Home > First Security Bank - Canby > Securities
First Security Bank - Canby, Securities
| 2023-12-31 | Rank | |
| Total securities | $25,397,000 | 3,361 |
| U.S. Government securities | $11,901,000 | 3,455 |
| U.S. Treasury securities | $9,788,000 | 1,396 |
| U.S. Government agency obligations | $2,113,000 | 3,950 |
| Securities issued by states & political subdivisions | $10,574,000 | 2,396 |
| Other domestic debt securities | $2,922,000 | 1,596 |
| Privately issued residential mortgage-backed securities | $1,730,000 | 472 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $1,192,000 | 1,518 |
| 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 | $12,979,000 | 2,742 |
| Mortgage-backed securities | $3,339,000 | 3,194 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $527,000 | 3,342 |
| Privately issued | $1,730,000 | 137 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,082,000 | 2,142 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $25,397,000 | 3,116 |
| Total debt securities | $25,397,000 | 3,338 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 713 |
| Fair value | $1,192,000 | 723 |
| 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 | $26,696,000 | 3,323 |
| U.S. Government securities | $13,701,000 | 3,361 |
| U.S. Treasury securities | $11,083,000 | 1,346 |
| U.S. Government agency obligations | $2,618,000 | 3,924 |
| Securities issued by states & political subdivisions | $9,867,000 | 2,460 |
| Other domestic debt securities | $3,128,000 | 1,552 |
| Privately issued residential mortgage-backed securities | $1,709,000 | 450 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $1,419,000 | 1,460 |
| 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 | $11,771,000 | 2,779 |
| Mortgage-backed securities | $3,328,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $520,000 | 3,368 |
| Privately issued | $1,709,000 | 131 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,099,000 | 2,110 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $26,696,000 | 3,061 |
| Total debt securities | $26,696,000 | 3,299 |
| Structured notes | ||
| Amortized cost | $1,643,000 | 680 |
| Fair value | $1,419,000 | 689 |
| 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 | $29,451,000 | 3,274 |
| U.S. Government securities | $15,698,000 | 3,286 |
| U.S. Treasury securities | $12,733,000 | 1,274 |
| U.S. Government agency obligations | $2,965,000 | 3,921 |
| Securities issued by states & political subdivisions | $10,468,000 | 2,465 |
| Other domestic debt securities | $3,285,000 | 1,540 |
| Privately issued residential mortgage-backed securities | $1,844,000 | 450 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $1,441,000 | 1,458 |
| 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 | $12,005,000 | 2,755 |
| Mortgage-backed securities | $3,811,000 | 3,165 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $561,000 | 3,367 |
| Privately issued | $1,844,000 | 134 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,161,000 | 2,096 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $245,000 | 1,456 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $29,451,000 | 3,021 |
| Total debt securities | $29,451,000 | 3,253 |
| Structured notes | ||
| Amortized cost | $1,643,000 | 720 |
| Fair value | $1,441,000 | 727 |
| 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 | $31,563,000 | 3,277 |
| U.S. Government securities | $17,478,000 | 3,260 |
| U.S. Treasury securities | $14,221,000 | 1,259 |
| U.S. Government agency obligations | $3,257,000 | 3,912 |
| Securities issued by states & political subdivisions | $10,644,000 | 2,500 |
| Other domestic debt securities | $3,441,000 | 1,556 |
| Privately issued residential mortgage-backed securities | $1,933,000 | 464 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,508,000 | 1,482 |
| 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 | $11,004,000 | 2,735 |
| Mortgage-backed securities | $4,188,000 | 3,174 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $582,000 | 3,408 |
| Privately issued | $1,933,000 | 143 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,223,000 | 2,109 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $450,000 | 1,402 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $31,563,000 | 3,014 |
| Total debt securities | $31,563,000 | 3,249 |
| Structured notes | ||
| Amortized cost | $1,643,000 | 753 |
| Fair value | $1,508,000 | 748 |
| 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 | $34,033,000 | 3,228 |
| U.S. Government securities | $19,792,000 | 3,136 |
| U.S. Treasury securities | $16,446,000 | 1,194 |
| U.S. Government agency obligations | $3,346,000 | 3,903 |
| Securities issued by states & political subdivisions | $10,769,000 | 2,529 |
| Other domestic debt securities | $3,472,000 | 1,579 |
| Privately issued residential mortgage-backed securities | $1,983,000 | 473 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,489,000 | 1,513 |
| 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 | $11,050,000 | 2,629 |
| Mortgage-backed securities | $4,328,000 | 3,185 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $603,000 | 3,440 |
| Privately issued | $1,983,000 | 155 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,253,000 | 2,123 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $489,000 | 1,365 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $34,033,000 | 2,974 |
| Total debt securities | $34,033,000 | 3,204 |
| Structured notes | ||
| Amortized cost | $1,643,000 | 776 |
| Fair value | $1,489,000 | 771 |
| 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 | $34,078,000 | 3,243 |
| U.S. Government securities | $22,270,000 | 3,016 |
| U.S. Treasury securities | $16,837,000 | 1,210 |
| U.S. Government agency obligations | $5,433,000 | 3,706 |
| Securities issued by states & political subdivisions | $10,302,000 | 2,579 |
| Other domestic debt securities | $1,506,000 | 1,903 |
| 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 | $1,506,000 | 1,502 |
| 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 | $10,917,000 | 2,601 |
| Mortgage-backed securities | $4,431,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,931,000 | 2,982 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,113,000 | 1,189 |
| Other commercial mortgage-backed securities | $387,000 | 1,299 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $34,078,000 | 2,988 |
| Total debt securities | $34,078,000 | 3,220 |
| 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 | $31,677,000 | 3,357 |
| U.S. Government securities | $19,552,000 | 3,181 |
| U.S. Treasury securities | $14,992,000 | 1,273 |
| U.S. Government agency obligations | $4,560,000 | 3,833 |
| Securities issued by states & political subdivisions | $10,798,000 | 2,592 |
| Other domestic debt securities | $1,327,000 | 1,848 |
| 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 | $1,327,000 | 1,553 |
| 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 | $10,244,000 | 2,649 |
| Mortgage-backed securities | $4,560,000 | 3,237 |
| Certificates of participation in pools of residential mortgages | $2,657,000 | 3,140 |
| Issued or guaranteed by U.S. | $2,657,000 | 3,048 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,903,000 | 1,534 |
| Commercial mortgage pass-through securities | $1,463,000 | 1,121 |
| Other commercial mortgage-backed securities | $440,000 | 1,364 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $31,677,000 | 3,111 |
| Total debt securities | $31,676,000 | 3,338 |
| 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 | $21,952,000 | 3,656 |
| U.S. Government securities | $11,104,000 | 3,639 |
| U.S. Treasury securities | $8,447,000 | 1,502 |
| U.S. Government agency obligations | $2,657,000 | 4,015 |
| Securities issued by states & political subdivisions | $9,479,000 | 2,704 |
| Other domestic debt securities | $1,369,000 | 1,818 |
| 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 | $1,369,000 | 1,520 |
| 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 | $10,085,000 | 2,629 |
| Mortgage-backed securities | $2,657,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $2,405,000 | 3,181 |
| Issued or guaranteed by U.S. | $2,405,000 | 3,090 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $252,000 | 1,954 |
| Commercial mortgage pass-through securities | $230,000 | 1,480 |
| Other commercial mortgage-backed securities | $22,000 | 1,432 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $21,952,000 | 3,423 |
| Total debt securities | $21,953,000 | 3,637 |
| 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 | $15,922,000 | 3,859 |
| U.S. Government securities | $5,776,000 | 3,926 |
| U.S. Treasury securities | $2,803,000 | 1,661 |
| U.S. Government agency obligations | $2,973,000 | 3,968 |
| Securities issued by states & political subdivisions | $9,960,000 | 2,712 |
| Other domestic debt securities | $186,000 | 2,162 |
| 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 | $186,000 | 1,828 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,340,000 | 3,096 |
| Mortgage-backed securities | $2,973,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $2,696,000 | 3,137 |
| Issued or guaranteed by U.S. | $2,696,000 | 3,035 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $277,000 | 1,918 |
| Commercial mortgage pass-through securities | $231,000 | 1,449 |
| Other commercial mortgage-backed securities | $46,000 | 1,413 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $15,922,000 | 3,645 |
| Total debt securities | $15,922,000 | 3,840 |
| 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 | $15,571,000 | 3,862 |
| U.S. Government securities | $5,416,000 | 3,949 |
| U.S. Treasury securities | $2,226,000 | 1,506 |
| U.S. Government agency obligations | $3,190,000 | 3,976 |
| Securities issued by states & political subdivisions | $9,964,000 | 2,685 |
| Other domestic debt securities | $191,000 | 2,119 |
| 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 | $191,000 | 1,768 |
| 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 | $4,379,000 | 3,234 |
| Mortgage-backed securities | $3,190,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $2,912,000 | 3,118 |
| Issued or guaranteed by U.S. | $2,912,000 | 3,032 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $278,000 | 1,924 |
| Commercial mortgage pass-through securities | $232,000 | 1,460 |
| Other commercial mortgage-backed securities | $46,000 | 1,409 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $15,571,000 | 3,651 |
| Total debt securities | $15,570,000 | 3,840 |
| 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 | $14,945,000 | 3,876 |
| U.S. Government securities | $5,199,000 | 3,966 |
| U.S. Treasury securities | $1,731,000 | 1,514 |
| U.S. Government agency obligations | $3,468,000 | 3,955 |
| Securities issued by states & political subdivisions | $9,554,000 | 2,709 |
| Other domestic debt securities | $192,000 | 2,122 |
| 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 | $192,000 | 1,736 |
| 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 | $4,331,000 | 3,241 |
| Mortgage-backed securities | $3,468,000 | 3,391 |
| Certificates of participation in pools of residential mortgages | $3,164,000 | 3,067 |
| Issued or guaranteed by U.S. | $3,164,000 | 2,972 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $304,000 | 1,918 |
| Commercial mortgage pass-through securities | $233,000 | 1,466 |
| Other commercial mortgage-backed securities | $71,000 | 1,391 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $14,945,000 | 3,655 |
| Total debt securities | $14,946,000 | 3,852 |
| 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 | $13,217,000 | 3,890 |
