Home > First Bank of Beloit > Securities
First Bank of Beloit, Securities
| 2023-12-31 | Rank | |
| Total securities | $32,201,000 | 3,121 |
| U.S. Government securities | $21,990,000 | 2,847 |
| U.S. Treasury securities | $6,442,000 | 1,679 |
| U.S. Government agency obligations | $15,548,000 | 2,858 |
| Securities issued by states & political subdivisions | $10,073,000 | 2,445 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,054,000 | 2,021 |
| Mortgage-backed securities | $9,670,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,539,000 | 2,079 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 2,540 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $32,063,000 | 2,886 |
| Total debt securities | $32,063,000 | 3,107 |
| 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 | $31,228,000 | 3,157 |
| U.S. Government securities | $21,555,000 | 2,863 |
| U.S. Treasury securities | $6,263,000 | 1,733 |
| U.S. Government agency obligations | $15,292,000 | 2,871 |
| Securities issued by states & political subdivisions | $9,539,000 | 2,490 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,416,000 | 2,464 |
| Mortgage-backed securities | $9,535,000 | 2,593 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,387,000 | 2,083 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $148,000 | 2,525 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $31,094,000 | 2,909 |
| Total debt securities | $31,094,000 | 3,139 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $32,346,000 | 3,159 |
| U.S. Government securities | $22,346,000 | 2,887 |
| U.S. Treasury securities | $6,296,000 | 1,757 |
| U.S. Government agency obligations | $16,050,000 | 2,872 |
| Securities issued by states & political subdivisions | $9,872,000 | 2,512 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,947,000 | 2,341 |
| Mortgage-backed securities | $10,279,000 | 2,574 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,113,000 | 2,062 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 2,517 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $32,218,000 | 2,919 |
| Total debt securities | $32,218,000 | 3,145 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $38,623,000 | 3,048 |
| U.S. Government securities | $25,310,000 | 2,808 |
| U.S. Treasury securities | $8,797,000 | 1,620 |
| U.S. Government agency obligations | $16,513,000 | 2,853 |
| Securities issued by states & political subdivisions | $13,192,000 | 2,307 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,274,000 | 2,290 |
| Mortgage-backed securities | $10,694,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,510,000 | 2,075 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 2,546 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $38,502,000 | 2,806 |
| Total debt securities | $38,502,000 | 3,031 |
| 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 | $38,426,000 | 3,093 |
| U.S. Government securities | $25,363,000 | 2,842 |
| U.S. Treasury securities | $8,672,000 | 1,681 |
| U.S. Government agency obligations | $16,691,000 | 2,837 |
| Securities issued by states & political subdivisions | $12,946,000 | 2,357 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,500,000 | 1,832 |
| Mortgage-backed securities | $10,937,000 | 2,610 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,730,000 | 2,081 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $207,000 | 2,545 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $38,309,000 | 2,848 |
| Total debt securities | $38,309,000 | 3,076 |
| 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 | $37,727,000 | 3,126 |
| U.S. Government securities | $24,905,000 | 2,895 |
| U.S. Treasury securities | $8,564,000 | 1,704 |
| U.S. Government agency obligations | $16,341,000 | 2,867 |
| Securities issued by states & political subdivisions | $12,707,000 | 2,367 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,868,000 | 2,298 |
| Mortgage-backed securities | $10,634,000 | 2,637 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,370,000 | 2,112 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 2,532 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $37,612,000 | 2,876 |
| Total debt securities | $37,612,000 | 3,107 |
| 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 | $39,009,000 | 3,121 |
| U.S. Government securities | $25,340,000 | 2,892 |
| U.S. Treasury securities | $8,777,000 | 1,670 |
| U.S. Government agency obligations | $16,563,000 | 2,895 |
| Securities issued by states & political subdivisions | $13,558,000 | 2,372 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,746,000 | 2,177 |
| Mortgage-backed securities | $10,676,000 | 2,699 |
| Certificates of participation in pools of residential mortgages | $10,338,000 | 2,221 |
| Issued or guaranteed by U.S. | $10,338,000 | 2,164 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $338,000 | 2,595 |
| CMOs issued by government agencies or sponsored agencies | $338,000 | 2,521 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $38,898,000 | 2,892 |
| Total debt securities | $38,898,000 | 3,108 |
