Home > Bank of Commerce > Securities
Bank of Commerce, Securities
| 2023-12-31 | Rank | |
| Total securities | $37,972,000 | 2,937 |
| U.S. Government securities | $20,275,000 | 2,942 |
| U.S. Treasury securities | $3,878,000 | 1,985 |
| U.S. Government agency obligations | $16,397,000 | 2,810 |
| Securities issued by states & political subdivisions | $13,806,000 | 2,165 |
| Other domestic debt securities | $3,891,000 | 1,476 |
| 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 | $3,891,000 | 1,083 |
| 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 | $29,562,000 | 1,970 |
| Mortgage-backed securities | $7,106,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,722,000 | 3,067 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,618,000 | 1,466 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $51,000 | 1,551 |
| Other commercial mortgage-backed securities | $715,000 | 1,165 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $37,972,000 | 2,706 |
| Total debt securities | $37,971,000 | 2,917 |
| 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 | $36,947,000 | 2,964 |
| U.S. Government securities | $20,114,000 | 2,950 |
| U.S. Treasury securities | $3,822,000 | 2,053 |
| U.S. Government agency obligations | $16,292,000 | 2,807 |
| Securities issued by states & political subdivisions | $13,627,000 | 2,163 |
| Other domestic debt securities | $3,206,000 | 1,542 |
| 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 | $3,206,000 | 1,143 |
| 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 | $28,337,000 | 1,946 |
| Mortgage-backed securities | $7,230,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,864,000 | 3,039 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,611,000 | 1,443 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $51,000 | 1,534 |
| Other commercial mortgage-backed securities | $704,000 | 1,166 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $36,947,000 | 2,726 |
| Total debt securities | $36,947,000 | 2,946 |
| 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 |
| 2023-03-31 | Rank | |
| Total securities | $43,464,000 | 2,903 |
| U.S. Government securities | $25,224,000 | 2,814 |
| U.S. Treasury securities | $7,724,000 | 1,712 |
| U.S. Government agency obligations | $17,500,000 | 2,795 |
| Securities issued by states & political subdivisions | $14,676,000 | 2,200 |
| Other domestic debt securities | $3,564,000 | 1,542 |
| 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 | $3,564,000 | 1,152 |
| 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 | $28,006,000 | 1,912 |
| Mortgage-backed securities | $8,359,000 | 2,794 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,193,000 | 3,048 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,326,000 | 1,419 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $60,000 | 1,545 |
| Other commercial mortgage-backed securities | $780,000 | 1,159 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $43,464,000 | 2,656 |
| Total debt securities | $43,463,000 | 2,883 |
| 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 | $43,962,000 | 2,924 |
| U.S. Government securities | $25,684,000 | 2,816 |
| U.S. Treasury securities | $7,639,000 | 1,754 |
| U.S. Government agency obligations | $18,045,000 | 2,750 |
| Securities issued by states & political subdivisions | $14,574,000 | 2,243 |
| Other domestic debt securities | $3,704,000 | 1,551 |
| 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 | $3,704,000 | 1,147 |
| 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 | $33,915,000 | 1,618 |
| Mortgage-backed securities | $8,874,000 | 2,780 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,367,000 | 3,048 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,645,000 | 1,402 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $71,000 | 1,540 |
| Other commercial mortgage-backed securities | $791,000 | 1,152 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $43,962,000 | 2,668 |
| Total debt securities | $43,961,000 | 2,905 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $43,508,000 | 2,949 |
| U.S. Government securities | $25,126,000 | 2,885 |
| U.S. Treasury securities | $7,614,000 | 1,782 |
| U.S. Government agency obligations | $17,512,000 | 2,809 |
| Securities issued by states & political subdivisions | $14,542,000 | 2,251 |
| Other domestic debt securities | $3,840,000 | 1,507 |
| 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 | $3,840,000 | 1,133 |
| 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 | $33,368,000 | 1,575 |
| Mortgage-backed securities | $9,353,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,536,000 | 3,039 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,929,000 | 1,387 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $71,000 | 1,557 |
| Other commercial mortgage-backed securities | $817,000 | 1,180 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $43,508,000 | 2,699 |
| Total debt securities | $43,508,000 | 2,926 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $44,063,000 | 2,971 |
| U.S. Government securities | $26,350,000 | 2,844 |
| U.S. Treasury securities | $7,657,000 | 1,745 |
| U.S. Government agency obligations | $18,693,000 | 2,780 |
| Securities issued by states & political subdivisions | $15,064,000 | 2,283 |
| Other domestic debt securities | $2,649,000 | 1,584 |
| 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 | $2,649,000 | 1,283 |
| 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 | $34,855,000 | 1,512 |
| Mortgage-backed securities | $10,362,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $2,750,000 | 3,130 |
| Issued or guaranteed by U.S. | $2,750,000 | 3,037 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $6,684,000 | 1,424 |
| CMOs issued by government agencies or sponsored agencies | $6,684,000 | 1,357 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $928,000 | 1,742 |
| Commercial mortgage pass-through securities | $92,000 | 1,541 |
| Other commercial mortgage-backed securities | $836,000 | 1,256 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $44,063,000 | 2,747 |
| Total debt securities | $44,064,000 | 2,955 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $39,603,000 | 3,071 |
| U.S. Government securities | $23,623,000 | 2,894 |
| U.S. Treasury securities | $7,757,000 | 1,544 |
| U.S. Government agency obligations | $15,866,000 | 2,926 |
| Securities issued by states & political subdivisions | $13,144,000 | 2,409 |
| Other domestic debt securities | $2,836,000 | 1,544 |
| 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 | $2,836,000 | 1,248 |
| 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 | $30,387,000 | 1,610 |
| Mortgage-backed securities | $10,727,000 | 2,718 |
| Certificates of participation in pools of residential mortgages | $3,116,000 | 3,090 |
| Issued or guaranteed by U.S. | $3,116,000 | 3,007 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $6,565,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $6,565,000 | 1,376 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,046,000 | 1,674 |
| Commercial mortgage pass-through securities | $94,000 | 1,512 |
| Other commercial mortgage-backed securities | $952,000 | 1,217 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $39,603,000 | 2,876 |
| Total debt securities | $39,603,000 | 3,057 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $34,327,000 | 3,153 |
| U.S. Government securities | $19,611,000 | 2,963 |
| U.S. Treasury securities | $7,966,000 | 1,142 |
| U.S. Government agency obligations | $11,645,000 | 3,166 |
| Securities issued by states & political subdivisions | $11,699,000 | 2,562 |
| Other domestic debt securities | $3,017,000 | 1,466 |
| 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 | $3,017,000 | 1,148 |
| 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 | $30,904,000 | 1,577 |
| Mortgage-backed securities | $7,225,000 | 2,988 |
| Certificates of participation in pools of residential mortgages | $2,396,000 | 3,193 |
| Issued or guaranteed by U.S. | $2,396,000 | 3,090 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,715,000 | 1,620 |
| CMOs issued by government agencies or sponsored agencies | $4,715,000 | 1,566 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $114,000 | 1,957 |
| Commercial mortgage pass-through securities | $114,000 | 1,476 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $34,327,000 | 2,983 |
| Total debt securities | $34,327,000 | 3,131 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $35,076,000 | 3,074 |
| U.S. Government securities | $20,250,000 | 2,859 |
| U.S. Treasury securities | $8,037,000 | 950 |
| U.S. Government agency obligations | $12,213,000 | 3,134 |
| Securities issued by states & political subdivisions | $11,782,000 | 2,532 |
| Other domestic debt securities | $3,044,000 | 1,421 |
| 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 | $3,044,000 | 1,095 |
| 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 | $21,143,000 | 1,927 |
| Mortgage-backed securities | $7,942,000 | 2,940 |
| Certificates of participation in pools of residential mortgages | $2,661,000 | 3,166 |
| Issued or guaranteed by U.S. | $2,661,000 | 3,080 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $5,165,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $5,165,000 | 1,520 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $116,000 | 1,967 |
| Commercial mortgage pass-through securities | $116,000 | 1,490 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $35,076,000 | 2,909 |
| Total debt securities | $35,076,000 | 3,054 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $18,183,000 | 3,697 |