| U.S. Government securities | $3,768,000 | 4,047 |
| U.S. Treasury securities | $984,000 | 1,404 |
| U.S. Government agency obligations | $2,784,000 | 4,011 |
| Securities issued by states & political subdivisions | $9,257,000 | 2,713 |
| Other domestic debt securities | $192,000 | 2,107 |
| 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 | $192,000 | 1,695 |
| 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 | $4,176,000 | 3,241 |
| Mortgage-backed securities | $2,784,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $2,466,000 | 3,159 |
| Issued or guaranteed by U.S. | $2,466,000 | 3,067 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $318,000 | 1,904 |
| Commercial mortgage pass-through securities | $247,000 | 1,453 |
| Other commercial mortgage-backed securities | $71,000 | 1,372 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $13,217,000 | 3,668 |
| Total debt securities | $13,218,000 | 3,866 |
| 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 | $12,172,000 | 3,876 |
| U.S. Government securities | $3,253,000 | 4,030 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,253,000 | 3,885 |
| Securities issued by states & political subdivisions | $8,722,000 | 2,745 |
| Other domestic debt securities | $197,000 | 2,042 |
| 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 | $197,000 | 1,634 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,364,000 | 3,215 |
| Mortgage-backed securities | $3,253,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $2,875,000 | 3,031 |
| Issued or guaranteed by U.S. | $2,875,000 | 2,954 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $378,000 | 1,858 |
| Commercial mortgage pass-through securities | $249,000 | 1,408 |
| Other commercial mortgage-backed securities | $129,000 | 1,323 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $12,172,000 | 3,655 |
| Total debt securities | $12,164,000 | 3,852 |
| 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 | $12,253,000 | 3,838 |
| U.S. Government securities | $3,769,000 | 3,972 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,769,000 | 3,815 |
| Securities issued by states & political subdivisions | $8,291,000 | 2,662 |
| Other domestic debt securities | $193,000 | 2,023 |
| 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 | $193,000 | 1,609 |
| 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 | $4,677,000 | 3,195 |
| Mortgage-backed securities | $3,769,000 | 3,301 |
| Certificates of participation in pools of residential mortgages | $3,388,000 | 2,926 |
| Issued or guaranteed by U.S. | $3,388,000 | 2,839 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $381,000 | 1,839 |
| Commercial mortgage pass-through securities | $251,000 | 1,394 |
| Other commercial mortgage-backed securities | $130,000 | 1,286 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $12,253,000 | 3,603 |
| Total debt securities | $12,252,000 | 3,815 |
| 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 | $9,732,000 | 4,026 |
| U.S. Government securities | $3,282,000 | 4,074 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,282,000 | 3,913 |
| Securities issued by states & political subdivisions | $6,259,000 | 2,878 |
| Other domestic debt securities | $191,000 | 1,967 |
| 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 | $191,000 | 1,563 |
| 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 | $3,585,000 | 3,400 |
| Mortgage-backed securities | $3,282,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $2,874,000 | 3,037 |
| Issued or guaranteed by U.S. | $2,874,000 | 2,956 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $408,000 | 1,825 |
| Commercial mortgage pass-through securities | $253,000 | 1,394 |
| Other commercial mortgage-backed securities | $155,000 | 1,261 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $9,732,000 | 3,785 |
| Total debt securities | $9,732,000 | 3,999 |
| 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 | $8,396,000 | 4,158 |
| U.S. Government securities | $3,102,000 | 4,155 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,102,000 | 3,997 |
| Securities issued by states & political subdivisions | $5,110,000 | 2,976 |
| Other domestic debt securities | $184,000 | 1,904 |
| 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 | $184,000 | 1,479 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,635,000 | 3,391 |
| Mortgage-backed securities | $3,102,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $2,696,000 | 3,083 |
| Issued or guaranteed by U.S. | $2,696,000 | 2,990 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $406,000 | 1,801 |
| Commercial mortgage pass-through securities | $252,000 | 1,361 |
| Other commercial mortgage-backed securities | $154,000 | 1,239 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $8,396,000 | 3,910 |
| Total debt securities | $8,395,000 | 4,132 |
| 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 | $8,392,000 | 4,215 |
| U.S. Government securities | $2,800,000 | 4,306 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,800,000 | 4,138 |
| Securities issued by states & political subdivisions | $5,277,000 | 2,948 |
| Other domestic debt securities | $315,000 | 1,781 |
| 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 | $315,000 | 1,378 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,291,000 | 3,330 |
| Mortgage-backed securities | $2,800,000 | 3,461 |
| Certificates of participation in pools of residential mortgages | $2,325,000 | 3,138 |
| Issued or guaranteed by U.S. | $2,325,000 | 3,045 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $475,000 | 1,756 |
| Commercial mortgage pass-through securities | $244,000 | 1,356 |
| Other commercial mortgage-backed securities | $231,000 | 1,193 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $8,392,000 | 3,962 |
| Total debt securities | $8,392,000 | 4,193 |
| 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 | $8,131,000 | 4,308 |
| U.S. Government securities | $3,096,000 | 4,326 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,096,000 | 4,163 |
| Securities issued by states & political subdivisions | $4,719,000 | 3,062 |
| Other domestic debt securities | $316,000 | 1,822 |
| 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 | $316,000 | 1,377 |
| 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 | $3,791,000 | 3,498 |
| Mortgage-backed securities | $3,096,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $2,615,000 | 3,071 |
| Issued or guaranteed by U.S. | $2,615,000 | 2,974 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $481,000 | 1,727 |
| Commercial mortgage pass-through securities | $248,000 | 1,349 |
| Other commercial mortgage-backed securities | $233,000 | 1,158 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $8,131,000 | 4,053 |
| Total debt securities | $8,131,000 | 4,285 |
| 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 | $8,309,000 | 4,358 |
| U.S. Government securities | $3,398,000 | 4,345 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,398,000 | 4,181 |
| Securities issued by states & political subdivisions | $4,498,000 | 3,147 |
| Other domestic debt securities | $413,000 | 1,783 |
| 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 | $413,000 | 1,388 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,119,000 | 3,478 |
| Mortgage-backed securities | $3,398,000 | 3,376 |
| Certificates of participation in pools of residential mortgages | $2,829,000 | 3,039 |
| Issued or guaranteed by U.S. | $2,829,000 | 2,956 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $569,000 | 1,665 |
| Commercial mortgage pass-through securities | $248,000 | 1,343 |
| Other commercial mortgage-backed securities | $321,000 | 1,122 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $8,309,000 | 4,098 |
| Total debt securities | $8,309,000 | 4,334 |
| Structured notes | ||
| Amortized cost | $100,000 | 910 |
| Fair value | $100,000 | 910 |
| 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 | $7,019,000 | 4,518 |
| U.S. Government securities | $2,662,000 | 4,519 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,662,000 | 4,350 |
| Securities issued by states & political subdivisions | $3,954,000 | 3,310 |
| Other domestic debt securities | $403,000 | 1,791 |
| 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 | $403,000 | 1,394 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,250,000 | 3,500 |
| Mortgage-backed securities | $2,662,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $2,098,000 | 3,237 |
| Issued or guaranteed by U.S. | $2,098,000 | 3,147 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $564,000 | 1,597 |
| Commercial mortgage pass-through securities | $245,000 | 1,321 |
| Other commercial mortgage-backed securities | $319,000 | 1,043 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $7,019,000 | 4,250 |
| Total debt securities | $7,019,000 | 4,496 |
| Structured notes | ||
| Amortized cost | $100,000 | 932 |
| Fair value | $100,000 | 931 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $6,344,000 | 4,611 |
| U.S. Government securities | $1,435,000 | 4,780 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,435,000 | 4,633 |
| Securities issued by states & political subdivisions | $4,517,000 | 3,274 |
| Other domestic debt securities | $392,000 | 1,788 |
| 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 | $392,000 | 1,404 |
| 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 | $3,855,000 | 3,612 |
| Mortgage-backed securities | $1,435,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $855,000 | 3,672 |
| Issued or guaranteed by U.S. | $855,000 | 3,601 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $580,000 | 1,557 |
| Commercial mortgage pass-through securities | $241,000 | 1,305 |
| Other commercial mortgage-backed securities | $339,000 | 994 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $6,344,000 | 4,336 |
| Total debt securities | $6,344,000 | 4,588 |
| Structured notes | ||
| Amortized cost | $100,000 | 953 |
| Fair value | $100,000 | 951 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $6,575,000 | 4,634 |
| U.S. Government securities | $1,433,000 | 4,841 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,433,000 | 4,696 |
| Securities issued by states & political subdivisions | $4,739,000 | 3,270 |
| Other domestic debt securities | $403,000 | 1,739 |
| 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 | $403,000 | 1,399 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,907,000 | 3,642 |
| Mortgage-backed securities | $1,433,000 | 3,827 |
| Certificates of participation in pools of residential mortgages | $863,000 | 3,717 |
| Issued or guaranteed by U.S. | $863,000 | 3,688 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $570,000 | 1,549 |
| Commercial mortgage pass-through securities | $238,000 | 1,290 |
| Other commercial mortgage-backed securities | $332,000 | 993 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $6,575,000 | 4,363 |
| Total debt securities | $6,574,000 | 4,614 |
| Structured notes | ||
| Amortized cost | $100,000 | 935 |
| Fair value | $100,000 | 934 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $6,836,000 | 4,663 |
| U.S. Government securities | $1,543,000 | 4,852 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,543,000 | 4,706 |
| Securities issued by states & political subdivisions | $4,889,000 | 3,291 |
| Other domestic debt securities | $404,000 | 1,927 |
| 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 | $404,000 | 1,400 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,078,000 | 3,635 |
| Mortgage-backed securities | $1,543,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $896,000 | 3,759 |
