Home > Kensington Bank > Securities
Kensington Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $66,436,000 | 2,236 |
| U.S. Government securities | $30,645,000 | 2,459 |
| U.S. Treasury securities | $21,098,000 | 886 |
| U.S. Government agency obligations | $9,547,000 | 3,268 |
| Securities issued by states & political subdivisions | $18,630,000 | 1,861 |
| Other domestic debt securities | $17,067,000 | 771 |
| Privately issued residential mortgage-backed securities | $6,419,000 | 335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,834,000 | 284 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $3,814,000 | 1,089 |
| 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 | $34,636,000 | 1,825 |
| Mortgage-backed securities | $14,852,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,730,000 | 2,898 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,830,000 | 1,563 |
| Privately issued | $6,419,000 | 259 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,873,000 | 1,019 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $66,342,000 | 2,014 |
| Total debt securities | $66,341,000 | 2,219 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $65,399,000 | 2,221 |
| U.S. Government securities | $30,086,000 | 2,472 |
| U.S. Treasury securities | $20,284,000 | 933 |
| U.S. Government agency obligations | $9,802,000 | 3,237 |
| Securities issued by states & political subdivisions | $17,509,000 | 1,909 |
| Other domestic debt securities | $17,727,000 | 750 |
| Privately issued residential mortgage-backed securities | $7,007,000 | 306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,972,000 | 280 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $3,748,000 | 1,082 |
| 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 | $26,266,000 | 2,036 |
| Mortgage-backed securities | $15,550,000 | 2,210 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,803,000 | 2,893 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,926,000 | 1,528 |
| Privately issued | $7,007,000 | 240 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,814,000 | 1,009 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $65,322,000 | 2,000 |
| Total debt securities | $65,322,000 | 2,205 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $67,133,000 | 2,256 |
| U.S. Government securities | $29,796,000 | 2,520 |
| U.S. Treasury securities | $19,193,000 | 985 |
| U.S. Government agency obligations | $10,603,000 | 3,222 |
| Securities issued by states & political subdivisions | $18,164,000 | 1,930 |
| Other domestic debt securities | $19,100,000 | 723 |
| Privately issued residential mortgage-backed securities | $8,233,000 | 300 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,078,000 | 282 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $3,789,000 | 1,090 |
| 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 | $16,277,000 | 2,499 |
| Mortgage-backed securities | $17,303,000 | 2,162 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,039,000 | 2,886 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,169,000 | 1,516 |
| Privately issued | $8,233,000 | 233 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,862,000 | 996 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $67,060,000 | 2,024 |
| Total debt securities | $67,060,000 | 2,240 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $62,547,000 | 2,442 |
| U.S. Government securities | $24,741,000 | 2,840 |
| U.S. Treasury securities | $13,425,000 | 1,300 |
| U.S. Government agency obligations | $11,316,000 | 3,200 |
| Securities issued by states & political subdivisions | $18,254,000 | 1,982 |
| Other domestic debt securities | $19,488,000 | 747 |
| Privately issued residential mortgage-backed securities | $8,256,000 | 316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,232,000 | 283 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $4,000,000 | 1,107 |
| 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 | $18,905,000 | 2,309 |
| Mortgage-backed securities | $17,898,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,273,000 | 2,889 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,447,000 | 1,520 |
| Privately issued | $8,256,000 | 241 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,922,000 | 1,013 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $62,483,000 | 2,206 |
| Total debt securities | $62,481,000 | 2,423 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $64,500,000 | 2,441 |
| U.S. Government securities | $26,711,000 | 2,764 |
| U.S. Treasury securities | $14,996,000 | 1,260 |
| U.S. Government agency obligations | $11,715,000 | 3,166 |
| Securities issued by states & political subdivisions | $17,923,000 | 2,050 |
| Other domestic debt securities | $19,811,000 | 752 |
| Privately issued residential mortgage-backed securities | $8,373,000 | 316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,464,000 | 275 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $3,974,000 | 1,120 |
| 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 | $19,689,000 | 2,161 |
| Mortgage-backed securities | $18,335,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,453,000 | 2,884 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,604,000 | 1,508 |
| Privately issued | $8,373,000 | 231 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,905,000 | 1,013 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $64,445,000 | 2,198 |
| Total debt securities | $64,444,000 | 2,422 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $74,678,000 | 2,215 |
| U.S. Government securities | $36,581,000 | 2,406 |
| U.S. Treasury securities | $24,189,000 | 966 |
| U.S. Government agency obligations | $12,392,000 | 3,132 |
| Securities issued by states & political subdivisions | $17,785,000 | 2,049 |
| Other domestic debt securities | $20,255,000 | 724 |
| Privately issued residential mortgage-backed securities | $8,464,000 | 297 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,773,000 | 275 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $4,018,000 | 1,114 |
| 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 | $27,390,000 | 1,767 |
| Mortgage-backed securities | $18,955,000 | 2,164 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,724,000 | 2,861 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,875,000 | 1,501 |
| Privately issued | $8,464,000 | 232 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,892,000 | 1,037 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $74,621,000 | 1,996 |
| Total debt securities | $74,621,000 | 2,200 |
| 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 | $74,169,000 | 2,253 |
| U.S. Government securities | $35,470,000 | 2,462 |
| U.S. Treasury securities | $21,921,000 | 1,013 |
| U.S. Government agency obligations | $13,549,000 | 3,090 |
| Securities issued by states & political subdivisions | $18,083,000 | 2,087 |
| Other domestic debt securities | $20,560,000 | 673 |
| Privately issued residential mortgage-backed securities | $8,473,000 | 295 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,870,000 | 278 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $4,217,000 | 1,101 |
| 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 | $27,165,000 | 1,784 |
| Mortgage-backed securities | $20,005,000 | 2,174 |
| Certificates of participation in pools of residential mortgages | $4,166,000 | 2,905 |
| Issued or guaranteed by U.S. | $4,166,000 | 2,822 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $13,824,000 | 1,042 |
| CMOs issued by government agencies or sponsored agencies | $5,351,000 | 1,472 |
| Privately issued | $8,473,000 | 226 |
| Commercial mortgage-backed securities | $2,015,000 | 1,504 |
| Commercial mortgage pass-through securities | $2,015,000 | 1,000 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $74,113,000 | 2,068 |
| Total debt securities | $74,113,000 | 2,242 |
| 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 | $78,122,000 | 2,137 |
| U.S. Government securities | $37,722,000 | 2,330 |
| U.S. Treasury securities | $22,375,000 | 891 |
| U.S. Government agency obligations | $15,347,000 | 2,962 |
| Securities issued by states & political subdivisions | $19,176,000 | 2,037 |
| Other domestic debt securities | $21,157,000 | 653 |
| Privately issued residential mortgage-backed securities | $8,617,000 | 267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,247,000 | 278 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $4,293,000 | 1,086 |
| 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 | $9,724,000 | 2,646 |
| Mortgage-backed securities | $21,759,000 | 2,122 |
| Certificates of participation in pools of residential mortgages | $4,708,000 | 2,841 |
| Issued or guaranteed by U.S. | $4,708,000 | 2,763 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $14,546,000 | 1,012 |
| CMOs issued by government agencies or sponsored agencies | $5,929,000 | 1,422 |
| Privately issued | $8,617,000 | 205 |
| Commercial mortgage-backed securities | $2,505,000 | 1,433 |
| Commercial mortgage pass-through securities | $2,505,000 | 945 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $78,055,000 | 1,984 |
| Total debt securities | $78,055,000 | 2,128 |
| 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 | $79,003,000 | 2,072 |
| U.S. Government securities | $40,294,000 | 2,108 |
| U.S. Treasury securities | $23,572,000 | 621 |
| U.S. Government agency obligations | $16,722,000 | 2,854 |
| Securities issued by states & political subdivisions | $19,931,000 | 2,053 |
| Other domestic debt securities | $18,706,000 | 678 |
| Privately issued residential mortgage-backed securities | $6,760,000 | 276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,496,000 | 281 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,450,000 | 1,110 |
| 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 | $10,130,000 | 2,636 |
| Mortgage-backed securities | $21,071,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | $4,698,000 | 2,845 |
| Issued or guaranteed by U.S. | $4,698,000 | 2,755 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $13,521,000 | 1,012 |
| CMOs issued by government agencies or sponsored agencies | $6,761,000 | 1,357 |
| Privately issued | $6,760,000 | 191 |
| Commercial mortgage-backed securities | $2,852,000 | 1,375 |
| Commercial mortgage pass-through securities | $2,852,000 | 899 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $78,931,000 | 1,940 |
| Total debt securities | $78,931,000 | 2,060 |
| 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 | $76,545,000 | 2,045 |
| U.S. Government securities | $38,832,000 | 2,077 |
| U.S. Treasury securities | $20,821,000 | 543 |
| U.S. Government agency obligations | $18,011,000 | 2,775 |
| Securities issued by states & political subdivisions | $19,173,000 | 2,061 |
| Other domestic debt securities | $18,477,000 | 648 |
| Privately issued residential mortgage-backed securities | $6,796,000 | 247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,702,000 | 274 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,979,000 | 1,111 |
| 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 | $10,882,000 | 2,593 |
| Mortgage-backed securities | $22,262,000 | 2,102 |
| Certificates of participation in pools of residential mortgages | $5,234,000 | 2,788 |
| Issued or guaranteed by U.S. | $5,234,000 | 2,712 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $13,696,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $6,900,000 | 1,342 |
| Privately issued | $6,796,000 | 166 |
| Commercial mortgage-backed securities | $3,332,000 | 1,306 |
| Commercial mortgage pass-through securities | $3,332,000 | 833 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $76,482,000 | 1,924 |
