued by government agencies or sponsored agencies | $368,000 | 2,666 |
| Privately issued | $190,000 | 1,024 |
| 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) | $115,000 | 3,812 |
| Available-for-sale securities (fair market value) | $5,429,000 | 6,580 |
| Total debt securities | $5,433,000 | 7,255 |
| Structured notes | ||
| Amortized cost | $3,930,000 | 1,079 |
| Fair value | $3,892,000 | 1,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $5,232,000 | 7,408 |
| U.S. Government securities | $4,697,000 | 7,043 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,697,000 | 6,894 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $491,000 | 2,588 |
| Privately issued residential mortgage-backed securities | $192,000 | 1,078 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $299,000 | 2,266 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $44,000 | 1,866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $1,043,000 | 5,386 |
| Certificates of participation in pools of residential mortgages | $461,000 | 5,423 |
| Issued or guaranteed by U.S. | $461,000 | 5,398 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $582,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $390,000 | 2,673 |
| Privately issued | $192,000 | 994 |
| 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) | $115,000 | 3,898 |
| Available-for-sale securities (fair market value) | $5,117,000 | 6,674 |
| Total debt securities | $5,188,000 | 7,361 |
| Structured notes | ||
| Amortized cost | $3,418,000 | 1,185 |
| Fair value | $3,382,000 | 1,182 |
| 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 | $4,800,000 | 7,532 |
| U.S. Government securities | $4,173,000 | 7,230 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,173,000 | 7,083 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $501,000 | 2,570 |
| Privately issued residential mortgage-backed securities | $194,000 | 1,064 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $307,000 | 2,315 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $126,000 | 1,732 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $1,061,000 | 5,407 |
| Certificates of participation in pools of residential mortgages | $507,000 | 5,398 |
| Issued or guaranteed by U.S. | $507,000 | 5,378 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $554,000 | 2,819 |
| CMOs issued by government agencies or sponsored agencies | $360,000 | 2,724 |
| Privately issued | $194,000 | 979 |
| 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) | $115,000 | 3,959 |
| Available-for-sale securities (fair market value) | $4,685,000 | 6,785 |
| Total debt securities | $4,674,000 | 7,501 |
| Structured notes | ||
| Amortized cost | $3,315,000 | 1,172 |
| Fair value | $3,306,000 | 1,170 |
| 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 | $4,575,000 | 7,623 |
| U.S. Government securities | $3,961,000 | 7,346 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,961,000 | 7,193 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $505,000 | 2,620 |
| Privately issued residential mortgage-backed securities | $194,000 | 1,030 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $311,000 | 2,401 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $109,000 | 1,776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $1,176,000 | 5,404 |
| Certificates of participation in pools of residential mortgages | $557,000 | 5,394 |
| Issued or guaranteed by U.S. | $557,000 | 5,368 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $619,000 | 2,819 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 2,724 |
| Privately issued | $194,000 | 942 |
| 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) | $116,000 | 4,008 |
| Available-for-sale securities (fair market value) | $4,459,000 | 6,873 |
| Total debt securities | $4,466,000 | 7,597 |
| Structured notes | ||
| Amortized cost | $2,992,000 | 1,294 |
| Fair value | $2,979,000 | 1,258 |
| 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 | $4,686,000 | 7,664 |
| U.S. Government securities | $4,034,000 | 7,382 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,034,000 | 7,213 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $576,000 | 2,600 |
| Privately issued residential mortgage-backed securities | $194,000 | 1,006 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $382,000 | 2,438 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $76,000 | 1,872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $1,279,000 | 5,405 |
| Certificates of participation in pools of residential mortgages | $590,000 | 5,438 |
| Issued or guaranteed by U.S. | $590,000 | 5,419 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $689,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 2,697 |
| Privately issued | $194,000 | 925 |
| 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) | $117,000 | 4,080 |
| Available-for-sale securities (fair market value) | $4,569,000 | 6,909 |
| Total debt securities | $4,610,000 | 7,628 |
| Structured notes | ||
| Amortized cost | $2,990,000 | 1,281 |
| Fair value | $2,949,000 | 1,247 |
| 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 | $4,838,000 | 7,684 |
| U.S. Government securities | $4,065,000 | 7,401 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,065,000 | 7,240 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $617,000 | 2,605 |
| Privately issued residential mortgage-backed securities | $194,000 | 999 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $423,000 | 2,442 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $156,000 | 1,792 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $1,272,000 | 5,462 |
| Certificates of participation in pools of residential mortgages | $466,000 | 5,630 |
