Home > Horatio State Bank > Securities
Horatio State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $28,677,000 | 3,239 |
| U.S. Government securities | $18,603,000 | 3,048 |
| U.S. Treasury securities | $980,000 | 2,530 |
| U.S. Government agency obligations | $17,623,000 | 2,731 |
| Securities issued by states & political subdivisions | $10,074,000 | 2,444 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,614,000 | 2,129 |
| Mortgage-backed securities | $639,000 | 3,567 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $639,000 | 3,310 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $10,074,000 | 987 |
| Available-for-sale securities (fair market value) | $18,603,000 | 3,393 |
| Total debt securities | $28,677,000 | 3,215 |
| Structured notes | ||
| Amortized cost | $750,000 | 904 |
| Fair value | $696,000 | 911 |
| 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 | $27,711,000 | 3,289 |
| U.S. Government securities | $17,637,000 | 3,106 |
| U.S. Treasury securities | $1,209,000 | 2,526 |
| U.S. Government agency obligations | $16,428,000 | 2,796 |
| Securities issued by states & political subdivisions | $10,074,000 | 2,441 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,005,000 | 2,144 |
| Mortgage-backed securities | $647,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $647,000 | 3,324 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $10,074,000 | 1,004 |
| Available-for-sale securities (fair market value) | $17,637,000 | 3,437 |
| Total debt securities | $27,711,000 | 3,262 |
| Structured notes | ||
| Amortized cost | $500,000 | 962 |
| Fair value | $440,000 | 1,022 |
| 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 | $28,482,000 | 3,315 |
| U.S. Government securities | $18,408,000 | 3,112 |
| U.S. Treasury securities | $1,214,000 | 2,540 |
| U.S. Government agency obligations | $17,194,000 | 2,804 |
| Securities issued by states & political subdivisions | $10,074,000 | 2,488 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,671,000 | 2,145 |
| Mortgage-backed securities | $669,000 | 3,594 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $669,000 | 3,336 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $10,074,000 | 1,010 |
| Available-for-sale securities (fair market value) | $18,408,000 | 3,441 |
| Total debt securities | $28,483,000 | 3,289 |
| Structured notes | ||
| Amortized cost | $750,000 | 974 |
| Fair value | $682,000 | 982 |
| 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 | $29,801,000 | 3,339 |
| U.S. Government securities | $19,312,000 | 3,143 |
| U.S. Treasury securities | $1,722,000 | 2,538 |
| U.S. Government agency obligations | $17,590,000 | 2,789 |
| Securities issued by states & political subdivisions | $10,489,000 | 2,512 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,006,000 | 2,077 |
| Mortgage-backed securities | $345,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $345,000 | 3,503 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $10,489,000 | 1,034 |
| Available-for-sale securities (fair market value) | $19,312,000 | 3,476 |
| Total debt securities | $29,801,000 | 3,315 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,004 |
| Fair value | $687,000 | 1,011 |
| 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 | $29,779,000 | 3,384 |
| U.S. Government securities | $18,629,000 | 3,191 |
| U.S. Treasury securities | $2,446,000 | 2,392 |
| U.S. Government agency obligations | $16,183,000 | 2,862 |
| Securities issued by states & political subdivisions | $11,150,000 | 2,495 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,938,000 | 1,976 |
| Mortgage-backed securities | $358,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $358,000 | 3,528 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $11,150,000 | 1,022 |
| Available-for-sale securities (fair market value) | $18,629,000 | 3,526 |
| Total debt securities | $29,779,000 | 3,360 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,029 |
| Fair value | $680,000 | 1,038 |
| 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 | $29,042,000 | 3,417 |
| U.S. Government securities | $18,404,000 | 3,222 |
| U.S. Treasury securities | $2,431,000 | 2,422 |
| U.S. Government agency obligations | $15,973,000 | 2,881 |
| Securities issued by states & political subdivisions | $10,638,000 | 2,541 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,968,000 | 1,949 |
| Mortgage-backed securities | $130,000 | 3,855 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $130,000 | 3,658 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $10,638,000 | 1,021 |
| Available-for-sale securities (fair market value) | $18,404,000 | 3,547 |
| Total debt securities | $29,042,000 | 3,388 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,184 |
| Fair value | $198,000 | 1,203 |
| 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 | $28,760,000 | 3,448 |
| U.S. Government securities | $17,970,000 | 3,280 |
| U.S. Treasury securities | $1,961,000 | 2,479 |
| U.S. Government agency obligations | $16,009,000 | 2,928 |
| Securities issued by states & political subdivisions | $10,790,000 | 2,593 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,168,000 | 1,982 |
| Mortgage-backed securities | $138,000 | 3,898 |
| Certificates of participation in pools of residential mortgages | $138,000 | 3,753 |
| Issued or guaranteed by U.S. | $138,000 | 3,677 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $10,790,000 | 943 |
| Available-for-sale securities (fair market value) | $17,970,000 | 3,608 |
| Total debt securities | $28,761,000 | 3,429 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,156 |
| Fair value | $213,000 | 1,175 |
| 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 | $28,097,000 | 3,433 |
| U.S. Government securities | $17,241,000 | 3,229 |
| U.S. Treasury securities | $1,228,000 | 2,397 |
| U.S. Government agency obligations | $16,013,000 | 2,918 |
| Securities issued by states & political subdivisions | $10,856,000 | 2,592 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,949,000 | 1,970 |
| Mortgage-backed securities | $166,000 | 3,900 |
| Certificates of participation in pools of residential mortgages | $166,000 | 3,752 |
| Issued or guaranteed by U.S. | $166,000 | 3,683 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $10,856,000 | 855 |
| Available-for-sale securities (fair market value) | $17,241,000 | 3,613 |
| Total debt securities | $28,096,000 | 3,413 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,027 |
| Fair value | $229,000 | 1,045 |
| 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 | $29,569,000 | 3,304 |
| U.S. Government securities | $17,535,000 | 3,088 |
| U.S. Treasury securities | $995,000 | 1,984 |
| U.S. Government agency obligations | $16,540,000 | 2,861 |
| Securities issued by states & political subdivisions | $12,034,000 | 2,538 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,369,000 | 1,997 |
| Mortgage-backed securities | $200,000 | 3,905 |
| Certificates of participation in pools of residential mortgages | $200,000 | 3,754 |
| Issued or guaranteed by U.S. | $200,000 | 3,673 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $12,034,000 | 714 |
| Available-for-sale securities (fair market value) | $17,535,000 | 3,570 |
| Total debt securities | $29,568,000 | 3,283 |
| Structured notes | ||
| Amortized cost | $250,000 | 937 |
| Fair value | $245,000 | 952 |
| 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 | $28,209,000 | 3,313 |
| U.S. Government securities | $17,200,000 | 3,044 |
| U.S. Treasury securities | $749,000 | 1,845 |
| U.S. Government agency obligations | $16,451,000 | 2,861 |
| Securities issued by states & political subdivisions | $11,009,000 | 2,600 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,676,000 | 2,053 |
| Mortgage-backed securities | $224,000 | 3,950 |
| Certificates of participation in pools of residential mortgages | $224,000 | 3,790 |
| Issued or guaranteed by U.S. | $224,000 | 3,716 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $11,009,000 | 713 |
| Available-for-sale securities (fair market value) | $17,200,000 | 3,557 |
| Total debt securities | $28,209,000 | 3,293 |
| Structured notes | ||
| Amortized cost | $250,000 | 826 |
| Fair value | $250,000 | 831 |
| 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 | $27,711,000 | 3,289 |
| U.S. Government securities | $17,120,000 | 2,998 |
| U.S. Treasury securities | $749,000 | 1,737 |
| U.S. Government agency obligations | $16,371,000 | 2,833 |
| Securities issued by states & political subdivisions | $10,591,000 | 2,616 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,669,000 | 2,028 |
| Mortgage-backed securities | $262,000 | 3,956 |
| Certificates of participation in pools of residential mortgages | $262,000 | 3,786 |
| Issued or guaranteed by U.S. | $262,000 | 3,706 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $10,591,000 | 707 |
| Available-for-sale securities (fair market value) | $17,120,000 | 3,522 |
| Total debt securities | $27,711,000 | 3,267 |
| 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 | $25,752,000 | 3,274 |
| U.S. Government securities | $14,992,000 | 2,994 |
| U.S. Treasury securities | $500,000 | 1,524 |
| U.S. Government agency obligations | $14,492,000 | 2,860 |
| Securities issued by states & political subdivisions | $10,760,000 | 2,575 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,043,000 | 2,039 |