| Total debt securities | $76,481,000 | 2,034 |
| 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 | $67,636,000 | 2,153 |
| U.S. Government securities | $39,438,000 | 2,015 |
| U.S. Treasury securities | $20,884,000 | 472 |
| U.S. Government agency obligations | $18,554,000 | 2,713 |
| Securities issued by states & political subdivisions | $15,393,000 | 2,264 |
| Other domestic debt securities | $12,751,000 | 753 |
| Privately issued residential mortgage-backed securities | $3,778,000 | 314 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,229,000 | 301 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,744,000 | 1,259 |
| 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 | $8,930,000 | 2,734 |
| Mortgage-backed securities | $19,667,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $5,743,000 | 2,707 |
| Issued or guaranteed by U.S. | $5,743,000 | 2,628 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $11,453,000 | 1,055 |
| CMOs issued by government agencies or sponsored agencies | $7,675,000 | 1,239 |
| Privately issued | $3,778,000 | 193 |
| Commercial mortgage-backed securities | $2,471,000 | 1,409 |
| Commercial mortgage pass-through securities | $2,471,000 | 948 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $67,582,000 | 2,026 |
| Total debt securities | $67,583,000 | 2,140 |
| 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 | $45,121,000 | 2,599 |
| U.S. Government securities | $26,164,000 | 2,362 |
| U.S. Treasury securities | $4,981,000 | 823 |
| U.S. Government agency obligations | $21,183,000 | 2,440 |
| Securities issued by states & political subdivisions | $11,983,000 | 2,450 |
| Other domestic debt securities | $6,920,000 | 999 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,184,000 | 342 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,736,000 | 1,189 |
| 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 | $8,281,000 | 2,795 |
| Mortgage-backed securities | $16,866,000 | 2,253 |
| Certificates of participation in pools of residential mortgages | $6,344,000 | 2,580 |
| Issued or guaranteed by U.S. | $6,344,000 | 2,506 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $7,709,000 | 1,234 |
| CMOs issued by government agencies or sponsored agencies | $7,709,000 | 1,191 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,813,000 | 1,341 |
| Commercial mortgage pass-through securities | $2,813,000 | 884 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $45,067,000 | 2,436 |
| Total debt securities | $45,068,000 | 2,580 |
| 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 | $32,478,000 | 2,907 |
| U.S. Government securities | $19,527,000 | 2,546 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $19,527,000 | 2,419 |
| Securities issued by states & political subdivisions | $8,885,000 | 2,727 |
| Other domestic debt securities | $4,027,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,276,000 | 374 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $751,000 | 1,399 |
| 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 | $8,402,000 | 2,766 |
| Mortgage-backed securities | $14,277,000 | 2,332 |
| Certificates of participation in pools of residential mortgages | $7,036,000 | 2,411 |
| Issued or guaranteed by U.S. | $7,036,000 | 2,339 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,259,000 | 1,479 |
| CMOs issued by government agencies or sponsored agencies | $5,259,000 | 1,436 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,982,000 | 1,431 |
| Commercial mortgage pass-through securities | $1,982,000 | 973 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $32,439,000 | 2,735 |
| Total debt securities | $32,437,000 | 2,890 |
| 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 | $23,891,000 | 3,164 |
| U.S. Government securities | $19,111,000 | 2,548 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $19,111,000 | 2,424 |
| Securities issued by states & political subdivisions | $4,732,000 | 3,153 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,568,000 | 2,539 |
| Mortgage-backed securities | $14,935,000 | 2,275 |
| Certificates of participation in pools of residential mortgages | $7,622,000 | 2,325 |
| Issued or guaranteed by U.S. | $7,622,000 | 2,253 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,848,000 | 1,579 |
| CMOs issued by government agencies or sponsored agencies | $4,848,000 | 1,542 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,465,000 | 1,310 |
| Commercial mortgage pass-through securities | $2,465,000 | 865 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $23,843,000 | 2,969 |
| Total debt securities | $23,842,000 | 3,145 |
| 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 | $23,724,000 | 3,146 |
| U.S. Government securities | $20,394,000 | 2,462 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $20,394,000 | 2,339 |
| Securities issued by states & political subdivisions | $3,281,000 | 3,359 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,995,000 | 2,604 |
| Mortgage-backed securities | $16,195,000 | 2,192 |
| Certificates of participation in pools of residential mortgages | $8,153,000 | 2,233 |
| Issued or guaranteed by U.S. | $8,153,000 | 2,172 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,459,000 | 1,540 |
| CMOs issued by government agencies or sponsored agencies | $5,459,000 | 1,500 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,583,000 | 1,276 |
| Commercial mortgage pass-through securities | $2,583,000 | 842 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $23,675,000 | 2,953 |
| Total debt securities | $23,672,000 | 3,128 |
| 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 | $21,390,000 | 3,219 |
| U.S. Government securities | $19,113,000 | 2,563 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $19,113,000 | 2,435 |
| Securities issued by states & political subdivisions | $2,248,000 | 3,508 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,212,000 | 2,434 |
| Mortgage-backed securities | $14,912,000 | 2,272 |
| Certificates of participation in pools of residential mortgages | $8,539,000 | 2,201 |
| Issued or guaranteed by U.S. | $8,539,000 | 2,133 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,787,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $3,787,000 | 1,725 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,586,000 | 1,251 |
| Commercial mortgage pass-through securities | $2,586,000 | 810 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $21,361,000 | 3,019 |
| Total debt securities | $21,362,000 | 3,198 |
| 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 | $22,580,000 | 3,218 |
| U.S. Government securities | $20,226,000 | 2,560 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $20,226,000 | 2,419 |
| Securities issued by states & political subdivisions | $2,310,000 | 3,491 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,647,000 | 2,441 |
| Mortgage-backed securities | $15,040,000 | 2,242 |
| Certificates of participation in pools of residential mortgages | $6,503,000 | 2,395 |
| Issued or guaranteed by U.S. | $6,503,000 | 2,333 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,902,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $4,902,000 | 1,566 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,635,000 | 1,106 |
| Commercial mortgage pass-through securities | $3,635,000 | 708 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $22,536,000 | 3,005 |
| Total debt securities | $22,536,000 | 3,200 |
| 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 | $20,000,000 | 3,400 |
| U.S. Government securities | $17,250,000 | 2,800 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $17,250,000 | 2,641 |
| Securities issued by states & political subdivisions | $2,748,000 | 3,430 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,000 | 456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,000,000 | 2,529 |
| Mortgage-backed securities | $11,563,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $5,136,000 | 2,580 |
| Issued or guaranteed by U.S. | $5,136,000 | 2,502 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,780,000 | 1,966 |
| CMOs issued by government agencies or sponsored agencies | $2,780,000 | 1,921 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,647,000 | 1,096 |
| Commercial mortgage pass-through securities | $3,647,000 | 709 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $20,000,000 | 3,164 |
| Total debt securities | $20,000,000 | 3,378 |
| 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 | $20,548,000 | 3,432 |
| U.S. Government securities | $17,792,000 | 2,810 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $17,792,000 | 2,649 |
| Securities issued by states & political subdivisions | $2,754,000 | 3,469 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,000 | 487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,892,000 | 2,610 |
| Mortgage-backed securities | $12,099,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $5,439,000 | 2,525 |
| Issued or guaranteed by U.S. | $5,439,000 | 2,469 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,997,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $2,997,000 | 1,847 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,663,000 | 1,072 |
| Commercial mortgage pass-through securities | $3,663,000 | 712 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $20,548,000 | 3,193 |
| Total debt securities | $20,546,000 | 3,411 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $21,797,000 | 3,390 |
| U.S. Government securities | $19,043,000 | 2,747 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $19,043,000 | 2,594 |
| Securities issued by states & political subdivisions | $2,752,000 | 3,541 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $2,000 | 502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,542,000 | 2,575 |
| Mortgage-backed securities | $12,521,000 | 2,393 |
| Certificates of participation in pools of residential mortgages | $5,716,000 | 2,506 |
| Issued or guaranteed by U.S. | $5,716,000 | 2,450 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,165,000 | 1,875 |
| CMOs issued by government agencies or sponsored agencies | $3,165,000 | 1,826 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,640,000 | 1,010 |
| Commercial mortgage pass-through securities | $3,640,000 | 695 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $21,797,000 | 3,143 |
| Total debt securities | $21,794,000 | 3,370 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $23,091,000 | 3,354 |
| U.S. Government securities | $19,619,000 | 2,721 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $19,619,000 | 2,578 |
| Securities issued by states & political subdivisions | $3,470,000 | 3,472 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,504,000 | 2,602 |
| Mortgage-backed securities | $12,759,000 | 2,389 |
| Certificates of participation in pools of residential mortgages | $5,884,000 | 2,488 |
| Issued or guaranteed by U.S. | $5,884,000 | 2,451 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,275,000 | 1,856 |
| CMOs issued by government agencies or sponsored agencies | $3,275,000 | 1,805 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,600,000 | 991 |
| Commercial mortgage pass-through securities | $3,600,000 | 684 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $23,091,000 | 3,104 |
| Total debt securities | $23,088,000 | 3,333 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $10,227,000 | 4,330 |
| U.S. Government securities | $9,150,000 | 3,734 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $9,150,000 | 3,577 |