| Issued or guaranteed by U.S. | $896,000 | 3,584 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $647,000 | 1,505 |
| Commercial mortgage pass-through securities | $242,000 | 1,254 |
| Other commercial mortgage-backed securities | $405,000 | 977 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $6,836,000 | 4,392 |
| Total debt securities | $6,837,000 | 4,642 |
| Structured notes | ||
| Amortized cost | $100,000 | 940 |
| Fair value | $100,000 | 939 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $6,881,000 | 4,719 |
| U.S. Government securities | $1,570,000 | 4,921 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,570,000 | 4,787 |
| Securities issued by states & political subdivisions | $4,905,000 | 3,340 |
| Other domestic debt securities | $406,000 | 1,764 |
| 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 | $406,000 | 1,443 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,400,000 | 3,631 |
| Mortgage-backed securities | $1,570,000 | 3,871 |
| Certificates of participation in pools of residential mortgages | $920,000 | 3,804 |
| Issued or guaranteed by U.S. | $920,000 | 3,797 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $650,000 | 1,328 |
| Commercial mortgage pass-through securities | $242,000 | 1,016 |
| Other commercial mortgage-backed securities | $408,000 | 957 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $6,881,000 | 4,438 |
| Total debt securities | $6,882,000 | 4,697 |
| Structured notes | ||
| Amortized cost | $100,000 | 904 |
| Fair value | $100,000 | 904 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $6,890,000 | 4,782 |
| U.S. Government securities | $1,140,000 | 5,059 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,140,000 | 4,943 |
| Securities issued by states & political subdivisions | $5,333,000 | 3,325 |
| Other domestic debt securities | $417,000 | 1,763 |
| 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 | $417,000 | 1,456 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,595,000 | 3,657 |
| Mortgage-backed securities | $1,140,000 | 4,029 |
| Certificates of participation in pools of residential mortgages | $457,000 | 4,042 |
| Issued or guaranteed by U.S. | $457,000 | 4,036 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $683,000 | 1,314 |
| Commercial mortgage pass-through securities | $248,000 | 1,013 |
| Other commercial mortgage-backed securities | $435,000 | 924 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $6,890,000 | 4,508 |
| Total debt securities | $6,891,000 | 4,759 |
| Structured notes | ||
| Amortized cost | $100,000 | 918 |
| Fair value | $100,000 | 918 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $7,023,000 | 4,822 |
| U.S. Government securities | $1,172,000 | 5,112 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,172,000 | 4,995 |
| Securities issued by states & political subdivisions | $5,433,000 | 3,349 |
| Other domestic debt securities | $418,000 | 1,790 |
| 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 | $418,000 | 1,493 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,679,000 | 3,697 |
| Mortgage-backed securities | $1,172,000 | 4,068 |
| Certificates of participation in pools of residential mortgages | $481,000 | 4,081 |
| Issued or guaranteed by U.S. | $481,000 | 4,077 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $691,000 | 1,300 |
| Commercial mortgage pass-through securities | $252,000 | 1,002 |
| Other commercial mortgage-backed securities | $439,000 | 909 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $7,023,000 | 4,541 |
| Total debt securities | $7,023,000 | 4,795 |
| Structured notes | ||
| Amortized cost | $100,000 | 948 |
| Fair value | $100,000 | 949 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $7,090,000 | 4,849 |
| U.S. Government securities | $976,000 | 5,220 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $976,000 | 5,099 |
| Securities issued by states & political subdivisions | $5,445,000 | 3,382 |
| Other domestic debt securities | $669,000 | 1,678 |
| Privately issued residential mortgage-backed securities | $250,000 | 421 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $419,000 | 1,520 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,632,000 | 3,723 |
| Mortgage-backed securities | $1,226,000 | 4,097 |
| Certificates of participation in pools of residential mortgages | $247,000 | 4,246 |
| Issued or guaranteed by U.S. | $247,000 | 4,241 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $250,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $250,000 | 396 |
| Commercial mortgage-backed securities | $729,000 | 1,254 |
| Commercial mortgage pass-through securities | $254,000 | 976 |
| Other commercial mortgage-backed securities | $475,000 | 865 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $7,090,000 | 4,561 |
| Total debt securities | $7,090,000 | 4,821 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,021 |
| Fair value | $100,000 | 1,022 |
| 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 | $6,817,000 | 4,951 |
| U.S. Government securities | $982,000 | 5,286 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $982,000 | 5,161 |
| Securities issued by states & political subdivisions | $5,420,000 | 3,417 |
| Other domestic debt securities | $415,000 | 1,890 |
| 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 | $415,000 | 1,564 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,013,000 | 3,885 |
| Mortgage-backed securities | $982,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $254,000 | 4,307 |
| Issued or guaranteed by U.S. | $254,000 | 4,303 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $728,000 | 1,233 |
| Commercial mortgage pass-through securities | $251,000 | 930 |
| Other commercial mortgage-backed securities | $477,000 | 860 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $6,817,000 | 4,650 |
| Total debt securities | $6,816,000 | 4,925 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,121 |
| Fair value | $100,000 | 1,123 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $6,348,000 | 5,027 |
| U.S. Government securities | $2,000 | 5,592 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,000 | 5,518 |
| Securities issued by states & political subdivisions | $5,934,000 | 3,349 |
| Other domestic debt securities | $412,000 | 1,912 |
| 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 | $412,000 | 1,573 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,636,000 | 3,788 |
| Mortgage-backed securities | $2,000 | 4,842 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,686 |
| Issued or guaranteed by U.S. | $2,000 | 4,680 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $6,348,000 | 4,703 |
| Total debt securities | $6,349,000 | 5,001 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,115 |
| Fair value | $100,000 | 1,116 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $8,695,000 | 4,841 |
| U.S. Government securities | $2,000 | 5,654 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,000 | 5,581 |
| Securities issued by states & political subdivisions | $5,937,000 | 3,370 |
| Other domestic debt securities | $2,756,000 | 1,140 |
| Privately issued residential mortgage-backed securities | $1,783,000 | 272 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $973,000 | 1,333 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,746,000 | 3,814 |
| Mortgage-backed securities | $1,785,000 | 4,091 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,724 |
| Issued or guaranteed by U.S. | $2,000 | 4,720 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,783,000 | 2,244 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $1,783,000 | 261 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $8,695,000 | 4,499 |
| Total debt securities | $8,695,000 | 4,817 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,104 |
| Fair value | $100,000 | 1,106 |
| 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 | $10,463,000 | 4,721 |
| U.S. Government securities | $1,506,000 | 5,350 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,506,000 | 5,244 |
| Securities issued by states & political subdivisions | $6,211,000 | 3,343 |
| Other domestic debt securities | $2,746,000 | 1,161 |
| Privately issued residential mortgage-backed securities | $1,773,000 | 281 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $973,000 | 1,332 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,846,000 | 3,862 |
| Mortgage-backed securities | $1,775,000 | 4,134 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,788 |
| Issued or guaranteed by U.S. | $2,000 | 4,782 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,773,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $1,773,000 | 263 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $10,463,000 | 4,378 |
| Total debt securities | $10,462,000 | 4,701 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,247 |
| Fair value | $100,000 | 1,247 |
| 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 | $12,242,000 | 4,640 |
| U.S. Government securities | $3,024,000 | 5,110 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,024,000 | 5,005 |
| Securities issued by states & political subdivisions | $6,119,000 | 3,346 |
| Other domestic debt securities | $3,099,000 | 1,107 |
| Privately issued residential mortgage-backed securities | $1,930,000 | 275 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,169,000 | 1,230 |
| 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 | $7,261,000 | 3,458 |
| Mortgage-backed securities | $1,933,000 | 4,128 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,820 |
| Issued or guaranteed by U.S. | $3,000 | 4,816 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,930,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $1,930,000 | 260 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $12,242,000 | 4,284 |
| Total debt securities | $12,242,000 | 4,618 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,291 |
| Fair value | $298,000 | 1,299 |
| 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 | $12,361,000 | 4,673 |
| U.S. Government securities | $3,041,000 | 5,182 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,041,000 | 5,072 |
| Securities issued by states & political subdivisions | $6,080,000 | 3,360 |
| Other domestic debt securities | $3,240,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $2,074,000 | 258 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,166,000 | 1,223 |
| 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 | $7,327,000 | 3,481 |
| Mortgage-backed securities | $2,077,000 | 4,106 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,862 |
| Issued or guaranteed by U.S. | $3,000 | 4,857 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,074,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $2,074,000 | 245 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $12,361,000 | 4,319 |
| Total debt securities | $12,361,000 | 4,650 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,439 |
| Fair value | $296,000 | 1,451 |
| 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 | $12,430,000 | 4,743 |
| U.S. Government securities | $3,064,000 | 5,280 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,064,000 | 5,177 |
| Securities issued by states & political subdivisions | $6,036,000 | 3,405 |
| Other domestic debt securities | $3,330,000 | 1,065 |
| Privately issued residential mortgage-backed securities | $2,164,000 | 256 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,166,000 | 1,208 |
| 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 | $7,099,000 | 3,564 |