| Issued or guaranteed by U.S. | $466,000 | 5,613 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $806,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $612,000 | 2,647 |
| Privately issued | $194,000 | 922 |
| 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) | $117,000 | 4,130 |
| Available-for-sale securities (fair market value) | $4,721,000 | 6,907 |
| Total debt securities | $4,682,000 | 7,655 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 1,238 |
| Fair value | $2,987,000 | 1,211 |
| 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 | $4,857,000 | 7,706 |
| U.S. Government securities | $4,097,000 | 7,415 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,097,000 | 7,260 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $616,000 | 2,643 |
| Privately issued residential mortgage-backed securities | $189,000 | 954 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $427,000 | 2,503 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $144,000 | 1,824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $1,437,000 | 5,369 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,860 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $3,000 | 220 |
| Collaterized mortgage obligations | $1,434,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $1,248,000 | 2,299 |
| Privately issued | $186,000 | 877 |
| 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) | $122,000 | 4,173 |
| Available-for-sale securities (fair market value) | $4,735,000 | 6,945 |
| Total debt securities | $4,713,000 | 7,683 |
| Structured notes | ||
| Amortized cost | $2,845,000 | 1,316 |
| Fair value | $2,849,000 | 1,314 |
| 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 | $3,806,000 | 8,026 |
| U.S. Government securities | $2,993,000 | 7,872 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,993,000 | 7,701 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $614,000 | 2,746 |
| Privately issued residential mortgage-backed securities | $199,000 | 940 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $415,000 | 2,620 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $199,000 | 1,801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $1,100,000 | 5,643 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,850 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $7,000 | 214 |
| Collaterized mortgage obligations | $1,093,000 | 2,641 |
| CMOs issued by government agencies or sponsored agencies | $901,000 | 2,553 |
| Privately issued | $192,000 | 877 |
| 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) | $128,000 | 4,214 |
| Available-for-sale securities (fair market value) | $3,678,000 | 7,274 |
| Total debt securities | $3,607,000 | 8,024 |
| Structured notes | ||
| Amortized cost | $2,119,000 | 1,435 |
| Fair value | $2,092,000 | 1,432 |
| 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 | $4,009,000 | 7,988 |
| U.S. Government securities | $3,292,000 | 7,711 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,292,000 | 7,546 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $622,000 | 2,835 |
| Privately issued residential mortgage-backed securities | $197,000 | 1,000 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $425,000 | 2,694 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $95,000 | 1,976 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $1,356,000 | 5,535 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,810 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $11,000 | 221 |
| Collaterized mortgage obligations | $1,345,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $1,159,000 | 2,423 |
| Privately issued | $186,000 | 930 |
| 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) | $135,000 | 4,241 |
| Available-for-sale securities (fair market value) | $3,874,000 | 7,231 |
| Total debt securities | $3,914,000 | 7,941 |
| Structured notes | ||
| Amortized cost | $2,118,000 | 1,270 |
| Fair value | $2,133,000 | 1,270 |
| 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 | $4,119,000 | 8,032 |
| U.S. Government securities | $3,342,000 | 7,772 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,342,000 | 7,590 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $626,000 | 2,880 |
| Privately issued residential mortgage-backed securities | $201,000 | 863 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $425,000 | 2,848 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $151,000 | 1,921 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $1,749,000 | 5,320 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,837 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $15,000 | 234 |
| Collaterized mortgage obligations | $1,734,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $1,548,000 | 2,352 |
| Privately issued | $186,000 | 766 |
| 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) | $468,000 | 3,860 |
| Available-for-sale securities (fair market value) | $3,651,000 | 7,326 |
| Total debt securities | $3,968,000 | 8,015 |
| Structured notes | ||
| Amortized cost | $1,794,000 | 1,333 |
| Fair value | $1,794,000 | 1,329 |
| 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 | $4,256,000 | 7,954 |
| U.S. Government securities | $3,415,000 | 7,676 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,415,000 | 7,480 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $638,000 | 3,003 |
| Privately issued residential mortgage-backed securities | $216,000 | 923 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $422,000 | 2,954 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $203,000 | 1,922 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $1,483,000 | 5,475 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,820 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $22,000 | 236 |