| Mortgage-backed securities | $316,000 | 3,930 |
| Certificates of participation in pools of residential mortgages | $316,000 | 3,760 |
| Issued or guaranteed by U.S. | $316,000 | 3,675 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $10,760,000 | 663 |
| Available-for-sale securities (fair market value) | $14,992,000 | 3,573 |
| Total debt securities | $25,752,000 | 3,255 |
| 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 | $23,494,000 | 3,250 |
| U.S. Government securities | $13,192,000 | 3,006 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $13,192,000 | 2,854 |
| Securities issued by states & political subdivisions | $10,302,000 | 2,581 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,543,000 | 2,054 |
| Mortgage-backed securities | $378,000 | 3,915 |
| Certificates of participation in pools of residential mortgages | $378,000 | 3,726 |
| Issued or guaranteed by U.S. | $378,000 | 3,650 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $10,302,000 | 647 |
| Available-for-sale securities (fair market value) | $13,192,000 | 3,600 |
| Total debt securities | $23,494,000 | 3,229 |
| 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 | $22,768,000 | 3,211 |
| U.S. Government securities | $13,256,000 | 2,955 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $13,256,000 | 2,814 |
| Securities issued by states & political subdivisions | $9,512,000 | 2,530 |
| 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 | $16,478,000 | 2,092 |
| Mortgage-backed securities | $447,000 | 3,907 |
| Certificates of participation in pools of residential mortgages | $447,000 | 3,703 |
| Issued or guaranteed by U.S. | $447,000 | 3,627 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $9,512,000 | 677 |
| Available-for-sale securities (fair market value) | $13,256,000 | 3,537 |
| Total debt securities | $22,768,000 | 3,190 |
| 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 | $21,863,000 | 3,221 |
| U.S. Government securities | $13,825,000 | 2,930 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $13,825,000 | 2,786 |
| Securities issued by states & political subdivisions | $8,038,000 | 2,642 |
| 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 | $16,280,000 | 2,118 |
| Mortgage-backed securities | $504,000 | 3,909 |
| Certificates of participation in pools of residential mortgages | $504,000 | 3,686 |
| Issued or guaranteed by U.S. | $504,000 | 3,609 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $8,038,000 | 739 |
| Available-for-sale securities (fair market value) | $13,825,000 | 3,501 |
| Total debt securities | $21,863,000 | 3,201 |
| 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 | $18,964,000 | 3,368 |
| U.S. Government securities | $12,487,000 | 3,075 |
| U.S. Treasury securities | $3,012,000 | 774 |
| U.S. Government agency obligations | $9,475,000 | 3,209 |
| Securities issued by states & political subdivisions | $6,477,000 | 2,771 |
| 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 | $16,147,000 | 2,077 |
| Mortgage-backed securities | $524,000 | 3,924 |
| Certificates of participation in pools of residential mortgages | $524,000 | 3,697 |
| Issued or guaranteed by U.S. | $524,000 | 3,604 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $6,477,000 | 823 |
| Available-for-sale securities (fair market value) | $12,487,000 | 3,577 |
| Total debt securities | $18,964,000 | 3,344 |
| 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 | $21,738,000 | 3,261 |
| U.S. Government securities | $15,774,000 | 2,861 |
| U.S. Treasury securities | $3,014,000 | 802 |
| U.S. Government agency obligations | $12,760,000 | 2,967 |
| Securities issued by states & political subdivisions | $5,964,000 | 2,834 |
| 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 | $17,777,000 | 1,972 |
| Mortgage-backed securities | $597,000 | 3,916 |
| Certificates of participation in pools of residential mortgages | $597,000 | 3,681 |
| Issued or guaranteed by U.S. | $597,000 | 3,595 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $5,964,000 | 880 |
| Available-for-sale securities (fair market value) | $15,774,000 | 3,381 |
| Total debt securities | $21,738,000 | 3,240 |
| Structured notes | ||
| Amortized cost | $500,000 | 539 |
| Fair value | $499,000 | 567 |
| 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 | $21,228,000 | 3,313 |
| U.S. Government securities | $16,204,000 | 2,873 |
| U.S. Treasury securities | $3,017,000 | 816 |
| U.S. Government agency obligations | $13,187,000 | 2,964 |
| Securities issued by states & political subdivisions | $5,024,000 | 3,016 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,374,000 | 2,003 |
| Mortgage-backed securities | $658,000 | 3,940 |
| Certificates of participation in pools of residential mortgages | $658,000 | 3,692 |
| Issued or guaranteed by U.S. | $658,000 | 3,602 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $5,024,000 | 979 |
| Available-for-sale securities (fair market value) | $16,204,000 | 3,402 |
| Total debt securities | $21,228,000 | 3,288 |
| Structured notes | ||
| Amortized cost | $500,000 | 667 |
| Fair value | $500,000 | 678 |
| 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 | $21,815,000 | 3,343 |
| U.S. Government securities | $16,491,000 | 2,904 |
| U.S. Treasury securities | $3,022,000 | 825 |
| U.S. Government agency obligations | $13,469,000 | 2,976 |
| Securities issued by states & political subdivisions | $5,324,000 | 3,025 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,279,000 | 1,946 |
| Mortgage-backed securities | $705,000 | 3,935 |
| Certificates of participation in pools of residential mortgages | $705,000 | 3,680 |
| Issued or guaranteed by U.S. | $705,000 | 3,601 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $5,324,000 | 1,001 |
| Available-for-sale securities (fair market value) | $16,491,000 | 3,429 |
| Total debt securities | $21,815,000 | 3,320 |
| Structured notes | ||
| Amortized cost | $500,000 | 736 |
| Fair value | $499,000 | 763 |
| 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 | $21,759,000 | 3,394 |
| U.S. Government securities | $16,155,000 | 2,949 |
| U.S. Treasury securities | $3,012,000 | 848 |
| U.S. Government agency obligations | $13,143,000 | 3,033 |
| Securities issued by states & political subdivisions | $5,604,000 | 3,030 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,700,000 | 2,004 |
| Mortgage-backed securities | $767,000 | 3,955 |
| Certificates of participation in pools of residential mortgages | $767,000 | 3,689 |
| Issued or guaranteed by U.S. | $767,000 | 3,602 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $5,604,000 | 999 |
| Available-for-sale securities (fair market value) | $16,155,000 | 3,503 |
| Total debt securities | $21,759,000 | 3,374 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $498,000 | 762 |
| 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 | $21,800,000 | 3,437 |
| U.S. Government securities | $16,011,000 | 2,985 |
| U.S. Treasury securities | $3,004,000 | 851 |
| U.S. Government agency obligations | $13,007,000 | 3,087 |
| Securities issued by states & political subdivisions | $5,789,000 | 3,049 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,655,000 | 2,021 |
| Mortgage-backed securities | $775,000 | 3,974 |
| Certificates of participation in pools of residential mortgages | $775,000 | 3,712 |
| Issued or guaranteed by U.S. | $775,000 | 3,641 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $5,789,000 | 1,025 |
| Available-for-sale securities (fair market value) | $16,011,000 | 3,549 |
| Total debt securities | $21,800,000 | 3,415 |
| Structured notes | ||
| Amortized cost | $500,000 | 771 |
| Fair value | $493,000 | 806 |
| 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 | $21,764,000 | 3,462 |
| U.S. Government securities | $15,975,000 | 3,020 |
| U.S. Treasury securities | $3,001,000 | 824 |
| U.S. Government agency obligations | $12,974,000 | 3,148 |
| Securities issued by states & political subdivisions | $5,789,000 | 3,090 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,695,000 | 2,005 |
| Mortgage-backed securities | $832,000 | 4,003 |
| Certificates of participation in pools of residential mortgages | $832,000 | 3,732 |
| Issued or guaranteed by U.S. | $832,000 | 3,704 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $5,789,000 | 1,051 |
| Available-for-sale securities (fair market value) | $15,975,000 | 3,576 |
| Total debt securities | $21,764,000 | 3,440 |
| Structured notes | ||
| Amortized cost | $500,000 | 750 |
| Fair value | $488,000 | 784 |
| 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 | $22,040,000 | 3,504 |
| U.S. Government securities | $16,016,000 | 3,022 |
| U.S. Treasury securities | $3,014,000 | 789 |
| U.S. Government agency obligations | $13,002,000 | 3,153 |
| Securities issued by states & political subdivisions | $6,024,000 | 3,101 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,773,000 | 2,043 |
| Mortgage-backed securities | $888,000 | 4,039 |
| Certificates of participation in pools of residential mortgages | $888,000 | 3,766 |
| Issued or guaranteed by U.S. | $888,000 | 3,591 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $6,024,000 | 1,050 |
| Available-for-sale securities (fair market value) | $16,016,000 | 3,629 |