| Securities issued by states & political subdivisions | $1,075,000 | 4,099 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,226,000 | 2,977 |
| Mortgage-backed securities | $4,041,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $3,894,000 | 2,894 |
| Issued or guaranteed by U.S. | $3,894,000 | 2,874 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $147,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 2,759 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $10,227,000 | 4,054 |
| Total debt securities | $10,225,000 | 4,306 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $10,509,000 | 4,371 |
| U.S. Government securities | $9,427,000 | 3,701 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $9,427,000 | 3,546 |
| Securities issued by states & political subdivisions | $1,080,000 | 4,151 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,242,000 | 2,875 |
| Mortgage-backed securities | $4,313,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $4,155,000 | 2,885 |
| Issued or guaranteed by U.S. | $4,155,000 | 2,742 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $158,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 2,771 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $10,509,000 | 4,086 |
| Total debt securities | $10,506,000 | 4,347 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $11,288,000 | 4,355 |
| U.S. Government securities | $10,204,000 | 3,691 |
| U.S. Treasury securities | $499,000 | 1,272 |
| U.S. Government agency obligations | $9,705,000 | 3,589 |
| Securities issued by states & political subdivisions | $1,082,000 | 4,188 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,000 | 764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,828,000 | 2,832 |
| Mortgage-backed securities | $4,584,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | $4,415,000 | 2,880 |
| Issued or guaranteed by U.S. | $4,415,000 | 2,873 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $169,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $169,000 | 2,760 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $11,288,000 | 4,072 |
| Total debt securities | $11,284,000 | 4,331 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $12,788,000 | 4,283 |
| U.S. Government securities | $11,450,000 | 3,552 |
| U.S. Treasury securities | $499,000 | 1,195 |
| U.S. Government agency obligations | $10,951,000 | 3,471 |
| Securities issued by states & political subdivisions | $1,336,000 | 4,184 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,616,000 | 2,800 |
| Mortgage-backed securities | $4,897,000 | 3,301 |
| Certificates of participation in pools of residential mortgages | $4,715,000 | 2,859 |
| Issued or guaranteed by U.S. | $4,715,000 | 2,854 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $182,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $182,000 | 2,747 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $12,788,000 | 3,992 |
| Total debt securities | $12,785,000 | 4,261 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $13,295,000 | 4,282 |
| U.S. Government securities | $11,842,000 | 3,554 |
| U.S. Treasury securities | $500,000 | 1,179 |
| U.S. Government agency obligations | $11,342,000 | 3,445 |
| Securities issued by states & political subdivisions | $1,451,000 | 4,199 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,000 | 1,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,442,000 | 2,744 |
| Mortgage-backed securities | $5,233,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $5,036,000 | 2,847 |
| Issued or guaranteed by U.S. | $5,036,000 | 2,844 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $197,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 2,763 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $13,295,000 | 3,989 |
| Total debt securities | $13,295,000 | 4,261 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $14,015,000 | 4,265 |
| U.S. Government securities | $12,557,000 | 3,514 |
| U.S. Treasury securities | $499,000 | 1,224 |
| U.S. Government agency obligations | $12,058,000 | 3,443 |
| Securities issued by states & political subdivisions | $1,456,000 | 4,220 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $2,000 | 1,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,717,000 | 2,733 |
| Mortgage-backed securities | $5,546,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | $5,335,000 | 2,834 |
| Issued or guaranteed by U.S. | $5,335,000 | 2,833 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $211,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 2,779 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $14,015,000 | 3,969 |
| Total debt securities | $14,014,000 | 4,245 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $14,261,000 | 4,292 |
| U.S. Government securities | $12,816,000 | 3,539 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $12,816,000 | 3,410 |
| Securities issued by states & political subdivisions | $1,443,000 | 4,278 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,604,000 | 2,785 |
| Mortgage-backed securities | $5,820,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $5,596,000 | 2,833 |
| Issued or guaranteed by U.S. | $5,596,000 | 2,831 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $224,000 | 2,888 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 2,807 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $14,261,000 | 3,979 |
| Total debt securities | $14,258,000 | 4,273 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $14,336,000 | 4,278 |
| U.S. Government securities | $13,043,000 | 3,497 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,043,000 | 3,367 |
| Securities issued by states & political subdivisions | $1,291,000 | 4,367 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $2,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,218,000 | 2,822 |
| Mortgage-backed securities | $6,085,000 | 3,257 |
| Certificates of participation in pools of residential mortgages | $5,846,000 | 2,819 |
| Issued or guaranteed by U.S. | $5,846,000 | 2,815 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $239,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $239,000 | 2,792 |
| 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) | $14,336,000 | 3,963 |
| Total debt securities | $14,335,000 | 4,259 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $15,176,000 | 4,244 |
| U.S. Government securities | $13,805,000 | 3,420 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $13,805,000 | 3,301 |
| Securities issued by states & political subdivisions | $1,369,000 | 4,360 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,000 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,677,000 | 2,789 |
| Mortgage-backed securities | $6,694,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $6,433,000 | 2,729 |
| Issued or guaranteed by U.S. | $6,433,000 | 2,726 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $261,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $261,000 | 2,813 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $15,176,000 | 3,922 |
| Total debt securities | $15,174,000 | 4,217 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $16,368,000 | 4,203 |
| U.S. Government securities | $14,976,000 | 3,402 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $14,976,000 | 3,283 |
| Securities issued by states & political subdivisions | $1,390,000 | 4,390 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,110,000 | 2,895 |
| Mortgage-backed securities | $7,103,000 | 3,171 |
| Certificates of participation in pools of residential mortgages | $6,826,000 | 2,728 |
| Issued or guaranteed by U.S. | $6,826,000 | 2,722 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $277,000 | 2,927 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 2,826 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $16,368,000 | 3,870 |
| Total debt securities | $16,365,000 | 4,180 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $16,662,000 | 4,244 |
| U.S. Government securities | $15,227,000 | 3,445 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $15,227,000 | 3,325 |
| Securities issued by states & political subdivisions | $1,433,000 | 4,397 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,265,000 | 2,935 |
| Mortgage-backed securities | $7,452,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $7,160,000 | 2,688 |
| Issued or guaranteed by U.S. | $7,160,000 | 2,684 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $292,000 | 2,945 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 2,850 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $16,662,000 | 3,899 |
| Total debt securities | $16,660,000 | 4,220 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $17,451,000 | 4,220 |
| U.S. Government securities | $15,458,000 | 3,492 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,458,000 | 3,367 |
| Securities issued by states & political subdivisions | $1,991,000 | 4,252 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,000 | 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 | $10,859,000 | 2,991 |
| Mortgage-backed securities | $7,731,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | $7,426,000 | 2,661 |
| Issued or guaranteed by U.S. | $7,426,000 | 2,657 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $305,000 | 2,974 |
| CMOs issued by government agencies or sponsored agencies | $305,000 | 2,883 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $17,451,000 | 3,875 |
| Total debt securities | $17,451,000 | 4,195 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $18,101,000 | 4,259 |
| U.S. Government securities | $15,935,000 | 3,511 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $15,935,000 | 3,402 |
| Securities issued by states & political subdivisions | $2,164,000 | 4,268 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,007,000 | 2,998 |
| Mortgage-backed securities | $8,168,000 | 3,100 |
| Certificates of participation in pools of residential mortgages | $7,843,000 | 2,641 |
| Issued or guaranteed by U.S. | $7,843,000 | 2,638 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $325,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 2,915 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $18,101,000 | 3,899 |
| Total debt securities | $18,101,000 | 4,231 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $18,441,000 | 4,297 |
| U.S. Government securities | $16,272,000 | 3,567 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $16,272,000 | 3,453 |
| Securities issued by states & political subdivisions | $2,167,000 | 4,284 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,609,000 | 3,073 |
| Mortgage-backed securities | $8,536,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $8,192,000 | 2,663 |
| Issued or guaranteed by U.S. | $8,192,000 | 2,659 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $344,000 | 3,039 |
| CMOs issued by government agencies or sponsored agencies | $344,000 | 2,945 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $18,441,000 | 3,936 |
| Total debt securities | $18,441,000 | 4,272 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $19,121,000 | 4,293 |
| U.S. Government securities | $16,859,000 | 3,576 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $16,859,000 | 3,460 |
| Securities issued by states & political subdivisions | $2,260,000 | 4,272 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,656,000 | 3,112 |
| Mortgage-backed securities | $9,105,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $8,737,000 | 2,640 |
| Issued or guaranteed by U.S. | $8,737,000 | 2,636 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $368,000 | 3,058 |