| U.S. Government securities | $6,071,000 | 3,880 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $6,071,000 | 3,648 |
| Securities issued by states & political subdivisions | $9,112,000 | 2,760 |
| Other domestic debt securities | $3,000,000 | 1,388 |
| 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 | $3,000,000 | 1,038 |
| 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 | $7,765,000 | 2,860 |
| Mortgage-backed securities | $4,112,000 | 3,314 |
| Certificates of participation in pools of residential mortgages | $2,946,000 | 3,105 |
| Issued or guaranteed by U.S. | $2,946,000 | 3,011 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,030,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $1,030,000 | 2,233 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $136,000 | 1,964 |
| Commercial mortgage pass-through securities | $136,000 | 1,492 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $18,183,000 | 3,476 |
| Total debt securities | $18,182,000 | 3,673 |
| 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 | $16,086,000 | 3,733 |
| U.S. Government securities | $6,587,000 | 3,715 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $6,587,000 | 3,530 |
| Securities issued by states & political subdivisions | $9,499,000 | 2,688 |
| 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 | $9,584,000 | 2,655 |
| Mortgage-backed securities | $4,654,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $3,254,000 | 3,009 |
| Issued or guaranteed by U.S. | $3,254,000 | 2,918 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,263,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $1,263,000 | 2,135 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $137,000 | 1,953 |
| Commercial mortgage pass-through securities | $137,000 | 1,484 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $16,086,000 | 3,509 |
| Total debt securities | $16,086,000 | 3,709 |
| 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 | $14,840,000 | 3,715 |
| U.S. Government securities | $5,296,000 | 3,758 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,296,000 | 3,613 |
| Securities issued by states & political subdivisions | $9,544,000 | 2,663 |
| 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 | $10,538,000 | 2,550 |
| Mortgage-backed securities | $5,296,000 | 3,119 |
| Certificates of participation in pools of residential mortgages | $3,629,000 | 2,911 |
| Issued or guaranteed by U.S. | $3,629,000 | 2,833 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,507,000 | 2,152 |
| CMOs issued by government agencies or sponsored agencies | $1,507,000 | 2,105 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $160,000 | 1,907 |
| Commercial mortgage pass-through securities | $160,000 | 1,431 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $14,840,000 | 3,496 |
| Total debt securities | $14,841,000 | 3,694 |
| 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 | $15,515,000 | 3,617 |
| U.S. Government securities | $5,961,000 | 3,697 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,961,000 | 3,537 |
| Securities issued by states & political subdivisions | $9,554,000 | 2,527 |
| 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 | $11,221,000 | 2,480 |
| Mortgage-backed securities | $5,961,000 | 3,038 |
| Certificates of participation in pools of residential mortgages | $4,011,000 | 2,829 |
| Issued or guaranteed by U.S. | $4,011,000 | 2,747 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,789,000 | 2,114 |
| CMOs issued by government agencies or sponsored agencies | $1,789,000 | 2,063 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $161,000 | 1,890 |
| Commercial mortgage pass-through securities | $161,000 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $15,515,000 | 3,394 |
| Total debt securities | $15,516,000 | 3,593 |
| 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 | $15,428,000 | 3,623 |
| U.S. Government securities | $6,721,000 | 3,622 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,721,000 | 3,458 |
| Securities issued by states & political subdivisions | $8,707,000 | 2,550 |
| 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 | $11,056,000 | 2,502 |
| Mortgage-backed securities | $6,721,000 | 2,955 |
| Certificates of participation in pools of residential mortgages | $4,418,000 | 2,757 |
| Issued or guaranteed by U.S. | $4,418,000 | 2,679 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,122,000 | 2,066 |
| CMOs issued by government agencies or sponsored agencies | $2,122,000 | 2,021 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $181,000 | 1,877 |
| Commercial mortgage pass-through securities | $181,000 | 1,412 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $15,428,000 | 3,386 |
| Total debt securities | $15,429,000 | 3,600 |
| 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 | $15,970,000 | 3,568 |
| U.S. Government securities | $7,236,000 | 3,605 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,236,000 | 3,449 |
| Securities issued by states & political subdivisions | $8,734,000 | 2,452 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,796,000 | 2,387 |
| Mortgage-backed securities | $7,236,000 | 2,911 |
| Certificates of participation in pools of residential mortgages | $4,692,000 | 2,723 |
| Issued or guaranteed by U.S. | $4,692,000 | 2,634 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,363,000 | 2,023 |
| CMOs issued by government agencies or sponsored agencies | $2,363,000 | 1,971 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $181,000 | 1,853 |
| Commercial mortgage pass-through securities | $181,000 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $15,970,000 | 3,339 |
| Total debt securities | $15,971,000 | 3,543 |
| 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 | $17,049,000 | 3,542 |
| U.S. Government securities | $7,881,000 | 3,633 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $7,881,000 | 3,479 |
| Securities issued by states & political subdivisions | $9,168,000 | 2,376 |
| 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 | $12,549,000 | 2,356 |
| Mortgage-backed securities | $7,881,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $5,070,000 | 2,615 |
| Issued or guaranteed by U.S. | $5,070,000 | 2,537 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,600,000 | 1,986 |
| CMOs issued by government agencies or sponsored agencies | $2,600,000 | 1,934 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $211,000 | 1,819 |
| Commercial mortgage pass-through securities | $211,000 | 1,366 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $17,049,000 | 3,302 |
| Total debt securities | $17,049,000 | 3,517 |
| 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 | $17,726,000 | 3,534 |
| U.S. Government securities | $8,576,000 | 3,597 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $8,576,000 | 3,440 |
| Securities issued by states & political subdivisions | $9,150,000 | 2,399 |
| 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 | $15,498,000 | 2,144 |
| Mortgage-backed securities | $8,576,000 | 2,728 |
| Certificates of participation in pools of residential mortgages | $5,466,000 | 2,539 |
| Issued or guaranteed by U.S. | $5,466,000 | 2,463 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,897,000 | 1,943 |
| CMOs issued by government agencies or sponsored agencies | $2,897,000 | 1,897 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $213,000 | 1,797 |
| Commercial mortgage pass-through securities | $213,000 | 1,360 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $17,726,000 | 3,290 |
| Total debt securities | $17,725,000 | 3,515 |
| 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 | $18,266,000 | 3,572 |
| U.S. Government securities | $9,284,000 | 3,582 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,284,000 | 3,426 |
| Securities issued by states & political subdivisions | $8,982,000 | 2,479 |
| 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 | $18,266,000 | 2,007 |
| Mortgage-backed securities | $9,284,000 | 2,682 |
| Certificates of participation in pools of residential mortgages | $5,838,000 | 2,467 |
| Issued or guaranteed by U.S. | $5,838,000 | 2,413 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,215,000 | 1,857 |
| CMOs issued by government agencies or sponsored agencies | $3,215,000 | 1,810 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $231,000 | 1,771 |
| Commercial mortgage pass-through securities | $231,000 | 1,348 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $18,266,000 | 3,328 |
| Total debt securities | $18,265,000 | 3,553 |
| 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 | $19,094,000 | 3,570 |
| U.S. Government securities | $9,899,000 | 3,557 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $9,899,000 | 3,388 |
| Securities issued by states & political subdivisions | $9,195,000 | 2,524 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,289,000 | 2,030 |
| Mortgage-backed securities | $9,899,000 | 2,623 |
| Certificates of participation in pools of residential mortgages | $6,201,000 | 2,429 |
| Issued or guaranteed by U.S. | $6,201,000 | 2,374 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,469,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $3,469,000 | 1,771 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $229,000 | 1,709 |
| Commercial mortgage pass-through securities | $229,000 | 1,330 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $19,094,000 | 3,314 |
| Total debt securities | $19,093,000 | 3,549 |