| Collaterized mortgage obligations | $1,461,000 | 2,569 |
| CMOs issued by government agencies or sponsored agencies | $1,267,000 | 2,512 |
| Privately issued | $194,000 | 826 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $678,000 | 3,691 |
| Available-for-sale securities (fair market value) | $3,578,000 | 7,308 |
| Total debt securities | $4,053,000 | 7,925 |
| 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 | $4,417,000 | 7,921 |
| U.S. Government securities | $3,251,000 | 7,733 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,251,000 | 7,542 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $826,000 | 2,911 |
| Privately issued residential mortgage-backed securities | $405,000 | 859 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $421,000 | 2,995 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $340,000 | 1,776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $1,746,000 | 5,450 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,826 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $25,000 | 236 |
| Collaterized mortgage obligations | $1,721,000 | 2,641 |
| CMOs issued by government agencies or sponsored agencies | $1,341,000 | 2,653 |
| Privately issued | $380,000 | 768 |
| 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) | $1,184,000 | 3,327 |
| Available-for-sale securities (fair market value) | $3,233,000 | 7,409 |
| Total debt securities | $4,077,000 | 7,922 |
| 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 | $3,443,000 | 8,242 |
| U.S. Government securities | $2,885,000 | 7,942 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,885,000 | 7,757 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $536,000 | 3,204 |
| Privately issued residential mortgage-backed securities | $222,000 | 1,005 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $314,000 | 3,101 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $22,000 | 2,251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $1,204,000 | 5,799 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,825 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $28,000 | 235 |
| Collaterized mortgage obligations | $1,176,000 | 2,996 |
| CMOs issued by government agencies or sponsored agencies | $982,000 | 3,026 |
| Privately issued | $194,000 | 913 |
| 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) | $1,432,000 | 3,226 |
| Available-for-sale securities (fair market value) | $2,011,000 | 7,798 |
| Total debt securities | $3,421,000 | 8,170 |
| 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 | $3,457,000 | 8,288 |
| U.S. Government securities | $2,833,000 | 8,010 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,833,000 | 7,808 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $409,000 | 3,461 |
| Privately issued residential mortgage-backed securities | $96,000 | 1,143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $313,000 | 3,125 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $215,000 | 1,923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $758,000 | 6,124 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,805 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $31,000 | 231 |
| Collaterized mortgage obligations | $727,000 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $662,000 | 3,287 |
| Privately issued | $65,000 | 1,048 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,061,000 | 2,981 |
| Available-for-sale securities (fair market value) | $1,396,000 | 7,985 |
| Total debt securities | $3,242,000 | 8,276 |
| 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 | $683,000 | 9,233 |
| U.S. Government securities | $190,000 | 9,203 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $190,000 | 9,068 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $343,000 | 3,590 |
| Privately issued residential mortgage-backed securities | $343,000 | 1,052 |
| 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 | $150,000 | 1,935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $533,000 | 6,305 |
| Certificates of participation in pools of residential mortgages | $216,000 | 6,201 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $216,000 | 193 |
| Collaterized mortgage obligations | $317,000 | 3,932 |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 3,945 |
| Privately issued | $127,000 | 1,089 |
| 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) | $533,000 | 4,234 |
| Available-for-sale securities (fair market value) | $150,000 | 8,528 |
| Total debt securities | $533,000 | 9,189 |
| 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 | $642,000 | 9,597 |
| U.S. Government securities | $244,000 | 9,538 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $244,000 | 9,352 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $199,000 | 3,458 |
| Privately issued residential mortgage-backed securities | $199,000 | 1,098 |
| 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 | $199,000 | 5,806 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $443,000 | 6,205 |
| Certificates of participation in pools of residential mortgages | $64,000 | 6,573 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $64,000 | 264 |
| Collaterized mortgage obligations | $379,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 3,514 |
| Privately issued | $135,000 | 994 |
| 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) | $443,000 | 5,000 |
| Available-for-sale securities (fair market value) | $199,000 | 8,976 |
| Total debt securities | $443,000 | 9,556 |
| 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 |