| CMOs issued by government agencies or sponsored agencies | $368,000 | 2,959 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $19,121,000 | 3,932 |
| Total debt securities | $19,121,000 | 4,269 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $20,179,000 | 4,269 |
| U.S. Government securities | $17,125,000 | 3,606 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $17,125,000 | 3,489 |
| Securities issued by states & political subdivisions | $3,052,000 | 4,102 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,915,000 | 2,855 |
| Mortgage-backed securities | $9,457,000 | 3,116 |
| Certificates of participation in pools of residential mortgages | $9,078,000 | 2,638 |
| Issued or guaranteed by U.S. | $9,078,000 | 2,634 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $379,000 | 3,106 |
| CMOs issued by government agencies or sponsored agencies | $379,000 | 3,006 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $20,179,000 | 3,914 |
| Total debt securities | $20,179,000 | 4,249 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $20,628,000 | 4,315 |
| U.S. Government securities | $17,424,000 | 3,662 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,424,000 | 3,546 |
| Securities issued by states & political subdivisions | $3,202,000 | 4,098 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,000 | 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 | $9,327,000 | 3,344 |
| Mortgage-backed securities | $9,783,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $9,387,000 | 2,665 |
| Issued or guaranteed by U.S. | $9,387,000 | 2,663 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $396,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $396,000 | 3,034 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $20,628,000 | 3,954 |
| Total debt securities | $20,628,000 | 4,293 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $9,911,000 | 5,370 |
| U.S. Government securities | $7,870,000 | 4,918 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,870,000 | 4,811 |
| Securities issued by states & political subdivisions | $2,039,000 | 4,494 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,000 | 1,219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,326,000 | 3,715 |
| Mortgage-backed securities | $21,000 | 5,353 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,259 |
| Issued or guaranteed by U.S. | $5,000 | 5,253 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $16,000 | 3,514 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,380 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $9,911,000 | 4,980 |
| Total debt securities | $9,911,000 | 5,351 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $9,717,000 | 5,434 |
| U.S. Government securities | $7,343,000 | 5,044 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,343,000 | 4,948 |
| Securities issued by states & political subdivisions | $2,372,000 | 4,418 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,000 | 1,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,381,000 | 3,750 |
| Mortgage-backed securities | $25,000 | 5,396 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,306 |
| Issued or guaranteed by U.S. | $6,000 | 5,298 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $19,000 | 3,541 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,408 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $9,717,000 | 5,041 |
| Total debt securities | $9,717,000 | 5,411 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $8,802,000 | 5,564 |
| U.S. Government securities | $6,503,000 | 5,167 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,503,000 | 5,065 |
| Securities issued by states & political subdivisions | $2,297,000 | 4,461 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,000 | 1,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,656,000 | 3,676 |
| Mortgage-backed securities | $29,000 | 5,430 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,341 |
| Issued or guaranteed by U.S. | $7,000 | 5,332 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $22,000 | 3,537 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,398 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $8,802,000 | 5,178 |
| Total debt securities | $8,802,000 | 5,539 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $9,404,000 | 5,554 |
| U.S. Government securities | $6,886,000 | 5,152 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,886,000 | 5,055 |
| Securities issued by states & political subdivisions | $2,516,000 | 4,392 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,000 | 1,267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,921,000 | 3,463 |
| Mortgage-backed securities | $32,000 | 5,479 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,380 |
| Issued or guaranteed by U.S. | $9,000 | 5,372 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $23,000 | 3,581 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,435 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $9,404,000 | 5,173 |
| Total debt securities | $9,404,000 | 5,527 |
| 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 | $9,770,000 | 5,523 |
| U.S. Government securities | $7,248,000 | 5,098 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,248,000 | 4,983 |
| Securities issued by states & political subdivisions | $2,520,000 | 4,401 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,921,000 | 3,454 |
| Mortgage-backed securities | $38,000 | 5,483 |
| Certificates of participation in pools of residential mortgages | $12,000 | 5,381 |
| Issued or guaranteed by U.S. | $12,000 | 5,372 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $26,000 | 3,600 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,447 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $9,770,000 | 5,145 |
| Total debt securities | $9,770,000 | 5,491 |
| 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 | $9,763,000 | 5,577 |
| U.S. Government securities | $6,966,000 | 5,188 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $6,966,000 | 5,082 |
| Securities issued by states & political subdivisions | $2,795,000 | 4,320 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,000 | 1,285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,921,000 | 3,502 |
| Mortgage-backed securities | $46,000 | 5,527 |
| Certificates of participation in pools of residential mortgages | $15,000 | 5,415 |
| Issued or guaranteed by U.S. | $15,000 | 5,408 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $31,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,465 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $9,763,000 | 5,206 |
| Total debt securities | $9,763,000 | 5,542 |
| 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 | $9,394,000 | 5,620 |
| U.S. Government securities | $5,772,000 | 5,417 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,772,000 | 5,302 |
| Securities issued by states & political subdivisions | $3,620,000 | 4,092 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,000 | 1,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,431,000 | 3,585 |
| Mortgage-backed securities | $56,000 | 5,561 |
| Certificates of participation in pools of residential mortgages | $20,000 | 5,426 |
| Issued or guaranteed by U.S. | $20,000 | 5,420 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $36,000 | 3,662 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,503 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $9,394,000 | 5,239 |
| Total debt securities | $9,394,000 | 5,589 |
| 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 | $9,569,000 | 5,681 |
| U.S. Government securities | $5,797,000 | 5,545 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,797,000 | 5,430 |
| Securities issued by states & political subdivisions | $3,747,000 | 4,044 |
| Other domestic debt securities | $23,000 | 2,817 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,047 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,676,000 | 3,563 |
| Mortgage-backed securities | $3,845,000 | 4,447 |
| Certificates of participation in pools of residential mortgages | $3,805,000 | 3,947 |
| Issued or guaranteed by U.S. | $3,782,000 | 3,948 |
| Privately issued | $23,000 | 77 |
| Collaterized mortgage obligations | $40,000 | 3,733 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,566 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $9,569,000 | 5,293 |
| Total debt securities | $9,569,000 | 5,652 |
| 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 | $10,069,000 | 5,677 |
| U.S. Government securities | $6,306,000 | 5,527 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,306,000 | 5,413 |
| Securities issued by states & political subdivisions | $3,761,000 | 3,996 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,000 | 1,289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,701,000 | 3,586 |
| Mortgage-backed securities | $4,023,000 | 4,448 |
| Certificates of participation in pools of residential mortgages | $3,981,000 | 3,945 |
| Issued or guaranteed by U.S. | $3,981,000 | 3,943 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $42,000 | 3,747 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,574 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $10,069,000 | 5,292 |
| Total debt securities | $10,069,000 | 5,649 |
| 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 | $6,135,000 | 6,225 |
| U.S. Government securities | $2,370,000 | 6,383 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,370,000 | 6,283 |
| Securities issued by states & political subdivisions | $3,763,000 | 3,931 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,000 | 1,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,880,000 | 5,037 |
| Mortgage-backed securities | $80,000 | 5,706 |
| Certificates of participation in pools of residential mortgages | $36,000 | 5,558 |
| Issued or guaranteed by U.S. | $36,000 | 5,550 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $44,000 | 3,776 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,599 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $6,135,000 | 5,800 |
| Total debt securities | $6,135,000 | 6,196 |
| 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 | $7,271,000 | 6,095 |
| U.S. Government securities | $2,385,000 | 6,400 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,385,000 | 6,308 |
| Securities issued by states & political subdivisions | $4,884,000 | 3,624 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,880,000 | 4,820 |
| Mortgage-backed securities | $89,000 | 5,707 |
| Certificates of participation in pools of residential mortgages | $43,000 | 5,536 |
| Issued or guaranteed by U.S. | $43,000 | 5,523 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $46,000 | 3,733 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 3,462 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $7,271,000 | 5,660 |
| Total debt securities | $7,206,000 | 6,069 |
| 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 | $7,811,000 | 6,035 |
| U.S. Government securities | $2,406,000 | 6,455 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,406,000 | 6,351 |
| Securities issued by states & political subdivisions | $5,405,000 | 3,432 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,880,000 | 4,837 |
| Mortgage-backed securities | $99,000 | 5,716 |
| Certificates of participation in pools of residential mortgages | $51,000 | 5,530 |
| Issued or guaranteed by U.S. | $51,000 | 5,516 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $48,000 | 3,720 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 3,444 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $7,811,000 | 5,590 |