| 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 | $20,294,000 | 3,524 |
| U.S. Government securities | $10,565,000 | 3,515 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $10,565,000 | 3,359 |
| Securities issued by states & political subdivisions | $9,729,000 | 2,527 |
| 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 | $20,294,000 | 1,916 |
| Mortgage-backed securities | $10,565,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $6,573,000 | 2,388 |
| Issued or guaranteed by U.S. | $6,573,000 | 2,354 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,729,000 | 1,780 |
| CMOs issued by government agencies or sponsored agencies | $3,729,000 | 1,727 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $263,000 | 1,662 |
| Commercial mortgage pass-through securities | $263,000 | 1,300 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $20,294,000 | 3,269 |
| Total debt securities | $20,293,000 | 3,502 |
| 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 | $20,034,000 | 3,577 |
| U.S. Government securities | $10,632,000 | 3,550 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $10,632,000 | 3,397 |
| Securities issued by states & political subdivisions | $9,402,000 | 2,591 |
| 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 | $20,034,000 | 1,923 |
| Mortgage-backed securities | $10,632,000 | 2,569 |
| Certificates of participation in pools of residential mortgages | $6,962,000 | 2,358 |
| Issued or guaranteed by U.S. | $6,962,000 | 2,347 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,409,000 | 1,805 |
| CMOs issued by government agencies or sponsored agencies | $3,409,000 | 1,756 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $261,000 | 1,655 |
| Commercial mortgage pass-through securities | $261,000 | 1,282 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $20,034,000 | 3,316 |
| Total debt securities | $20,033,000 | 3,554 |
| 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 | $21,867,000 | 3,517 |
| U.S. Government securities | $11,514,000 | 3,469 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $11,514,000 | 3,320 |
| Securities issued by states & political subdivisions | $10,353,000 | 2,524 |
| 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 | $20,552,000 | 1,928 |
| Mortgage-backed securities | $11,514,000 | 2,534 |
| Certificates of participation in pools of residential mortgages | $7,442,000 | 2,338 |
| Issued or guaranteed by U.S. | $7,442,000 | 2,228 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,759,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $3,759,000 | 1,715 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $313,000 | 1,607 |
| Commercial mortgage pass-through securities | $313,000 | 1,235 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $21,867,000 | 3,242 |
| Total debt securities | $21,867,000 | 3,494 |
| 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 | $22,671,000 | 3,496 |
| U.S. Government securities | $12,447,000 | 3,418 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $12,447,000 | 3,276 |
| Securities issued by states & political subdivisions | $10,224,000 | 2,583 |
| 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 | $22,671,000 | 1,819 |
| Mortgage-backed securities | $12,132,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $7,983,000 | 2,294 |
| Issued or guaranteed by U.S. | $7,983,000 | 2,291 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,149,000 | 1,691 |
| CMOs issued by government agencies or sponsored agencies | $4,149,000 | 1,633 |
| 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) | $22,671,000 | 3,224 |
| Total debt securities | $22,671,000 | 3,473 |
| 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 | $23,988,000 | 3,464 |
| U.S. Government securities | $13,549,000 | 3,346 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $13,549,000 | 3,210 |
| Securities issued by states & political subdivisions | $10,439,000 | 2,619 |
| 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 | $23,940,000 | 1,799 |
| Mortgage-backed securities | $13,193,000 | 2,421 |
| Certificates of participation in pools of residential mortgages | $8,613,000 | 2,269 |
| Issued or guaranteed by U.S. | $8,613,000 | 2,267 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,580,000 | 1,614 |
| CMOs issued by government agencies or sponsored agencies | $4,580,000 | 1,560 |
| 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) | $23,988,000 | 3,189 |
| Total debt securities | $23,988,000 | 3,441 |
| 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 | $25,194,000 | 3,425 |
| U.S. Government securities | $14,612,000 | 3,266 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,612,000 | 3,140 |
| Securities issued by states & political subdivisions | $10,582,000 | 2,638 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,418,000 | 1,804 |
| Mortgage-backed securities | $14,252,000 | 2,370 |
| Certificates of participation in pools of residential mortgages | $9,211,000 | 2,249 |
| Issued or guaranteed by U.S. | $9,211,000 | 2,247 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,041,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $5,041,000 | 1,507 |
| 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) | $25,194,000 | 3,157 |
| Total debt securities | $25,194,000 | 3,401 |
| 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 | $25,660,000 | 3,448 |
| U.S. Government securities | $15,775,000 | 3,226 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $15,775,000 | 3,093 |
| Securities issued by states & political subdivisions | $9,885,000 | 2,745 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,931,000 | 1,809 |
| Mortgage-backed securities | $15,350,000 | 2,294 |
| Certificates of participation in pools of residential mortgages | $9,848,000 | 2,220 |
| Issued or guaranteed by U.S. | $9,848,000 | 2,218 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,502,000 | 1,520 |
| CMOs issued by government agencies or sponsored agencies | $5,502,000 | 1,468 |
| 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) | $25,660,000 | 3,169 |
| Total debt securities | $25,660,000 | 3,425 |
| 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 | $27,535,000 | 3,363 |
| U.S. Government securities | $16,962,000 | 3,162 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $16,962,000 | 3,033 |
| Securities issued by states & political subdivisions | $10,573,000 | 2,698 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,365,000 | 1,752 |
| Mortgage-backed securities | $16,536,000 | 2,246 |
| Certificates of participation in pools of residential mortgages | $10,555,000 | 2,188 |
| Issued or guaranteed by U.S. | $10,555,000 | 2,188 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,981,000 | 1,472 |
| CMOs issued by government agencies or sponsored agencies | $5,981,000 | 1,410 |
| 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) | $27,535,000 | 3,089 |
| Total debt securities | $27,535,000 | 3,342 |
| 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 | $29,304,000 | 3,249 |
| U.S. Government securities | $18,259,000 | 3,042 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,259,000 | 2,914 |
| Securities issued by states & political subdivisions | $11,045,000 | 2,653 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,644,000 | 1,871 |
| Mortgage-backed securities | $17,697,000 | 2,166 |
| Certificates of participation in pools of residential mortgages | $11,239,000 | 2,134 |
| Issued or guaranteed by U.S. | $11,239,000 | 2,133 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,458,000 | 1,394 |
| CMOs issued by government agencies or sponsored agencies | $6,458,000 | 1,330 |
| 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) | $29,304,000 | 2,982 |
| Total debt securities | $29,304,000 | 3,227 |
| 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 | $31,148,000 | 3,150 |
| U.S. Government securities | $19,866,000 | 2,911 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $19,866,000 | 2,802 |
| Securities issued by states & political subdivisions | $11,282,000 | 2,623 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,034,000 | 1,820 |
| Mortgage-backed securities | $19,285,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $12,163,000 | 2,068 |
| Issued or guaranteed by U.S. | $12,163,000 | 2,068 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,122,000 | 1,344 |
| CMOs issued by government agencies or sponsored agencies | $7,122,000 | 1,283 |
| 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) | $31,148,000 | 2,890 |
| Total debt securities | $31,148,000 | 3,130 |
| 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 | $35,124,000 | 3,002 |
| U.S. Government securities | $22,107,000 | 2,804 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $22,107,000 | 2,689 |
| Securities issued by states & political subdivisions | $13,017,000 | 2,453 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,134,000 | 1,791 |
| Mortgage-backed securities | $21,385,000 | 1,987 |
| Certificates of participation in pools of residential mortgages | $13,674,000 | 1,961 |
| Issued or guaranteed by U.S. | $13,674,000 | 1,957 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,711,000 | 1,325 |
| CMOs issued by government agencies or sponsored agencies | $7,711,000 | 1,263 |
| 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) | $35,124,000 | 2,747 |
| Total debt securities | $35,124,000 | 2,983 |
| 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 | $36,211,000 | 2,999 |
| U.S. Government securities | $23,540,000 | 2,786 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $23,540,000 | 2,683 |