| Mortgage-backed securities | $2,168,000 | 4,152 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,915 |
| Issued or guaranteed by U.S. | $4,000 | 4,909 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,164,000 | 2,208 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $2,164,000 | 246 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $12,430,000 | 4,382 |
| Total debt securities | $12,431,000 | 4,718 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,618 |
| Fair value | $293,000 | 1,640 |
| 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 | $13,382,000 | 4,741 |
| U.S. Government securities | $3,080,000 | 5,369 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,080,000 | 5,273 |
| Securities issued by states & political subdivisions | $6,035,000 | 3,421 |
| Other domestic debt securities | $4,267,000 | 952 |
| Privately issued residential mortgage-backed securities | $2,301,000 | 258 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,966,000 | 1,057 |
| 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 | $8,270,000 | 3,407 |
| Mortgage-backed securities | $2,305,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,990 |
| Issued or guaranteed by U.S. | $4,000 | 4,986 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,301,000 | 2,223 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $2,301,000 | 246 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $13,382,000 | 4,371 |
| Total debt securities | $13,382,000 | 4,719 |
| Structured notes | ||
| Amortized cost | $1,099,000 | 1,238 |
| Fair value | $1,092,000 | 1,237 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $12,093,000 | 4,938 |
| U.S. Government securities | $1,598,000 | 5,731 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,598,000 | 5,635 |
| Securities issued by states & political subdivisions | $6,159,000 | 3,406 |
| Other domestic debt securities | $4,336,000 | 947 |
| Privately issued residential mortgage-backed securities | $2,358,000 | 279 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,978,000 | 1,063 |
| 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 | $6,975,000 | 3,662 |
| Mortgage-backed securities | $2,362,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,050 |
| Issued or guaranteed by U.S. | $4,000 | 5,041 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,358,000 | 2,247 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $2,358,000 | 265 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $12,093,000 | 4,562 |
| Total debt securities | $12,093,000 | 4,917 |
| Structured notes | ||
| Amortized cost | $1,099,000 | 1,321 |
| Fair value | $1,097,000 | 1,322 |
| 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 | $12,225,000 | 4,974 |
| U.S. Government securities | $1,614,000 | 5,817 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,614,000 | 5,721 |
| Securities issued by states & political subdivisions | $6,436,000 | 3,387 |
| Other domestic debt securities | $4,175,000 | 965 |
| Privately issued residential mortgage-backed securities | $2,207,000 | 295 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,968,000 | 1,078 |
| 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 | $7,379,000 | 3,636 |
| Mortgage-backed securities | $2,212,000 | 4,371 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,114 |
| Issued or guaranteed by U.S. | $5,000 | 5,105 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,207,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $2,207,000 | 279 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $12,225,000 | 4,599 |
| Total debt securities | $12,225,000 | 4,955 |
| Structured notes | ||
| Amortized cost | $1,099,000 | 1,395 |
| Fair value | $1,091,000 | 1,400 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $13,170,000 | 4,987 |
| U.S. Government securities | $1,632,000 | 5,911 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,632,000 | 5,815 |
| Securities issued by states & political subdivisions | $6,828,000 | 3,351 |
| Other domestic debt securities | $4,710,000 | 934 |
| Privately issued residential mortgage-backed securities | $2,488,000 | 292 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,222,000 | 1,010 |
| 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 | $7,486,000 | 3,669 |
| Mortgage-backed securities | $2,493,000 | 4,382 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,204 |
| Issued or guaranteed by U.S. | $5,000 | 5,197 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,488,000 | 2,305 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $2,488,000 | 278 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $13,170,000 | 4,597 |
| Total debt securities | $13,170,000 | 4,963 |
| Structured notes | ||
| Amortized cost | $1,099,000 | 1,506 |
| Fair value | $1,095,000 | 1,507 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $13,234,000 | 5,059 |
| U.S. Government securities | $1,653,000 | 5,984 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,653,000 | 5,886 |
| Securities issued by states & political subdivisions | $6,822,000 | 3,401 |
| Other domestic debt securities | $4,759,000 | 956 |
| Privately issued residential mortgage-backed securities | $2,546,000 | 289 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,213,000 | 1,046 |
| 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 | $7,439,000 | 3,694 |
| Mortgage-backed securities | $2,552,000 | 4,425 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,239 |
| Issued or guaranteed by U.S. | $6,000 | 5,233 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,546,000 | 2,328 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $2,546,000 | 278 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $13,234,000 | 4,648 |
| Total debt securities | $13,235,000 | 5,031 |
| Structured notes | ||
| Amortized cost | $1,099,000 | 1,550 |
| Fair value | $1,082,000 | 1,552 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $13,632,000 | 5,062 |
| U.S. Government securities | $1,687,000 | 6,026 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,687,000 | 5,933 |
| Securities issued by states & political subdivisions | $6,986,000 | 3,386 |
| Other domestic debt securities | $4,959,000 | 952 |
| Privately issued residential mortgage-backed securities | $2,656,000 | 298 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,303,000 | 1,056 |
| 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 | $7,445,000 | 3,730 |
| Mortgage-backed securities | $2,678,000 | 4,424 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,291 |
| Issued or guaranteed by U.S. | $7,000 | 5,283 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,671,000 | 2,292 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,420 |
| Privately issued | $2,656,000 | 288 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $13,632,000 | 4,660 |
| Total debt securities | $13,633,000 | 5,039 |
| Structured notes | ||
| Amortized cost | $1,189,000 | 1,528 |
| Fair value | $1,177,000 | 1,522 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $13,375,000 | 5,095 |
| U.S. Government securities | $1,700,000 | 6,082 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,700,000 | 5,983 |
| Securities issued by states & political subdivisions | $6,717,000 | 3,439 |
| Other domestic debt securities | $4,958,000 | 994 |
| Privately issued residential mortgage-backed securities | $2,671,000 | 319 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,287,000 | 1,083 |
| 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 | $7,413,000 | 3,732 |
| Mortgage-backed securities | $2,695,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,333 |
| Issued or guaranteed by U.S. | $8,000 | 5,325 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,687,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,418 |
| Privately issued | $2,671,000 | 306 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $13,375,000 | 4,693 |
| Total debt securities | $13,375,000 | 5,065 |
| Structured notes | ||
| Amortized cost | $1,189,000 | 1,523 |
| Fair value | $1,168,000 | 1,513 |
| 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 | $13,699,000 | 5,110 |
| U.S. Government securities | $1,717,000 | 6,150 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,717,000 | 6,050 |
| Securities issued by states & political subdivisions | $6,932,000 | 3,403 |
| Other domestic debt securities | $5,050,000 | 1,023 |
| Privately issued residential mortgage-backed securities | $2,748,000 | 329 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,302,000 | 1,111 |
| 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 | $7,517,000 | 3,711 |
| Mortgage-backed securities | $2,773,000 | 4,471 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,389 |
| Issued or guaranteed by U.S. | $8,000 | 5,380 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,765,000 | 2,289 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,454 |
| Privately issued | $2,748,000 | 313 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $13,699,000 | 4,712 |
| Total debt securities | $13,697,000 | 5,078 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $13,890,000 | 5,094 |
| U.S. Government securities | $1,730,000 | 6,140 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,730,000 | 6,035 |
| Securities issued by states & political subdivisions | $6,944,000 | 3,403 |
| Other domestic debt securities | $5,216,000 | 1,019 |
| Privately issued residential mortgage-backed securities | $2,896,000 | 332 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,320,000 | 1,136 |
| 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 | $7,528,000 | 3,706 |
| Mortgage-backed securities | $2,923,000 | 4,452 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,402 |
| Issued or guaranteed by U.S. | $9,000 | 5,392 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,914,000 | 2,302 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,473 |
| Privately issued | $2,896,000 | 315 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $13,890,000 | 4,714 |
| Total debt securities | $13,890,000 | 5,062 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $14,080,000 | 5,098 |
| U.S. Government securities | $1,784,000 | 6,171 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,784,000 | 6,065 |
| Securities issued by states & political subdivisions | $6,968,000 | 3,381 |
| Other domestic debt securities | $5,328,000 | 1,014 |
| Privately issued residential mortgage-backed securities | $2,968,000 | 357 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,360,000 | 1,097 |
| 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 | $7,698,000 | 3,741 |
| Mortgage-backed securities | $3,014,000 | 4,483 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,453 |
| Issued or guaranteed by U.S. | $9,000 | 5,445 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,005,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,453 |
| Privately issued | $2,968,000 | 343 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $14,080,000 | 4,736 |
| Total debt securities | $14,081,000 | 5,066 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $14,167,000 | 5,063 |
| U.S. Government securities | $1,838,000 | 6,214 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,838,000 | 6,112 |
| Securities issued by states & political subdivisions | $7,010,000 | 3,342 |
| Other domestic debt securities | $5,319,000 | 984 |
| Privately issued residential mortgage-backed securities | $2,984,000 | 371 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,335,000 | 1,081 |
| 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 | $7,562,000 | 3,724 |
| Mortgage-backed securities | $3,068,000 | 4,494 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,469 |