| Total debt securities | $22,040,000 | 3,481 |
| Structured notes | ||
| Amortized cost | $500,000 | 749 |
| Fair value | $489,000 | 785 |
| 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 | $21,431,000 | 3,573 |
| U.S. Government securities | $15,592,000 | 3,135 |
| U.S. Treasury securities | $3,279,000 | 760 |
| U.S. Government agency obligations | $12,313,000 | 3,295 |
| Securities issued by states & political subdivisions | $5,839,000 | 3,185 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,807,000 | 2,129 |
| Mortgage-backed securities | $668,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $668,000 | 3,907 |
| Issued or guaranteed by U.S. | $668,000 | 3,900 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $5,839,000 | 1,082 |
| Available-for-sale securities (fair market value) | $15,592,000 | 3,700 |
| Total debt securities | $21,430,000 | 3,551 |
| Structured notes | ||
| Amortized cost | $500,000 | 718 |
| Fair value | $489,000 | 752 |
| 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 | $20,892,000 | 3,668 |
| U.S. Government securities | $15,028,000 | 3,211 |
| U.S. Treasury securities | $3,312,000 | 713 |
| U.S. Government agency obligations | $11,716,000 | 3,379 |
| Securities issued by states & political subdivisions | $5,864,000 | 3,250 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,340,000 | 2,120 |
| Mortgage-backed securities | $699,000 | 4,173 |
| Certificates of participation in pools of residential mortgages | $699,000 | 3,936 |
| Issued or guaranteed by U.S. | $699,000 | 3,930 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $5,864,000 | 1,098 |
| Available-for-sale securities (fair market value) | $15,028,000 | 3,816 |
| Total debt securities | $20,892,000 | 3,643 |
| Structured notes | ||
| Amortized cost | $500,000 | 725 |
| Fair value | $493,000 | 761 |
| 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 | $20,526,000 | 3,739 |
| U.S. Government securities | $14,713,000 | 3,253 |
| U.S. Treasury securities | $3,100,000 | 690 |
| U.S. Government agency obligations | $11,613,000 | 3,427 |
| Securities issued by states & political subdivisions | $5,813,000 | 3,288 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,310,000 | 2,156 |
| Mortgage-backed securities | $477,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $477,000 | 4,085 |
| Issued or guaranteed by U.S. | $477,000 | 4,081 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $5,813,000 | 1,142 |
| Available-for-sale securities (fair market value) | $14,713,000 | 3,874 |
| Total debt securities | $20,526,000 | 3,713 |
| Structured notes | ||
| Amortized cost | $500,000 | 753 |
| Fair value | $496,000 | 796 |
| 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 | $21,112,000 | 3,745 |
| U.S. Government securities | $15,276,000 | 3,268 |
| U.S. Treasury securities | $3,114,000 | 706 |
| U.S. Government agency obligations | $12,162,000 | 3,425 |
| Securities issued by states & political subdivisions | $5,836,000 | 3,310 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,315,000 | 2,255 |
| Mortgage-backed securities | $489,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $489,000 | 4,123 |
| Issued or guaranteed by U.S. | $489,000 | 4,118 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $5,836,000 | 1,162 |
| Available-for-sale securities (fair market value) | $15,276,000 | 3,867 |
| Total debt securities | $21,112,000 | 3,723 |
| Structured notes | ||
| Amortized cost | $497,000 | 881 |
| Fair value | $500,000 | 805 |
| 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 | $21,620,000 | 3,748 |
| U.S. Government securities | $15,698,000 | 3,262 |
| U.S. Treasury securities | $3,116,000 | 743 |
| U.S. Government agency obligations | $12,582,000 | 3,426 |
| Securities issued by states & political subdivisions | $5,922,000 | 3,330 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,821,000 | 2,329 |
| Mortgage-backed securities | $494,000 | 4,412 |
| Certificates of participation in pools of residential mortgages | $494,000 | 4,184 |
| Issued or guaranteed by U.S. | $494,000 | 4,180 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $5,922,000 | 1,180 |
| Available-for-sale securities (fair market value) | $15,698,000 | 3,873 |
| Total debt securities | $21,620,000 | 3,725 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $493,000 | 903 |
| 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 | $19,534,000 | 3,894 |
| U.S. Government securities | $13,612,000 | 3,433 |
| U.S. Treasury securities | $3,112,000 | 719 |
| U.S. Government agency obligations | $10,500,000 | 3,641 |
| Securities issued by states & political subdivisions | $5,922,000 | 3,351 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,649,000 | 2,334 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $5,922,000 | 1,188 |
| Available-for-sale securities (fair market value) | $13,612,000 | 4,033 |
| Total debt securities | $19,534,000 | 3,867 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $489,000 | 904 |
| 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 | $20,281,000 | 3,853 |
| U.S. Government securities | $14,324,000 | 3,365 |
| U.S. Treasury securities | $3,193,000 | 611 |
| U.S. Government agency obligations | $11,131,000 | 3,582 |
| Securities issued by states & political subdivisions | $5,957,000 | 3,367 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,754,000 | 2,486 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $5,957,000 | 1,196 |
| Available-for-sale securities (fair market value) | $14,324,000 | 3,991 |
| Total debt securities | $20,280,000 | 3,829 |
| Structured notes | ||
| Amortized cost | $500,000 | 832 |
| Fair value | $500,000 | 845 |
| 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 | $18,724,000 | 4,020 |
| U.S. Government securities | $13,332,000 | 3,571 |
| U.S. Treasury securities | $3,197,000 | 639 |
| U.S. Government agency obligations | $10,135,000 | 3,822 |
| Securities issued by states & political subdivisions | $5,392,000 | 3,471 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,839,000 | 2,518 |
| Mortgage-backed securities | $0 | 4,997 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $5,392,000 | 1,255 |
| Available-for-sale securities (fair market value) | $13,332,000 | 4,143 |
| Total debt securities | $18,724,000 | 3,999 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 626 |
| Fair value | $1,499,000 | 648 |
| 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 | $19,079,000 | 4,056 |
| U.S. Government securities | $14,056,000 | 3,578 |
| U.S. Treasury securities | $3,188,000 | 651 |
| U.S. Government agency obligations | $10,868,000 | 3,824 |
| Securities issued by states & political subdivisions | $5,023,000 | 3,544 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,795,000 | 2,456 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $5,023,000 | 1,313 |
| Available-for-sale securities (fair market value) | $14,056,000 | 4,122 |
| Total debt securities | $19,079,000 | 4,033 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 623 |
| Fair value | $1,990,000 | 695 |
| 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 | $18,320,000 | 4,160 |
| U.S. Government securities | $13,463,000 | 3,685 |
| U.S. Treasury securities | $3,147,000 | 691 |
| U.S. Government agency obligations | $10,316,000 | 3,918 |
| Securities issued by states & political subdivisions | $4,857,000 | 3,601 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,934,000 | 2,469 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $4,857,000 | 1,364 |
| Available-for-sale securities (fair market value) | $13,463,000 | 4,223 |
| Total debt securities | $18,320,000 | 4,134 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 559 |
| Fair value | $2,967,000 | 597 |
| 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 | $18,065,000 | 4,264 |
| U.S. Government securities | $12,863,000 | 3,828 |
| U.S. Treasury securities | $3,190,000 | 656 |
| U.S. Government agency obligations | $9,673,000 | 4,109 |
| Securities issued by states & political subdivisions | $5,202,000 | 3,560 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,683,000 | 2,341 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $5,202,000 | 1,327 |
| Available-for-sale securities (fair market value) | $12,863,000 | 4,337 |
| Total debt securities | $18,065,000 | 4,236 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 420 |
| Fair value | $5,472,000 | 423 |
| 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 | $19,417,000 | 4,219 |
| U.S. Government securities | $13,915,000 | 3,821 |
| U.S. Treasury securities | $3,152,000 | 672 |
| U.S. Government agency obligations | $10,763,000 | 4,079 |
| Securities issued by states & political subdivisions | $5,502,000 | 3,517 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,688,000 | 2,371 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $5,502,000 | 1,330 |
| Available-for-sale securities (fair market value) | $13,915,000 | 4,320 |
| Total debt securities | $19,417,000 | 4,191 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 452 |
| Fair value | $5,891,000 | 470 |
| 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 | $20,050,000 | 4,222 |
| U.S. Government securities | $14,364,000 | 3,837 |
| U.S. Treasury securities | $3,212,000 | 659 |
| U.S. Government agency obligations | $11,152,000 | 4,101 |