| Securities issued by states & political subdivisions | $12,671,000 | 2,475 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,287,000 | 2,005 |
| Mortgage-backed securities | $22,819,000 | 1,923 |
| Certificates of participation in pools of residential mortgages | $14,557,000 | 1,913 |
| Issued or guaranteed by U.S. | $14,557,000 | 1,912 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,262,000 | 1,303 |
| CMOs issued by government agencies or sponsored agencies | $8,262,000 | 1,241 |
| 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) | $315,000 | 2,070 |
| Available-for-sale securities (fair market value) | $35,896,000 | 2,751 |
| Total debt securities | $36,211,000 | 2,978 |
| 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 | $40,131,000 | 2,841 |
| U.S. Government securities | $25,038,000 | 2,718 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $25,038,000 | 2,619 |
| Securities issued by states & political subdivisions | $15,093,000 | 2,275 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,543,000 | 1,995 |
| Mortgage-backed securities | $24,170,000 | 1,865 |
| Certificates of participation in pools of residential mortgages | $15,376,000 | 1,844 |
| Issued or guaranteed by U.S. | $15,376,000 | 1,842 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,794,000 | 1,265 |
| CMOs issued by government agencies or sponsored agencies | $8,794,000 | 1,205 |
| 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) | $315,000 | 2,112 |
| Available-for-sale securities (fair market value) | $39,816,000 | 2,608 |
| Total debt securities | $40,131,000 | 2,821 |
| 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 | $41,780,000 | 2,795 |
| U.S. Government securities | $26,744,000 | 2,659 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $26,744,000 | 2,567 |
| Securities issued by states & political subdivisions | $15,036,000 | 2,280 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,176,000 | 1,974 |
| Mortgage-backed securities | $25,864,000 | 1,792 |
| Certificates of participation in pools of residential mortgages | $16,408,000 | 1,784 |
| Issued or guaranteed by U.S. | $16,408,000 | 1,784 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,456,000 | 1,227 |
| CMOs issued by government agencies or sponsored agencies | $9,456,000 | 1,170 |
| 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) | $315,000 | 2,124 |
| Available-for-sale securities (fair market value) | $41,465,000 | 2,579 |
| Total debt securities | $41,780,000 | 2,773 |
| 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 | $43,369,000 | 2,762 |
| U.S. Government securities | $28,564,000 | 2,629 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $28,564,000 | 2,540 |
| Securities issued by states & political subdivisions | $14,805,000 | 2,294 |
| 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 | $23,528,000 | 1,989 |
| Mortgage-backed securities | $27,570,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $17,619,000 | 1,771 |
| Issued or guaranteed by U.S. | $17,619,000 | 1,770 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,951,000 | 1,250 |
| CMOs issued by government agencies or sponsored agencies | $9,951,000 | 1,191 |
| 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) | $315,000 | 2,171 |
| Available-for-sale securities (fair market value) | $43,054,000 | 2,540 |
| Total debt securities | $43,369,000 | 2,742 |
| 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 | $44,069,000 | 2,782 |
| U.S. Government securities | $30,525,000 | 2,562 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $30,525,000 | 2,476 |
| Securities issued by states & political subdivisions | $13,544,000 | 2,408 |
| 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 | $23,589,000 | 2,021 |
| Mortgage-backed securities | $29,526,000 | 1,712 |
| Certificates of participation in pools of residential mortgages | $18,857,000 | 1,719 |
| Issued or guaranteed by U.S. | $18,857,000 | 1,717 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $10,669,000 | 1,249 |
| CMOs issued by government agencies or sponsored agencies | $10,669,000 | 1,186 |
| 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) | $625,000 | 2,041 |
| Available-for-sale securities (fair market value) | $43,444,000 | 2,561 |
| Total debt securities | $44,069,000 | 2,761 |
| 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 | $43,142,000 | 2,847 |
| U.S. Government securities | $31,842,000 | 2,524 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $31,842,000 | 2,442 |
| Securities issued by states & political subdivisions | $11,300,000 | 2,668 |
| 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 | $23,624,000 | 2,017 |
| Mortgage-backed securities | $30,729,000 | 1,712 |
| Certificates of participation in pools of residential mortgages | $20,027,000 | 1,679 |
| Issued or guaranteed by U.S. | $20,027,000 | 1,676 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,702,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $10,702,000 | 1,215 |
| 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) | $625,000 | 2,057 |
| Available-for-sale securities (fair market value) | $42,517,000 | 2,622 |
| Total debt securities | $43,142,000 | 2,830 |
| 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 | $26,983,000 | 3,832 |
| U.S. Government securities | $14,439,000 | 4,017 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $14,439,000 | 3,887 |
| Securities issued by states & political subdivisions | $12,544,000 | 2,548 |
| 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 | $21,956,000 | 2,106 |
| Mortgage-backed securities | $14,439,000 | 2,688 |
| Certificates of participation in pools of residential mortgages | $13,580,000 | 2,219 |
| Issued or guaranteed by U.S. | $13,580,000 | 2,217 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $859,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $859,000 | 2,787 |
| 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) | $625,000 | 2,087 |
| Available-for-sale securities (fair market value) | $26,358,000 | 3,537 |
| Total debt securities | $26,983,000 | 3,806 |
| 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 | $34,200,000 | 3,428 |
| U.S. Government securities | $21,571,000 | 3,348 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $21,571,000 | 3,248 |
| Securities issued by states & political subdivisions | $12,629,000 | 2,527 |
| 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 | $21,725,000 | 2,139 |
| Mortgage-backed securities | $20,659,000 | 2,294 |
| Certificates of participation in pools of residential mortgages | $19,747,000 | 1,798 |
| Issued or guaranteed by U.S. | $19,747,000 | 1,796 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $912,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $912,000 | 2,801 |
| 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) | $660,000 | 2,087 |
| Available-for-sale securities (fair market value) | $33,540,000 | 3,160 |
| Total debt securities | $34,200,000 | 3,402 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,576 |
| Fair value | $912,000 | 1,752 |
| 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 | $35,728,000 | 3,358 |
| U.S. Government securities | $23,426,000 | 3,207 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $23,426,000 | 3,124 |
| Securities issued by states & political subdivisions | $12,302,000 | 2,584 |
| 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 | $19,678,000 | 2,284 |
| Mortgage-backed securities | $22,041,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $21,086,000 | 1,719 |
| Issued or guaranteed by U.S. | $21,086,000 | 1,719 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $955,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $955,000 | 2,811 |
| 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) | $970,000 | 2,005 |
| Available-for-sale securities (fair market value) | $34,758,000 | 3,115 |
| Total debt securities | $35,728,000 | 3,334 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $889,000 | 1,792 |
| 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 | $38,868,000 | 3,184 |
| U.S. Government securities | $25,521,000 | 3,025 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,521,000 | 2,954 |
| Securities issued by states & political subdivisions | $13,347,000 | 2,468 |
| 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 | $19,473,000 | 2,279 |
| Mortgage-backed securities | $24,665,000 | 2,087 |
| Certificates of participation in pools of residential mortgages | $24,665,000 | 1,540 |
| Issued or guaranteed by U.S. | $24,665,000 | 1,539 |
| 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) | $970,000 | 1,994 |
| Available-for-sale securities (fair market value) | $37,898,000 | 2,950 |
| Total debt securities | $38,868,000 | 3,151 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $856,000 | 1,797 |
| 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 | $40,010,000 | 3,146 |
| U.S. Government securities | $27,001,000 | 2,952 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $27,001,000 | 2,882 |
| Securities issued by states & political subdivisions | $13,009,000 | 2,491 |
| 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 | $18,990,000 | 2,297 |
| Mortgage-backed securities | $26,121,000 | 2,027 |
| Certificates of participation in pools of residential mortgages | $26,121,000 | 1,487 |
| Issued or guaranteed by U.S. | $26,121,000 | 1,483 |
| 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) | $970,000 | 1,986 |
| Available-for-sale securities (fair market value) | $39,040,000 | 2,928 |