| Issued or guaranteed by U.S. | $11,000 | 5,464 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,057,000 | 2,373 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,449 |
| Privately issued | $2,984,000 | 360 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $14,167,000 | 4,690 |
| Total debt securities | $14,166,000 | 5,030 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $14,607,000 | 5,090 |
| U.S. Government securities | $1,881,000 | 6,326 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,881,000 | 6,229 |
| Securities issued by states & political subdivisions | $7,252,000 | 3,271 |
| Other domestic debt securities | $5,474,000 | 999 |
| Privately issued residential mortgage-backed securities | $3,034,000 | 404 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,440,000 | 1,102 |
| 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 | $7,501,000 | 3,781 |
| Mortgage-backed securities | $3,144,000 | 4,591 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,574 |
| Issued or guaranteed by U.S. | $11,000 | 5,563 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,133,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 3,490 |
| Privately issued | $3,034,000 | 388 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $14,607,000 | 4,708 |
| Total debt securities | $14,607,000 | 5,062 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $14,506,000 | 5,113 |
| U.S. Government securities | $1,916,000 | 6,403 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,916,000 | 6,304 |
| Securities issued by states & political subdivisions | $7,219,000 | 3,230 |
| Other domestic debt securities | $5,371,000 | 1,026 |
| Privately issued residential mortgage-backed securities | $2,877,000 | 445 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $2,494,000 | 1,094 |
| 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 | $7,166,000 | 3,890 |
| Mortgage-backed securities | $3,021,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $12,000 | 5,609 |
| Issued or guaranteed by U.S. | $12,000 | 5,600 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,009,000 | 2,510 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 3,471 |
| Privately issued | $2,877,000 | 427 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $14,506,000 | 4,736 |
| Total debt securities | $14,506,000 | 5,085 |
| 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 | $15,889,000 | 5,024 |
| U.S. Government securities | $1,943,000 | 6,485 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,943,000 | 6,389 |
| Securities issued by states & political subdivisions | $8,543,000 | 2,892 |
| Other domestic debt securities | $5,403,000 | 1,025 |
| Privately issued residential mortgage-backed securities | $2,910,000 | 470 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $2,493,000 | 1,071 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,360,000 | 3,874 |
| Mortgage-backed securities | $3,080,000 | 4,678 |
| Certificates of participation in pools of residential mortgages | $14,000 | 5,636 |
| Issued or guaranteed by U.S. | $14,000 | 5,628 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,066,000 | 2,516 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 3,479 |
| Privately issued | $2,910,000 | 451 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $15,889,000 | 4,624 |
| Total debt securities | $15,889,000 | 4,998 |
| 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 | $15,084,000 | 5,088 |
| U.S. Government securities | $1,976,000 | 6,498 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,976,000 | 6,403 |
| Securities issued by states & political subdivisions | $7,922,000 | 2,961 |
| Other domestic debt securities | $5,186,000 | 1,016 |
| Privately issued residential mortgage-backed securities | $2,915,000 | 527 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $2,271,000 | 1,051 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,512,000 | 3,645 |
| Mortgage-backed securities | $3,107,000 | 4,625 |
| Certificates of participation in pools of residential mortgages | $14,000 | 5,633 |
| Issued or guaranteed by U.S. | $14,000 | 5,622 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,093,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $178,000 | 3,327 |
| Privately issued | $2,915,000 | 500 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $15,084,000 | 4,667 |
| Total debt securities | $15,085,000 | 5,061 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $13,776,000 | 5,215 |
| U.S. Government securities | $2,009,000 | 6,550 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,009,000 | 6,449 |
| Securities issued by states & political subdivisions | $8,741,000 | 2,773 |
| Other domestic debt securities | $3,026,000 | 1,355 |
| Privately issued residential mortgage-backed securities | $3,026,000 | 547 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,383,000 | 3,839 |
| Mortgage-backed securities | $3,245,000 | 4,561 |
| Certificates of participation in pools of residential mortgages | $15,000 | 5,650 |
| Issued or guaranteed by U.S. | $15,000 | 5,639 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,230,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 3,295 |
| Privately issued | $3,026,000 | 515 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $13,776,000 | 4,793 |
| Total debt securities | $13,777,000 | 5,188 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $13,233,000 | 5,351 |
| U.S. Government securities | $1,995,000 | 6,670 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,995,000 | 6,561 |
| Securities issued by states & political subdivisions | $6,550,000 | 3,119 |
| Other domestic debt securities | $4,688,000 | 1,049 |
| Privately issued residential mortgage-backed securities | $3,175,000 | 545 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,513,000 | 1,142 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,685,000 | 4,065 |
| Mortgage-backed securities | $3,417,000 | 4,494 |
| Certificates of participation in pools of residential mortgages | $16,000 | 5,670 |
| Issued or guaranteed by U.S. | $16,000 | 5,664 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,401,000 | 2,351 |
| CMOs issued by government agencies or sponsored agencies | $226,000 | 3,260 |
| Privately issued | $3,175,000 | 516 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $13,233,000 | 4,919 |
| Total debt securities | $13,233,000 | 5,319 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $6,167,000 | 6,377 |
| U.S. Government securities | $787,000 | 6,994 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $787,000 | 6,882 |
| Securities issued by states & political subdivisions | $2,579,000 | 4,177 |
| Other domestic debt securities | $2,801,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $1,948,000 | 695 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $853,000 | 1,470 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,360,000 | 4,405 |
| Mortgage-backed securities | $2,165,000 | 4,774 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,165,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $217,000 | 3,229 |
| Privately issued | $1,948,000 | 662 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $6,167,000 | 5,908 |
| Total debt securities | $6,167,000 | 6,344 |
| Structured notes | ||
| Amortized cost | $697,000 | 2,797 |
| Fair value | $699,000 | 2,787 |
| 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 | $6,343,000 | 6,296 |
| U.S. Government securities | $835,000 | 6,987 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $835,000 | 6,872 |
| Securities issued by states & political subdivisions | $2,693,000 | 4,142 |
| Other domestic debt securities | $2,815,000 | 1,458 |
| Privately issued residential mortgage-backed securities | $1,880,000 | 741 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $935,000 | 1,450 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,535,000 | 5,000 |
| Mortgage-backed securities | $2,140,000 | 4,726 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,140,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $260,000 | 3,172 |
| Privately issued | $1,880,000 | 706 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $6,343,000 | 5,815 |
| Total debt securities | $6,343,000 | 6,261 |
| Structured notes | ||
| Amortized cost | $697,000 | 2,664 |
| Fair value | $681,000 | 2,667 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $5,267,000 | 6,506 |
| U.S. Government securities | $328,000 | 7,205 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $328,000 | 7,108 |
| Securities issued by states & political subdivisions | $2,532,000 | 4,128 |
| Other domestic debt securities | $2,407,000 | 1,599 |
| Privately issued residential mortgage-backed securities | $1,447,000 | 873 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $960,000 | 1,453 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,523,000 | 5,074 |
| Mortgage-backed securities | $1,775,000 | 4,875 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,843 |
| Issued or guaranteed by U.S. | $3,000 | 5,828 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,772,000 | 2,682 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 3,098 |
| Privately issued | $1,447,000 | 832 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,267,000 | 5,998 |
| Total debt securities | $5,267,000 | 6,464 |
| Structured notes | ||
| Amortized cost | $697,000 | 2,719 |
| Fair value | $704,000 | 2,711 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $5,811,000 | 6,499 |
| U.S. Government securities | $404,000 | 7,266 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $404,000 | 7,175 |
| Securities issued by states & political subdivisions | $2,569,000 | 4,070 |
| Other domestic debt securities | $2,838,000 | 1,499 |
| Privately issued residential mortgage-backed securities | $1,898,000 | 835 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $940,000 | 1,411 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,552,000 | 5,111 |
| Mortgage-backed securities | $2,302,000 | 4,722 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,881 |
| Issued or guaranteed by U.S. | $4,000 | 5,869 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,298,000 | 2,433 |
| CMOs issued by government agencies or sponsored agencies | $400,000 | 2,953 |
| Privately issued | $1,898,000 | 801 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $5,811,000 | 5,986 |
| Total debt securities | $5,811,000 | 6,459 |
| Structured notes | ||
| Amortized cost | $697,000 | 2,797 |
| Fair value | $694,000 | 2,800 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,229,000 | 6,497 |
| U.S. Government securities | $554,000 | 7,320 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $554,000 | 7,218 |
| Securities issued by states & political subdivisions | $2,691,000 | 3,998 |
| Other domestic debt securities | $2,984,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $2,055,000 | 850 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $929,000 | 1,435 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,647,000 | 5,161 |
| Mortgage-backed securities | $2,609,000 | 4,713 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,929 |
| Issued or guaranteed by U.S. | $9,000 | 5,918 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,600,000 | 2,309 |
| CMOs issued by government agencies or sponsored agencies | $545,000 | 2,807 |
| Privately issued | $2,055,000 | 814 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,274,000 | 1,964 |
| Available-for-sale securities (fair market value) | $3,955,000 | 6,389 |
| Total debt securities | $6,229,000 | 6,457 |
| Structured notes | ||