| 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 | $40,973,000 | 3,030 |
| U.S. Government securities | $26,649,000 | 2,761 |
| U.S. Treasury securities | $8,940,000 | 1,469 |
| U.S. Government agency obligations | $17,709,000 | 2,821 |
| Securities issued by states & political subdivisions | $14,206,000 | 2,347 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,916,000 | 2,060 |
| Mortgage-backed securities | $11,707,000 | 2,636 |
| Certificates of participation in pools of residential mortgages | $11,284,000 | 2,177 |
| Issued or guaranteed by U.S. | $11,284,000 | 2,128 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $423,000 | 2,545 |
| CMOs issued by government agencies or sponsored agencies | $423,000 | 2,471 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $40,855,000 | 2,834 |
| Total debt securities | $40,855,000 | 3,018 |
| 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 | $39,153,000 | 2,994 |
| U.S. Government securities | $24,121,000 | 2,718 |
| U.S. Treasury securities | $6,845,000 | 1,235 |
| U.S. Government agency obligations | $17,276,000 | 2,825 |
| Securities issued by states & political subdivisions | $14,917,000 | 2,348 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,518,000 | 1,813 |
| Mortgage-backed securities | $10,940,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $10,411,000 | 2,245 |
| Issued or guaranteed by U.S. | $10,411,000 | 2,183 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $529,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $529,000 | 2,419 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $39,038,000 | 2,833 |
| Total debt securities | $39,038,000 | 2,978 |
| 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 | $36,161,000 | 3,042 |
| U.S. Government securities | $20,678,000 | 2,831 |
| U.S. Treasury securities | $3,941,000 | 1,297 |
| U.S. Government agency obligations | $16,737,000 | 2,845 |
| Securities issued by states & political subdivisions | $15,371,000 | 2,298 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,914,000 | 2,041 |
| Mortgage-backed securities | $10,297,000 | 2,771 |
| Certificates of participation in pools of residential mortgages | $9,649,000 | 2,312 |
| Issued or guaranteed by U.S. | $9,649,000 | 2,257 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $648,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $648,000 | 2,403 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $36,049,000 | 2,873 |
| Total debt securities | $36,049,000 | 3,020 |
| 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 | $32,318,000 | 3,128 |
| U.S. Government securities | $18,180,000 | 2,936 |
| U.S. Treasury securities | $1,487,000 | 1,553 |
| U.S. Government agency obligations | $16,693,000 | 2,812 |
| Securities issued by states & political subdivisions | $14,032,000 | 2,355 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,002,000 | 1,958 |
| Mortgage-backed securities | $10,136,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $9,326,000 | 2,325 |
| Issued or guaranteed by U.S. | $9,326,000 | 2,264 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $810,000 | 2,381 |
| CMOs issued by government agencies or sponsored agencies | $810,000 | 2,332 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $32,212,000 | 2,950 |
| Total debt securities | $32,212,000 | 3,109 |
| 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 | $32,913,000 | 2,994 |
| U.S. Government securities | $19,130,000 | 2,725 |
| U.S. Treasury securities | $1,483,000 | 1,247 |
| U.S. Government agency obligations | $17,647,000 | 2,662 |
| Securities issued by states & political subdivisions | $13,679,000 | 2,323 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,031,000 | 2,040 |
| Mortgage-backed securities | $11,068,000 | 2,638 |
| Certificates of participation in pools of residential mortgages | $10,009,000 | 2,197 |
| Issued or guaranteed by U.S. | $10,009,000 | 2,133 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,059,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $1,059,000 | 2,202 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $32,809,000 | 2,817 |
| Total debt securities | $32,809,000 | 2,979 |
| 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 | $27,146,000 | 3,098 |
| U.S. Government securities | $14,752,000 | 2,874 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $14,752,000 | 2,740 |
| Securities issued by states & political subdivisions | $12,296,000 | 2,392 |
| 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 | $22,888,000 | 1,777 |
| Mortgage-backed securities | $8,065,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $6,751,000 | 2,445 |
| Issued or guaranteed by U.S. | $6,751,000 | 2,374 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,314,000 | 2,199 |
| CMOs issued by government agencies or sponsored agencies | $1,314,000 | 2,154 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $27,048,000 | 2,924 |
| Total debt securities | $27,048,000 | 3,084 |
| 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 | $24,727,000 | 3,126 |