| Total debt securities | $40,010,000 | 3,112 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $880,000 | 1,787 |
| 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 | $43,784,000 | 2,950 |
| U.S. Government securities | $29,768,000 | 2,783 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $29,768,000 | 2,720 |
| Securities issued by states & political subdivisions | $14,016,000 | 2,373 |
| 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 | $19,689,000 | 2,228 |
| Mortgage-backed securities | $28,819,000 | 1,895 |
| Certificates of participation in pools of residential mortgages | $28,819,000 | 1,364 |
| Issued or guaranteed by U.S. | $28,819,000 | 1,363 |
| 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) | $1,100,000 | 1,878 |
| Available-for-sale securities (fair market value) | $42,684,000 | 2,748 |
| Total debt securities | $43,784,000 | 2,924 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $949,000 | 1,712 |
| 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 | $38,953,000 | 3,197 |
| U.S. Government securities | $28,115,000 | 2,927 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $28,115,000 | 2,857 |
| Securities issued by states & political subdivisions | $10,838,000 | 2,746 |
| 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 | $19,235,000 | 2,286 |
| Mortgage-backed securities | $28,115,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $28,115,000 | 1,425 |
| Issued or guaranteed by U.S. | $28,115,000 | 1,423 |
| 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) | $2,156,000 | 1,626 |
| Available-for-sale securities (fair market value) | $36,797,000 | 3,067 |
| Total debt securities | $38,953,000 | 3,167 |
| 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 | $38,846,000 | 3,164 |
| U.S. Government securities | $27,826,000 | 2,877 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $27,826,000 | 2,806 |
| Securities issued by states & political subdivisions | $11,020,000 | 2,699 |
| 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 | $17,994,000 | 2,352 |
| Mortgage-backed securities | $27,826,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $27,826,000 | 1,410 |
| Issued or guaranteed by U.S. | $27,826,000 | 1,407 |
| 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) | $2,158,000 | 1,639 |
| Available-for-sale securities (fair market value) | $36,688,000 | 3,023 |
| Total debt securities | $38,846,000 | 3,137 |
| 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 | $38,613,000 | 3,214 |
| U.S. Government securities | $28,069,000 | 2,920 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $28,069,000 | 2,867 |
| Securities issued by states & political subdivisions | $10,544,000 | 2,722 |
| 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 | $18,262,000 | 2,361 |
| Mortgage-backed securities | $28,069,000 | 2,073 |
| Certificates of participation in pools of residential mortgages | $28,069,000 | 1,463 |
| Issued or guaranteed by U.S. | $28,069,000 | 1,461 |
| 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) | $2,986,000 | 1,547 |
| Available-for-sale securities (fair market value) | $35,627,000 | 3,108 |
| Total debt securities | $38,613,000 | 3,184 |
| 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 | $40,341,000 | 3,120 |
| U.S. Government securities | $28,617,000 | 2,933 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $28,617,000 | 2,874 |
| Securities issued by states & political subdivisions | $11,724,000 | 2,512 |
| 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 | $19,276,000 | 2,327 |
| Mortgage-backed securities | $28,617,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $28,617,000 | 1,476 |
| Issued or guaranteed by U.S. | $28,617,000 | 1,474 |
| 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) | $3,259,000 | 1,506 |
| Available-for-sale securities (fair market value) | $37,082,000 | 3,031 |
| Total debt securities | $40,341,000 | 3,096 |
| 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 | $40,521,000 | 3,129 |
| U.S. Government securities | $28,465,000 | 2,986 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $28,465,000 | 2,929 |
| Securities issued by states & political subdivisions | $12,056,000 | 2,401 |
| 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 | $17,885,000 | 2,436 |
| Mortgage-backed securities | $28,465,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | $28,465,000 | 1,446 |
| Issued or guaranteed by U.S. | $28,465,000 | 1,443 |
| 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) | $3,741,000 | 1,464 |
| Available-for-sale securities (fair market value) | $36,780,000 | 3,061 |
| Total debt securities | $40,521,000 | 3,098 |
| 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 | $32,079,000 | 3,538 |
| U.S. Government securities | $21,146,000 | 3,524 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $21,146,000 | 3,443 |
| Securities issued by states & political subdivisions | $10,933,000 | 2,500 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,423,000 | 3,311 |
| Mortgage-backed securities | $21,146,000 | 2,389 |
| Certificates of participation in pools of residential mortgages | $21,146,000 | 1,713 |
| Issued or guaranteed by U.S. | $21,146,000 | 1,713 |
| 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) | $2,972,000 | 1,621 |
| Available-for-sale securities (fair market value) | $29,107,000 | 3,453 |
| Total debt securities | $32,079,000 | 3,512 |
| 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 | $19,370,000 | 4,572 |
| U.S. Government securities | $6,762,000 | 5,518 |
| U.S. Treasury securities | $2,761,000 | 563 |
| U.S. Government agency obligations | $4,001,000 | 5,992 |
| Securities issued by states & political subdivisions | $12,608,000 | 2,237 |
| 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 | $17,419,000 | 2,331 |
| Mortgage-backed securities | $4,001,000 | 4,393 |
| Certificates of participation in pools of residential mortgages | $3,829,000 | 3,834 |
| Issued or guaranteed by U.S. | $3,829,000 | 3,822 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $172,000 | 3,599 |
| CMOs issued by government agencies or sponsored agencies | $172,000 | 3,325 |
| 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) | $3,371,000 | 1,571 |
| Available-for-sale securities (fair market value) | $15,999,000 | 4,548 |
| Total debt securities | $19,370,000 | 4,538 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $13,419,000 | 5,325 |
| U.S. Government securities | $7,613,000 | 5,470 |
| U.S. Treasury securities | $3,513,000 | 566 |
| U.S. Government agency obligations | $4,100,000 | 6,094 |
| Securities issued by states & political subdivisions | $5,806,000 | 3,309 |
| 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 | $9,545,000 | 3,276 |
| Mortgage-backed securities | $4,100,000 | 4,351 |
| Certificates of participation in pools of residential mortgages | $3,885,000 | 3,802 |
| Issued or guaranteed by U.S. | $3,885,000 | 3,789 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $215,000 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 3,273 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $4,265,000 | 1,485 |
| Available-for-sale securities (fair market value) | $9,154,000 | 5,491 |
| Total debt securities | $13,419,000 | 5,293 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $10,727,000 | 5,683 |
| U.S. Government securities | $6,463,000 | 5,722 |
| U.S. Treasury securities | $3,510,000 | 600 |
| U.S. Government agency obligations | $2,953,000 | 6,368 |
| Securities issued by states & political subdivisions | $4,264,000 | 3,640 |
| 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 | $8,964,000 | 3,412 |
| Mortgage-backed securities | $2,953,000 | 4,558 |
| Certificates of participation in pools of residential mortgages | $2,728,000 | 4,080 |
| Issued or guaranteed by U.S. | $2,728,000 | 4,069 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $225,000 | 3,506 |
| CMOs issued by government agencies or sponsored agencies | $225,000 | 3,218 |
| 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) | $2,721,000 | 1,721 |
| Available-for-sale securities (fair market value) | $8,006,000 | 5,627 |
| Total debt securities | $10,727,000 | 5,649 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $8,549,000 | 5,930 |
| U.S. Government securities | $4,292,000 | 6,080 |
| U.S. Treasury securities | $3,514,000 | 599 |
| U.S. Government agency obligations | $778,000 | 6,890 |
| Securities issued by states & political subdivisions | $4,257,000 | 3,642 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,299,000 | 3,876 |
| Mortgage-backed securities | $778,000 | 5,271 |
| Certificates of participation in pools of residential mortgages | $523,000 | 4,999 |
| Issued or guaranteed by U.S. | $523,000 | 4,986 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $255,000 | 3,477 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 3,177 |
| 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) | $2,721,000 | 1,735 |
| Available-for-sale securities (fair market value) | $5,828,000 | 5,903 |
| Total debt securities | $8,549,000 | 5,892 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $7,001,000 | 6,183 |
| U.S. Government securities | $3,518,000 | 6,282 |
| U.S. Treasury securities | $3,518,000 | 543 |
| U.S. Government agency obligations | $0 | 7,288 |
| Securities issued by states & political subdivisions | $3,483,000 | 3,794 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,186,000 | 3,947 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| 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) | $3,107,000 | 1,712 |