| Amortized cost | $696,000 | 2,585 |
| Fair value | $685,000 | 2,581 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,324,000 | 6,456 |
| U.S. Government securities | $626,000 | 7,329 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $626,000 | 7,229 |
| Securities issued by states & political subdivisions | $2,628,000 | 4,045 |
| Other domestic debt securities | $3,070,000 | 1,526 |
| Privately issued residential mortgage-backed securities | $1,936,000 | 898 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,134,000 | 1,315 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,748,000 | 5,164 |
| Mortgage-backed securities | $2,562,000 | 4,806 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,989 |
| Issued or guaranteed by U.S. | $9,000 | 5,975 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,553,000 | 2,297 |
| CMOs issued by government agencies or sponsored agencies | $617,000 | 2,768 |
| Privately issued | $1,936,000 | 861 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $2,413,000 | 1,953 |
| Available-for-sale securities (fair market value) | $3,911,000 | 6,430 |
| Total debt securities | $6,326,000 | 6,421 |
| Structured notes | ||
| Amortized cost | $697,000 | 2,332 |
| Fair value | $686,000 | 2,329 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $6,795,000 | 6,419 |
| U.S. Government securities | $702,000 | 7,388 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $702,000 | 7,299 |
| Securities issued by states & political subdivisions | $2,705,000 | 4,028 |
| Other domestic debt securities | $3,388,000 | 1,550 |
| Privately issued residential mortgage-backed securities | $2,444,000 | 897 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $944,000 | 1,556 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,905,000 | 5,149 |
| Mortgage-backed securities | $3,146,000 | 4,732 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,080 |
| Issued or guaranteed by U.S. | $9,000 | 6,061 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,137,000 | 2,169 |
| CMOs issued by government agencies or sponsored agencies | $693,000 | 2,716 |
| Privately issued | $2,444,000 | 857 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,277,000 | 2,061 |
| Available-for-sale securities (fair market value) | $4,518,000 | 6,360 |
| Total debt securities | $6,795,000 | 6,377 |
| Structured notes | ||
| Amortized cost | $502,000 | 2,007 |
| Fair value | $500,000 | 2,092 |
| 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 | $7,946,000 | 6,203 |
| U.S. Government securities | $790,000 | 7,409 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $790,000 | 7,329 |
| Securities issued by states & political subdivisions | $2,420,000 | 4,143 |
| Other domestic debt securities | $4,736,000 | 1,375 |
| Privately issued residential mortgage-backed securities | $3,715,000 | 801 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,021,000 | 1,502 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,599,000 | 5,254 |
| Mortgage-backed securities | $4,505,000 | 4,414 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,133 |
| Issued or guaranteed by U.S. | $9,000 | 6,111 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,496,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $781,000 | 2,666 |
| Privately issued | $3,715,000 | 766 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,122,000 | 2,115 |
| Available-for-sale securities (fair market value) | $5,824,000 | 6,108 |
| Total debt securities | $7,954,000 | 6,158 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $483,000 | 1,670 |
| 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 | $7,913,000 | 6,274 |
| U.S. Government securities | $899,000 | 7,481 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $899,000 | 7,400 |
| Securities issued by states & political subdivisions | $2,213,000 | 4,170 |
| Other domestic debt securities | $4,801,000 | 1,276 |
| Privately issued residential mortgage-backed securities | $3,892,000 | 791 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $909,000 | 1,640 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,658,000 | 5,281 |
| Mortgage-backed securities | $4,791,000 | 4,411 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,196 |
| Issued or guaranteed by U.S. | $9,000 | 6,179 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,782,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $890,000 | 2,624 |
| Privately issued | $3,892,000 | 760 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,873,000 | 2,212 |
| Available-for-sale securities (fair market value) | $6,040,000 | 6,096 |
| Total debt securities | $7,918,000 | 6,223 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,280 |
| Fair value | $413,000 | 1,445 |
| 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 | $7,099,000 | 6,484 |
| U.S. Government securities | $993,000 | 7,557 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $993,000 | 7,477 |
| Securities issued by states & political subdivisions | $1,601,000 | 4,427 |
| Other domestic debt securities | $4,505,000 | 1,277 |
| Privately issued residential mortgage-backed securities | $3,815,000 | 769 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $690,000 | 1,750 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,816,000 | 5,675 |
| Mortgage-backed securities | $4,808,000 | 4,354 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,159 |
| Issued or guaranteed by U.S. | $20,000 | 6,138 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,788,000 | 1,823 |
| CMOs issued by government agencies or sponsored agencies | $973,000 | 2,551 |
| Privately issued | $3,815,000 | 737 |
| 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) | $1,134,000 | 2,475 |
| Available-for-sale securities (fair market value) | $5,965,000 | 6,154 |
| Total debt securities | $7,099,000 | 6,444 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,335 |
| Fair value | $493,000 | 1,430 |
| 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 | $5,558,000 | 6,794 |
| U.S. Government securities | $1,026,000 | 7,564 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,026,000 | 7,476 |
| Securities issued by states & political subdivisions | $289,000 | 5,483 |
| Other domestic debt securities | $4,243,000 | 1,295 |
| Privately issued residential mortgage-backed securities | $3,758,000 | 780 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $485,000 | 1,912 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,310,000 | 5,498 |
| Mortgage-backed securities | $4,283,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,175 |
| Issued or guaranteed by U.S. | $21,000 | 6,154 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,262,000 | 1,826 |
| CMOs issued by government agencies or sponsored agencies | $504,000 | 2,762 |
| Privately issued | $3,758,000 | 747 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $5,558,000 | 6,213 |
| Total debt securities | $5,555,000 | 6,754 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $485,000 | 1,430 |
| 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 | $4,420,000 | 7,112 |
| U.S. Government securities | $1,066,000 | 7,610 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,066,000 | 7,526 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $3,354,000 | 1,507 |
| Privately issued residential mortgage-backed securities | $2,857,000 | 854 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $497,000 | 1,910 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,063,000 | 6,031 |
| Mortgage-backed securities | $3,421,000 | 4,659 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,149 |
| Issued or guaranteed by U.S. | $31,000 | 6,123 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,390,000 | 2,007 |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 2,740 |
| Privately issued | $2,857,000 | 810 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $4,420,000 | 6,516 |
| Total debt securities | $4,420,000 | 7,054 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,369 |
| Fair value | $497,000 | 1,442 |
| 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 | $4,350,000 | 7,157 |
| U.S. Government securities | $1,660,000 | 7,487 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,660,000 | 7,392 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $2,690,000 | 1,562 |
| Privately issued residential mortgage-backed securities | $2,194,000 | 882 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $496,000 | 1,906 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,642,000 | 5,787 |
| Mortgage-backed securities | $2,800,000 | 4,791 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,142 |
| Issued or guaranteed by U.S. | $32,000 | 6,112 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,768,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $574,000 | 2,689 |
| Privately issued | $2,194,000 | 842 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $4,350,000 | 6,565 |
| Total debt securities | $4,358,000 | 7,101 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $496,000 | 1,639 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $2,670,000 | 7,633 |
| U.S. Government securities | $1,916,000 | 7,537 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,916,000 | 7,426 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $754,000 | 2,198 |
| Privately issued residential mortgage-backed securities | $260,000 | 1,250 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $494,000 | 1,780 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,905,000 | 5,742 |
| Mortgage-backed securities | $880,000 | 5,449 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,083 |
| Issued or guaranteed by U.S. | $31,000 | 6,062 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $849,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $589,000 | 2,590 |
| Privately issued | $260,000 | 1,189 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $2,670,000 | 6,972 |
| Total debt securities | $2,669,000 | 7,584 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $494,000 | 2,130 |
| 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 | $3,901,000 | 7,408 |
| U.S. Government securities | $3,416,000 | 7,138 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,416,000 | 7,019 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $485,000 | 2,398 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $485,000 | 1,764 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,397,000 | 5,092 |
| Mortgage-backed securities | $1,421,000 | 5,033 |
| Certificates of participation in pools of residential mortgages | $44,000 | 5,977 |
| Issued or guaranteed by U.S. | $44,000 | 5,953 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,377,000 | 2,407 |
| CMOs issued by government agencies or sponsored agencies | $1,377,000 | 2,106 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $3,901,000 | 6,737 |
| Total debt securities | $3,902,000 | 7,370 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,161 |
| Fair value | $485,000 | 2,369 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $3,999,000 | 7,416 |
| U.S. Government securities | $3,517,000 | 7,163 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,517,000 | 7,032 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $482,000 | 2,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $482,000 | 1,744 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,494,000 | 5,075 |
| Mortgage-backed securities | $1,529,000 | 4,962 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,000 |
| Issued or guaranteed by U.S. | $44,000 | 5,978 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,485,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $1,485,000 | 2,051 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,999,000 | 6,735 |