| Total debt securities | $7,811,000 | 5,998 |
| 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 | $8,050,000 | 6,099 |
| U.S. Government securities | $2,580,000 | 6,521 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,580,000 | 6,410 |
| Securities issued by states & political subdivisions | $5,470,000 | 3,372 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,880,000 | 4,876 |
| Mortgage-backed securities | $118,000 | 5,717 |
| Certificates of participation in pools of residential mortgages | $61,000 | 5,527 |
| Issued or guaranteed by U.S. | $61,000 | 5,517 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $57,000 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,422 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $8,050,000 | 5,646 |
| Total debt securities | $8,050,000 | 6,066 |
| 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 | $8,620,000 | 6,013 |
| U.S. Government securities | $3,076,000 | 6,451 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,076,000 | 6,335 |
| Securities issued by states & political subdivisions | $5,544,000 | 3,341 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,880,000 | 4,890 |
| Mortgage-backed securities | $137,000 | 5,699 |
| Certificates of participation in pools of residential mortgages | $71,000 | 5,515 |
| Issued or guaranteed by U.S. | $71,000 | 5,504 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $66,000 | 3,658 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 3,371 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $8,620,000 | 5,556 |
| Total debt securities | $8,620,000 | 5,975 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $8,676,000 | 5,912 |
| U.S. Government securities | $2,766,000 | 6,464 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,766,000 | 6,340 |
| Securities issued by states & political subdivisions | $5,910,000 | 3,209 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,830,000 | 4,925 |
| Mortgage-backed securities | $192,000 | 5,661 |
| Certificates of participation in pools of residential mortgages | $83,000 | 5,484 |
| Issued or guaranteed by U.S. | $83,000 | 5,473 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $109,000 | 3,612 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 3,300 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $8,676,000 | 5,460 |
| Total debt securities | $8,676,000 | 5,869 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $9,264,000 | 5,795 |
| U.S. Government securities | $3,614,000 | 6,261 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,614,000 | 6,145 |
| Securities issued by states & political subdivisions | $5,650,000 | 3,197 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,855,000 | 4,963 |
| Mortgage-backed securities | $269,000 | 5,649 |
| Certificates of participation in pools of residential mortgages | $96,000 | 5,487 |
| Issued or guaranteed by U.S. | $96,000 | 5,475 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $173,000 | 3,538 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 3,216 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $9,264,000 | 5,330 |
| Total debt securities | $9,264,000 | 5,758 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $9,864,000 | 5,752 |
| U.S. Government securities | $4,208,000 | 6,232 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,208,000 | 6,116 |
| Securities issued by states & political subdivisions | $5,656,000 | 3,104 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,204,000 | 4,889 |
| Mortgage-backed securities | $336,000 | 5,629 |
| Certificates of participation in pools of residential mortgages | $128,000 | 5,488 |
| Issued or guaranteed by U.S. | $128,000 | 5,475 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $208,000 | 3,430 |
| CMOs issued by government agencies or sponsored agencies | $208,000 | 3,113 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $9,864,000 | 5,287 |
| Total debt securities | $9,864,000 | 5,717 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $10,529,000 | 5,698 |
| U.S. Government securities | $4,811,000 | 6,180 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,811,000 | 6,061 |
| Securities issued by states & political subdivisions | $5,718,000 | 3,062 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,904,000 | 4,418 |
| Mortgage-backed securities | $410,000 | 5,683 |
| Certificates of participation in pools of residential mortgages | $163,000 | 5,549 |
| Issued or guaranteed by U.S. | $163,000 | 5,535 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $247,000 | 3,370 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 3,040 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $10,529,000 | 5,223 |
| Total debt securities | $10,529,000 | 5,654 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $11,164,000 | 5,584 |
| U.S. Government securities | $4,993,000 | 6,107 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,993,000 | 6,006 |
| Securities issued by states & political subdivisions | $6,171,000 | 2,950 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,104,000 | 4,376 |
| Mortgage-backed securities | $563,000 | 5,648 |
| Certificates of participation in pools of residential mortgages | $234,000 | 5,532 |
| Issued or guaranteed by U.S. | $234,000 | 5,517 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $329,000 | 3,310 |
| CMOs issued by government agencies or sponsored agencies | $329,000 | 2,972 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $11,164,000 | 5,116 |
| Total debt securities | $11,164,000 | 5,544 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $12,023,000 | 5,481 |
| U.S. Government securities | $5,451,000 | 6,030 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,451,000 | 5,936 |
| Securities issued by states & political subdivisions | $6,572,000 | 2,875 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,909,000 | 4,425 |
| Mortgage-backed securities | $686,000 | 5,651 |
| Certificates of participation in pools of residential mortgages | $298,000 | 5,534 |
| Issued or guaranteed by U.S. | $298,000 | 5,518 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $388,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $388,000 | 2,932 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $12,023,000 | 5,019 |
| Total debt securities | $12,023,000 | 5,432 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $12,723,000 | 5,370 |
| U.S. Government securities | $5,864,000 | 5,941 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,864,000 | 5,856 |
| Securities issued by states & political subdivisions | $6,859,000 | 2,766 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,959,000 | 4,412 |
| Mortgage-backed securities | $793,000 | 5,648 |
| Certificates of participation in pools of residential mortgages | $347,000 | 5,554 |
| Issued or guaranteed by U.S. | $347,000 | 5,537 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $446,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $446,000 | 2,883 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $12,723,000 | 4,906 |
| Total debt securities | $12,722,000 | 5,328 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $13,283,000 | 5,337 |
| U.S. Government securities | $6,124,000 | 5,997 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,124,000 | 5,918 |
| Securities issued by states & political subdivisions | $7,159,000 | 2,631 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,959,000 | 4,481 |
| Mortgage-backed securities | $898,000 | 5,664 |
| Certificates of participation in pools of residential mortgages | $427,000 | 5,555 |
| Issued or guaranteed by U.S. | $427,000 | 5,540 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $471,000 | 3,261 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 2,896 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $13,283,000 | 4,858 |
| Total debt securities | $13,283,000 | 5,293 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $14,339,000 | 5,217 |
| U.S. Government securities | $6,435,000 | 6,006 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,435,000 | 5,918 |
| Securities issued by states & political subdivisions | $7,657,000 | 2,479 |
| Other domestic debt securities | $247,000 | 2,956 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $247,000 | 2,175 |
| 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 | $4,950,000 | 4,546 |
| Mortgage-backed securities | $955,000 | 5,638 |
| Certificates of participation in pools of residential mortgages | $487,000 | 5,513 |
| Issued or guaranteed by U.S. | $487,000 | 5,497 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $468,000 | 3,200 |
| CMOs issued by government agencies or sponsored agencies | $468,000 | 2,876 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $14,339,000 | 4,710 |
| Total debt securities | $14,339,000 | 5,174 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,656 |
| Fair value | $200,000 | 1,666 |
| 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 | $14,894,000 | 5,088 |
| U.S. Government securities | $6,927,000 | 5,859 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,927,000 | 5,769 |
| Securities issued by states & political subdivisions | $7,728,000 | 2,443 |
| Other domestic debt securities | $239,000 | 2,926 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $239,000 | 2,155 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,250,000 | 4,454 |
| Mortgage-backed securities | $985,000 | 5,593 |
| Certificates of participation in pools of residential mortgages | $534,000 | 5,461 |
| Issued or guaranteed by U.S. | $534,000 | 5,446 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $451,000 | 3,138 |
| CMOs issued by government agencies or sponsored agencies | $451,000 | 2,803 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $14,894,000 | 4,580 |
| Total debt securities | $14,893,000 | 5,045 |
| Structured notes | ||
| Amortized cost | $442,000 | 1,477 |
| Fair value | $450,000 | 1,469 |
| 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 | $15,291,000 | 5,086 |
| U.S. Government securities | $7,270,000 | 5,792 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,270,000 | 5,709 |
| Securities issued by states & political subdivisions | $7,776,000 | 2,468 |
| Other domestic debt securities | $245,000 | 2,891 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $245,000 | 2,161 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,500,000 | 4,378 |
| Mortgage-backed securities | $1,027,000 | 5,564 |
| Certificates of participation in pools of residential mortgages | $574,000 | 5,457 |
| Issued or guaranteed by U.S. | $574,000 | 5,436 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $453,000 | 3,144 |
| CMOs issued by government agencies or sponsored agencies | $453,000 | 2,811 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $15,291,000 | 4,589 |
| Total debt securities | $15,291,000 | 5,034 |
| Structured notes | ||
| Amortized cost | $442,000 | 1,523 |
| Fair value | $449,000 | 1,519 |
| 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 | $15,108,000 | 5,101 |
| U.S. Government securities | $6,655,000 | 5,965 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,655,000 | 5,875 |
| Securities issued by states & political subdivisions | $8,048,000 | 2,416 |
| Other domestic debt securities | $405,000 | 2,682 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $405,000 | 1,970 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,375,000 | 4,365 |
| Mortgage-backed securities | $1,110,000 | 5,487 |
| Certificates of participation in pools of residential mortgages | $633,000 | 5,364 |