| Available-for-sale securities (fair market value) | $3,894,000 | 6,266 |
| Total debt securities | $7,001,000 | 6,143 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $9,482,000 | 5,820 |
| U.S. Government securities | $3,516,000 | 6,436 |
| U.S. Treasury securities | $3,516,000 | 533 |
| U.S. Government agency obligations | $0 | 7,387 |
| Securities issued by states & political subdivisions | $5,966,000 | 3,022 |
| 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 | $9,307,000 | 3,357 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| 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) | $5,692,000 | 1,428 |
| Available-for-sale securities (fair market value) | $3,790,000 | 6,354 |
| Total debt securities | $9,482,000 | 5,781 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $9,024,000 | 5,980 |
| U.S. Government securities | $3,250,000 | 6,604 |
| U.S. Treasury securities | $3,250,000 | 538 |
| U.S. Government agency obligations | $0 | 7,484 |
| Securities issued by states & political subdivisions | $5,774,000 | 3,046 |
| 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 | $8,774,000 | 3,542 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| 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) | $5,774,000 | 1,435 |
| Available-for-sale securities (fair market value) | $3,250,000 | 6,517 |
| Total debt securities | $9,024,000 | 5,935 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $8,722,000 | 6,019 |
| U.S. Government securities | $3,004,000 | 6,665 |
| U.S. Treasury securities | $3,004,000 | 519 |
| U.S. Government agency obligations | $0 | 7,522 |
| Securities issued by states & political subdivisions | $5,718,000 | 3,064 |
| 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 | $8,720,000 | 3,565 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| 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) | $5,718,000 | 1,452 |
| Available-for-sale securities (fair market value) | $3,004,000 | 6,578 |
| Total debt securities | $8,722,000 | 5,974 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $9,113,000 | 5,982 |
| U.S. Government securities | $3,009,000 | 6,709 |
| U.S. Treasury securities | $3,009,000 | 480 |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | $6,104,000 | 2,969 |
| 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 | $9,112,000 | 3,509 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| 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) | $6,104,000 | 1,453 |
| Available-for-sale securities (fair market value) | $3,009,000 | 6,642 |
| Total debt securities | $9,113,000 | 5,937 |
| 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 | $8,410,000 | 6,112 |
| U.S. Government securities | $2,012,000 | 7,057 |
| U.S. Treasury securities | $2,008,000 | 532 |
| U.S. Government agency obligations | $4,000 | 7,666 |
| Securities issued by states & political subdivisions | $6,398,000 | 2,870 |
| 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 | $6,958,000 | 3,917 |
| Mortgage-backed securities | $4,000 | 6,445 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,185 |
| Issued or guaranteed by U.S. | $4,000 | 6,163 |
| 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) | $6,398,000 | 1,435 |
| Available-for-sale securities (fair market value) | $2,012,000 | 6,885 |
| Total debt securities | $8,410,000 | 6,064 |
| 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 | $19,489,000 | 4,498 |
| U.S. Government securities | $12,890,000 | 4,546 |
| U.S. Treasury securities | $2,009,000 | 499 |
| U.S. Government agency obligations | $10,881,000 | 4,832 |
| Securities issued by states & political subdivisions | $6,599,000 | 2,755 |
| 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 | $14,833,000 | 2,742 |
| Mortgage-backed securities | $10,881,000 | 3,294 |
| Certificates of participation in pools of residential mortgages | $10,881,000 | 2,648 |
| Issued or guaranteed by U.S. | $10,881,000 | 2,632 |
| 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) | $6,599,000 | 1,449 |
| Available-for-sale securities (fair market value) | $12,890,000 | 4,923 |
| Total debt securities | $19,489,000 | 4,460 |
| 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 | $19,424,000 | 4,517 |
| U.S. Government securities | $12,825,000 | 4,608 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,825,000 | 4,523 |
| Securities issued by states & political subdivisions | $6,599,000 | 2,717 |
| 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 | $15,285,000 | 2,722 |
| Mortgage-backed securities | $11,569,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $11,569,000 | 2,531 |
| Issued or guaranteed by U.S. | $11,569,000 | 2,515 |
| 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) | $6,599,000 | 1,442 |
| Available-for-sale securities (fair market value) | $12,825,000 | 4,927 |
| Total debt securities | $19,424,000 | 4,482 |
| 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 | $19,242,000 | 4,487 |
| U.S. Government securities | $12,257,000 | 4,668 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,257,000 | 4,580 |
| Securities issued by states & political subdivisions | $6,985,000 | 2,608 |
| 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 | $15,909,000 | 2,640 |
| Mortgage-backed securities | $10,508,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | $10,508,000 | 2,614 |
| Issued or guaranteed by U.S. | $10,508,000 | 2,597 |
| 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) | $6,985,000 | 1,412 |
| Available-for-sale securities (fair market value) | $12,257,000 | 4,971 |
| Total debt securities | $19,242,000 | 4,452 |
| 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 | $18,534,000 | 4,627 |
| U.S. Government securities | $12,052,000 | 4,742 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,052,000 | 4,658 |
| Securities issued by states & political subdivisions | $6,482,000 | 2,732 |
| 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 | $16,166,000 | 2,564 |
| Mortgage-backed securities | $10,295,000 | 3,217 |
| Certificates of participation in pools of residential mortgages | $10,295,000 | 2,610 |
| Issued or guaranteed by U.S. | $10,295,000 | 2,593 |
| 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) | $6,482,000 | 1,455 |
| Available-for-sale securities (fair market value) | $12,052,000 | 5,074 |
| Total debt securities | $18,534,000 | 4,578 |
| 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 | $24,163,000 | 3,958 |
| U.S. Government securities | $19,836,000 | 3,552 |
| U.S. Treasury securities | $10,000,000 | 180 |
| U.S. Government agency obligations | $9,836,000 | 5,063 |
| Securities issued by states & political subdivisions | $4,327,000 | 3,329 |
| 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 | $13,238,000 | 2,864 |
| Mortgage-backed securities | $8,061,000 | 3,470 |
| Certificates of participation in pools of residential mortgages | $8,061,000 | 2,842 |
| Issued or guaranteed by U.S. | $8,061,000 | 2,831 |
| 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) | $14,277,000 | 936 |
| Available-for-sale securities (fair market value) | $9,886,000 | 5,429 |
| Total debt securities | $24,163,000 | 3,905 |
| 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 | $13,953,000 | 5,325 |
| U.S. Government securities | $9,624,000 | 5,330 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,624,000 | 5,231 |
| Securities issued by states & political subdivisions | $4,329,000 | 3,310 |
| 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 | $12,185,000 | 3,047 |
| Mortgage-backed securities | $7,367,000 | 3,322 |
| Certificates of participation in pools of residential mortgages | $7,367,000 | 2,689 |
| Issued or guaranteed by U.S. | $7,367,000 | 2,675 |
| 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) | $4,775,000 | 1,735 |
| Available-for-sale securities (fair market value) | $9,178,000 | 5,593 |
| Total debt securities | $13,953,000 | 5,264 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $13,075,000 | 5,532 |
| U.S. Government securities | $8,744,000 | 5,650 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,744,000 | 5,540 |
| Securities issued by states & political subdivisions | $4,331,000 | 3,308 |
| 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 | $11,648,000 | 3,148 |
| Mortgage-backed securities | $7,502,000 | 3,132 |
| Certificates of participation in pools of residential mortgages | $7,502,000 | 2,505 |
| Issued or guaranteed by U.S. | $7,502,000 | 2,493 |
| 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) | $4,776,000 | 1,787 |
| Available-for-sale securities (fair market value) | $8,299,000 | 5,815 |
| Total debt securities | $13,075,000 | 5,485 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $11,349,000 | 5,854 |
| U.S. Government securities | $6,282,000 | 6,352 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,282,000 | 6,232 |
| Securities issued by states & political subdivisions | $4,066,000 | 3,376 |
| Other domestic debt securities | $1,001,000 | 1,891 |
| 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 | $1,001,000 | 1,314 |
| 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 | $9,053,000 | 3,577 |
| Mortgage-backed securities | $4,799,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $4,799,000 | 3,058 |
| Issued or guaranteed by U.S. | $4,799,000 | 3,044 |
| 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) | $5,401,000 | 1,706 |
| Available-for-sale securities (fair market value) | $5,948,000 | 6,316 |
| Total debt securities | $11,349,000 | 5,797 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $10,644,000 | 5,996 |