| U.S. Government securities | $15,043,000 | 2,809 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $15,043,000 | 2,676 |
| Securities issued by states & political subdivisions | $9,590,000 | 2,522 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,664,000 | 2,081 |
| Mortgage-backed securities | $8,576,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | $6,934,000 | 2,421 |
| Issued or guaranteed by U.S. | $6,934,000 | 2,345 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,642,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $1,642,000 | 2,094 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $24,633,000 | 2,932 |
| Total debt securities | $24,633,000 | 3,108 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $21,778,000 | 3,225 |
| U.S. Government securities | $14,321,000 | 2,885 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $14,321,000 | 2,748 |
| Securities issued by states & political subdivisions | $7,365,000 | 2,736 |
| 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 | $17,500,000 | 2,031 |
| Mortgage-backed securities | $9,603,000 | 2,662 |
| Certificates of participation in pools of residential mortgages | $7,609,000 | 2,298 |
| Issued or guaranteed by U.S. | $7,609,000 | 2,231 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,994,000 | 2,089 |
| CMOs issued by government agencies or sponsored agencies | $1,994,000 | 2,045 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $21,686,000 | 3,025 |
| Total debt securities | $21,686,000 | 3,208 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $18,174,000 | 3,414 |
| U.S. Government securities | $11,307,000 | 3,183 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $11,307,000 | 3,039 |
| Securities issued by states & political subdivisions | $6,779,000 | 2,721 |
| 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 | $18,086,000 | 1,946 |
| Mortgage-backed securities | $10,450,000 | 2,608 |
| Certificates of participation in pools of residential mortgages | $8,147,000 | 2,244 |
| Issued or guaranteed by U.S. | $8,147,000 | 2,174 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,303,000 | 2,029 |
| CMOs issued by government agencies or sponsored agencies | $2,303,000 | 1,979 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $18,086,000 | 3,200 |
| Total debt securities | $18,086,000 | 3,397 |
| 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 | $19,186,000 | 3,414 |
| U.S. Government securities | $12,140,000 | 3,183 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,140,000 | 3,024 |
| Securities issued by states & political subdivisions | $6,949,000 | 2,689 |
| 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 | $19,088,000 | 1,888 |
| Mortgage-backed securities | $10,792,000 | 2,537 |
| Certificates of participation in pools of residential mortgages | $8,335,000 | 2,159 |
| Issued or guaranteed by U.S. | $8,335,000 | 2,101 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,457,000 | 2,015 |
| CMOs issued by government agencies or sponsored agencies | $2,457,000 | 1,964 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $19,089,000 | 3,189 |
| Total debt securities | $19,089,000 | 3,394 |
| 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 | $19,577,000 | 3,430 |
| U.S. Government securities | $12,631,000 | 3,172 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $12,631,000 | 3,013 |
| Securities issued by states & political subdivisions | $6,946,000 | 2,705 |
| 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 | $15,990,000 | 2,111 |
| Mortgage-backed securities | $10,434,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $7,815,000 | 2,195 |
| Issued or guaranteed by U.S. | $7,815,000 | 2,130 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,619,000 | 1,997 |
| CMOs issued by government agencies or sponsored agencies | $2,619,000 | 1,950 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $19,577,000 | 3,191 |
| Total debt securities | $19,577,000 | 3,408 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $20,458,000 | 3,437 |
| U.S. Government securities | $13,331,000 | 3,158 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $13,331,000 | 2,993 |
| Securities issued by states & political subdivisions | $7,127,000 | 2,736 |
| 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 | $17,271,000 | 2,065 |
| Mortgage-backed securities | $11,136,000 | 2,515 |
| Certificates of participation in pools of residential mortgages | $8,345,000 | 2,135 |
| Issued or guaranteed by U.S. | $8,345,000 | 2,092 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,791,000 | 1,938 |
| CMOs issued by government agencies or sponsored agencies | $2,791,000 | 1,888 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $20,458,000 | 3,198 |
| Total debt securities | $20,458,000 | 3,416 |
| 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 | $23,527,000 | 3,299 |
| U.S. Government securities | $13,794,000 | 3,142 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $13,794,000 | 2,973 |
| Securities issued by states & political subdivisions | $9,733,000 | 2,460 |