| Total debt securities | $3,999,000 | 7,369 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $482,000 | 2,455 |
| 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 | $4,163,000 | 7,416 |
| U.S. Government securities | $3,679,000 | 7,151 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,679,000 | 7,021 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $484,000 | 2,370 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $484,000 | 1,783 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,629,000 | 5,048 |
| Mortgage-backed securities | $1,688,000 | 4,893 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,020 |
| Issued or guaranteed by U.S. | $45,000 | 5,996 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,643,000 | 2,231 |
| CMOs issued by government agencies or sponsored agencies | $1,643,000 | 1,954 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,163,000 | 6,724 |
| Total debt securities | $4,163,000 | 7,367 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $484,000 | 2,525 |
| 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 | $4,343,000 | 7,419 |
| U.S. Government securities | $3,860,000 | 7,147 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,860,000 | 7,024 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $483,000 | 2,401 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $483,000 | 1,826 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,244,000 | 4,826 |
| Mortgage-backed securities | $1,846,000 | 4,803 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,038 |
| Issued or guaranteed by U.S. | $45,000 | 6,013 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,801,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $1,801,000 | 1,913 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $4,343,000 | 6,712 |
| Total debt securities | $4,344,000 | 7,366 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,644,000 | 7,422 |
| U.S. Government securities | $4,159,000 | 7,120 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,159,000 | 6,983 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $485,000 | 2,433 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $485,000 | 1,862 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,230,000 | 4,859 |
| Mortgage-backed securities | $2,145,000 | 4,630 |
| Certificates of participation in pools of residential mortgages | $46,000 | 6,079 |
| Issued or guaranteed by U.S. | $46,000 | 6,048 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,099,000 | 2,046 |
| CMOs issued by government agencies or sponsored agencies | $2,099,000 | 1,787 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $4,644,000 | 6,684 |
| Total debt securities | $4,644,000 | 7,370 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $4,977,000 | 7,383 |
| U.S. Government securities | $4,511,000 | 7,042 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,511,000 | 6,904 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $466,000 | 2,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $466,000 | 1,911 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,835,000 | 4,699 |
| Mortgage-backed securities | $2,511,000 | 4,479 |
| Certificates of participation in pools of residential mortgages | $53,000 | 6,096 |
| Issued or guaranteed by U.S. | $53,000 | 6,068 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,458,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $2,458,000 | 1,701 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $4,977,000 | 6,628 |
| Total debt securities | $4,977,000 | 7,334 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,335,000 | 7,335 |
| U.S. Government securities | $4,862,000 | 6,977 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,862,000 | 6,833 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $473,000 | 2,533 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $473,000 | 2,002 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,245,000 | 4,534 |
| Mortgage-backed securities | $2,978,000 | 4,307 |
| Certificates of participation in pools of residential mortgages | $54,000 | 6,116 |
| Issued or guaranteed by U.S. | $54,000 | 6,093 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,924,000 | 1,833 |
| CMOs issued by government agencies or sponsored agencies | $2,924,000 | 1,593 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,335,000 | 6,601 |
| Total debt securities | $5,335,000 | 7,278 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $5,922,000 | 7,241 |
| U.S. Government securities | $5,436,000 | 6,827 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,436,000 | 6,681 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $486,000 | 2,595 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $486,000 | 2,100 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,767,000 | 4,354 |
| Mortgage-backed securities | $3,459,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $55,000 | 6,174 |
| Issued or guaranteed by U.S. | $55,000 | 6,152 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,404,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $3,404,000 | 1,504 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $5,922,000 | 6,503 |
| Total debt securities | $5,922,000 | 7,184 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,656,000 | 7,090 |
| U.S. Government securities | $6,172,000 | 6,583 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,172,000 | 6,445 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $484,000 | 2,661 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $484,000 | 2,187 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,399,000 | 4,180 |
| Mortgage-backed securities | $4,196,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | $75,000 | 6,135 |
| Issued or guaranteed by U.S. | $75,000 | 6,116 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,121,000 | 1,610 |
| CMOs issued by government agencies or sponsored agencies | $4,121,000 | 1,393 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $484,000 | 3,478 |
| Available-for-sale securities (fair market value) | $6,172,000 | 6,441 |
| Total debt securities | $6,649,000 | 7,034 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $7,867,000 | 6,852 |
| U.S. Government securities | $7,367,000 | 6,295 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,367,000 | 6,166 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $500,000 | 2,661 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,195 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,283,000 | 3,934 |
| Mortgage-backed securities | $5,387,000 | 3,688 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,311 |
| Issued or guaranteed by U.S. | $45,000 | 6,292 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,342,000 | 1,457 |
| CMOs issued by government agencies or sponsored agencies | $5,342,000 | 1,272 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,510 |
| Available-for-sale securities (fair market value) | $7,367,000 | 6,203 |
| Total debt securities | $7,867,000 | 6,795 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $9,122,000 | 6,617 |
| U.S. Government securities | $8,622,000 | 6,035 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,622,000 | 5,889 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $500,000 | 2,725 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,288 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,172,000 | 3,747 |
| Mortgage-backed securities | $6,645,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $139,000 | 6,106 |
| Issued or guaranteed by U.S. | $139,000 | 6,083 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,506,000 | 1,355 |
| CMOs issued by government agencies or sponsored agencies | $6,506,000 | 1,181 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,548 |
| Available-for-sale securities (fair market value) | $8,622,000 | 5,992 |
| Total debt securities | $9,122,000 | 6,558 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $9,500,000 | 6,570 |
| U.S. Government securities | $9,000,000 | 5,934 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,000,000 | 5,787 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $500,000 | 2,770 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,350 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,051,000 | 3,544 |
| Mortgage-backed securities | $7,017,000 | 3,466 |
| Certificates of participation in pools of residential mortgages | $157,000 | 6,101 |
| Issued or guaranteed by U.S. | $157,000 | 6,082 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,860,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $6,860,000 | 1,160 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,598 |
| Available-for-sale securities (fair market value) | $9,000,000 | 5,917 |
| Total debt securities | $9,500,000 | 6,509 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $11,026,000 | 6,291 |
| U.S. Government securities | $10,526,000 | 5,578 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,526,000 | 5,417 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $500,000 | 2,813 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,410 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,073,000 | 4,245 |
| Mortgage-backed securities | $8,528,000 | 3,185 |
| Certificates of participation in pools of residential mortgages | $173,000 | 6,109 |
| Issued or guaranteed by U.S. | $173,000 | 6,093 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,355,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $8,355,000 | 1,050 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,669 |
| Available-for-sale securities (fair market value) | $10,526,000 | 5,628 |
| Total debt securities | $11,026,000 | 6,221 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $12,415,000 | 6,084 |
| U.S. Government securities | $11,915,000 | 5,335 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,915,000 | 5,178 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $500,000 | 2,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,520 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,797,000 | 4,670 |
| Mortgage-backed securities | $9,931,000 | 3,005 |
| Certificates of participation in pools of residential mortgages | $210,000 | 6,103 |
| Issued or guaranteed by U.S. | $210,000 | 6,086 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,721,000 | 1,125 |
| CMOs issued by government agencies or sponsored agencies | $9,721,000 | 987 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,700 |
| Available-for-sale securities (fair market value) | $11,915,000 | 5,436 |
| Total debt securities | $12,416,000 | 6,010 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $13,644,000 | 5,809 |
| U.S. Government securities | $13,144,000 | 4,986 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $13,144,000 | 4,853 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $500,000 | 3,020 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,608 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,541,000 | 6,173 |
| Mortgage-backed securities | $11,115,000 | 2,863 |
| Certificates of participation in pools of residential mortgages | $260,000 | 6,022 |
| Issued or guaranteed by U.S. | $260,000 | 6,002 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $10,855,000 | 1,093 |
| CMOs issued by government agencies or sponsored agencies | $10,855,000 | 951 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,757 |
| Available-for-sale securities (fair market value) | $13,144,000 | 5,184 |
| Total debt securities | $13,644,000 | 5,724 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $12,539,000 | 6,093 |