| U.S. Government securities | $5,591,000 | 6,596 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,591,000 | 6,466 |
| Securities issued by states & political subdivisions | $4,050,000 | 3,397 |
| Other domestic debt securities | $1,003,000 | 1,907 |
| 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 | $1,003,000 | 1,348 |
| 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 | $8,391,000 | 3,713 |
| Mortgage-backed securities | $4,107,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $4,107,000 | 3,275 |
| Issued or guaranteed by U.S. | $4,107,000 | 3,257 |
| 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) | $5,386,000 | 1,737 |
| Available-for-sale securities (fair market value) | $5,258,000 | 6,480 |
| Total debt securities | $10,644,000 | 5,943 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $8,814,000 | 6,419 |
| U.S. Government securities | $3,756,000 | 7,165 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,756,000 | 7,045 |
| Securities issued by states & political subdivisions | $4,052,000 | 3,414 |
| Other domestic debt securities | $1,006,000 | 1,906 |
| 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 | $1,006,000 | 1,357 |
| 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 | $4,665,000 | 4,688 |
| Mortgage-backed securities | $2,275,000 | 4,583 |
| Certificates of participation in pools of residential mortgages | $2,275,000 | 4,030 |
| Issued or guaranteed by U.S. | $2,275,000 | 4,019 |
| 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) | $5,390,000 | 1,776 |
| Available-for-sale securities (fair market value) | $3,424,000 | 6,908 |
| Total debt securities | $8,814,000 | 6,362 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $7,930,000 | 6,665 |
| U.S. Government securities | $4,422,000 | 7,041 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,422,000 | 6,907 |
| Securities issued by states & political subdivisions | $2,500,000 | 4,027 |
| Other domestic debt securities | $1,008,000 | 1,910 |
| 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 | $1,008,000 | 1,367 |
| 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 | $4,922,000 | 4,642 |
| Mortgage-backed securities | $1,950,000 | 4,749 |
| Certificates of participation in pools of residential mortgages | $1,950,000 | 4,220 |
| Issued or guaranteed by U.S. | $1,950,000 | 4,199 |
| 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) | $3,839,000 | 2,081 |
| Available-for-sale securities (fair market value) | $4,091,000 | 6,817 |
| Total debt securities | $7,931,000 | 6,607 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $6,892,000 | 6,929 |
| U.S. Government securities | $3,449,000 | 7,374 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,449,000 | 7,233 |
| Securities issued by states & political subdivisions | $2,433,000 | 4,061 |
| Other domestic debt securities | $1,010,000 | 1,933 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,010,000 | 1,403 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,346,000 | 4,512 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,273,000 | 2,023 |
| Available-for-sale securities (fair market value) | $2,619,000 | 7,178 |
| Total debt securities | $6,894,000 | 6,873 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $7,774,000 | 6,778 |
| U.S. Government securities | $4,698,000 | 7,033 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,698,000 | 6,894 |
| Securities issued by states & political subdivisions | $2,063,000 | 4,290 |
| Other domestic debt securities | $1,013,000 | 1,974 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,013,000 | 1,455 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,081,000 | 4,587 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,148,000 | 1,909 |
| Available-for-sale securities (fair market value) | $2,626,000 | 7,216 |
| Total debt securities | $7,772,000 | 6,728 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $7,767,000 | 6,819 |
| U.S. Government securities | $4,688,000 | 7,049 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,688,000 | 6,901 |
| Securities issued by states & political subdivisions | $2,064,000 | 4,319 |
| Other domestic debt securities | $1,015,000 | 2,056 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,015,000 | 1,565 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,074,000 | 4,561 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,159,000 | 1,944 |
| Available-for-sale securities (fair market value) | $2,608,000 | 7,269 |
| Total debt securities | $7,767,000 | 6,765 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $7,527,000 | 6,885 |
| U.S. Government securities | $4,445,000 | 7,141 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,445,000 | 6,996 |
| Securities issued by states & political subdivisions | $2,065,000 | 4,323 |
| Other domestic debt securities | $1,017,000 | 2,085 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,017,000 | 1,617 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,942,000 | 4,313 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,917,000 | 1,981 |
| Available-for-sale securities (fair market value) | $2,610,000 | 7,285 |
| Total debt securities | $7,527,000 | 6,827 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $7,598,000 | 6,923 |
| U.S. Government securities | $4,645,000 | 7,117 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,645,000 | 6,967 |
| Securities issued by states & political subdivisions | $1,933,000 | 4,393 |
| Other domestic debt securities | $1,020,000 | 2,143 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,020,000 | 1,690 |
| 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 | $2,738,000 | 5,478 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,888,000 | 2,009 |
| Available-for-sale securities (fair market value) | $2,710,000 | 7,300 |
| Total debt securities | $7,598,000 | 6,862 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $7,691,000 | 6,956 |
| U.S. Government securities | $4,637,000 | 7,185 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,637,000 | 7,020 |
| Securities issued by states & political subdivisions | $2,032,000 | 4,332 |
| Other domestic debt securities | $1,022,000 | 2,199 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,022,000 | 1,773 |
| 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 | $2,344,000 | 5,717 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,039,000 | 1,995 |
| Available-for-sale securities (fair market value) | $2,652,000 | 7,366 |
| Total debt securities | $7,691,000 | 6,901 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $7,472,000 | 7,013 |
| U.S. Government securities | $4,414,000 | 7,292 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,414,000 | 7,134 |
| Securities issued by states & political subdivisions | $2,033,000 | 4,333 |
| Other domestic debt securities | $1,025,000 | 2,266 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,025,000 | 1,864 |
| 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 | $1,854,000 | 5,985 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,292,000 | 1,988 |
| Available-for-sale securities (fair market value) | $2,180,000 | 7,518 |
| Total debt securities | $7,472,000 | 6,956 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $7,742,000 | 6,990 |
| U.S. Government securities | $4,681,000 | 7,229 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,681,000 | 7,077 |
| Securities issued by states & political subdivisions | $2,034,000 | 4,338 |
| Other domestic debt securities | $1,027,000 | 2,304 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,027,000 | 1,932 |
| 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 | $1,606,000 | 6,129 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,294,000 | 2,003 |
| Available-for-sale securities (fair market value) | $2,448,000 | 7,488 |
| Total debt securities | $7,742,000 | 6,931 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $8,430,000 | 6,910 |
| U.S. Government securities | $4,403,000 | 7,405 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,403,000 | 7,245 |
| Securities issued by states & political subdivisions | $2,998,000 | 3,818 |
| Other domestic debt securities | $1,029,000 | 2,393 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,029,000 | 2,024 |
| 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 | $1,755,000 | 6,076 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,009,000 | 1,922 |
| Available-for-sale securities (fair market value) | $2,421,000 | 7,571 |
| Total debt securities | $8,430,000 | 6,843 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $7,350,000 | 7,174 |
| U.S. Government securities | $2,695,000 | 7,928 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,695,000 | 7,761 |
| Securities issued by states & political subdivisions | $3,623,000 | 3,567 |
| Other domestic debt securities | $1,032,000 | 2,485 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,032,000 | 2,103 |
| 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 | $2,126,000 | 5,803 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,136,000 | 1,762 |
| Available-for-sale securities (fair market value) | $214,000 | 8,155 |
| Total debt securities | $7,350,000 | 7,085 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $7,978,000 | 7,053 |
| U.S. Government securities | $3,195,000 | 7,825 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,195,000 | 7,646 |
| Securities issued by states & political subdivisions | $3,749,000 | 3,529 |
| Other domestic debt securities | $1,034,000 | 2,536 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,034,000 | 2,232 |
| 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 | $2,175,000 | 5,725 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,763,000 | 1,700 |
| Available-for-sale securities (fair market value) | $215,000 | 8,224 |
| Total debt securities | $7,978,000 | 6,983 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $6,982,000 | 7,278 |
| U.S. Government securities | $2,196,000 | 8,135 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,196,000 | 7,963 |
| Securities issued by states & political subdivisions | $3,750,000 | 3,532 |
| Other domestic debt securities | $1,036,000 | 2,655 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,036,000 | 2,353 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,195,000 | 5,691 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,765,000 | 1,817 |
| Available-for-sale securities (fair market value) | $217,000 | 8,260 |
| Total debt securities | $6,982,000 | 7,180 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $6,859,000 | 7,259 |
| U.S. Government securities | $2,217,000 | 8,122 |
| U.S. Treasury securities | $996,000 | 1,623 |
| U.S. Government agency obligations | $1,221,000 | 8,337 |
| Securities issued by states & political subdivisions | $3,604,000 | 3,571 |
| Other domestic debt securities | $1,038,000 | 2,724 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,038,000 | 2,402 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,220,000 | 5,692 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,138,000 | 1,904 |
| Available-for-sale securities (fair market value) | $721,000 | 8,120 |
| Total debt securities | $6,859,000 | 7,165 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $9,850,000 | 6,537 |
| U.S. Government securities | $5,206,000 | 7,056 |
| U.S. Treasury securities | $3,981,000 | 814 |
| U.S. Government agency obligations | $1,225,000 | 8,390 |
| Securities issued by states & political subdivisions | $3,603,000 | 3,499 |
| Other domestic debt securities | $1,041,000 | 2,740 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,041,000 | 2,407 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,329,000 | 4,670 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,625,000 | 1,590 |
| Available-for-sale securities (fair market value) | $1,225,000 | 8,003 |
| Total debt securities | $9,850,000 | 6,439 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $9,363,000 | 6,667 |
| U.S. Government securities | $4,716,000 | 7,272 |
| U.S. Treasury securities | $2,985,000 | 1,030 |
| U.S. Government agency obligations | $1,731,000 | 8,260 |
| Securities issued by states & political subdivisions | $3,604,000 | 3,481 |
| Other domestic debt securities | $1,043,000 | 2,761 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,043,000 | 2,426 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,855,000 | 5,989 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,132,000 | 1,686 |
| Available-for-sale securities (fair market value) | $1,231,000 | 8,033 |
| Total debt securities | $9,363,000 | 6,571 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $7,656,000 | 7,129 |
| U.S. Government securities | $3,327,000 | 7,924 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,327,000 | 7,682 |
| Securities issued by states & political subdivisions | $3,276,000 | 3,603 |
| Other domestic debt securities | $1,053,000 | 2,820 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,053,000 | 2,423 |
| 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 | $1,377,000 | 6,416 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,329,000 | 2,423 |
| Available-for-sale securities (fair market value) | $3,327,000 | 7,510 |
| Total debt securities | $7,657,000 | 7,029 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $11,406,000 | 6,380 |
| U.S. Government securities | $7,710,000 | 6,624 |
| U.S. Treasury securities | $1,301,000 | 2,391 |
| U.S. Government agency obligations | $6,409,000 | 6,793 |
| Securities issued by states & political subdivisions | $3,406,000 | 3,481 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $290,000 | 5,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,269,000 | 3,117 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,207,000 | 2,995 |
| Available-for-sale securities (fair market value) | $7,199,000 | 6,524 |
| Total debt securities | $11,116,000 | 6,343 |
| 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 | $2,800,000 | 9,377 |
| U.S. Government securities | $1,578,000 | 9,501 |
| U.S. Treasury securities | $901,000 | 3,948 |
| U.S. Government agency obligations | $677,000 | 9,482 |
| Securities issued by states & political subdivisions | $1,067,000 | 5,531 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $155,000 | 6,124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,339,000 | 6,123 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,369,000 | 4,621 |
| Available-for-sale securities (fair market value) | $1,431,000 | 8,608 |
| Total debt securities | $2,645,000 | 9,335 |
| 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 | $3,081,000 | 9,464 |
| U.S. Government securities | $2,324,000 | 9,298 |
| U.S. Treasury securities | $1,622,000 | 4,241 |
| U.S. Government agency obligations | $702,000 | 9,494 |
| Securities issued by states & political subdivisions | $612,000 | 6,371 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $145,000 | 5,982 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,234,000 | 5,956 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,616,000 | 4,986 |
| Available-for-sale securities (fair market value) | $1,465,000 | 8,673 |
| Total debt securities | $2,936,000 | 9,403 |
| 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 | $1,869,000 | 10,362 |
| U.S. Government securities | $1,411,000 | 10,267 |
| U.S. Treasury securities | $1,411,000 | 5,853 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $340,000 | 7,097 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $118,000 | 6,212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,721,000 | 6,753 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,346,000 | 6,042 |
| Available-for-sale securities (fair market value) | $523,000 | 9,461 |
| Total debt securities | $1,751,000 | 10,292 |
| 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 | $2,835,000 | 10,604 |
| U.S. Government securities | $2,160,000 | 10,534 |
| U.S. Treasury securities | $1,610,000 | 6,395 |
| U.S. Government agency obligations | $550,000 | 10,424 |
| Securities issued by states & political subdivisions | $340,000 | 7,477 |
| Other domestic debt securities | $256,000 | 3,186 |
| Privately issued residential mortgage-backed securities | $256,000 | 1,216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $79,000 | 6,645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,070,000 | 6,644 |
| Mortgage-backed securities | $256,000 | 8,044 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $256,000 | 4,869 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $256,000 | 978 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,756,000 | 5,796 |
| Available-for-sale securities (fair market value) | $79,000 | 10,277 |
| Total debt securities | $2,756,000 | 10,536 |
| 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 | $4,712,000 | 10,335 |
| U.S. Government securities | $3,878,000 | 10,129 |
| U.S. Treasury securities | $3,324,000 | 5,752 |
| U.S. Government agency obligations | $554,000 | 10,792 |
| Securities issued by states & political subdivisions | $210,000 | 8,196 |
| Other domestic debt securities | $412,000 | 3,393 |
| Privately issued residential mortgage-backed securities | $412,000 | 1,267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $212,000 | 4,946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,868,000 | 6,086 |
| Mortgage-backed securities | $412,000 | 8,166 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $412,000 | 5,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $412,000 | 1,007 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,199,000 | 5,374 |
| Available-for-sale securities (fair market value) | $513,000 | 10,244 |
| Total debt securities | $4,500,000 | 10,326 |
| 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 | $6,163,000 | 10,300 |
| U.S. Government securities | $5,953,000 | 9,674 |
| U.S. Treasury securities | $4,448,000 | 5,928 |
| U.S. Government agency obligations | $1,505,000 | 10,390 |
| Securities issued by states & political subdivisions | $210,000 | 8,622 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,887,000 | 6,201 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,863,000 | 7,529 |
| Available-for-sale securities (fair market value) | $300,000 | 10,364 |
| Total debt securities | $6,163,000 | 10,203 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $5,954,000 | 10,809 |
| U.S. Government securities | $5,744,000 | 10,071 |
| U.S. Treasury securities | $4,931,000 | 5,807 |
| U.S. Government agency obligations | $813,000 | 11,382 |
| Securities issued by states & political subdivisions | $210,000 | 8,817 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,769,000 | 6,195 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,954,000 | 10,661 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,100,000 | 11,010 |
| U.S. Government securities | $6,100,000 | 10,076 |
| U.S. Treasury securities | $5,281,000 | 5,579 |
| U.S. Government agency obligations | $819,000 | 11,780 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,777,000 | 7,424 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,100,000 | 10,865 |
| 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 |