| 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 | $16,536,000 | 2,157 |
| Mortgage-backed securities | $11,612,000 | 2,460 |
| Certificates of participation in pools of residential mortgages | $8,710,000 | 2,119 |
| Issued or guaranteed by U.S. | $8,710,000 | 2,072 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,902,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $2,902,000 | 1,870 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $23,527,000 | 3,056 |
| Total debt securities | $23,527,000 | 3,279 |
| 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 | $24,040,000 | 3,304 |
| U.S. Government securities | $14,171,000 | 3,151 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $14,171,000 | 2,983 |
| Securities issued by states & political subdivisions | $9,869,000 | 2,512 |
| 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 | $24,037,000 | 1,722 |
| Mortgage-backed securities | $11,136,000 | 2,510 |
| Certificates of participation in pools of residential mortgages | $8,158,000 | 2,181 |
| Issued or guaranteed by U.S. | $8,158,000 | 2,147 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,978,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $2,978,000 | 1,855 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $24,040,000 | 3,056 |
| Total debt securities | $24,040,000 | 3,284 |
| 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 | $24,802,000 | 3,274 |
| U.S. Government securities | $15,034,000 | 3,098 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $15,034,000 | 2,938 |
| Securities issued by states & political subdivisions | $9,768,000 | 2,544 |
| 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 | $19,062,000 | 1,976 |
| Mortgage-backed securities | $11,517,000 | 2,489 |
| Certificates of participation in pools of residential mortgages | $8,445,000 | 2,163 |
| Issued or guaranteed by U.S. | $8,445,000 | 2,151 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,072,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $3,072,000 | 1,818 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $24,802,000 | 3,020 |
| Total debt securities | $24,802,000 | 3,249 |
| 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 | $24,893,000 | 3,310 |
| U.S. Government securities | $14,260,000 | 3,185 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $14,260,000 | 3,025 |
| Securities issued by states & political subdivisions | $10,633,000 | 2,489 |
| 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 | $20,229,000 | 1,941 |
| Mortgage-backed securities | $12,279,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $8,980,000 | 2,162 |
| Issued or guaranteed by U.S. | $8,980,000 | 2,063 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,299,000 | 1,838 |
| CMOs issued by government agencies or sponsored agencies | $3,299,000 | 1,790 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $24,893,000 | 3,050 |
| Total debt securities | $24,893,000 | 3,288 |
| 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 | $26,565,000 | 3,242 |
| U.S. Government securities | $15,918,000 | 3,104 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $15,918,000 | 2,966 |
| Securities issued by states & political subdivisions | $10,647,000 | 2,530 |
| 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 | $19,362,000 | 2,027 |
| Mortgage-backed securities | $12,938,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $9,486,000 | 2,140 |
| Issued or guaranteed by U.S. | $9,486,000 | 2,138 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,452,000 | 1,802 |
| CMOs issued by government agencies or sponsored agencies | $3,452,000 | 1,750 |
| 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) | $26,565,000 | 2,994 |
| Total debt securities | $26,565,000 | 3,222 |
| 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 | $26,813,000 | 3,291 |
| U.S. Government securities | $14,811,000 | 3,232 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $14,811,000 | 3,079 |
| Securities issued by states & political subdivisions | $12,002,000 | 2,455 |
| 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 | $23,738,000 | 1,816 |
| Mortgage-backed securities | $11,826,000 | 2,528 |
| Certificates of participation in pools of residential mortgages | $8,750,000 | 2,256 |
| Issued or guaranteed by U.S. | $8,750,000 | 2,253 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,076,000 | 1,859 |
| CMOs issued by government agencies or sponsored agencies | $3,076,000 | 1,799 |
| 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) | $26,813,000 | 3,035 |
| Total debt securities | $26,813,000 | 3,266 |
| 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 | $27,955,000 | 3,257 |
| U.S. Government securities | $16,126,000 | 3,141 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $16,126,000 | 3,012 |
| Securities issued by states & political subdivisions | $11,829,000 | 2,503 |
| 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 | $17,381,000 | 2,212 |
| Mortgage-backed securities | $12,627,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $9,356,000 | 2,234 |