| Securities issued by states & political subdivisions | $5,686,000 | 3,484 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,296,000 | 2,451 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $5,686,000 | 1,329 |
| Available-for-sale securities (fair market value) | $14,364,000 | 4,344 |
| Total debt securities | $20,050,000 | 4,195 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 464 |
| Fair value | $6,453,000 | 477 |
| 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 | $19,371,000 | 4,334 |
| U.S. Government securities | $13,250,000 | 4,030 |
| U.S. Treasury securities | $3,189,000 | 677 |
| U.S. Government agency obligations | $10,061,000 | 4,322 |
| Securities issued by states & political subdivisions | $6,121,000 | 3,441 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,928,000 | 2,492 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $6,121,000 | 1,320 |
| Available-for-sale securities (fair market value) | $13,250,000 | 4,503 |
| Total debt securities | $19,371,000 | 4,314 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 489 |
| Fair value | $6,878,000 | 499 |
| 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 | $20,253,000 | 4,349 |
| U.S. Government securities | $14,132,000 | 4,040 |
| U.S. Treasury securities | $3,182,000 | 674 |
| U.S. Government agency obligations | $10,950,000 | 4,312 |
| Securities issued by states & political subdivisions | $6,121,000 | 3,469 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,816,000 | 2,764 |
| Mortgage-backed securities | $0 | 5,465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $6,121,000 | 1,330 |
| Available-for-sale securities (fair market value) | $14,132,000 | 4,516 |
| Total debt securities | $20,253,000 | 4,327 |
| Structured notes | ||
| Amortized cost | $8,500,000 | 451 |
| Fair value | $8,275,000 | 456 |
| 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 | $21,269,000 | 4,332 |
| U.S. Government securities | $15,094,000 | 3,980 |
| U.S. Treasury securities | $3,193,000 | 631 |
| U.S. Government agency obligations | $11,901,000 | 4,269 |
| Securities issued by states & political subdivisions | $6,175,000 | 3,507 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,390,000 | 2,620 |
| Mortgage-backed securities | $0 | 5,516 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $6,175,000 | 1,348 |
| Available-for-sale securities (fair market value) | $15,094,000 | 4,463 |
| Total debt securities | $21,269,000 | 4,310 |
| Structured notes | ||
| Amortized cost | $9,500,000 | 437 |
| Fair value | $9,229,000 | 442 |
| 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 | $21,341,000 | 4,348 |
| U.S. Government securities | $15,397,000 | 3,973 |
| U.S. Treasury securities | $3,188,000 | 578 |
| U.S. Government agency obligations | $12,209,000 | 4,259 |
| Securities issued by states & political subdivisions | $5,944,000 | 3,576 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,461,000 | 2,636 |
| Mortgage-backed securities | $0 | 5,578 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $5,944,000 | 1,367 |
| Available-for-sale securities (fair market value) | $15,397,000 | 4,489 |
| Total debt securities | $21,341,000 | 4,322 |
| Structured notes | ||
| Amortized cost | $10,500,000 | 405 |
| Fair value | $10,049,000 | 407 |
| 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 | $20,923,000 | 4,393 |
| U.S. Government securities | $15,194,000 | 3,978 |
| U.S. Treasury securities | $3,192,000 | 549 |
| U.S. Government agency obligations | $12,002,000 | 4,281 |
| Securities issued by states & political subdivisions | $5,729,000 | 3,623 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,851,000 | 2,903 |
| Mortgage-backed securities | $0 | 5,624 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $5,729,000 | 1,362 |
| Available-for-sale securities (fair market value) | $15,194,000 | 4,518 |
| Total debt securities | $20,923,000 | 4,371 |
| Structured notes | ||
| Amortized cost | $9,845,000 | 436 |
| Fair value | $10,500,000 | 380 |
| 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 | $21,829,000 | 4,336 |
| U.S. Government securities | $15,800,000 | 3,964 |
| U.S. Treasury securities | $3,224,000 | 533 |
| U.S. Government agency obligations | $12,576,000 | 4,230 |
| Securities issued by states & political subdivisions | $6,029,000 | 3,588 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,753,000 | 2,893 |
| Mortgage-backed securities | $0 | 5,680 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $6,029,000 | 1,311 |
| Available-for-sale securities (fair market value) | $15,800,000 | 4,519 |
| Total debt securities | $21,829,000 | 4,307 |
| Structured notes | ||
| Amortized cost | $11,500,000 | 355 |
| Fair value | $10,918,000 | 350 |
| 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 | $22,144,000 | 4,310 |
| U.S. Government securities | $15,995,000 | 3,920 |
| U.S. Treasury securities | $3,243,000 | 543 |
| U.S. Government agency obligations | $12,752,000 | 4,208 |
| Securities issued by states & political subdivisions | $6,149,000 | 3,549 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,097,000 | 2,976 |
| Mortgage-backed securities | $0 | 5,709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $6,149,000 | 1,231 |
| Available-for-sale securities (fair market value) | $15,995,000 | 4,503 |
| Total debt securities | $22,144,000 | 4,278 |
| Structured notes | ||
| Amortized cost | $11,500,000 | 339 |
| Fair value | $11,087,000 | 338 |
| 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 | $21,720,000 | 4,354 |
| U.S. Government securities | $15,553,000 | 4,003 |
| U.S. Treasury securities | $4,357,000 | 495 |
| U.S. Government agency obligations | $11,196,000 | 4,449 |
| Securities issued by states & political subdivisions | $6,167,000 | 3,539 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,826,000 | 3,344 |
| Mortgage-backed securities | $0 | 5,765 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $6,167,000 | 1,196 |
| Available-for-sale securities (fair market value) | $15,553,000 | 4,573 |
| Total debt securities | $21,720,000 | 4,329 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 389 |
| Fair value | $9,996,000 | 394 |
| 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 | $17,903,000 | 4,680 |
| U.S. Government securities | $12,361,000 | 4,359 |
| U.S. Treasury securities | $4,360,000 | 492 |
| U.S. Government agency obligations | $8,001,000 | 4,917 |
| Securities issued by states & political subdivisions | $5,542,000 | 3,636 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,045,000 | 3,283 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $5,542,000 | 1,257 |
| Available-for-sale securities (fair market value) | $12,361,000 | 4,885 |
| Total debt securities | $17,903,000 | 4,647 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 638 |
| Fair value | $6,001,000 | 653 |
| 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 | $18,705,000 | 4,650 |
| U.S. Government securities | $13,643,000 | 4,282 |
| U.S. Treasury securities | $4,397,000 | 437 |
| U.S. Government agency obligations | $9,246,000 | 4,814 |
| Securities issued by states & political subdivisions | $5,062,000 | 3,736 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,091,000 | 3,297 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $5,062,000 | 1,326 |
| Available-for-sale securities (fair market value) | $13,643,000 | 4,801 |
| Total debt securities | $18,705,000 | 4,620 |
| Structured notes | ||
| Amortized cost | $6,750,000 | 619 |
| Fair value | $6,745,000 | 622 |
| 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 | $16,578,000 | 4,901 |
| U.S. Government securities | $11,410,000 | 4,681 |
| U.S. Treasury securities | $4,405,000 | 430 |
| U.S. Government agency obligations | $7,005,000 | 5,298 |
| Securities issued by states & political subdivisions | $5,168,000 | 3,659 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,580,000 | 3,415 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $5,168,000 | 1,305 |
| Available-for-sale securities (fair market value) | $11,410,000 | 5,131 |
| Total debt securities | $16,577,000 | 4,868 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 772 |
| Fair value | $6,002,000 | 792 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $15,869,000 | 5,027 |
| U.S. Government securities | $10,824,000 | 4,845 |
| U.S. Treasury securities | $4,319,000 | 461 |
| U.S. Government agency obligations | $6,505,000 | 5,482 |
| Securities issued by states & political subdivisions | $5,045,000 | 3,618 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,923,000 | 3,573 |
| Mortgage-backed securities | $32,000 | 5,786 |
| Certificates of participation in pools of residential mortgages | $32,000 | 5,565 |
| Issued or guaranteed by U.S. | $32,000 | 5,557 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $5,045,000 | 1,336 |
| Available-for-sale securities (fair market value) | $10,824,000 | 5,241 |
| Total debt securities | $15,869,000 | 5,000 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 1,118 |
| Fair value | $4,482,000 | 1,126 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $16,953,000 | 4,873 |
| U.S. Government securities | $12,423,000 | 4,563 |
| U.S. Treasury securities | $4,376,000 | 425 |
| U.S. Government agency obligations | $8,047,000 | 5,197 |
| Securities issued by states & political subdivisions | $4,530,000 | 3,705 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,353,000 | 3,321 |
| Mortgage-backed securities | $32,000 | 5,801 |
| Certificates of participation in pools of residential mortgages | $32,000 | 5,558 |
| Issued or guaranteed by U.S. | $32,000 | 5,546 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $4,530,000 | 1,425 |
| Available-for-sale securities (fair market value) | $12,423,000 | 5,004 |
| Total debt securities | $16,953,000 | 4,847 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 988 |
| Fair value | $5,008,000 | 1,011 |
| 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 | $15,260,000 | 5,050 |
| U.S. Government securities | $11,010,000 | 4,735 |
| U.S. Treasury securities | $4,404,000 | 450 |
| U.S. Government agency obligations | $6,606,000 | 5,431 |
| Securities issued by states & political subdivisions | $4,250,000 | 3,716 |
| 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 | $7,322,000 | 3,653 |
| Mortgage-backed securities | $35,000 | 5,815 |
| Certificates of participation in pools of residential mortgages | $35,000 | 5,564 |
| Issued or guaranteed by U.S. | $35,000 | 5,551 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $4,250,000 | 1,458 |
| Available-for-sale securities (fair market value) | $11,010,000 | 5,161 |
| Total debt securities | $15,262,000 | 5,019 |
| Structured notes | ||
| Amortized cost | $5,550,000 | 947 |
| Fair value | $5,565,000 | 948 |
| 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 | $17,070,000 | 4,900 |
| U.S. Government securities | $12,820,000 | 4,596 |
| U.S. Treasury securities | $4,207,000 | 504 |
| U.S. Government agency obligations | $8,613,000 | 5,175 |
| Securities issued by states & political subdivisions | $4,250,000 | 3,671 |
| 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 | $8,827,000 | 3,410 |
| Mortgage-backed securities | $35,000 | 5,846 |
| Certificates of participation in pools of residential mortgages | $35,000 | 5,585 |
| Issued or guaranteed by U.S. | $35,000 | 5,579 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $4,250,000 | 1,488 |
| Available-for-sale securities (fair market value) | $12,820,000 | 4,971 |
| Total debt securities | $17,069,000 | 4,861 |
| Structured notes | ||
| Amortized cost | $5,550,000 | 1,090 |
| Fair value | $5,567,000 | 1,093 |
| 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 | $18,354,000 | 4,739 |
| U.S. Government securities | $14,088,000 | 4,370 |
| U.S. Treasury securities | $4,077,000 | 546 |
| U.S. Government agency obligations | $10,011,000 | 4,905 |
| Securities issued by states & political subdivisions | $4,266,000 | 3,639 |
| 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 | $7,660,000 | 3,633 |
| Mortgage-backed securities | $37,000 | 5,858 |
| Certificates of participation in pools of residential mortgages | $37,000 | 5,589 |
| Issued or guaranteed by U.S. | $37,000 | 5,579 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $4,266,000 | 1,501 |
| Available-for-sale securities (fair market value) | $14,088,000 | 4,808 |
| Total debt securities | $18,354,000 | 4,703 |
| Structured notes | ||
| Amortized cost | $6,555,000 | 1,012 |
| Fair value | $6,495,000 | 1,019 |
| 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 | $15,883,000 | 4,911 |
| U.S. Government securities | $11,572,000 | 4,594 |
| U.S. Treasury securities | $4,074,000 | 556 |
| U.S. Government agency obligations | $7,498,000 | 5,239 |
| Securities issued by states & political subdivisions | $4,311,000 | 3,625 |
| 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 | $6,766,000 | 3,758 |
| Mortgage-backed securities | $38,000 | 5,887 |
| Certificates of participation in pools of residential mortgages | $38,000 | 5,581 |
| Issued or guaranteed by U.S. | $38,000 | 5,571 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $4,311,000 | 1,500 |
| Available-for-sale securities (fair market value) | $11,572,000 | 5,049 |
| Total debt securities | $15,883,000 | 4,878 |
| Structured notes | ||
| Amortized cost | $4,050,000 | 1,288 |
| Fair value | $3,974,000 | 1,325 |
| 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 | $16,049,000 | 4,842 |
| U.S. Government securities | $11,838,000 | 4,512 |
| U.S. Treasury securities | $4,241,000 | 498 |
| U.S. Government agency obligations | $7,597,000 | 5,157 |
| Securities issued by states & political subdivisions | $4,211,000 | 3,569 |
| 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 | $6,027,000 | 3,982 |
| Mortgage-backed securities | $39,000 | 5,944 |
| Certificates of participation in pools of residential mortgages | $39,000 | 5,611 |
| Issued or guaranteed by U.S. | $39,000 | 5,598 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $4,211,000 | 1,545 |
| Available-for-sale securities (fair market value) | $11,838,000 | 4,954 |
| Total debt securities | $16,049,000 | 4,804 |
| 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 | $18,384,000 | 4,592 |
| U.S. Government securities | $15,413,000 | 4,038 |
| U.S. Treasury securities | $2,034,000 | 649 |
| U.S. Government agency obligations | $13,379,000 | 4,227 |
| Securities issued by states & political subdivisions | $2,971,000 | 3,905 |
| 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 | $4,032,000 | 4,600 |
| Mortgage-backed securities | $41,000 | 5,975 |
| Certificates of participation in pools of residential mortgages | $41,000 | 5,659 |
| Issued or guaranteed by U.S. | $41,000 | 5,648 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $2,971,000 | 1,800 |
| Available-for-sale securities (fair market value) | $15,413,000 | 4,518 |
| Total debt securities | $18,385,000 | 4,552 |
| 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 | $23,370,000 | 4,073 |
| U.S. Government securities | $20,864,000 | 3,461 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $20,864,000 | 3,378 |
| Securities issued by states & political subdivisions | $2,506,000 | 4,069 |
| 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 | $3,980,000 | 4,694 |
| Mortgage-backed securities | $42,000 | 6,074 |
| Certificates of participation in pools of residential mortgages | $42,000 | 5,765 |
| Issued or guaranteed by U.S. | $42,000 | 5,755 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,506,000 | 1,909 |
| Available-for-sale securities (fair market value) | $20,864,000 | 3,947 |
| Total debt securities | $23,370,000 | 4,043 |
| 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 | $21,878,000 | 4,212 |
| U.S. Government securities | $19,347,000 | 3,594 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $19,347,000 | 3,518 |
| Securities issued by states & political subdivisions | $2,531,000 | 4,077 |
| 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 | $3,919,000 | 4,731 |
| Mortgage-backed securities | $45,000 | 6,124 |
| Certificates of participation in pools of residential mortgages | $45,000 | 5,823 |
| Issued or guaranteed by U.S. | $45,000 | 5,809 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $2,531,000 | 1,921 |
| Available-for-sale securities (fair market value) | $19,347,000 | 4,069 |
| Total debt securities | $21,879,000 | 4,182 |
| 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 | $20,369,000 | 4,398 |
| U.S. Government securities | $18,452,000 | 3,673 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $18,452,000 | 3,602 |
| Securities issued by states & political subdivisions | $1,917,000 | 4,412 |
| 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 | $4,010,000 | 4,725 |
| Mortgage-backed securities | $47,000 | 6,191 |
| Certificates of participation in pools of residential mortgages | $47,000 | 5,901 |
| Issued or guaranteed by U.S. | $47,000 | 5,881 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,917,000 | 2,157 |
| Available-for-sale securities (fair market value) | $18,452,000 | 4,195 |
| Total debt securities | $20,370,000 | 4,360 |
| 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 | $18,333,000 | 4,634 |
| U.S. Government securities | $16,334,000 | 3,931 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $16,334,000 | 3,845 |
| Securities issued by states & political subdivisions | $1,999,000 | 4,352 |
| 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 | $4,018,000 | 4,725 |
| Mortgage-backed securities | $47,000 | 6,254 |
| Certificates of participation in pools of residential mortgages | $47,000 | 5,956 |
| Issued or guaranteed by U.S. | $47,000 | 5,934 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,999,000 | 2,149 |
| Available-for-sale securities (fair market value) | $16,334,000 | 4,426 |
| Total debt securities | $18,335,000 | 4,588 |
| 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 | $16,802,000 | 4,826 |
| U.S. Government securities | $16,079,000 | 4,021 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,079,000 | 3,945 |
| Securities issued by states & political subdivisions | $723,000 | 5,058 |
| 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 | $6,261,000 | 4,133 |
| Mortgage-backed securities | $50,000 | 6,290 |
| Certificates of participation in pools of residential mortgages | $50,000 | 5,999 |
| Issued or guaranteed by U.S. | $50,000 | 5,981 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $723,000 | 2,659 |
| Available-for-sale securities (fair market value) | $16,079,000 | 4,453 |
| Total debt securities | $16,802,000 | 4,784 |
| 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 | $16,132,000 | 4,951 |
| U.S. Government securities | $15,709,000 | 4,146 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $15,709,000 | 4,068 |
| Securities issued by states & political subdivisions | $423,000 | 5,325 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,724,000 | 4,314 |
| Mortgage-backed securities | $51,000 | 6,313 |
| Certificates of participation in pools of residential mortgages | $51,000 | 6,027 |
| Issued or guaranteed by U.S. | $51,000 | 6,006 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $423,000 | 2,900 |
| Available-for-sale securities (fair market value) | $15,709,000 | 4,521 |
| Total debt securities | $16,132,000 | 4,913 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $14,992,000 | 5,081 |
| U.S. Government securities | $14,569,000 | 4,262 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,569,000 | 4,187 |
| Securities issued by states & political subdivisions | $423,000 | 5,316 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,565,000 | 4,369 |
| Mortgage-backed securities | $52,000 | 6,328 |
| Certificates of participation in pools of residential mortgages | $52,000 | 6,050 |
| Issued or guaranteed by U.S. | $52,000 | 6,029 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $423,000 | 2,912 |
| Available-for-sale securities (fair market value) | $14,569,000 | 4,616 |
| Total debt securities | $14,991,000 | 5,037 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $12,986,000 | 5,407 |
| U.S. Government securities | $12,563,000 | 4,638 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,563,000 | 4,559 |
| Securities issued by states & political subdivisions | $423,000 | 5,368 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,258,000 | 4,446 |
| Mortgage-backed securities | $65,000 | 6,322 |
| Certificates of participation in pools of residential mortgages | $65,000 | 6,028 |
| Issued or guaranteed by U.S. | $65,000 | 6,003 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $423,000 | 2,924 |
| Available-for-sale securities (fair market value) | $12,563,000 | 4,997 |
| Total debt securities | $12,986,000 | 5,358 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $13,795,000 | 5,287 |
| U.S. Government securities | $13,328,000 | 4,501 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $13,328,000 | 4,425 |
| Securities issued by states & political subdivisions | $467,000 | 5,336 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,609,000 | 4,295 |
| Mortgage-backed securities | $68,000 | 6,315 |
| Certificates of participation in pools of residential mortgages | $68,000 | 6,016 |
| Issued or guaranteed by U.S. | $68,000 | 5,987 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $467,000 | 2,936 |
| Available-for-sale securities (fair market value) | $13,328,000 | 4,864 |
| Total debt securities | $13,796,000 | 5,226 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $12,513,000 | 5,594 |
| U.S. Government securities | $12,046,000 | 4,871 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,046,000 | 4,773 |
| Securities issued by states & political subdivisions | $467,000 | 5,359 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,211,000 | 4,448 |
| Mortgage-backed securities | $71,000 | 6,238 |
| Certificates of participation in pools of residential mortgages | $71,000 | 5,925 |
| Issued or guaranteed by U.S. | $71,000 | 5,905 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $467,000 | 2,991 |
| Available-for-sale securities (fair market value) | $12,046,000 | 5,102 |
| Total debt securities | $12,513,000 | 5,537 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $10,951,000 | 5,904 |
| U.S. Government securities | $10,484,000 | 5,260 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,484,000 | 5,160 |
| Securities issued by states & political subdivisions | $467,000 | 5,382 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,812,000 | 4,609 |
| Mortgage-backed securities | $74,000 | 6,199 |
| Certificates of participation in pools of residential mortgages | $74,000 | 5,883 |
| Issued or guaranteed by U.S. | $74,000 | 5,860 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $467,000 | 3,048 |
| Available-for-sale securities (fair market value) | $10,484,000 | 5,394 |
| Total debt securities | $10,952,000 | 5,846 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $11,067,000 | 5,897 |
| U.S. Government securities | $10,600,000 | 5,266 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,600,000 | 5,152 |
| Securities issued by states & political subdivisions | $467,000 | 5,408 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,759,000 | 4,650 |
| Mortgage-backed securities | $78,000 | 6,210 |
| Certificates of participation in pools of residential mortgages | $78,000 | 5,887 |
| Issued or guaranteed by U.S. | $78,000 | 5,866 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $467,000 | 3,076 |
| Available-for-sale securities (fair market value) | $10,600,000 | 5,378 |
| Total debt securities | $11,068,000 | 5,840 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $9,694,000 | 6,204 |
| U.S. Government securities | $9,183,000 | 5,604 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,183,000 | 5,485 |
| Securities issued by states & political subdivisions | $511,000 | 5,399 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,461,000 | 4,430 |
| Mortgage-backed securities | $81,000 | 6,218 |
| Certificates of participation in pools of residential mortgages | $81,000 | 5,892 |
| Issued or guaranteed by U.S. | $81,000 | 5,868 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $511,000 | 3,081 |
| Available-for-sale securities (fair market value) | $9,183,000 | 5,660 |
| Total debt securities | $9,695,000 | 6,149 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $9,887,000 | 6,196 |
| U.S. Government securities | $9,376,000 | 5,623 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,376,000 | 5,498 |
| Securities issued by states & political subdivisions | $511,000 | 5,433 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,957,000 | 4,280 |
| Mortgage-backed securities | $86,000 | 6,228 |
| Certificates of participation in pools of residential mortgages | $86,000 | 5,899 |
| Issued or guaranteed by U.S. | $86,000 | 5,875 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $511,000 | 3,138 |
| Available-for-sale securities (fair market value) | $9,376,000 | 5,651 |
| Total debt securities | $9,887,000 | 6,139 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $10,590,000 | 6,083 |
| U.S. Government securities | $10,079,000 | 5,498 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,079,000 | 5,372 |
| Securities issued by states & political subdivisions | $511,000 | 5,486 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,123,000 | 4,274 |
| Mortgage-backed securities | $90,000 | 6,257 |
| Certificates of participation in pools of residential mortgages | $90,000 | 5,929 |
| Issued or guaranteed by U.S. | $90,000 | 5,898 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $511,000 | 3,207 |
| Available-for-sale securities (fair market value) | $10,079,000 | 5,514 |
| Total debt securities | $10,591,000 | 6,025 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $12,551,000 | 5,761 |
| U.S. Government securities | $12,040,000 | 5,102 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,040,000 | 4,972 |
| Securities issued by states & political subdivisions | $511,000 | 5,504 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,945,000 | 4,332 |
| Mortgage-backed securities | $94,000 | 6,295 |
| Certificates of participation in pools of residential mortgages | $94,000 | 5,957 |
| Issued or guaranteed by U.S. | $94,000 | 5,930 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $511,000 | 3,252 |
| Available-for-sale securities (fair market value) | $12,040,000 | 5,187 |
| Total debt securities | $12,550,000 | 5,707 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $12,046,000 | 5,863 |
| U.S. Government securities | $11,522,000 | 5,240 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,522,000 | 5,103 |
| Securities issued by states & political subdivisions | $524,000 | 5,527 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,953,000 | 4,330 |
| Mortgage-backed securities | $98,000 | 6,324 |
| Certificates of participation in pools of residential mortgages | $98,000 | 5,979 |
| Issued or guaranteed by U.S. | $98,000 | 5,955 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $524,000 | 3,306 |
| Available-for-sale securities (fair market value) | $11,522,000 | 5,297 |
| Total debt securities | $12,045,000 | 5,810 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $11,922,000 | 5,929 |
| U.S. Government securities | $11,498,000 | 5,236 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,498,000 | 5,092 |
| Securities issued by states & political subdivisions | $424,000 | 5,676 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,543,000 | 4,417 |
| Mortgage-backed securities | $103,000 | 6,386 |
| Certificates of participation in pools of residential mortgages | $103,000 | 6,025 |
| Issued or guaranteed by U.S. | $103,000 | 5,999 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $424,000 | 3,488 |
| Available-for-sale securities (fair market value) | $11,498,000 | 5,309 |
| Total debt securities | $11,923,000 | 5,869 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $11,952,000 | 5,917 |
| U.S. Government securities | $11,528,000 | 5,198 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,528,000 | 5,049 |
| Securities issued by states & political subdivisions | $424,000 | 5,708 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,450,000 | 4,470 |
| Mortgage-backed securities | $110,000 | 6,408 |
| Certificates of participation in pools of residential mortgages | $110,000 | 6,047 |
| Issued or guaranteed by U.S. | $110,000 | 6,026 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $424,000 | 3,537 |
| Available-for-sale securities (fair market value) | $11,528,000 | 5,304 |
| Total debt securities | $11,952,000 | 5,852 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $12,460,000 | 5,861 |
| U.S. Government securities | $12,036,000 | 5,125 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,036,000 | 4,989 |
| Securities issued by states & political subdivisions | $424,000 | 5,716 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,956,000 | 4,278 |
| Mortgage-backed securities | $118,000 | 6,430 |
| Certificates of participation in pools of residential mortgages | $118,000 | 6,072 |
| Issued or guaranteed by U.S. | $118,000 | 6,046 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $424,000 | 3,603 |
| Available-for-sale securities (fair market value) | $12,036,000 | 5,230 |
| Total debt securities | $12,460,000 | 5,798 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $12,429,000 | 5,956 |
| U.S. Government securities | $11,992,000 | 5,218 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,992,000 | 5,065 |
| Securities issued by states & political subdivisions | $437,000 | 5,720 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,955,000 | 4,313 |
| Mortgage-backed securities | $127,000 | 6,486 |
| Certificates of participation in pools of residential mortgages | $127,000 | 6,131 |
| Issued or guaranteed by U.S. | $127,000 | 6,108 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $437,000 | 3,627 |
| Available-for-sale securities (fair market value) | $11,992,000 | 5,310 |
| Total debt securities | $12,429,000 | 5,893 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $11,548,000 | 6,173 |
| U.S. Government securities | $11,111,000 | 5,456 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,111,000 | 5,288 |
| Securities issued by states & political subdivisions | $437,000 | 5,754 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,986,000 | 4,613 |
| Mortgage-backed securities | $139,000 | 6,513 |
| Certificates of participation in pools of residential mortgages | $139,000 | 6,143 |
| Issued or guaranteed by U.S. | $139,000 | 6,124 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $437,000 | 3,678 |
| Available-for-sale securities (fair market value) | $11,111,000 | 5,498 |
| Total debt securities | $11,548,000 | 6,106 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $11,886,000 | 6,124 |
| U.S. Government securities | $11,450,000 | 5,370 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,450,000 | 5,213 |
| Securities issued by states & political subdivisions | $436,000 | 5,795 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,997,000 | 4,612 |
| Mortgage-backed securities | $160,000 | 6,524 |
| Certificates of participation in pools of residential mortgages | $160,000 | 6,137 |
| Issued or guaranteed by U.S. | $160,000 | 6,121 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $436,000 | 3,756 |
| Available-for-sale securities (fair market value) | $11,450,000 | 5,443 |
| Total debt securities | $11,886,000 | 6,056 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $12,162,000 | 6,128 |
| U.S. Government securities | $11,675,000 | 5,390 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,675,000 | 5,234 |
| Securities issued by states & political subdivisions | $487,000 | 5,766 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,992,000 | 4,594 |
| Mortgage-backed securities | $173,000 | 6,578 |
| Certificates of participation in pools of residential mortgages | $173,000 | 6,181 |
| Issued or guaranteed by U.S. | $173,000 | 6,163 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $487,000 | 3,729 |
| Available-for-sale securities (fair market value) | $11,675,000 | 5,489 |
| Total debt securities | $12,162,000 | 6,057 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $10,200,000 | 6,531 |
| U.S. Government securities | $9,651,000 | 5,825 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,651,000 | 5,673 |
| Securities issued by states & political subdivisions | $549,000 | 5,666 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,520,000 | 4,722 |
| Mortgage-backed securities | $195,000 | 6,557 |
| Certificates of participation in pools of residential mortgages | $195,000 | 6,145 |
| Issued or guaranteed by U.S. | $195,000 | 6,123 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $549,000 | 3,704 |
| Available-for-sale securities (fair market value) | $9,651,000 | 5,911 |
| Total debt securities | $10,200,000 | 6,444 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,933,000 | 6,403 |
| U.S. Government securities | $10,459,000 | 5,664 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,459,000 | 5,506 |
| Securities issued by states & political subdivisions | $474,000 | 5,852 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,227,000 | 4,386 |
| Mortgage-backed securities | $212,000 | 6,572 |
| Certificates of participation in pools of residential mortgages | $212,000 | 6,170 |
| Issued or guaranteed by U.S. | $212,000 | 6,146 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $474,000 | 3,848 |
| Available-for-sale securities (fair market value) | $10,459,000 | 5,768 |
| Total debt securities | $10,933,000 | 6,316 |
| 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 | $11,772,000 | 6,173 |
| U.S. Government securities | $11,298,000 | 5,309 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,298,000 | 5,147 |
| Securities issued by states & political subdivisions | $474,000 | 5,886 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,244,000 | 4,329 |
| Mortgage-backed securities | $236,000 | 6,574 |
| Certificates of participation in pools of residential mortgages | $236,000 | 6,171 |
| Issued or guaranteed by U.S. | $236,000 | 6,144 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $474,000 | 3,898 |
| Available-for-sale securities (fair market value) | $11,298,000 | 5,538 |
| Total debt securities | $11,772,000 | 6,081 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $11,448,000 | 6,159 |
| U.S. Government securities | $10,819,000 | 5,364 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,819,000 | 5,195 |
| Securities issued by states & political subdivisions | $629,000 | 5,640 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,366,000 | 4,247 |
| Mortgage-backed securities | $266,000 | 6,576 |
| Certificates of participation in pools of residential mortgages | $266,000 | 6,139 |
| Issued or guaranteed by U.S. | $266,000 | 6,119 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $629,000 | 3,750 |
| Available-for-sale securities (fair market value) | $10,819,000 | 5,551 |
| Total debt securities | $11,448,000 | 6,070 |
| 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 | $13,538,000 | 5,758 |
| U.S. Government securities | $12,897,000 | 4,907 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,897,000 | 4,728 |
| Securities issued by states & political subdivisions | $641,000 | 5,592 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,635,000 | 4,189 |
| Mortgage-backed securities | $302,000 | 6,565 |
| Certificates of participation in pools of residential mortgages | $302,000 | 6,105 |
| Issued or guaranteed by U.S. | $302,000 | 6,087 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $641,000 | 3,795 |
| Available-for-sale securities (fair market value) | $12,897,000 | 5,147 |
| Total debt securities | $13,538,000 | 5,667 |
| 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 | $12,483,000 | 5,965 |
| U.S. Government securities | $11,742,000 | 5,172 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,742,000 | 4,995 |
| Securities issued by states & political subdivisions | $741,000 | 5,477 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,332,000 | 4,293 |
| Mortgage-backed securities | $351,000 | 6,513 |
| Certificates of participation in pools of residential mortgages | $351,000 | 6,015 |
| Issued or guaranteed by U.S. | $351,000 | 5,996 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $741,000 | 3,799 |
| Available-for-sale securities (fair market value) | $11,742,000 | 5,330 |
| Total debt securities | $12,483,000 | 5,872 |
| 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 | $11,748,000 | 6,079 |
| U.S. Government securities | $10,995,000 | 5,250 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,995,000 | 5,034 |
| Securities issued by states & political subdivisions | $753,000 | 5,564 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,646,000 | 4,543 |
| Mortgage-backed securities | $604,000 | 6,230 |
| Certificates of participation in pools of residential mortgages | $604,000 | 5,585 |
| Issued or guaranteed by U.S. | $604,000 | 5,564 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $753,000 | 4,030 |
| Available-for-sale securities (fair market value) | $10,995,000 | 5,383 |
| Total debt securities | $11,748,000 | 5,987 |
| 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 | $10,045,000 | 6,783 |
| U.S. Government securities | $9,193,000 | 6,111 |
| U.S. Treasury securities | $1,004,000 | 2,684 |
| U.S. Government agency obligations | $8,189,000 | 6,086 |
| Securities issued by states & political subdivisions | $842,000 | 5,565 |
| Other domestic debt securities | $10,000 | 3,883 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,410 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $7,482,000 | 3,782 |
| Mortgage-backed securities | $1,017,000 | 5,516 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 4,779 |
| Issued or guaranteed by U.S. | $1,007,000 | 4,764 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $10,000 | 4,206 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $10,000 | 1,228 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,092,000 | 4,396 |
| Available-for-sale securities (fair market value) | $8,953,000 | 6,001 |
| Total debt securities | $10,045,000 | 6,633 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $7,661,000 | 7,772 |
| U.S. Government securities | $6,713,000 | 7,288 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,713,000 | 6,765 |
| Securities issued by states & political subdivisions | $936,000 | 5,729 |
| Other domestic debt securities | $12,000 | 3,842 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $3,441,000 | 5,418 |
| Mortgage-backed securities | $1,376,000 | 5,522 |
| Certificates of participation in pools of residential mortgages | $1,364,000 | 4,687 |
| Issued or guaranteed by U.S. | $1,364,000 | 4,672 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $12,000 | 4,491 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $12,000 | 1,308 |
| 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) | $936,000 | 4,928 |
| Available-for-sale securities (fair market value) | $6,725,000 | 6,854 |
| Total debt securities | $7,661,000 | 7,635 |
| 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 | $7,448,000 | 7,875 |
| U.S. Government securities | $6,735,000 | 7,248 |
| U.S. Treasury securities | $601,000 | 5,689 |
| U.S. Government agency obligations | $6,134,000 | 6,660 |
| Securities issued by states & political subdivisions | $695,000 | 6,237 |
| Other domestic debt securities | $18,000 | 3,816 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,529 |
| 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 | $3,166,000 | 5,283 |
| Mortgage-backed securities | $2,097,000 | 5,241 |
| Certificates of participation in pools of residential mortgages | $2,063,000 | 4,335 |
| Issued or guaranteed by U.S. | $2,063,000 | 4,317 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $34,000 | 4,686 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 4,498 |
| Privately issued | $18,000 | 1,318 |
| 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) | $695,000 | 5,666 |
| Available-for-sale securities (fair market value) | $6,753,000 | 6,751 |
| Total debt securities | $7,448,000 | 7,751 |
| 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 | $8,386,000 | 7,967 |
| U.S. Government securities | $7,565,000 | 7,427 |
| U.S. Treasury securities | $1,801,000 | 5,403 |
| U.S. Government agency obligations | $5,764,000 | 6,936 |
| Securities issued by states & political subdivisions | $795,000 | 6,184 |
| Other domestic debt securities | $26,000 | 3,653 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,541 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,530,000 | 5,994 |
| Mortgage-backed securities | $1,536,000 | 5,795 |
| Certificates of participation in pools of residential mortgages | $1,468,000 | 4,857 |
| Issued or guaranteed by U.S. | $1,468,000 | 4,839 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $68,000 | 4,875 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 4,707 |
| Privately issued | $26,000 | 1,302 |
| 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) | $795,000 | 6,502 |
| Available-for-sale securities (fair market value) | $7,591,000 | 6,504 |
| Total debt securities | $8,386,000 | 7,830 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $8,490,000 | 8,444 |
| U.S. Government securities | $7,549,000 | 8,040 |
| U.S. Treasury securities | $3,894,000 | 4,482 |
| U.S. Government agency obligations | $3,655,000 | 8,416 |
| Securities issued by states & political subdivisions | $907,000 | 6,246 |
| Other domestic debt securities | $34,000 | 4,175 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,841 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,621,000 | 5,397 |
| Mortgage-backed securities | $1,837,000 | 6,013 |
| Certificates of participation in pools of residential mortgages | $1,761,000 | 4,933 |
| Issued or guaranteed by U.S. | $1,761,000 | 4,915 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $76,000 | 5,318 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 5,141 |
| Privately issued | $34,000 | 1,556 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,494,000 | 6,662 |
| Available-for-sale securities (fair market value) | $6,996,000 | 6,985 |
| Total debt securities | $8,490,000 | 8,330 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $5,786,000 | 9,867 |
| U.S. Government securities | $4,832,000 | 9,647 |
| U.S. Treasury securities | $2,290,000 | 6,714 |
| U.S. Government agency obligations | $2,542,000 | 9,331 |
| Securities issued by states & political subdivisions | $911,000 | 6,493 |
| Other domestic debt securities | $43,000 | 4,832 |
| Privately issued residential mortgage-backed securities | $43,000 | 2,198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,242,000 | 6,633 |
| Mortgage-backed securities | $1,987,000 | 6,274 |
| Certificates of participation in pools of residential mortgages | $1,901,000 | 5,013 |
| Issued or guaranteed by U.S. | $1,901,000 | 4,981 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $86,000 | 5,773 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 5,590 |
| Privately issued | $43,000 | 1,876 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,443,000 | 7,095 |
| Available-for-sale securities (fair market value) | $4,343,000 | 8,338 |
| Total debt securities | $5,786,000 | 9,765 |
| Structured notes | ||
| Amortized cost | $600,000 | 3,290 |
| Fair value | $598,000 | 3,294 |
| 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 | $5,866,000 | 10,448 |
| U.S. Government securities | $4,931,000 | 10,206 |
| U.S. Treasury securities | $2,212,000 | 7,970 |
| U.S. Government agency obligations | $2,719,000 | 9,357 |
| Securities issued by states & political subdivisions | $885,000 | 6,876 |
| Other domestic debt securities | $50,000 | 5,361 |
| Privately issued residential mortgage-backed securities | $50,000 | 2,448 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,876,000 | 7,237 |
| Mortgage-backed securities | $2,192,000 | 6,467 |
| Certificates of participation in pools of residential mortgages | $2,102,000 | 5,085 |
| Issued or guaranteed by U.S. | $2,102,000 | 5,062 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $90,000 | 6,223 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 6,022 |
| Privately issued | $50,000 | 2,123 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,786,000 | 9,466 |
| Available-for-sale securities (fair market value) | $3,080,000 | 8,053 |
| Total debt securities | $5,866,000 | 10,343 |
| 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 | $5,228,000 | 11,154 |
| U.S. Government securities | $4,072,000 | 11,035 |
| U.S. Treasury securities | $1,199,000 | 9,603 |
| U.S. Government agency obligations | $2,873,000 | 9,506 |
| Securities issued by states & political subdivisions | $1,022,000 | 6,761 |
| Other domestic debt securities | $134,000 | 5,617 |
| Privately issued residential mortgage-backed securities | $134,000 | 2,578 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,133,000 | 6,819 |
| Mortgage-backed securities | $2,807,000 | 6,573 |
| Certificates of participation in pools of residential mortgages | $2,509,000 | 5,275 |
| Issued or guaranteed by U.S. | $2,509,000 | 5,235 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $298,000 | 6,124 |
| CMOs issued by government agencies or sponsored agencies | $164,000 | 6,148 |
| Privately issued | $134,000 | 2,170 |
| 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 | $5,228,000 | 11,026 |
| 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 | $6,050,000 | 11,031 |
| U.S. Government securities | $4,513,000 | 11,107 |
| U.S. Treasury securities | $1,250,000 | 9,922 |
| U.S. Government agency obligations | $3,263,000 | 9,316 |
| Securities issued by states & political subdivisions | $903,000 | 6,780 |
| Other domestic debt securities | $634,000 | 4,748 |
| Privately issued residential mortgage-backed securities | $634,000 | 2,152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 8,222 |
| Mortgage-backed securities | $3,897,000 | 6,114 |
| Certificates of participation in pools of residential mortgages | $2,582,000 | 5,538 |
| Issued or guaranteed by U.S. | $2,582,000 | 5,474 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,315,000 | 4,668 |
| CMOs issued by government agencies or sponsored agencies | $681,000 | 5,144 |
| Privately issued | $634,000 | 1,781 |
| 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 | $6,050,000 | 10,887 |
| 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 |