| Issued or guaranteed by U.S. | $633,000 | 5,337 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $477,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $477,000 | 2,779 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $15,108,000 | 4,611 |
| Total debt securities | $15,108,000 | 5,044 |
| Structured notes | ||
| Amortized cost | $789,000 | 1,312 |
| Fair value | $800,000 | 1,311 |
| 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 | $18,732,000 | 4,622 |
| U.S. Government securities | $10,045,000 | 5,245 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,045,000 | 5,139 |
| Securities issued by states & political subdivisions | $8,288,000 | 2,352 |
| Other domestic debt securities | $399,000 | 2,525 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $399,000 | 1,860 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,600,000 | 4,343 |
| Mortgage-backed securities | $1,125,000 | 5,293 |
| Certificates of participation in pools of residential mortgages | $663,000 | 5,174 |
| Issued or guaranteed by U.S. | $663,000 | 5,152 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $462,000 | 3,031 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 2,709 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $18,732,000 | 4,100 |
| Total debt securities | $18,732,000 | 4,569 |
| Structured notes | ||
| Amortized cost | $2,909,000 | 837 |
| Fair value | $2,930,000 | 833 |
| 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 | $19,625,000 | 4,534 |
| U.S. Government securities | $10,893,000 | 5,170 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,893,000 | 5,073 |
| Securities issued by states & political subdivisions | $8,336,000 | 2,307 |
| Other domestic debt securities | $396,000 | 2,474 |
| 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 | $396,000 | 1,838 |
| 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 | $6,550,000 | 4,104 |
| Mortgage-backed securities | $1,166,000 | 5,176 |
| Certificates of participation in pools of residential mortgages | $696,000 | 5,044 |
| Issued or guaranteed by U.S. | $696,000 | 5,027 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $470,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 2,657 |
| 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) | $19,625,000 | 4,007 |
| Total debt securities | $19,626,000 | 4,483 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $3,358,000 | 867 |
| 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 | $19,930,000 | 4,504 |
| U.S. Government securities | $11,187,000 | 5,149 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,187,000 | 5,041 |
| Securities issued by states & political subdivisions | $8,352,000 | 2,302 |
| Other domestic debt securities | $391,000 | 2,437 |
| 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 | $391,000 | 1,811 |
| 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 | $6,700,000 | 4,093 |
| Mortgage-backed securities | $1,211,000 | 5,132 |
| Certificates of participation in pools of residential mortgages | $735,000 | 5,024 |
| Issued or guaranteed by U.S. | $735,000 | 5,008 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $476,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $476,000 | 2,642 |
| 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) | $19,930,000 | 3,961 |
| Total debt securities | $19,930,000 | 4,458 |
| Structured notes | ||
| Amortized cost | $3,275,000 | 934 |
| Fair value | $3,222,000 | 935 |
| 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 | $21,168,000 | 4,344 |
| U.S. Government securities | $11,765,000 | 5,058 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,765,000 | 4,938 |
| Securities issued by states & political subdivisions | $8,713,000 | 2,253 |
| Other domestic debt securities | $690,000 | 2,139 |
| 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 | $690,000 | 1,556 |
| 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 | $6,900,000 | 4,057 |
| Mortgage-backed securities | $1,291,000 | 5,104 |
| Certificates of participation in pools of residential mortgages | $789,000 | 4,995 |
| Issued or guaranteed by U.S. | $789,000 | 4,976 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $502,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,590 |
| 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) | $21,168,000 | 3,820 |
| Total debt securities | $21,168,000 | 4,291 |
| Structured notes | ||
| Amortized cost | $3,525,000 | 925 |
| Fair value | $3,487,000 | 930 |
| 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 | $22,054,000 | 4,278 |
| U.S. Government securities | $12,126,000 | 5,022 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,126,000 | 4,900 |
| Securities issued by states & political subdivisions | $9,237,000 | 2,149 |
| Other domestic debt securities | $691,000 | 2,157 |
| 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 | $691,000 | 1,593 |
| 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 | $6,700,000 | 4,111 |
| Mortgage-backed securities | $1,347,000 | 5,073 |
| Certificates of participation in pools of residential mortgages | $833,000 | 4,956 |
| Issued or guaranteed by U.S. | $833,000 | 4,938 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $514,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $514,000 | 2,571 |
| 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) | $22,054,000 | 3,741 |
| Total debt securities | $22,054,000 | 4,225 |
| Structured notes | ||
| Amortized cost | $3,624,000 | 980 |
| Fair value | $3,570,000 | 983 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $22,311,000 | 4,273 |
| U.S. Government securities | $12,180,000 | 5,066 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,180,000 | 4,946 |
| Securities issued by states & political subdivisions | $9,439,000 | 2,092 |
| Other domestic debt securities | $692,000 | 2,173 |
| 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 | $692,000 | 1,612 |
| 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 | $6,600,000 | 4,148 |
| Mortgage-backed securities | $1,411,000 | 5,042 |
| Certificates of participation in pools of residential mortgages | $868,000 | 4,930 |
| Issued or guaranteed by U.S. | $868,000 | 4,907 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $543,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $543,000 | 2,530 |
| 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) | $22,311,000 | 3,730 |
| Total debt securities | $22,310,000 | 4,223 |
| Structured notes | ||
| Amortized cost | $3,624,000 | 1,059 |
| Fair value | $3,565,000 | 1,059 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $23,242,000 | 4,158 |
| U.S. Government securities | $12,389,000 | 5,030 |
| U.S. Treasury securities | $150,000 | 1,549 |
| U.S. Government agency obligations | $12,239,000 | 4,933 |
| Securities issued by states & political subdivisions | $10,023,000 | 1,961 |
| Other domestic debt securities | $830,000 | 2,099 |
| 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 | $830,000 | 1,568 |
| 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 | $6,660,000 | 4,135 |
| Mortgage-backed securities | $1,465,000 | 5,023 |
| Certificates of participation in pools of residential mortgages | $903,000 | 4,938 |
| Issued or guaranteed by U.S. | $903,000 | 4,917 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $562,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $562,000 | 2,499 |
| 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) | $150,000 | 3,694 |
| Available-for-sale securities (fair market value) | $23,092,000 | 3,624 |
| Total debt securities | $23,242,000 | 4,100 |
| Structured notes | ||
| Amortized cost | $3,773,000 | 1,095 |
| Fair value | $3,637,000 | 1,100 |
| 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 | $25,934,000 | 3,921 |
| U.S. Government securities | $14,395,000 | 4,665 |
| U.S. Treasury securities | $251,000 | 1,541 |
| U.S. Government agency obligations | $14,144,000 | 4,577 |
| Securities issued by states & political subdivisions | $10,564,000 | 1,863 |
| Other domestic debt securities | $975,000 | 2,065 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,000 | 301 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $939,000 | 1,594 |
| 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 | $6,370,000 | 4,218 |
| Mortgage-backed securities | $1,938,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $1,326,000 | 4,626 |
| Issued or guaranteed by U.S. | $1,326,000 | 4,607 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $612,000 | 2,740 |
| CMOs issued by government agencies or sponsored agencies | $612,000 | 2,452 |
| 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) | $10,714,000 | 1,336 |
| Available-for-sale securities (fair market value) | $15,220,000 | 4,682 |
| Total debt securities | $25,943,000 | 3,866 |
| Structured notes | ||
| Amortized cost | $4,423,000 | 971 |
| Fair value | $4,314,000 | 971 |
| 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 | $25,958,000 | 3,954 |
| U.S. Government securities | $14,593,000 | 4,598 |
| U.S. Treasury securities | $253,000 | 1,558 |
| U.S. Government agency obligations | $14,340,000 | 4,518 |
| Securities issued by states & political subdivisions | $10,374,000 | 1,880 |
| Other domestic debt securities | $991,000 | 2,133 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,000 | 307 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $948,000 | 1,697 |
| 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 | $6,720,000 | 4,084 |
| Mortgage-backed securities | $2,053,000 | 4,768 |
| Certificates of participation in pools of residential mortgages | $1,393,000 | 4,628 |
| Issued or guaranteed by U.S. | $1,393,000 | 4,609 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $660,000 | 2,709 |
| CMOs issued by government agencies or sponsored agencies | $660,000 | 2,431 |
| 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) | $10,524,000 | 1,387 |
| Available-for-sale securities (fair market value) | $15,434,000 | 4,624 |
| Total debt securities | $25,967,000 | 3,884 |
| Structured notes | ||
| Amortized cost | $4,573,000 | 942 |
| Fair value | $4,484,000 | 945 |
| 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 | $25,948,000 | 3,903 |
| U.S. Government securities | $15,094,000 | 4,476 |
| U.S. Treasury securities | $255,000 | 1,591 |
| U.S. Government agency obligations | $14,839,000 | 4,387 |
| Securities issued by states & political subdivisions | $9,835,000 | 1,954 |
| Other domestic debt securities | $1,019,000 | 2,077 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $51,000 | 317 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $968,000 | 1,745 |
| 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 | $12,470,000 | 2,948 |
| Mortgage-backed securities | $2,385,000 | 4,638 |
| Certificates of participation in pools of residential mortgages | $1,569,000 | 4,566 |
| Issued or guaranteed by U.S. | $1,569,000 | 4,549 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $816,000 | 2,632 |
| CMOs issued by government agencies or sponsored agencies | $816,000 | 2,353 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,985,000 | 1,441 |
| Available-for-sale securities (fair market value) | $15,963,000 | 4,550 |
| Total debt securities | $25,948,000 | 3,847 |
| Structured notes | ||
| Amortized cost | $4,573,000 | 918 |
| Fair value | $4,531,000 | 918 |
| 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 | $26,105,000 | 3,933 |
| U.S. Government securities | $15,233,000 | 4,504 |
| U.S. Treasury securities | $258,000 | 1,651 |
| U.S. Government agency obligations | $14,975,000 | 4,417 |
| Securities issued by states & political subdivisions | $9,829,000 | 1,955 |