| Issued or guaranteed by U.S. | $9,356,000 | 2,232 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,271,000 | 1,835 |
| CMOs issued by government agencies or sponsored agencies | $3,271,000 | 1,777 |
| 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) | $27,955,000 | 3,002 |
| Total debt securities | $27,955,000 | 3,233 |
| 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 | $27,125,000 | 3,354 |
| U.S. Government securities | $15,916,000 | 3,211 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $15,916,000 | 3,082 |
| Securities issued by states & political subdivisions | $11,209,000 | 2,595 |
| 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 | $20,379,000 | 2,061 |
| Mortgage-backed securities | $11,915,000 | 2,584 |
| Certificates of participation in pools of residential mortgages | $8,474,000 | 2,375 |
| Issued or guaranteed by U.S. | $8,474,000 | 2,373 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,441,000 | 1,844 |
| CMOs issued by government agencies or sponsored agencies | $3,441,000 | 1,782 |
| 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) | $27,125,000 | 3,086 |
| Total debt securities | $27,125,000 | 3,330 |
| 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 | $26,091,000 | 3,455 |
| U.S. Government securities | $15,881,000 | 3,248 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $15,881,000 | 3,123 |
| Securities issued by states & political subdivisions | $10,210,000 | 2,747 |
| 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 | $18,425,000 | 2,196 |
| Mortgage-backed securities | $11,880,000 | 2,624 |
| Certificates of participation in pools of residential mortgages | $8,892,000 | 2,369 |
| Issued or guaranteed by U.S. | $8,892,000 | 2,368 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,988,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $2,988,000 | 1,857 |
| 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) | $26,091,000 | 3,180 |
| Total debt securities | $26,091,000 | 3,426 |
| 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 | $23,472,000 | 3,634 |
| U.S. Government securities | $14,056,000 | 3,392 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,056,000 | 3,265 |
| Securities issued by states & political subdivisions | $9,416,000 | 2,869 |
| 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 | $22,207,000 | 1,953 |
| Mortgage-backed securities | $10,059,000 | 2,777 |
| Certificates of participation in pools of residential mortgages | $8,038,000 | 2,479 |
| Issued or guaranteed by U.S. | $8,038,000 | 2,477 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,021,000 | 2,145 |
| CMOs issued by government agencies or sponsored agencies | $2,021,000 | 2,077 |
| 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) | $23,472,000 | 3,344 |
| Total debt securities | $23,472,000 | 3,604 |
| 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 | $23,232,000 | 3,639 |
| U.S. Government securities | $13,832,000 | 3,413 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $13,832,000 | 3,294 |
| Securities issued by states & political subdivisions | $9,400,000 | 2,886 |
| 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 | $18,346,000 | 2,214 |
| Mortgage-backed securities | $9,294,000 | 2,870 |
| Certificates of participation in pools of residential mortgages | $7,135,000 | 2,622 |
| Issued or guaranteed by U.S. | $7,135,000 | 2,621 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,159,000 | 2,133 |
| CMOs issued by government agencies or sponsored agencies | $2,159,000 | 2,061 |
| 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) | $23,232,000 | 3,350 |
| Total debt securities | $23,232,000 | 3,613 |
| 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 | $23,370,000 | 3,694 |
| U.S. Government securities | $14,407,000 | 3,464 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $14,407,000 | 3,337 |
| Securities issued by states & political subdivisions | $8,963,000 | 2,930 |
| 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 | $19,731,000 | 2,164 |
| Mortgage-backed securities | $9,851,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $7,628,000 | 2,599 |
| Issued or guaranteed by U.S. | $7,628,000 | 2,595 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,223,000 | 2,133 |
| CMOs issued by government agencies or sponsored agencies | $2,223,000 | 2,062 |
| 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) | $23,370,000 | 3,402 |
| Total debt securities | $23,370,000 | 3,671 |
| 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 | $23,788,000 | 3,719 |
| U.S. Government securities | $14,846,000 | 3,494 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $14,846,000 | 3,372 |
| Securities issued by states & political subdivisions | $8,942,000 | 2,932 |
| 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 | $19,061,000 | 2,224 |
| Mortgage-backed securities | $10,320,000 | 2,824 |
| Certificates of participation in pools of residential mortgages | $9,638,000 | 2,379 |
| Issued or guaranteed by U.S. | $9,638,000 | 2,378 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $682,000 | 2,716 |