| U.S. Government securities | $12,539,000 | 5,182 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,539,000 | 5,028 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,289,000 | 6,302 |
| Mortgage-backed securities | $10,529,000 | 2,923 |
| Certificates of participation in pools of residential mortgages | $295,000 | 6,026 |
| Issued or guaranteed by U.S. | $295,000 | 6,002 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,234,000 | 1,118 |
| CMOs issued by government agencies or sponsored agencies | $10,234,000 | 1,037 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $12,539,000 | 5,350 |
| Total debt securities | $12,539,000 | 6,001 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $10,812,000 | 6,372 |
| U.S. Government securities | $10,812,000 | 5,429 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,812,000 | 5,261 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $837,000 | 6,671 |
| Mortgage-backed securities | $9,303,000 | 3,103 |
| Certificates of participation in pools of residential mortgages | $338,000 | 6,015 |
| Issued or guaranteed by U.S. | $338,000 | 5,989 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,965,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $8,965,000 | 1,115 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $10,812,000 | 5,640 |
| Total debt securities | $10,812,000 | 6,278 |
| 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 | $11,812,000 | 6,089 |
| U.S. Government securities | $11,812,000 | 5,122 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,812,000 | 4,958 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $308,000 | 7,109 |
| Mortgage-backed securities | $10,288,000 | 3,019 |
| Certificates of participation in pools of residential mortgages | $440,000 | 5,921 |
| Issued or guaranteed by U.S. | $440,000 | 5,901 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $9,848,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $9,848,000 | 1,154 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $11,812,000 | 5,358 |
| Total debt securities | $11,812,000 | 5,996 |
| 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 | $9,254,000 | 6,662 |
| U.S. Government securities | $9,254,000 | 5,768 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,254,000 | 5,592 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,550,000 | 5,021 |
| Mortgage-backed securities | $7,754,000 | 3,465 |
| Certificates of participation in pools of residential mortgages | $495,000 | 5,865 |
| Issued or guaranteed by U.S. | $495,000 | 5,846 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $7,259,000 | 1,498 |
| CMOs issued by government agencies or sponsored agencies | $7,259,000 | 1,403 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $9,254,000 | 5,886 |
| Total debt securities | $9,254,000 | 6,564 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,735,000 | 8,742 |
| U.S. Government securities | $1,735,000 | 8,442 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,735,000 | 8,258 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $1,735,000 | 5,467 |
| Certificates of participation in pools of residential mortgages | $694,000 | 5,642 |
| Issued or guaranteed by U.S. | $694,000 | 5,626 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,041,000 | 3,103 |
| CMOs issued by government agencies or sponsored agencies | $1,041,000 | 2,966 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,735,000 | 7,894 |
| Total debt securities | $1,735,000 | 8,664 |
| 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 | $25,854,000 | 3,754 |
| U.S. Government securities | $25,854,000 | 2,862 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $25,854,000 | 2,719 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,615,000 | 1,561 |
| Mortgage-backed securities | $25,352,000 | 1,553 |
| Certificates of participation in pools of residential mortgages | $15,949,000 | 1,552 |
| Issued or guaranteed by U.S. | $15,949,000 | 1,544 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $9,403,000 | 1,341 |
| CMOs issued by government agencies or sponsored agencies | $9,403,000 | 1,252 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $25,854,000 | 3,159 |
| Total debt securities | $25,854,000 | 3,668 |
| 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 | $32,033,000 | 3,269 |
| U.S. Government securities | $31,334,000 | 2,550 |
| U.S. Treasury securities | $1,022,000 | 2,539 |
| U.S. Government agency obligations | $30,312,000 | 2,417 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $427,000 | 3,092 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $427,000 | 2,714 |
| Foreign debt securities | NA | NA |
| Equity securities | $272,000 | 5,188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,595,000 | 3,503 |
| Mortgage-backed securities | $21,213,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | $18,966,000 | 1,108 |
| Issued or guaranteed by U.S. | $18,966,000 | 1,100 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,247,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $2,247,000 | 2,047 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $32,033,000 | 2,627 |
| Total debt securities | $31,761,000 | 3,196 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $33,702,000 | 3,265 |
| U.S. Government securities | $33,463,000 | 2,487 |
| U.S. Treasury securities | $1,024,000 | 3,484 |
| U.S. Government agency obligations | $32,439,000 | 2,283 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $239,000 | 5,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,384,000 | 3,822 |
| Mortgage-backed securities | $23,522,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $20,936,000 | 1,102 |
| Issued or guaranteed by U.S. | $20,936,000 | 1,094 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,586,000 | 2,204 |
| CMOs issued by government agencies or sponsored agencies | $2,586,000 | 2,062 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $33,702,000 | 2,555 |
| Total debt securities | $33,463,000 | 3,187 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $29,358,000 | 3,710 |
| U.S. Government securities | $29,139,000 | 2,888 |
| U.S. Treasury securities | $3,945,000 | 2,691 |
| U.S. Government agency obligations | $25,194,000 | 2,768 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $219,000 | 5,262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,396,000 | 4,602 |
| Mortgage-backed securities | $25,194,000 | 1,471 |
| Certificates of participation in pools of residential mortgages | $22,353,000 | 1,135 |
| Issued or guaranteed by U.S. | $22,353,000 | 1,124 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,841,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $2,841,000 | 2,155 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $29,358,000 | 2,851 |
| Total debt securities | $29,139,000 | 3,628 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $26,300,000 | 4,044 |
| U.S. Government securities | $26,104,000 | 3,312 |
| U.S. Treasury securities | $2,157,000 | 4,951 |
| U.S. Government agency obligations | $23,947,000 | 2,787 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $196,000 | 5,441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,262,000 | 3,962 |
| Mortgage-backed securities | $21,954,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $16,958,000 | 1,376 |
| Issued or guaranteed by U.S. | $16,958,000 | 1,366 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,996,000 | 1,715 |
| CMOs issued by government agencies or sponsored agencies | $4,996,000 | 1,634 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $26,300,000 | 2,923 |
| Total debt securities | $26,104,000 | 3,957 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $19,793,000 | 5,343 |
| U.S. Government securities | $19,656,000 | 4,506 |
| U.S. Treasury securities | $1,324,000 | 6,760 |
| U.S. Government agency obligations | $18,332,000 | 3,596 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $137,000 | 5,913 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,883,000 | 5,232 |
| Mortgage-backed securities | $17,329,000 | 2,048 |
| Certificates of participation in pools of residential mortgages | $16,190,000 | 1,556 |
| Issued or guaranteed by U.S. | $16,190,000 | 1,542 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,139,000 | 3,672 |
| CMOs issued by government agencies or sponsored agencies | $1,139,000 | 3,532 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $19,793,000 | 3,861 |
| Total debt securities | $19,656,000 | 5,258 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $12,028,000 | 7,589 |
| U.S. Government securities | $11,899,000 | 6,622 |
| U.S. Treasury securities | $2,599,000 | 6,401 |
| U.S. Government agency obligations | $9,300,000 | 5,744 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $129,000 | 5,798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,338,000 | 3,678 |
| Mortgage-backed securities | $8,022,000 | 3,530 |
| Certificates of participation in pools of residential mortgages | $4,101,000 | 3,646 |
| Issued or guaranteed by U.S. | $4,101,000 | 3,615 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,921,000 | 2,494 |
| CMOs issued by government agencies or sponsored agencies | $3,921,000 | 2,362 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $12,028,000 | 5,562 |
| Total debt securities | $11,899,000 | 7,498 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $13,733,000 | 7,474 |
| U.S. Government securities | $13,529,000 | 6,463 |
| U.S. Treasury securities | $9,529,000 | 3,563 |
| U.S. Government agency obligations | $4,000,000 | 8,387 |
| Securities issued by states & political subdivisions | $100,000 | 9,046 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $104,000 | 5,911 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,400,000 | 4,526 |
| Mortgage-backed securities | $3,758,000 | 5,365 |
| Certificates of participation in pools of residential mortgages | $3,758,000 | 3,917 |
| Issued or guaranteed by U.S. | $3,758,000 | 3,892 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $100,000 | 11,397 |
| Available-for-sale securities (fair market value) | $13,633,000 | 3,853 |
| Total debt securities | $13,629,000 | 7,388 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $12,271,000 | 8,249 |
| U.S. Government securities | $12,069,000 | 7,201 |
| U.S. Treasury securities | $9,907,000 | 3,548 |
| U.S. Government agency obligations | $2,162,000 | 10,087 |
| Securities issued by states & political subdivisions | $100,000 | 9,288 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $102,000 | 5,618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,036,000 | 5,220 |
| Mortgage-backed securities | $2,162,000 | 7,114 |
| Certificates of participation in pools of residential mortgages | $2,162,000 | 5,580 |
| Issued or guaranteed by U.S. | $2,162,000 | 5,538 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,169,000 | 8,135 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $14,587,000 | 7,482 |
| U.S. Government securities | $14,191,000 | 6,517 |
| U.S. Treasury securities | $12,975,000 | 2,859 |
| U.S. Government agency obligations | $1,216,000 | 11,317 |
| Securities issued by states & political subdivisions | $300,000 | 8,339 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $96,000 | 5,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,504,000 | 5,526 |
| Mortgage-backed securities | $1,216,000 | 8,613 |
| Certificates of participation in pools of residential mortgages | $1,216,000 | 7,185 |
| Issued or guaranteed by U.S. | $1,216,000 | 7,127 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,491,000 | 7,386 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |