Home > American State Bank > Securities
American State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $49,553,000 | 2,620 |
| U.S. Government securities | $40,282,000 | 2,126 |
| U.S. Treasury securities | $32,452,000 | 651 |
| U.S. Government agency obligations | $7,830,000 | 3,417 |
| Securities issued by states & political subdivisions | $9,071,000 | 2,536 |
| Other domestic debt securities | $200,000 | 2,256 |
| 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 | $200,000 | 1,827 |
| 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 | $25,030,000 | 2,152 |
| Mortgage-backed securities | $19,000 | 3,776 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,000 | 3,605 |
| 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) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $49,553,000 | 2,389 |
| Total debt securities | $49,553,000 | 2,601 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $63,817,000 | 2,263 |
| U.S. Government securities | $54,652,000 | 1,754 |
| U.S. Treasury securities | $46,968,000 | 500 |
| U.S. Government agency obligations | $7,684,000 | 3,433 |
| Securities issued by states & political subdivisions | $8,965,000 | 2,543 |
| Other domestic debt securities | $200,000 | 2,267 |
| 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 | $200,000 | 1,840 |
| 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 | $39,602,000 | 1,630 |
| Mortgage-backed securities | $20,000 | 3,790 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,000 | 3,623 |
| 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) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $63,817,000 | 2,034 |
| Total debt securities | $63,817,000 | 2,247 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $71,391,000 | 2,167 |
| U.S. Government securities | $61,640,000 | 1,662 |
| U.S. Treasury securities | $51,502,000 | 476 |
| U.S. Government agency obligations | $10,138,000 | 3,258 |
| Securities issued by states & political subdivisions | $9,551,000 | 2,544 |
| Other domestic debt securities | $200,000 | 2,284 |
| 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 | $200,000 | 1,854 |
| 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 | $39,204,000 | 1,628 |
| Mortgage-backed securities | $21,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,000 | 3,634 |
| 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) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $71,391,000 | 1,946 |
| Total debt securities | $71,391,000 | 2,151 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $79,158,000 | 2,104 |
| U.S. Government securities | $68,949,000 | 1,613 |
| U.S. Treasury securities | $56,302,000 | 468 |
| U.S. Government agency obligations | $12,647,000 | 3,096 |
| Securities issued by states & political subdivisions | $10,009,000 | 2,553 |
| Other domestic debt securities | $200,000 | 2,335 |
| 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 | $200,000 | 1,889 |
| 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 | $39,082,000 | 1,577 |
| Mortgage-backed securities | $22,000 | 3,865 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,000 | 3,682 |
| 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) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $79,158,000 | 1,883 |
| Total debt securities | $79,160,000 | 2,089 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $88,434,000 | 1,988 |
| U.S. Government securities | $78,262,000 | 1,499 |
| U.S. Treasury securities | $65,727,000 | 437 |
| U.S. Government agency obligations | $12,535,000 | 3,106 |
| Securities issued by states & political subdivisions | $9,972,000 | 2,596 |
| Other domestic debt securities | $200,000 | 2,375 |
| 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 | $200,000 | 1,915 |
| 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 | $38,677,000 | 1,500 |
| Mortgage-backed securities | $23,000 | 3,898 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,000 | 3,718 |
| 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) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $88,434,000 | 1,772 |
| Total debt securities | $88,434,000 | 1,970 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 324 |
| Fair value | $5,855,000 | 311 |
| 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 | $87,776,000 | 2,000 |
| U.S. Government securities | $77,810,000 | 1,530 |
| U.S. Treasury securities | $65,377,000 | 450 |
| U.S. Government agency obligations | $12,433,000 | 3,129 |
| Securities issued by states & political subdivisions | $9,866,000 | 2,620 |
| Other domestic debt securities | $100,000 | 2,365 |
| 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 | $100,000 | 1,929 |
| 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 | $38,411,000 | 1,437 |
| Mortgage-backed securities | $24,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,000 | 3,741 |
| 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) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $87,776,000 | 1,790 |
| Total debt securities | $87,776,000 | 1,986 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 318 |
| Fair value | $5,840,000 | 307 |
| 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 | $89,017,000 | 2,016 |
| U.S. Government securities | $78,633,000 | 1,528 |
| U.S. Treasury securities | $65,965,000 | 439 |
| U.S. Government agency obligations | $12,668,000 | 3,155 |
| Securities issued by states & political subdivisions | $10,284,000 | 2,632 |
| Other domestic debt securities | $100,000 | 2,228 |
| 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 | $100,000 | 1,917 |
| 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 | $2,384,000 | 3,516 |
| Mortgage-backed securities | $29,000 | 3,967 |
| Certificates of participation in pools of residential mortgages | $29,000 | 3,832 |
| Issued or guaranteed by U.S. | $29,000 | 3,766 |
| 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) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $89,017,000 | 1,845 |
| Total debt securities | $89,017,000 | 2,001 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 305 |
| Fair value | $5,893,000 | 299 |
| 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 | $72,278,000 | 2,264 |
| U.S. Government securities | $64,347,000 | 1,700 |
| U.S. Treasury securities | $56,536,000 | 440 |
| U.S. Government agency obligations | $7,811,000 | 3,502 |
| Securities issued by states & political subdivisions | $7,831,000 | 2,856 |
| Other domestic debt securities | $100,000 | 2,216 |
| 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 | $100,000 | 1,890 |
| 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 | $2,677,000 | 3,471 |
| Mortgage-backed securities | $33,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $33,000 | 3,843 |
| Issued or guaranteed by U.S. | $33,000 | 3,783 |
| 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) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $72,278,000 | 2,095 |
| Total debt securities | $72,278,000 | 2,255 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $941,000 | 822 |
| 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 | $61,436,000 | 2,421 |
| U.S. Government securities | $53,876,000 | 1,776 |
| U.S. Treasury securities | $47,886,000 | 372 |
| U.S. Government agency obligations | $5,990,000 | 3,646 |
| Securities issued by states & political subdivisions | $7,460,000 | 2,937 |
| Other domestic debt securities | $100,000 | 2,189 |
| 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 | $100,000 | 1,836 |
| 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 | $2,474,000 | 3,519 |
| Mortgage-backed securities | $33,000 | 4,000 |
| Certificates of participation in pools of residential mortgages | $33,000 | 3,865 |
| Issued or guaranteed by U.S. | $33,000 | 3,794 |
| 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) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $61,436,000 | 2,268 |
| Total debt securities | $61,436,000 | 2,405 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 656 |
| Fair value | $994,000 | 679 |
| 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 | $14,530,000 | 3,912 |
| U.S. Government securities | $6,621,000 | 3,819 |
| U.S. Treasury securities | $3,089,000 | 1,368 |
| U.S. Government agency obligations | $3,532,000 | 3,940 |
| Securities issued by states & political subdivisions | $7,909,000 | 2,885 |
| 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 | $2,774,000 | 3,488 |
| Mortgage-backed securities | $38,000 | 4,051 |
| Certificates of participation in pools of residential mortgages | $38,000 | 3,916 |
| Issued or guaranteed by U.S. | $38,000 | 3,850 |
| 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) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $14,530,000 | 3,704 |
| Total debt securities | $14,530,000 | 3,890 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 586 |
| Fair value | $1,001,000 | 593 |
| 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 | $11,647,000 | 4,034 |
| U.S. Government securities | $4,285,000 | 4,059 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,285,000 | 3,857 |
| Securities issued by states & political subdivisions | $7,362,000 | 2,932 |
| 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 | $3,109,000 | 3,440 |
| Mortgage-backed securities | $39,000 | 4,068 |
| Certificates of participation in pools of residential mortgages | $39,000 | 3,933 |
| Issued or guaranteed by U.S. | $39,000 | 3,864 |
| 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) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $11,647,000 | 3,816 |
| Total debt securities | $11,648,000 | 4,009 |
| 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 | $11,442,000 | 3,987 |
| U.S. Government securities | $3,296,000 | 4,103 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,296,000 | 3,935 |
| Securities issued by states & political subdivisions | $8,146,000 | 2,827 |
| 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 | $3,239,000 | 3,399 |
| Mortgage-backed securities | $41,000 | 4,066 |
| Certificates of participation in pools of residential mortgages | $41,000 | 3,922 |
| Issued or guaranteed by U.S. | $41,000 | 3,846 |
| 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) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $11,442,000 | 3,763 |
| Total debt securities | $11,443,000 | 3,962 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $12,504,000 | 3,853 |
| U.S. Government securities | $4,316,000 | 3,877 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,316,000 | 3,731 |
| Securities issued by states & political subdivisions | $8,188,000 | 2,800 |
| 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 | $1,754,000 | 3,698 |
| Mortgage-backed securities | $47,000 | 4,064 |
| Certificates of participation in pools of residential mortgages | $47,000 | 3,910 |
| Issued or guaranteed by U.S. | $47,000 | 3,841 |
| 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) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $12,504,000 | 3,633 |
| Total debt securities | $12,503,000 | 3,828 |
| 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 | $11,160,000 | 3,918 |
| U.S. Government securities | $4,801,000 | 3,834 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,801,000 | 3,676 |
| Securities issued by states & political subdivisions | $6,359,000 | 2,919 |
| 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 | $1,749,000 | 3,736 |
| Mortgage-backed securities | $51,000 | 4,070 |
| Certificates of participation in pools of residential mortgages | $51,000 | 3,914 |
| Issued or guaranteed by U.S. | $51,000 | 3,845 |
| 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) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $11,160,000 | 3,684 |
| Total debt securities | $11,158,000 | 3,896 |
| 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 | $12,831,000 | 3,797 |
| U.S. Government securities | $6,817,000 | 3,608 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,817,000 | 3,445 |
| Securities issued by states & political subdivisions | $6,014,000 | 2,917 |
| 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 | $1,754,000 | 3,770 |
| Mortgage-backed securities | $56,000 | 4,080 |
| Certificates of participation in pools of residential mortgages | $56,000 | 3,918 |
| Issued or guaranteed by U.S. | $56,000 | 3,849 |
| 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) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $12,831,000 | 3,560 |
| Total debt securities | $12,830,000 | 3,776 |
| 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 | $9,021,000 | 4,115 |
| U.S. Government securities | $4,828,000 | 3,900 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,828,000 | 3,737 |
| Securities issued by states & political subdivisions | $4,193,000 | 3,132 |
| 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 | $1,776,000 | 3,785 |
| Mortgage-backed securities | $59,000 | 4,116 |
| Certificates of participation in pools of residential mortgages | $59,000 | 3,951 |
| Issued or guaranteed by U.S. | $59,000 | 3,873 |
| 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) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $9,021,000 | 3,864 |
| Total debt securities | $9,021,000 | 4,089 |
| 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 | $10,484,000 | 4,036 |
| U.S. Government securities | $5,804,000 | 3,870 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $5,804,000 | 3,705 |
| Securities issued by states & political subdivisions | $4,680,000 | 3,044 |
| 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 | $1,774,000 | 3,842 |
| Mortgage-backed securities | $72,000 | 4,129 |
| Certificates of participation in pools of residential mortgages | $72,000 | 3,957 |
| Issued or guaranteed by U.S. | $72,000 | 3,889 |
| 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) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $10,484,000 | 3,786 |
| Total debt securities | $10,493,000 | 4,013 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $11,178,000 | 4,040 |
| U.S. Government securities | $6,299,000 | 3,877 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $6,299,000 | 3,708 |
| Securities issued by states & political subdivisions | $4,879,000 | 3,035 |
| 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 | $1,774,000 | 3,912 |
| Mortgage-backed securities | $74,000 | 4,178 |
| Certificates of participation in pools of residential mortgages | $74,000 | 4,000 |
| Issued or guaranteed by U.S. | $74,000 | 3,928 |
| 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) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $11,178,000 | 3,781 |
| Total debt securities | $11,178,000 | 4,017 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $9,754,000 | 4,223 |
| U.S. Government securities | $5,295,000 | 4,061 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $5,295,000 | 3,904 |
| Securities issued by states & political subdivisions | $4,459,000 | 3,162 |
| 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 | $1,782,000 | 3,951 |
| Mortgage-backed securities | $75,000 | 4,200 |
| Certificates of participation in pools of residential mortgages | $75,000 | 4,020 |
| Issued or guaranteed by U.S. | $75,000 | 3,953 |
| 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) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $9,754,000 | 3,961 |
| Total debt securities | $9,754,000 | 4,199 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $10,847,000 | 4,184 |
| U.S. Government securities | $5,258,000 | 4,129 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,258,000 | 3,973 |
| Securities issued by states & political subdivisions | $5,589,000 | 3,035 |
| 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 | $1,761,000 | 4,001 |
| Mortgage-backed securities | $76,000 | 4,238 |
| Certificates of participation in pools of residential mortgages | $76,000 | 4,057 |
| Issued or guaranteed by U.S. | $76,000 | 3,986 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $10,847,000 | 3,915 |
| Total debt securities | $10,847,000 | 4,164 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $12,060,000 | 4,127 |
| U.S. Government securities | $6,228,000 | 4,041 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $6,228,000 | 3,890 |
| Securities issued by states & political subdivisions | $5,832,000 | 3,042 |
| 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 | $1,766,000 | 4,056 |
| Mortgage-backed securities | $84,000 | 4,264 |
| Certificates of participation in pools of residential mortgages | $84,000 | 4,086 |
| Issued or guaranteed by U.S. | $84,000 | 4,031 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $12,060,000 | 3,852 |
| Total debt securities | $12,060,000 | 4,104 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $12,381,000 | 4,148 |
| U.S. Government securities | $6,189,000 | 4,095 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $6,189,000 | 3,953 |
| Securities issued by states & political subdivisions | $6,192,000 | 3,020 |
| 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 | $1,777,000 | 4,109 |
| Mortgage-backed securities | $87,000 | 4,317 |
| Certificates of participation in pools of residential mortgages | $87,000 | 4,139 |
| Issued or guaranteed by U.S. | $87,000 | 4,119 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $12,381,000 | 3,873 |
| Total debt securities | $12,381,000 | 4,125 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $12,250,000 | 4,214 |
| U.S. Government securities | $6,209,000 | 4,117 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,209,000 | 3,970 |
| Securities issued by states & political subdivisions | $6,041,000 | 3,097 |
| 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 | $1,798,000 | 4,150 |
| Mortgage-backed securities | $97,000 | 4,363 |
| Certificates of participation in pools of residential mortgages | $97,000 | 4,182 |
| Issued or guaranteed by U.S. | $97,000 | 4,057 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $12,250,000 | 3,938 |
| Total debt securities | $12,252,000 | 4,193 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $14,142,000 | 4,107 |
| U.S. Government securities | $6,224,000 | 4,183 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,224,000 | 4,040 |
| Securities issued by states & political subdivisions | $7,918,000 | 2,872 |
| 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 | $924,000 | 4,456 |
| Mortgage-backed securities | $100,000 | 4,399 |
| Certificates of participation in pools of residential mortgages | $100,000 | 4,218 |
| Issued or guaranteed by U.S. | $100,000 | 4,210 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $14,142,000 | 3,822 |
| Total debt securities | $14,142,000 | 4,080 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $14,357,000 | 4,151 |
| U.S. Government securities | $6,282,000 | 4,217 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,282,000 | 4,075 |
| Securities issued by states & political subdivisions | $8,075,000 | 2,911 |
| 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 | $948,000 | 4,531 |
| Mortgage-backed securities | $111,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $111,000 | 4,254 |
| Issued or guaranteed by U.S. | $111,000 | 4,248 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $14,357,000 | 3,867 |
| Total debt securities | $14,357,000 | 4,127 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $14,546,000 | 4,186 |
| U.S. Government securities | $5,561,000 | 4,384 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,561,000 | 4,257 |
| Securities issued by states & political subdivisions | $8,585,000 | 2,883 |
| Other domestic debt securities | $400,000 | 1,799 |
| 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 | $400,000 | 1,497 |
| 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 | $959,000 | 4,581 |
| Mortgage-backed securities | $112,000 | 4,490 |
| Certificates of participation in pools of residential mortgages | $112,000 | 4,312 |
| Issued or guaranteed by U.S. | $112,000 | 4,307 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $14,546,000 | 3,894 |
| Total debt securities | $14,546,000 | 4,161 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $12,895,000 | 4,347 |
| U.S. Government securities | $12,494,000 | 3,523 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $12,494,000 | 3,390 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $401,000 | 1,829 |
| 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 | $401,000 | 1,524 |
| 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 | $1,487,000 | 4,445 |
| Mortgage-backed securities | $121,000 | 4,524 |
| Certificates of participation in pools of residential mortgages | $121,000 | 4,343 |
| Issued or guaranteed by U.S. | $121,000 | 4,337 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $12,895,000 | 4,052 |
| Total debt securities | $12,895,000 | 4,327 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $10,344,000 | 4,624 |
| U.S. Government securities | $633,000 | 5,348 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $633,000 | 5,239 |
| Securities issued by states & political subdivisions | $9,309,000 | 2,856 |
| Other domestic debt securities | $402,000 | 1,894 |
| 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 | $402,000 | 1,568 |
| 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 | $1,507,000 | 4,496 |
| Mortgage-backed securities | $136,000 | 4,578 |
| Certificates of participation in pools of residential mortgages | $136,000 | 4,395 |
| Issued or guaranteed by U.S. | $136,000 | 4,390 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $10,344,000 | 4,311 |
| Total debt securities | $10,344,000 | 4,601 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $9,576,000 | 4,711 |
| U.S. Government securities | $636,000 | 5,384 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $636,000 | 5,283 |
| Securities issued by states & political subdivisions | $8,435,000 | 3,006 |
| Other domestic debt securities | $505,000 | 1,822 |
| 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 | $505,000 | 1,494 |
| 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 | $691,000 | 4,792 |
| Mortgage-backed securities | $140,000 | 4,613 |
| Certificates of participation in pools of residential mortgages | $140,000 | 4,433 |
| Issued or guaranteed by U.S. | $140,000 | 4,427 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $9,576,000 | 4,398 |
| Total debt securities | $9,576,000 | 4,687 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $9,409,000 | 4,757 |
| U.S. Government securities | $654,000 | 5,438 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $654,000 | 5,339 |
| Securities issued by states & political subdivisions | $8,243,000 | 3,026 |
| Other domestic debt securities | $512,000 | 1,826 |
| 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 | $512,000 | 1,486 |
| 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 | $1,134,000 | 4,700 |
| Mortgage-backed securities | $151,000 | 4,650 |
| Certificates of participation in pools of residential mortgages | $151,000 | 4,460 |
| Issued or guaranteed by U.S. | $151,000 | 4,456 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $9,409,000 | 4,422 |
| Total debt securities | $9,409,000 | 4,729 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $9,993,000 | 4,758 |
| U.S. Government securities | $869,000 | 5,489 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $869,000 | 5,394 |
| Securities issued by states & political subdivisions | $8,614,000 | 2,985 |
| Other domestic debt securities | $510,000 | 1,855 |
| 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 | $510,000 | 1,493 |
| 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 | $1,138,000 | 4,783 |
| Mortgage-backed securities | $167,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $167,000 | 4,511 |
| Issued or guaranteed by U.S. | $167,000 | 4,505 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $9,993,000 | 4,420 |
| Total debt securities | $9,993,000 | 4,735 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $11,079,000 | 4,743 |
| U.S. Government securities | $869,000 | 5,569 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $869,000 | 5,471 |
| Securities issued by states & political subdivisions | $9,695,000 | 2,831 |
| Other domestic debt securities | $515,000 | 1,866 |
| 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 | $515,000 | 1,496 |
| 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 | $1,133,000 | 4,836 |
| Mortgage-backed securities | $170,000 | 4,733 |
| Certificates of participation in pools of residential mortgages | $170,000 | 4,552 |
| Issued or guaranteed by U.S. | $170,000 | 4,547 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $11,079,000 | 4,377 |
| Total debt securities | $11,079,000 | 4,721 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $11,028,000 | 4,795 |
| U.S. Government securities | $873,000 | 5,633 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $873,000 | 5,538 |
| Securities issued by states & political subdivisions | $9,638,000 | 2,849 |
| Other domestic debt securities | $517,000 | 1,848 |
| 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 | $517,000 | 1,487 |
| 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 | $1,115,000 | 4,883 |
| Mortgage-backed securities | $181,000 | 4,763 |
| Certificates of participation in pools of residential mortgages | $181,000 | 4,577 |
| Issued or guaranteed by U.S. | $181,000 | 4,573 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $11,028,000 | 4,432 |
| Total debt securities | $11,028,000 | 4,767 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $11,571,000 | 4,827 |
| U.S. Government securities | $1,393,000 | 5,603 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,393,000 | 5,507 |
| Securities issued by states & political subdivisions | $9,663,000 | 2,868 |
| Other domestic debt securities | $515,000 | 1,865 |
| 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 | $515,000 | 1,489 |
| 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 | $180,000 | 5,301 |
| Mortgage-backed securities | $193,000 | 4,817 |
| Certificates of participation in pools of residential mortgages | $193,000 | 4,619 |
| Issued or guaranteed by U.S. | $193,000 | 4,614 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $11,571,000 | 4,461 |
| Total debt securities | $11,571,000 | 4,802 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $3,213,000 | 5,791 |
| U.S. Government securities | $203,000 | 5,964 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $203,000 | 5,876 |
| Securities issued by states & political subdivisions | $3,010,000 | 4,063 |
| 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 | $380,000 | 5,284 |
| Mortgage-backed securities | $203,000 | 4,892 |
| Certificates of participation in pools of residential mortgages | $203,000 | 4,691 |
| Issued or guaranteed by U.S. | $203,000 | 4,688 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $3,213,000 | 5,408 |
| Total debt securities | $3,213,000 | 5,763 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $3,896,000 | 5,776 |
| U.S. Government securities | $212,000 | 6,030 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $212,000 | 5,946 |
| Securities issued by states & political subdivisions | $3,684,000 | 3,897 |
| 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 | $1,370,000 | 4,973 |
| Mortgage-backed securities | $212,000 | 4,937 |
| Certificates of participation in pools of residential mortgages | $212,000 | 4,740 |
| Issued or guaranteed by U.S. | $212,000 | 4,733 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $3,896,000 | 5,401 |
| Total debt securities | $3,896,000 | 5,751 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $4,394,000 | 5,827 |
| U.S. Government securities | $219,000 | 6,126 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $219,000 | 6,039 |
| Securities issued by states & political subdivisions | $4,175,000 | 3,834 |
| 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 | $1,385,000 | 5,039 |
| Mortgage-backed securities | $219,000 | 5,019 |
| Certificates of participation in pools of residential mortgages | $219,000 | 4,807 |
| Issued or guaranteed by U.S. | $219,000 | 4,801 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $4,394,000 | 5,450 |
| Total debt securities | $4,394,000 | 5,804 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $4,625,000 | 5,880 |
| U.S. Government securities | $225,000 | 6,209 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $225,000 | 6,122 |
| Securities issued by states & political subdivisions | $4,400,000 | 3,832 |
| 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 | $1,605,000 | 5,036 |
| Mortgage-backed securities | $225,000 | 5,099 |
| Certificates of participation in pools of residential mortgages | $225,000 | 4,886 |
| Issued or guaranteed by U.S. | $225,000 | 4,881 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $4,625,000 | 5,500 |
| Total debt securities | $4,625,000 | 5,859 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $4,662,000 | 5,948 |
| U.S. Government securities | $240,000 | 6,273 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $240,000 | 6,184 |
| Securities issued by states & political subdivisions | $4,422,000 | 3,852 |
| 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 | $1,632,000 | 5,087 |
| Mortgage-backed securities | $240,000 | 5,143 |
| Certificates of participation in pools of residential mortgages | $240,000 | 4,924 |
| Issued or guaranteed by U.S. | $240,000 | 4,921 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $4,662,000 | 5,549 |
| Total debt securities | $4,662,000 | 5,924 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $5,099,000 | 5,947 |
| U.S. Government securities | $246,000 | 6,330 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $246,000 | 6,239 |
| Securities issued by states & political subdivisions | $4,853,000 | 3,787 |
| 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 | $1,428,000 | 5,193 |
| Mortgage-backed securities | $246,000 | 5,185 |
| Certificates of participation in pools of residential mortgages | $246,000 | 4,971 |
| Issued or guaranteed by U.S. | $246,000 | 4,967 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $5,099,000 | 5,561 |
| Total debt securities | $5,099,000 | 5,924 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $5,076,000 | 5,994 |
| U.S. Government securities | $270,000 | 6,387 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $270,000 | 6,290 |
| Securities issued by states & political subdivisions | $4,806,000 | 3,809 |
| 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 | $1,979,000 | 5,064 |
| Mortgage-backed securities | $270,000 | 5,212 |
| Certificates of participation in pools of residential mortgages | $270,000 | 4,982 |
| Issued or guaranteed by U.S. | $270,000 | 4,977 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $5,076,000 | 5,606 |
| Total debt securities | $5,076,000 | 5,972 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $5,268,000 | 6,027 |
| U.S. Government securities | $287,000 | 6,455 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $287,000 | 6,360 |
| Securities issued by states & political subdivisions | $4,981,000 | 3,777 |
| 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 | $2,021,000 | 5,082 |
| Mortgage-backed securities | $287,000 | 5,256 |
| Certificates of participation in pools of residential mortgages | $287,000 | 5,020 |
| Issued or guaranteed by U.S. | $287,000 | 5,014 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $5,268,000 | 5,639 |
| Total debt securities | $5,268,000 | 6,005 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $5,426,000 | 6,024 |
| U.S. Government securities | $307,000 | 6,489 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $307,000 | 6,391 |
| Securities issued by states & political subdivisions | $5,119,000 | 3,756 |
| 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 | $2,037,000 | 5,100 |
| Mortgage-backed securities | $307,000 | 5,256 |
| Certificates of participation in pools of residential mortgages | $307,000 | 5,005 |
| Issued or guaranteed by U.S. | $307,000 | 4,998 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $5,426,000 | 5,644 |
| Total debt securities | $5,426,000 | 5,997 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $6,447,000 | 5,935 |
| U.S. Government securities | $329,000 | 6,542 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $329,000 | 6,440 |
| Securities issued by states & political subdivisions | $6,118,000 | 3,558 |
| 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 | $2,064,000 | 5,152 |
| Mortgage-backed securities | $329,000 | 5,298 |
| Certificates of participation in pools of residential mortgages | $329,000 | 5,030 |
| Issued or guaranteed by U.S. | $329,000 | 5,026 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $6,447,000 | 5,587 |
| Total debt securities | $6,447,000 | 5,905 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $6,631,000 | 5,944 |
| U.S. Government securities | $359,000 | 6,594 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $359,000 | 6,495 |
| Securities issued by states & political subdivisions | $6,272,000 | 3,475 |
| 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 | $2,106,000 | 5,160 |
| Mortgage-backed securities | $359,000 | 5,328 |
| Certificates of participation in pools of residential mortgages | $359,000 | 5,038 |
| Issued or guaranteed by U.S. | $359,000 | 5,034 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $6,631,000 | 5,569 |
| Total debt securities | $6,631,000 | 5,916 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $9,571,000 | 5,680 |
| U.S. Government securities | $2,901,000 | 6,096 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,901,000 | 5,996 |
| Securities issued by states & political subdivisions | $6,670,000 | 3,378 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,660,000 | 4,425 |
| Mortgage-backed securities | $398,000 | 5,404 |
| Certificates of participation in pools of residential mortgages | $398,000 | 5,120 |
| Issued or guaranteed by U.S. | $398,000 | 5,113 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $9,571,000 | 5,292 |
| Total debt securities | $9,571,000 | 5,651 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $9,621,000 | 5,739 |
| U.S. Government securities | $2,936,000 | 6,190 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,936,000 | 6,095 |
| Securities issued by states & political subdivisions | $6,685,000 | 3,319 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,702,000 | 4,453 |
| Mortgage-backed securities | $424,000 | 5,435 |
| Certificates of participation in pools of residential mortgages | $424,000 | 5,139 |
| Issued or guaranteed by U.S. | $424,000 | 5,131 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $9,621,000 | 5,353 |
| Total debt securities | $9,621,000 | 5,708 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $10,630,000 | 5,655 |
| U.S. Government securities | $2,949,000 | 6,268 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,949,000 | 6,162 |
| Securities issued by states & political subdivisions | $7,681,000 | 3,042 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,818,000 | 4,446 |
| Mortgage-backed securities | $456,000 | 5,440 |
| Certificates of participation in pools of residential mortgages | $456,000 | 5,136 |
| Issued or guaranteed by U.S. | $456,000 | 5,130 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $10,630,000 | 5,260 |
| Total debt securities | $10,630,000 | 5,629 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $10,705,000 | 5,651 |
| U.S. Government securities | $2,975,000 | 6,291 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,975,000 | 6,192 |
| Securities issued by states & political subdivisions | $7,730,000 | 2,998 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,829,000 | 4,227 |
| Mortgage-backed securities | $488,000 | 5,417 |
| Certificates of participation in pools of residential mortgages | $488,000 | 5,086 |
| Issued or guaranteed by U.S. | $488,000 | 5,072 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $10,705,000 | 5,224 |
| Total debt securities | $10,705,000 | 5,625 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $8,861,000 | 5,891 |
| U.S. Government securities | $520,000 | 6,896 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $520,000 | 6,796 |
| Securities issued by states & political subdivisions | $8,341,000 | 2,834 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,205,000 | 5,054 |
| Mortgage-backed securities | $520,000 | 5,409 |
| Certificates of participation in pools of residential mortgages | $520,000 | 5,068 |
| Issued or guaranteed by U.S. | $520,000 | 5,053 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $8,861,000 | 5,451 |
| Total debt securities | $8,861,000 | 5,852 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $12,226,000 | 5,502 |
| U.S. Government securities | $4,071,000 | 6,221 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,071,000 | 6,101 |
| Securities issued by states & political subdivisions | $8,155,000 | 2,818 |
| 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 | $4,705,000 | 4,313 |
| Mortgage-backed securities | $567,000 | 5,394 |
| Certificates of participation in pools of residential mortgages | $567,000 | 5,048 |
| Issued or guaranteed by U.S. | $567,000 | 5,035 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $12,226,000 | 5,058 |
| Total debt securities | $12,226,000 | 5,471 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,486 |
| Fair value | $3,504,000 | 1,502 |
| 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 | $12,809,000 | 5,410 |
| U.S. Government securities | $4,087,000 | 6,222 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,087,000 | 6,094 |
| Securities issued by states & political subdivisions | $8,722,000 | 2,685 |
| 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 | $4,896,000 | 4,256 |
| Mortgage-backed securities | $599,000 | 5,370 |
| Certificates of participation in pools of residential mortgages | $599,000 | 5,000 |
| Issued or guaranteed by U.S. | $599,000 | 4,989 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $12,809,000 | 4,970 |
| Total debt securities | $12,809,000 | 5,381 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,531 |
| Fair value | $3,488,000 | 1,548 |
| 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 | $15,760,000 | 4,928 |
| U.S. Government securities | $6,644,000 | 5,535 |
| U.S. Treasury securities | $4,007,000 | 569 |
| U.S. Government agency obligations | $2,637,000 | 6,371 |
| Securities issued by states & political subdivisions | $9,116,000 | 2,597 |
| 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 | $4,495,000 | 4,360 |
| Mortgage-backed securities | $667,000 | 5,330 |
| Certificates of participation in pools of residential mortgages | $667,000 | 4,895 |
| Issued or guaranteed by U.S. | $667,000 | 4,886 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $15,760,000 | 4,510 |
| Total debt securities | $15,760,000 | 4,896 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,852 |
| Fair value | $1,970,000 | 1,949 |
| 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 | $19,161,000 | 4,466 |
| U.S. Government securities | $9,248,000 | 4,984 |
| U.S. Treasury securities | $4,013,000 | 518 |
| U.S. Government agency obligations | $5,235,000 | 5,728 |
| Securities issued by states & political subdivisions | $9,913,000 | 2,393 |
| 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 | $9,256,000 | 3,335 |
| Mortgage-backed securities | $726,000 | 5,335 |
| Certificates of participation in pools of residential mortgages | $726,000 | 4,877 |
| Issued or guaranteed by U.S. | $726,000 | 4,869 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $19,161,000 | 4,075 |
| Total debt securities | $19,161,000 | 4,423 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 1,220 |
| Fair value | $4,507,000 | 1,239 |
| 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 | $19,761,000 | 4,423 |
| U.S. Government securities | $9,815,000 | 4,959 |
| U.S. Treasury securities | $4,018,000 | 506 |
| U.S. Government agency obligations | $5,797,000 | 5,731 |
| Securities issued by states & political subdivisions | $9,946,000 | 2,276 |
| 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 | $9,305,000 | 3,359 |
| Mortgage-backed securities | $789,000 | 5,324 |
| Certificates of participation in pools of residential mortgages | $789,000 | 4,886 |
| Issued or guaranteed by U.S. | $789,000 | 4,879 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $19,761,000 | 4,014 |
| Total debt securities | $19,761,000 | 4,378 |
| Structured notes | ||
| Amortized cost | $5,001,000 | 1,148 |
| Fair value | $5,009,000 | 1,197 |
| 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 | $20,633,000 | 4,382 |
| U.S. Government securities | $9,885,000 | 5,038 |
| U.S. Treasury securities | $4,016,000 | 506 |
| U.S. Government agency obligations | $5,869,000 | 5,779 |
| Securities issued by states & political subdivisions | $10,748,000 | 2,134 |
| 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 | $9,553,000 | 3,400 |
| Mortgage-backed securities | $855,000 | 5,395 |
| Certificates of participation in pools of residential mortgages | $855,000 | 4,976 |
| Issued or guaranteed by U.S. | $855,000 | 4,967 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $20,633,000 | 3,973 |
| Total debt securities | $20,633,000 | 4,349 |
| Structured notes | ||
| Amortized cost | $5,016,000 | 950 |
| Fair value | $5,013,000 | 958 |
| 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 | $21,487,000 | 4,251 |
| U.S. Government securities | $10,403,000 | 4,906 |
| U.S. Treasury securities | $6,022,000 | 336 |
| U.S. Government agency obligations | $4,381,000 | 6,170 |
| Securities issued by states & political subdivisions | $11,084,000 | 2,101 |
| 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 | $8,955,000 | 3,524 |
| Mortgage-backed securities | $916,000 | 5,436 |
| Certificates of participation in pools of residential mortgages | $916,000 | 5,017 |
| Issued or guaranteed by U.S. | $916,000 | 5,008 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $21,487,000 | 3,862 |
| Total debt securities | $21,487,000 | 4,221 |
| Structured notes | ||
| Amortized cost | $3,503,000 | 1,062 |
| Fair value | $3,464,000 | 1,089 |
| 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 | $18,041,000 | 4,669 |
| U.S. Government securities | $7,008,000 | 5,636 |
| U.S. Treasury securities | $6,029,000 | 319 |
| U.S. Government agency obligations | $979,000 | 7,226 |
| Securities issued by states & political subdivisions | $11,033,000 | 2,110 |
| 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 | $9,055,000 | 3,521 |
| Mortgage-backed securities | $979,000 | 5,487 |
| Certificates of participation in pools of residential mortgages | $979,000 | 5,073 |
| Issued or guaranteed by U.S. | $979,000 | 5,061 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $18,041,000 | 4,247 |
| Total debt securities | $18,041,000 | 4,618 |
| 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 | $18,445,000 | 4,619 |
| U.S. Government securities | $7,568,000 | 5,485 |
| U.S. Treasury securities | $6,023,000 | 306 |
| U.S. Government agency obligations | $1,545,000 | 7,107 |
| Securities issued by states & political subdivisions | $10,877,000 | 2,089 |
| 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 | $7,243,000 | 3,859 |
| Mortgage-backed securities | $1,040,000 | 5,508 |
| Certificates of participation in pools of residential mortgages | $1,040,000 | 5,085 |
| Issued or guaranteed by U.S. | $1,040,000 | 5,069 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $18,445,000 | 4,170 |
| Total debt securities | $18,445,000 | 4,576 |
| 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 | $19,492,000 | 4,496 |
| U.S. Government securities | $8,199,000 | 5,464 |
| U.S. Treasury securities | $6,030,000 | 274 |
| U.S. Government agency obligations | $2,169,000 | 7,022 |
| Securities issued by states & political subdivisions | $11,293,000 | 1,944 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,247,000 | 4,727 |
| Mortgage-backed securities | $1,153,000 | 5,530 |
| Certificates of participation in pools of residential mortgages | $1,153,000 | 5,109 |
| Issued or guaranteed by U.S. | $1,153,000 | 5,092 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $19,492,000 | 4,047 |
| Total debt securities | $19,492,000 | 4,458 |
| 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 | $13,516,000 | 5,327 |
| U.S. Government securities | $2,223,000 | 7,198 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,223,000 | 7,116 |
| Securities issued by states & political subdivisions | $11,293,000 | 1,896 |
| 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 | $1,772,000 | 5,695 |
| Mortgage-backed securities | $1,200,000 | 5,509 |
| Certificates of participation in pools of residential mortgages | $1,200,000 | 5,082 |
| Issued or guaranteed by U.S. | $1,200,000 | 5,069 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $13,516,000 | 4,812 |
| Total debt securities | $13,516,000 | 5,287 |
| 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 | $12,507,000 | 5,442 |
| U.S. Government securities | $2,295,000 | 7,217 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,295,000 | 7,128 |
| Securities issued by states & political subdivisions | $10,212,000 | 2,018 |
| 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 | $1,309,000 | 5,918 |
| Mortgage-backed securities | $1,280,000 | 5,434 |
| Certificates of participation in pools of residential mortgages | $1,280,000 | 5,020 |
| Issued or guaranteed by U.S. | $1,280,000 | 5,006 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $12,507,000 | 4,927 |
| Total debt securities | $12,507,000 | 5,404 |
| 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 | $13,516,000 | 5,320 |
| U.S. Government securities | $2,949,000 | 7,093 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,949,000 | 6,993 |
| Securities issued by states & political subdivisions | $10,567,000 | 1,974 |
| 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 | $1,442,000 | 5,897 |
| Mortgage-backed securities | $1,433,000 | 5,379 |
| Certificates of participation in pools of residential mortgages | $1,433,000 | 4,944 |
| Issued or guaranteed by U.S. | $1,433,000 | 4,925 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $13,516,000 | 4,832 |
| Total debt securities | $13,516,000 | 5,269 |
| 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 | $14,588,000 | 5,176 |
| U.S. Government securities | $3,113,000 | 7,030 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,113,000 | 6,927 |
| Securities issued by states & political subdivisions | $11,475,000 | 1,860 |
| 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 | $2,100,000 | 5,560 |
| Mortgage-backed securities | $1,583,000 | 5,271 |
| Certificates of participation in pools of residential mortgages | $1,583,000 | 4,815 |
| Issued or guaranteed by U.S. | $1,583,000 | 4,793 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $14,588,000 | 4,683 |
| Total debt securities | $14,588,000 | 5,121 |
| 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 | $15,884,000 | 5,029 |
| U.S. Government securities | $4,683,000 | 6,690 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,683,000 | 6,583 |
| Securities issued by states & political subdivisions | $11,201,000 | 1,875 |
| 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 | $2,538,000 | 5,426 |
| Mortgage-backed securities | $1,671,000 | 5,000 |
| Certificates of participation in pools of residential mortgages | $1,671,000 | 4,541 |
| Issued or guaranteed by U.S. | $1,671,000 | 4,523 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $15,884,000 | 4,485 |
| Total debt securities | $15,884,000 | 4,980 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $995,000 | 1,676 |
| 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 | $15,151,000 | 5,150 |
| U.S. Government securities | $4,219,000 | 6,896 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,219,000 | 6,791 |
| Securities issued by states & political subdivisions | $10,932,000 | 1,872 |
| 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 | $3,100,000 | 5,195 |
| Mortgage-backed securities | $722,000 | 5,475 |
| Certificates of participation in pools of residential mortgages | $722,000 | 5,021 |
| Issued or guaranteed by U.S. | $722,000 | 5,004 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $15,151,000 | 4,586 |
| Total debt securities | $15,151,000 | 5,108 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $989,000 | 1,892 |
| 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 | $14,736,000 | 5,250 |
| U.S. Government securities | $4,268,000 | 6,919 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,268,000 | 6,793 |
| Securities issued by states & political subdivisions | $10,468,000 | 1,914 |
| 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 | $4,100,000 | 4,860 |
| Mortgage-backed securities | $795,000 | 5,430 |
| Certificates of participation in pools of residential mortgages | $795,000 | 4,972 |
| Issued or guaranteed by U.S. | $795,000 | 4,957 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $14,736,000 | 4,658 |
| Total debt securities | $14,736,000 | 5,204 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $982,000 | 1,953 |
| 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 | $15,808,000 | 5,124 |
| U.S. Government securities | $5,314,000 | 6,678 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,314,000 | 6,549 |
| Securities issued by states & political subdivisions | $10,494,000 | 1,913 |
| 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 | $4,100,000 | 4,868 |
| Mortgage-backed securities | $831,000 | 5,415 |
| Certificates of participation in pools of residential mortgages | $831,000 | 4,963 |
| Issued or guaranteed by U.S. | $831,000 | 4,945 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $15,808,000 | 4,531 |
| Total debt securities | $15,808,000 | 5,085 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $989,000 | 2,003 |
| 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 | $16,385,000 | 5,080 |
| U.S. Government securities | $5,833,000 | 6,564 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,833,000 | 6,433 |
| Securities issued by states & political subdivisions | $10,552,000 | 1,901 |
| 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 | $4,150,000 | 4,865 |
| Mortgage-backed securities | $872,000 | 5,394 |
| Certificates of participation in pools of residential mortgages | $872,000 | 4,924 |
| Issued or guaranteed by U.S. | $872,000 | 4,906 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $16,385,000 | 4,480 |
| Total debt securities | $16,385,000 | 5,035 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $986,000 | 2,098 |
| 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 | $17,079,000 | 5,011 |
| U.S. Government securities | $6,369,000 | 6,471 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,369,000 | 6,334 |
| Securities issued by states & political subdivisions | $10,710,000 | 1,879 |
| 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 | $4,700,000 | 4,701 |
| Mortgage-backed securities | $957,000 | 5,332 |
| Certificates of participation in pools of residential mortgages | $957,000 | 4,857 |
| Issued or guaranteed by U.S. | $957,000 | 4,832 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $17,079,000 | 4,395 |
| Total debt securities | $17,079,000 | 4,966 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,056 |
| Fair value | $978,000 | 2,251 |
| 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 | $16,398,000 | 5,114 |
| U.S. Government securities | $6,413,000 | 6,460 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,413,000 | 6,324 |
| Securities issued by states & political subdivisions | $9,982,000 | 1,966 |
| Other domestic debt securities | $3,000 | 3,113 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,326 |
| 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 | $4,704,000 | 4,745 |
| Mortgage-backed securities | $1,034,000 | 5,285 |
| Certificates of participation in pools of residential mortgages | $1,031,000 | 4,821 |
| Issued or guaranteed by U.S. | $1,031,000 | 4,798 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,000 | 3,642 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $3,000 | 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $16,398,000 | 4,464 |
| Total debt securities | $16,398,000 | 5,066 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $1,946,000 | 1,629 |
| 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 | $17,271,000 | 5,015 |
| U.S. Government securities | $6,493,000 | 6,492 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,493,000 | 6,354 |
| Securities issued by states & political subdivisions | $10,774,000 | 1,834 |
| Other domestic debt securities | $4,000 | 3,181 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,303 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,300,000 | 4,847 |
| Mortgage-backed securities | $1,099,000 | 5,303 |
| Certificates of participation in pools of residential mortgages | $1,095,000 | 4,801 |
| Issued or guaranteed by U.S. | $1,095,000 | 4,781 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,000 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $4,000 | 1,209 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $17,271,000 | 4,367 |
| Total debt securities | $17,271,000 | 4,957 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,539 |
| Fair value | $1,962,000 | 1,625 |
| 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 | $17,422,000 | 4,992 |
| U.S. Government securities | $6,622,000 | 6,471 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,622,000 | 6,334 |
| Securities issued by states & political subdivisions | $10,796,000 | 1,821 |
| Other domestic debt securities | $4,000 | 3,279 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,296 |
| 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 | $3,000,000 | 5,373 |
| Mortgage-backed securities | $1,227,000 | 5,267 |
| Certificates of participation in pools of residential mortgages | $1,223,000 | 4,755 |
| Issued or guaranteed by U.S. | $1,223,000 | 4,735 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,000 | 3,660 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $4,000 | 1,193 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $17,422,000 | 4,325 |
| Total debt securities | $17,422,000 | 4,940 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,536 |
| Fair value | $1,962,000 | 1,640 |
| 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 | $18,540,000 | 4,830 |
| U.S. Government securities | $7,216,000 | 6,288 |
| U.S. Treasury securities | $998,000 | 1,134 |
| U.S. Government agency obligations | $6,218,000 | 6,436 |
| Securities issued by states & political subdivisions | $11,320,000 | 1,721 |
| Other domestic debt securities | $4,000 | 3,342 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,283 |
| 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 | $3,000,000 | 5,370 |
| Mortgage-backed securities | $294,000 | 6,101 |
| Certificates of participation in pools of residential mortgages | $294,000 | 5,702 |
| Issued or guaranteed by U.S. | $290,000 | 5,685 |
| Privately issued | $4,000 | 219 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $18,540,000 | 4,176 |
| Total debt securities | $18,538,000 | 4,776 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,512 |
| Fair value | $1,978,000 | 1,585 |
| 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 | $16,494,000 | 5,176 |
| U.S. Government securities | $6,903,000 | 6,445 |
| U.S. Treasury securities | $994,000 | 1,206 |
| U.S. Government agency obligations | $5,909,000 | 6,587 |
| Securities issued by states & political subdivisions | $9,586,000 | 1,992 |
| Other domestic debt securities | $5,000 | 3,387 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,290,000 | 5,230 |
| Mortgage-backed securities | $1,218,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $1,213,000 | 4,875 |
| Issued or guaranteed by U.S. | $1,213,000 | 4,856 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,000 | 3,683 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $5,000 | 1,134 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $16,494,000 | 4,509 |
| Total debt securities | $16,494,000 | 5,124 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $987,000 | 2,264 |
| 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 | $17,486,000 | 5,073 |
| U.S. Government securities | $6,972,000 | 6,476 |
| U.S. Treasury securities | $991,000 | 1,299 |
| U.S. Government agency obligations | $5,981,000 | 6,616 |
| Securities issued by states & political subdivisions | $10,509,000 | 1,841 |
| Other domestic debt securities | $5,000 | 3,438 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,216,000 | 5,304 |
| Mortgage-backed securities | $1,326,000 | 5,382 |
| Certificates of participation in pools of residential mortgages | $1,321,000 | 4,861 |
| Issued or guaranteed by U.S. | $1,321,000 | 4,848 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,000 | 3,729 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $5,000 | 1,133 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $17,486,000 | 4,429 |
| Total debt securities | $17,486,000 | 5,014 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $968,000 | 2,284 |
| 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 | $18,456,000 | 4,952 |
| U.S. Government securities | $7,581,000 | 6,304 |
| U.S. Treasury securities | $991,000 | 1,382 |
| U.S. Government agency obligations | $6,590,000 | 6,434 |
| Securities issued by states & political subdivisions | $10,870,000 | 1,797 |
| Other domestic debt securities | $5,000 | 3,492 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,231 |
| 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 | $3,790,000 | 5,033 |
| Mortgage-backed securities | $1,390,000 | 5,405 |
| Certificates of participation in pools of residential mortgages | $1,385,000 | 4,852 |
| Issued or guaranteed by U.S. | $1,385,000 | 4,838 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,000 | 3,770 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $5,000 | 1,129 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $18,456,000 | 4,313 |
| Total debt securities | $18,456,000 | 4,898 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $983,000 | 2,222 |
| 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 | $16,686,000 | 5,229 |
| U.S. Government securities | $6,204,000 | 6,737 |
| U.S. Treasury securities | $995,000 | 1,374 |
| U.S. Government agency obligations | $5,209,000 | 6,906 |
| Securities issued by states & political subdivisions | $10,476,000 | 1,863 |
| Other domestic debt securities | $6,000 | 3,557 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,202 |
| 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 | $4,790,000 | 4,691 |
| Mortgage-backed securities | $491,000 | 6,100 |
| Certificates of participation in pools of residential mortgages | $485,000 | 5,643 |
| Issued or guaranteed by U.S. | $485,000 | 5,627 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,000 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $6,000 | 1,090 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $16,686,000 | 4,544 |
| Total debt securities | $16,686,000 | 5,154 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,484 |
| Fair value | $1,982,000 | 1,588 |
| 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 | $18,014,000 | 5,094 |
| U.S. Government securities | $5,659,000 | 6,992 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,659,000 | 6,829 |
| Securities issued by states & political subdivisions | $12,349,000 | 1,591 |
| Other domestic debt securities | $6,000 | 3,660 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,195 |
| 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 | $3,341,000 | 5,228 |
| Mortgage-backed securities | $521,000 | 6,123 |
| Certificates of participation in pools of residential mortgages | $515,000 | 5,663 |
| Issued or guaranteed by U.S. | $515,000 | 5,648 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,000 | 3,857 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $6,000 | 1,090 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $18,014,000 | 4,455 |
| Total debt securities | $18,014,000 | 5,018 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,462 |
| Fair value | $1,934,000 | 1,565 |
| 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 | $22,507,000 | 4,445 |
| U.S. Government securities | $7,464,000 | 6,386 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,464,000 | 6,227 |
| Securities issued by states & political subdivisions | $14,034,000 | 1,416 |
| Other domestic debt securities | $1,009,000 | 2,518 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $994,000 | 2,203 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,971,000 | 4,944 |
| Mortgage-backed securities | $598,000 | 6,102 |
| Certificates of participation in pools of residential mortgages | $583,000 | 5,631 |
| Issued or guaranteed by U.S. | $583,000 | 5,614 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $15,000 | 3,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $15,000 | 1,106 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $22,507,000 | 3,869 |
| Total debt securities | $22,507,000 | 4,369 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,296 |
| Fair value | $1,993,000 | 1,401 |
| 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 | $27,350,000 | 3,968 |
| U.S. Government securities | $9,616,000 | 5,879 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,616,000 | 5,715 |
| Securities issued by states & political subdivisions | $16,721,000 | 1,166 |
| Other domestic debt securities | $1,013,000 | 2,567 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,003,000 | 2,286 |
| 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 | $5,881,000 | 4,160 |
| Mortgage-backed securities | $619,000 | 6,092 |
| Certificates of participation in pools of residential mortgages | $609,000 | 5,633 |
| Issued or guaranteed by U.S. | $609,000 | 5,613 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,000 | 3,957 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $10,000 | 952 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $27,350,000 | 3,425 |
| Total debt securities | $27,350,000 | 3,895 |
| Structured notes | ||
| Amortized cost | $3,622,000 | 827 |
| Fair value | $3,579,000 | 830 |
| 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 | $26,889,000 | 3,938 |
| U.S. Government securities | $9,444,000 | 5,760 |
| U.S. Treasury securities | $1,011,000 | 1,480 |
| U.S. Government agency obligations | $8,433,000 | 5,859 |
| Securities issued by states & political subdivisions | $16,896,000 | 1,154 |
| Other domestic debt securities | $516,000 | 3,140 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 2,846 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $33,000 | 2,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,189,000 | 3,480 |
| Mortgage-backed securities | $131,000 | 6,743 |
| Certificates of participation in pools of residential mortgages | $119,000 | 6,407 |
| Issued or guaranteed by U.S. | $119,000 | 6,380 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $12,000 | 4,040 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $12,000 | 1,024 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $26,889,000 | 3,413 |
| Total debt securities | $26,856,000 | 3,862 |
| Structured notes | ||
| Amortized cost | $502,000 | 1,766 |
| Fair value | $504,000 | 1,819 |
| 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 | $28,389,000 | 3,688 |
| U.S. Government securities | $10,504,000 | 5,435 |
| U.S. Treasury securities | $1,534,000 | 1,278 |
| U.S. Government agency obligations | $8,970,000 | 5,640 |
| Securities issued by states & political subdivisions | $17,327,000 | 1,104 |
| Other domestic debt securities | $524,000 | 3,210 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $508,000 | 2,895 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $34,000 | 2,207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,600,000 | 3,331 |
| Mortgage-backed securities | $181,000 | 6,707 |
| Certificates of participation in pools of residential mortgages | $165,000 | 6,327 |
| Issued or guaranteed by U.S. | $165,000 | 6,304 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $16,000 | 4,197 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $16,000 | 1,068 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $28,389,000 | 3,187 |
| Total debt securities | $28,355,000 | 3,608 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,008 |
| Fair value | $1,501,000 | 1,059 |
| 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 | $29,380,000 | 3,575 |
| U.S. Government securities | $11,525,000 | 5,230 |
| U.S. Treasury securities | $2,058,000 | 1,145 |
| U.S. Government agency obligations | $9,467,000 | 5,531 |
| Securities issued by states & political subdivisions | $17,296,000 | 1,057 |
| Other domestic debt securities | $525,000 | 3,222 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $510,000 | 2,889 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $34,000 | 2,209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,148,000 | 3,714 |
| Mortgage-backed securities | $195,000 | 6,713 |
| Certificates of participation in pools of residential mortgages | $180,000 | 6,306 |
| Issued or guaranteed by U.S. | $180,000 | 6,285 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $15,000 | 4,285 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $15,000 | 1,100 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $29,380,000 | 3,084 |
| Total debt securities | $29,346,000 | 3,495 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $504,000 | 1,400 |
| 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 | $36,113,000 | 3,042 |
| U.S. Government securities | $16,386,000 | 4,222 |
| U.S. Treasury securities | $7,589,000 | 533 |
| U.S. Government agency obligations | $8,797,000 | 5,726 |
| Securities issued by states & political subdivisions | $17,688,000 | 1,011 |
| Other domestic debt securities | $17,000 | 4,034 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,261 |
| 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 | $2,022,000 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,100,000 | 3,243 |
| Mortgage-backed securities | $222,000 | 6,691 |
| Certificates of participation in pools of residential mortgages | $205,000 | 6,243 |
| Issued or guaranteed by U.S. | $205,000 | 6,224 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $17,000 | 4,327 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $17,000 | 1,120 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $36,113,000 | 2,599 |
| Total debt securities | $34,091,000 | 3,100 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $511,000 | 1,193 |
| 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 | $39,320,000 | 2,692 |
| U.S. Government securities | $21,897,000 | 3,276 |
| U.S. Treasury securities | $3,177,000 | 1,055 |
| U.S. Government agency obligations | $18,720,000 | 3,525 |
| Securities issued by states & political subdivisions | $17,403,000 | 977 |
| Other domestic debt securities | $20,000 | 4,100 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,355 |
| 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 | $8,850,000 | 3,233 |
| Mortgage-backed securities | $309,000 | 6,594 |
| Certificates of participation in pools of residential mortgages | $289,000 | 6,054 |
| Issued or guaranteed by U.S. | $289,000 | 6,031 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $20,000 | 4,434 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $20,000 | 1,212 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $39,320,000 | 2,237 |
| Total debt securities | $39,320,000 | 2,623 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 118 |
| Fair value | $2,990,000 | 127 |
| 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 | $33,460,000 | 3,162 |
| U.S. Government securities | $18,194,000 | 3,940 |
| U.S. Treasury securities | $4,624,000 | 1,130 |
| U.S. Government agency obligations | $13,570,000 | 4,561 |
| Securities issued by states & political subdivisions | $14,538,000 | 1,140 |
| Other domestic debt securities | $26,000 | 3,796 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,315 |
| 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 | $0 | 313 |
| Equity securities | $702,000 | 3,140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,993,000 | 3,179 |
| Mortgage-backed securities | $147,000 | 6,750 |
| Certificates of participation in pools of residential mortgages | $121,000 | 6,309 |
| Issued or guaranteed by U.S. | $121,000 | 6,289 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $26,000 | 4,120 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $26,000 | 1,140 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $33,460,000 | 2,534 |
| Total debt securities | $32,758,000 | 3,117 |
| 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 | $29,512,000 | 3,635 |
| U.S. Government securities | $15,865,000 | 4,600 |
| U.S. Treasury securities | $5,823,000 | 1,388 |
| U.S. Government agency obligations | $10,042,000 | 5,575 |
| Securities issued by states & political subdivisions | $12,914,000 | 1,294 |
| Other domestic debt securities | $32,000 | 3,738 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,371 |
| 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 | $0 | 343 |
| Equity securities | $701,000 | 3,053 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,700,000 | 2,667 |
| Mortgage-backed securities | $201,000 | 6,988 |
| Certificates of participation in pools of residential mortgages | $169,000 | 6,467 |
| Issued or guaranteed by U.S. | $169,000 | 6,449 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $32,000 | 4,394 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $32,000 | 1,192 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $29,512,000 | 2,860 |
| Total debt securities | $28,811,000 | 3,604 |
| 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 | $28,629,000 | 3,781 |
| U.S. Government securities | $13,366,000 | 5,150 |
| U.S. Treasury securities | $4,832,000 | 2,326 |
| U.S. Government agency obligations | $8,534,000 | 5,718 |
| Securities issued by states & political subdivisions | $14,609,000 | 1,130 |
| Other domestic debt securities | $48,000 | 3,665 |
| Privately issued residential mortgage-backed securities | $48,000 | 1,367 |
| 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 | $0 | 363 |
| Equity securities | $606,000 | 3,195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,750,000 | 3,082 |
| Mortgage-backed securities | $309,000 | 6,996 |
| Certificates of participation in pools of residential mortgages | $261,000 | 6,453 |
| Issued or guaranteed by U.S. | $261,000 | 6,433 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $48,000 | 4,630 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $48,000 | 1,168 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $28,629,000 | 2,911 |
| Total debt securities | $28,023,000 | 3,739 |
| 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 | $29,315,000 | 3,705 |
| U.S. Government securities | $15,201,000 | 4,992 |
| U.S. Treasury securities | $9,272,000 | 1,966 |
| U.S. Government agency obligations | $5,929,000 | 6,861 |
| Securities issued by states & political subdivisions | $13,503,000 | 1,048 |
| Other domestic debt securities | $74,000 | 3,430 |
| Privately issued residential mortgage-backed securities | $74,000 | 1,326 |
| 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 | $0 | 390 |
| Equity securities | $537,000 | 3,458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,574,000 | 2,747 |
| Mortgage-backed securities | $1,998,000 | 5,417 |
| Certificates of participation in pools of residential mortgages | $1,924,000 | 4,453 |
| Issued or guaranteed by U.S. | $1,924,000 | 4,438 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $74,000 | 4,857 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $74,000 | 1,099 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $29,315,000 | 2,674 |
| Total debt securities | $28,775,000 | 3,663 |
| 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 | $32,433,000 | 3,680 |
| U.S. Government securities | $17,929,000 | 4,796 |
| U.S. Treasury securities | $13,035,000 | 1,759 |
| U.S. Government agency obligations | $4,894,000 | 7,711 |
| Securities issued by states & political subdivisions | $13,942,000 | 998 |
| Other domestic debt securities | $90,000 | 3,910 |
| Privately issued residential mortgage-backed securities | $90,000 | 1,590 |
| 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 | $0 | 466 |
| Equity securities | $472,000 | 3,648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,000,000 | 2,715 |
| Mortgage-backed securities | $2,215,000 | 5,726 |
| Certificates of participation in pools of residential mortgages | $2,078,000 | 4,683 |
| Issued or guaranteed by U.S. | $2,078,000 | 4,660 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $137,000 | 5,160 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 5,130 |
| Privately issued | $90,000 | 1,322 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $32,433,000 | 2,558 |
| Total debt securities | $31,955,000 | 3,640 |
| 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 | $35,804,000 | 3,538 |
| U.S. Government securities | $23,520,000 | 4,076 |
| U.S. Treasury securities | $15,681,000 | 1,791 |
| U.S. Government agency obligations | $7,839,000 | 6,332 |
| Securities issued by states & political subdivisions | $11,727,000 | 1,229 |
| Other domestic debt securities | $122,000 | 4,300 |
| Privately issued residential mortgage-backed securities | $122,000 | 1,805 |
| 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 | $0 | 553 |
| Equity securities | $435,000 | 3,577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,530,000 | 2,828 |
| Mortgage-backed securities | $2,952,000 | 5,571 |
| Certificates of participation in pools of residential mortgages | $1,344,000 | 5,630 |
| Issued or guaranteed by U.S. | $1,344,000 | 5,602 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,608,000 | 3,735 |
| CMOs issued by government agencies or sponsored agencies | $1,486,000 | 3,659 |
| Privately issued | $122,000 | 1,501 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $35,804,000 | 2,409 |
| Total debt securities | $35,361,000 | 3,484 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $28,704,000 | 4,425 |
| U.S. Government securities | $17,326,000 | 5,491 |
| U.S. Treasury securities | $15,402,000 | 2,280 |
| U.S. Government agency obligations | $1,924,000 | 10,032 |
| Securities issued by states & political subdivisions | $10,809,000 | 1,365 |
| Other domestic debt securities | $145,000 | 4,837 |
| Privately issued residential mortgage-backed securities | $145,000 | 1,976 |
| 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 | $0 | 600 |
| Equity securities | $424,000 | 3,379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,254,000 | 2,881 |
| Mortgage-backed securities | $2,069,000 | 6,588 |
| Certificates of participation in pools of residential mortgages | $1,924,000 | 5,280 |
| Issued or guaranteed by U.S. | $1,924,000 | 5,252 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $145,000 | 6,053 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $145,000 | 1,673 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,333,000 | 6,760 |
| Available-for-sale securities (fair market value) | $21,371,000 | 2,644 |
| Total debt securities | $28,263,000 | 4,399 |
| 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 | $24,447,000 | 5,322 |
| U.S. Government securities | $12,347,000 | 7,085 |
| U.S. Treasury securities | $10,920,000 | 3,285 |
| U.S. Government agency obligations | $1,427,000 | 10,777 |
| Securities issued by states & political subdivisions | $11,860,000 | 1,247 |
| Other domestic debt securities | $240,000 | 5,110 |
| Privately issued residential mortgage-backed securities | $240,000 | 2,218 |
| 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 | $0 | 649 |
| 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 | $8,402,000 | 3,186 |
| Mortgage-backed securities | $1,667,000 | 7,623 |
| Certificates of participation in pools of residential mortgages | $495,000 | 8,096 |
| Issued or guaranteed by U.S. | $495,000 | 8,043 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,172,000 | 4,756 |
| CMOs issued by government agencies or sponsored agencies | $932,000 | 4,897 |
| Privately issued | $240,000 | 1,845 |
| 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 | $24,416,000 | 5,196 |
| 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 | $25,481,000 | 5,084 |
| U.S. Government securities | $14,256,000 | 6,500 |
| U.S. Treasury securities | $7,669,000 | 4,324 |
| U.S. Government agency obligations | $6,587,000 | 7,020 |
| Securities issued by states & political subdivisions | $10,751,000 | 1,238 |
| Other domestic debt securities | $474,000 | 5,207 |
| Privately issued residential mortgage-backed securities | $474,000 | 2,413 |
| 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 | $0 | 699 |
| 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 | $10,734,000 | 2,529 |
| Mortgage-backed securities | $4,856,000 | 5,545 |
| Certificates of participation in pools of residential mortgages | $1,364,000 | 6,968 |
| Issued or guaranteed by U.S. | $1,364,000 | 6,903 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,492,000 | 3,214 |
| CMOs issued by government agencies or sponsored agencies | $3,018,000 | 3,134 |
| Privately issued | $474,000 | 2,032 |
| 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 | $25,481,000 | 4,995 |
| 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 |