| Other domestic debt securities | $1,043,000 | 2,114 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $63,000 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $980,000 | 1,811 |
| 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 | $6,260,000 | 4,176 |
| Mortgage-backed securities | $2,721,000 | 4,578 |
| Certificates of participation in pools of residential mortgages | $1,704,000 | 4,555 |
| Issued or guaranteed by U.S. | $1,704,000 | 4,534 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,017,000 | 2,556 |
| CMOs issued by government agencies or sponsored agencies | $1,017,000 | 2,293 |
| 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) | $9,978,000 | 1,449 |
| Available-for-sale securities (fair market value) | $16,127,000 | 4,556 |
| Total debt securities | $26,105,000 | 3,868 |
| Structured notes | ||
| Amortized cost | $4,572,000 | 911 |
| Fair value | $4,565,000 | 910 |
| 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 | $26,520,000 | 3,943 |
| U.S. Government securities | $16,097,000 | 4,443 |
| U.S. Treasury securities | $260,000 | 1,758 |
| U.S. Government agency obligations | $15,837,000 | 4,349 |
| Securities issued by states & political subdivisions | $9,289,000 | 2,033 |
| Other domestic debt securities | $1,134,000 | 2,130 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $70,000 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,064,000 | 1,740 |
| 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 | $6,210,000 | 4,229 |
| Mortgage-backed securities | $3,120,000 | 4,504 |
| Certificates of participation in pools of residential mortgages | $1,988,000 | 4,451 |
| Issued or guaranteed by U.S. | $1,988,000 | 4,437 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,132,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $1,132,000 | 2,288 |
| 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) | $9,438,000 | 1,514 |
| Available-for-sale securities (fair market value) | $17,082,000 | 4,483 |
| Total debt securities | $26,520,000 | 3,884 |
| Structured notes | ||
| Amortized cost | $4,423,000 | 962 |
| Fair value | $4,348,000 | 963 |
| 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 | $26,465,000 | 3,950 |
| U.S. Government securities | $16,289,000 | 4,404 |
| U.S. Treasury securities | $265,000 | 1,765 |
| U.S. Government agency obligations | $16,024,000 | 4,320 |
| Securities issued by states & political subdivisions | $8,950,000 | 2,129 |
| Other domestic debt securities | $1,226,000 | 2,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $84,000 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,142,000 | 1,772 |
| 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 | $6,210,000 | 4,221 |
| Mortgage-backed securities | $3,270,000 | 4,509 |
| Certificates of participation in pools of residential mortgages | $2,235,000 | 4,354 |
| Issued or guaranteed by U.S. | $2,235,000 | 4,339 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,035,000 | 2,635 |
| CMOs issued by government agencies or sponsored agencies | $1,035,000 | 2,386 |
| 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) | $9,099,000 | 1,548 |
| Available-for-sale securities (fair market value) | $17,366,000 | 4,463 |
| Total debt securities | $26,465,000 | 3,889 |
| Structured notes | ||
| Amortized cost | $4,422,000 | 938 |
| Fair value | $4,403,000 | 937 |
| 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 | $25,131,000 | 4,092 |
| U.S. Government securities | $15,463,000 | 4,525 |
| U.S. Treasury securities | $269,000 | 1,774 |
| U.S. Government agency obligations | $15,194,000 | 4,442 |
| Securities issued by states & political subdivisions | $8,408,000 | 2,226 |
| Other domestic debt securities | $1,260,000 | 2,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $102,000 | 327 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,158,000 | 1,826 |
| 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 | $6,060,000 | 4,248 |
| Mortgage-backed securities | $3,311,000 | 4,530 |
| Certificates of participation in pools of residential mortgages | $2,220,000 | 4,392 |
| Issued or guaranteed by U.S. | $2,220,000 | 4,379 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,091,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $1,091,000 | 2,369 |
| 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) | $8,557,000 | 1,610 |
| Available-for-sale securities (fair market value) | $16,574,000 | 4,561 |
| Total debt securities | $25,131,000 | 4,020 |
| Structured notes | ||
| Amortized cost | $4,183,000 | 966 |
| Fair value | $4,190,000 | 962 |
| 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 | $25,120,000 | 4,160 |
| U.S. Government securities | $15,695,000 | 4,561 |
| U.S. Treasury securities | $270,000 | 1,884 |
| U.S. Government agency obligations | $15,425,000 | 4,456 |
| Securities issued by states & political subdivisions | $8,058,000 | 2,288 |
| Other domestic debt securities | $1,367,000 | 2,182 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $125,000 | 331 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,242,000 | 1,891 |
| 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 | $6,050,000 | 4,229 |
| Mortgage-backed securities | $3,373,000 | 4,558 |
| Certificates of participation in pools of residential mortgages | $2,270,000 | 4,416 |
| Issued or guaranteed by U.S. | $2,270,000 | 4,403 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,103,000 | 2,637 |
| CMOs issued by government agencies or sponsored agencies | $1,103,000 | 2,399 |
| 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) | $8,207,000 | 1,651 |
| Available-for-sale securities (fair market value) | $16,913,000 | 4,608 |
| Total debt securities | $25,120,000 | 4,088 |
| Structured notes | ||
| Amortized cost | $4,304,000 | 933 |
| Fair value | $4,227,000 | 930 |
| 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 | $24,211,000 | 4,250 |
| U.S. Government securities | $14,770,000 | 4,696 |
| U.S. Treasury securities | $279,000 | 1,856 |
| U.S. Government agency obligations | $14,491,000 | 4,614 |
| Securities issued by states & political subdivisions | $7,746,000 | 2,373 |
| Other domestic debt securities | $1,695,000 | 2,103 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $145,000 | 342 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,550,000 | 1,827 |
| 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 | $6,050,000 | 4,185 |
| Mortgage-backed securities | $3,269,000 | 4,659 |
| Certificates of participation in pools of residential mortgages | $2,257,000 | 4,476 |
| Issued or guaranteed by U.S. | $2,257,000 | 4,460 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,012,000 | 2,772 |
| CMOs issued by government agencies or sponsored agencies | $1,012,000 | 2,520 |
| 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) | $7,896,000 | 1,664 |
| Available-for-sale securities (fair market value) | $16,315,000 | 4,668 |
| Total debt securities | $24,211,000 | 4,167 |
| Structured notes | ||
| Amortized cost | $2,795,000 | 1,132 |
| Fair value | $2,814,000 | 1,133 |
| 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 | $23,790,000 | 4,355 |
| U.S. Government securities | $14,559,000 | 4,770 |
| U.S. Treasury securities | $280,000 | 1,974 |
| U.S. Government agency obligations | $14,279,000 | 4,674 |
| Securities issued by states & political subdivisions | $7,410,000 | 2,457 |
| Other domestic debt securities | $1,821,000 | 2,094 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $181,000 | 357 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,640,000 | 1,865 |
| 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 | $6,050,000 | 4,109 |
| Mortgage-backed securities | $2,837,000 | 4,788 |
| Certificates of participation in pools of residential mortgages | $2,404,000 | 4,385 |
| Issued or guaranteed by U.S. | $2,404,000 | 4,364 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $433,000 | 3,263 |
| CMOs issued by government agencies or sponsored agencies | $433,000 | 3,111 |
| 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) | $7,410,000 | 1,746 |
| Available-for-sale securities (fair market value) | $16,380,000 | 4,689 |
| Total debt securities | $23,790,000 | 4,276 |
| 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 | $21,608,000 | 4,534 |
| U.S. Government securities | $12,924,000 | 4,938 |
| U.S. Treasury securities | $282,000 | 2,032 |
| U.S. Government agency obligations | $12,642,000 | 4,861 |
| Securities issued by states & political subdivisions | $6,845,000 | 2,572 |
| Other domestic debt securities | $1,839,000 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $199,000 | 369 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,640,000 | 1,988 |
| 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 | $6,050,000 | 4,067 |
| Mortgage-backed securities | $3,091,000 | 4,690 |
| Certificates of participation in pools of residential mortgages | $2,628,000 | 4,271 |
| Issued or guaranteed by U.S. | $2,628,000 | 4,254 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $463,000 | 3,292 |
| CMOs issued by government agencies or sponsored agencies | $463,000 | 3,128 |
| 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) | $6,845,000 | 1,804 |
| Available-for-sale securities (fair market value) | $14,763,000 | 4,879 |
| Total debt securities | $21,608,000 | 4,462 |
| 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 | $20,677,000 | 4,600 |
| U.S. Government securities | $12,339,000 | 5,007 |
| U.S. Treasury securities | $289,000 | 2,057 |
| U.S. Government agency obligations | $12,050,000 | 4,901 |
| Securities issued by states & political subdivisions | $6,468,000 | 2,619 |
| Other domestic debt securities | $1,870,000 | 2,253 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $201,000 | 385 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,669,000 | 2,037 |
| 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 | $5,900,000 | 4,083 |
| Mortgage-backed securities | $3,586,000 | 4,580 |
| Certificates of participation in pools of residential mortgages | $3,031,000 | 4,139 |
| Issued or guaranteed by U.S. | $3,031,000 | 4,126 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $555,000 | 3,375 |
| CMOs issued by government agencies or sponsored agencies | $555,000 | 3,206 |
| 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) | $6,468,000 | 1,854 |
| Available-for-sale securities (fair market value) | $14,209,000 | 4,920 |
| Total debt securities | $20,677,000 | 4,510 |
| 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 | $21,361,000 | 4,462 |
| U.S. Government securities | $13,655,000 | 4,762 |
| U.S. Treasury securities | $287,000 | 2,108 |
| U.S. Government agency obligations | $13,368,000 | 4,648 |
| Securities issued by states & political subdivisions | $6,134,000 | 2,621 |
| Other domestic debt securities | $1,572,000 | 2,400 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $202,000 | 390 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,370,000 | 2,204 |
| 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 | $5,900,000 | 4,112 |
| Mortgage-backed securities | $4,164,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $3,426,000 | 3,987 |
| Issued or guaranteed by U.S. | $3,426,000 | 3,972 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $738,000 | 3,328 |
| CMOs issued by government agencies or sponsored agencies | $738,000 | 3,176 |
| 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) | $6,134,000 | 1,958 |
| Available-for-sale securities (fair market value) | $15,227,000 | 4,737 |
| Total debt securities | $21,361,000 | 4,370 |
| 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 | $20,886,000 | 4,514 |
| U.S. Government securities | $13,567,000 | 4,753 |
| U.S. Treasury securities | $286,000 | 2,250 |
| U.S. Government agency obligations | $13,281,000 | 4,633 |
| Securities issued by states & political subdivisions | $6,176,000 | 2,593 |
| Other domestic debt securities | $1,143,000 | 2,684 |
| 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 | $1,143,000 | 2,347 |
| 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 | $5,900,000 | 4,091 |
| Mortgage-backed securities | $4,044,000 | 4,464 |
| Certificates of participation in pools of residential mortgages | $2,980,000 | 4,179 |
| Issued or guaranteed by U.S. | $2,980,000 | 4,165 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,064,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $1,064,000 | 2,937 |
| 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) | $6,176,000 | 1,980 |
| Available-for-sale securities (fair market value) | $14,710,000 | 4,771 |
| Total debt securities | $20,886,000 | 4,420 |
| 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 | $19,274,000 | 4,647 |
| U.S. Government securities | $12,937,000 | 4,798 |
| U.S. Treasury securities | $276,000 | 2,787 |
| U.S. Government agency obligations | $12,661,000 | 4,643 |
| Securities issued by states & political subdivisions | $5,615,000 | 2,662 |
| Other domestic debt securities | $722,000 | 3,153 |
| 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 | $722,000 | 2,721 |
| 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 | $5,320,000 | 4,290 |
| Mortgage-backed securities | $4,189,000 | 4,237 |
| Certificates of participation in pools of residential mortgages | $2,962,000 | 3,906 |
| Issued or guaranteed by U.S. | $2,962,000 | 3,891 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,227,000 | 3,132 |
| CMOs issued by government agencies or sponsored agencies | $1,227,000 | 2,963 |
| 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) | $5,615,000 | 2,157 |
| Available-for-sale securities (fair market value) | $13,659,000 | 4,834 |
| Total debt securities | $19,273,000 | 4,556 |
| 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 | $16,994,000 | 5,168 |
| U.S. Government securities | $12,100,000 | 5,234 |
| U.S. Treasury securities | $725,000 | 3,066 |
| U.S. Government agency obligations | $11,375,000 | 5,101 |
| Securities issued by states & political subdivisions | $4,586,000 | 2,957 |
| Other domestic debt securities | $308,000 | 3,226 |
| 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 | $308,000 | 2,821 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,470,000 | 4,894 |
| Mortgage-backed securities | $2,779,000 | 4,321 |
| Certificates of participation in pools of residential mortgages | $2,334,000 | 3,744 |
| Issued or guaranteed by U.S. | $2,334,000 | 3,728 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $445,000 | 3,417 |
| CMOs issued by government agencies or sponsored agencies | $445,000 | 3,251 |
| 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) | $4,586,000 | 2,877 |
| Available-for-sale securities (fair market value) | $12,408,000 | 5,137 |
| Total debt securities | $16,994,000 | 5,047 |
| Structured notes | ||
| Amortized cost | $101,000 | 882 |
| Fair value | $101,000 | 882 |
| 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 | $15,161,000 | 5,766 |
| U.S. Government securities | $10,794,000 | 5,860 |
| U.S. Treasury securities | $1,306,000 | 3,294 |
| U.S. Government agency obligations | $9,488,000 | 5,755 |
| Securities issued by states & political subdivisions | $4,170,000 | 3,286 |
| Other domestic debt securities | $197,000 | 3,363 |
| 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 | $197,000 | 2,868 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,420,000 | 4,880 |
| Mortgage-backed securities | $2,292,000 | 4,899 |
| Certificates of participation in pools of residential mortgages | $1,905,000 | 4,277 |
| Issued or guaranteed by U.S. | $1,905,000 | 4,258 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $387,000 | 3,713 |
| CMOs issued by government agencies or sponsored agencies | $387,000 | 3,547 |
| 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) | $4,170,000 | 3,338 |
| Available-for-sale securities (fair market value) | $10,991,000 | 5,596 |
| Total debt securities | $15,161,000 | 5,657 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $14,501,000 | 5,906 |
| U.S. Government securities | $10,447,000 | 5,957 |
| U.S. Treasury securities | $2,326,000 | 3,588 |
| U.S. Government agency obligations | $8,121,000 | 5,871 |
| Securities issued by states & political subdivisions | $4,054,000 | 3,374 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,370,000 | 4,622 |
| Mortgage-backed securities | $2,539,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $2,116,000 | 4,302 |
| Issued or guaranteed by U.S. | $2,116,000 | 4,284 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $423,000 | 3,901 |
| CMOs issued by government agencies or sponsored agencies | $423,000 | 3,745 |
| 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) | $4,054,000 | 3,748 |
| Available-for-sale securities (fair market value) | $10,447,000 | 5,645 |
| Total debt securities | $14,501,000 | 5,778 |
| 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 | $15,438,000 | 5,891 |
| U.S. Government securities | $11,531,000 | 5,970 |
| U.S. Treasury securities | $3,046,000 | 4,188 |
| U.S. Government agency obligations | $8,485,000 | 5,768 |
| Securities issued by states & political subdivisions | $3,905,000 | 3,266 |
| 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 | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,170,000 | 4,907 |
| Mortgage-backed securities | $2,533,000 | 5,049 |
| Certificates of participation in pools of residential mortgages | $2,000,000 | 4,385 |
| Issued or guaranteed by U.S. | $2,000,000 | 4,372 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $533,000 | 3,923 |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 3,774 |
| 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) | $3,905,000 | 4,610 |
| Available-for-sale securities (fair market value) | $11,533,000 | 5,300 |
| Total debt securities | $15,436,000 | 5,765 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $198,000 | 2,709 |
| 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 | $15,900,000 | 6,191 |
| U.S. Government securities | $12,141,000 | 6,281 |
| U.S. Treasury securities | $3,758,000 | 4,532 |
| U.S. Government agency obligations | $8,383,000 | 6,084 |
| Securities issued by states & political subdivisions | $3,656,000 | 3,470 |
| Other domestic debt securities | $101,000 | 3,764 |
| 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 | $101,000 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,655,000 | 5,373 |
| Mortgage-backed securities | $2,064,000 | 5,836 |
| Certificates of participation in pools of residential mortgages | $1,471,000 | 5,236 |
| Issued or guaranteed by U.S. | $1,471,000 | 5,220 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $593,000 | 4,301 |
| CMOs issued by government agencies or sponsored agencies | $593,000 | 4,151 |
| 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) | $3,656,000 | 5,302 |
| Available-for-sale securities (fair market value) | $12,244,000 | 5,355 |
| Total debt securities | $15,898,000 | 6,072 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,340 |
| Fair value | $594,000 | 2,363 |
| 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 | $14,942,000 | 6,728 |
| U.S. Government securities | $11,513,000 | 6,746 |
| U.S. Treasury securities | $3,885,000 | 5,366 |
| U.S. Government agency obligations | $7,628,000 | 6,405 |
| Securities issued by states & political subdivisions | $3,126,000 | 3,892 |
| Other domestic debt securities | $301,000 | 3,658 |
| 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 | $301,000 | 2,859 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,460,000 | 7,517 |
| Mortgage-backed securities | $2,211,000 | 6,081 |
| Certificates of participation in pools of residential mortgages | $1,688,000 | 5,241 |
| Issued or guaranteed by U.S. | $1,688,000 | 5,209 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $523,000 | 4,821 |
| CMOs issued by government agencies or sponsored agencies | $523,000 | 4,632 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,126,000 | 5,932 |
| Available-for-sale securities (fair market value) | $11,816,000 | 5,618 |
| Total debt securities | $14,940,000 | 6,591 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,891 |
| Fair value | $1,725,000 | 1,906 |
| 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 | $14,299,000 | 7,316 |
| U.S. Government securities | $11,186,000 | 7,268 |
| U.S. Treasury securities | $5,110,000 | 5,435 |
| U.S. Government agency obligations | $6,076,000 | 7,110 |
| Securities issued by states & political subdivisions | $2,752,000 | 4,404 |
| Other domestic debt securities | $359,000 | 3,990 |
| 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 | $359,000 | 3,185 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,110,000 | 8,229 |
| Mortgage-backed securities | $1,625,000 | 7,019 |
| Certificates of participation in pools of residential mortgages | $1,246,000 | 6,064 |
| Issued or guaranteed by U.S. | $1,246,000 | 6,041 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $379,000 | 5,523 |
| CMOs issued by government agencies or sponsored agencies | $379,000 | 5,291 |
| 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) | $9,027,000 | 6,065 |
| Available-for-sale securities (fair market value) | $5,272,000 | 6,729 |
| Total debt securities | $14,297,000 | 7,211 |
| 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 | $14,234,000 | 7,646 |
| U.S. Government securities | $11,668,000 | 7,373 |
| U.S. Treasury securities | $6,094,000 | 5,017 |
| U.S. Government agency obligations | $5,574,000 | 7,542 |
| Securities issued by states & political subdivisions | $2,365,000 | 4,882 |
| Other domestic debt securities | $199,000 | 5,358 |
| 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 | $199,000 | 4,232 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,000 | 8,506 |
| Mortgage-backed securities | $1,321,000 | 8,006 |
| Certificates of participation in pools of residential mortgages | $1,119,000 | 6,864 |
| Issued or guaranteed by U.S. | $1,119,000 | 6,817 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $202,000 | 6,347 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 6,062 |
| 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 | $14,232,000 | 7,494 |
| 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 | $12,806,000 | 8,079 |
| U.S. Government securities | $10,376,000 | 7,889 |
| U.S. Treasury securities | $5,894,000 | 5,253 |
| U.S. Government agency obligations | $4,482,000 | 8,352 |
| Securities issued by states & political subdivisions | $2,124,000 | 4,910 |
| Other domestic debt securities | $204,000 | 6,136 |
| Privately issued residential mortgage-backed securities | $5,000 | 4,087 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $199,000 | 4,821 |
| Foreign debt securities | NA | NA |
| Equity securities | $102,000 | 5,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $920,000 | 8,905 |
| Mortgage-backed securities | $841,000 | 9,190 |
| Certificates of participation in pools of residential mortgages | $769,000 | 7,952 |
| Issued or guaranteed by U.S. | $769,000 | 7,891 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $72,000 | 7,055 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 6,476 |
| Privately issued | $5,000 | 3,509 |
| 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 | $12,704,000 | 7,992 |
| 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 |