| CMOs issued by government agencies or sponsored agencies | $682,000 | 2,634 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $23,788,000 | 3,407 |
| Total debt securities | $23,787,000 | 3,698 |
| 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 | $23,615,000 | 3,766 |
| U.S. Government securities | $14,713,000 | 3,563 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,713,000 | 3,438 |
| Securities issued by states & political subdivisions | $8,902,000 | 2,953 |
| 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 | $22,347,000 | 2,008 |
| Mortgage-backed securities | $10,713,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $10,012,000 | 2,328 |
| Issued or guaranteed by U.S. | $10,012,000 | 2,325 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $701,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $701,000 | 2,652 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $23,615,000 | 3,444 |
| Total debt securities | $23,615,000 | 3,746 |
| 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 | $21,598,000 | 3,989 |
| U.S. Government securities | $10,980,000 | 4,048 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,980,000 | 3,925 |
| Securities issued by states & political subdivisions | $10,618,000 | 2,752 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,770,000 | 2,334 |
| Mortgage-backed securities | $8,951,000 | 2,995 |
| Certificates of participation in pools of residential mortgages | $8,938,000 | 2,493 |
| Issued or guaranteed by U.S. | $8,938,000 | 2,491 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $13,000 | 3,287 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,174 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $21,598,000 | 3,641 |
| Total debt securities | $21,598,000 | 3,966 |
| 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 | $22,435,000 | 4,015 |
| U.S. Government securities | $10,945,000 | 4,175 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,945,000 | 4,049 |
| Securities issued by states & political subdivisions | $11,490,000 | 2,656 |
| 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 | $19,307,000 | 2,255 |
| Mortgage-backed securities | $9,442,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $9,428,000 | 2,493 |
| Issued or guaranteed by U.S. | $9,428,000 | 2,489 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,000 | 3,333 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,218 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $22,435,000 | 3,675 |
| Total debt securities | $22,435,000 | 3,995 |
| 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 | $23,138,000 | 3,988 |
| U.S. Government securities | $11,536,000 | 4,175 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,536,000 | 4,055 |
| Securities issued by states & political subdivisions | $11,602,000 | 2,618 |
| 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 | $19,950,000 | 2,237 |
| Mortgage-backed securities | $10,031,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $10,016,000 | 2,474 |
| Issued or guaranteed by U.S. | $10,016,000 | 2,472 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $15,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,243 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $23,138,000 | 3,641 |
| Total debt securities | $23,138,000 | 3,966 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $20,931,000 | 4,213 |
| U.S. Government securities | $10,342,000 | 4,396 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,342,000 | 4,285 |
| Securities issued by states & political subdivisions | $10,589,000 | 2,760 |
| 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 | $20,915,000 | 2,172 |
| Mortgage-backed securities | $8,353,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | $8,337,000 | 2,741 |
| Issued or guaranteed by U.S. | $8,337,000 | 2,739 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $16,000 | 3,406 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,285 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $20,931,000 | 3,855 |
| Total debt securities | $20,931,000 | 4,192 |
| 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 | $18,982,000 | 4,448 |
| U.S. Government securities | $8,274,000 | 4,780 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,274,000 | 4,667 |
| Securities issued by states & political subdivisions | $10,708,000 | 2,774 |
| 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 | $16,885,000 | 2,482 |
| Mortgage-backed securities | $7,277,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $7,260,000 | 2,980 |
| Issued or guaranteed by U.S. | $7,260,000 | 2,978 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $17,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,332 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $18,982,000 | 4,082 |
| Total debt securities | $18,982,000 | 4,426 |
| 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 | $18,659,000 | 4,534 |
| U.S. Government securities | $7,707,000 | 4,951 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,707,000 | 4,845 |
| Securities issued by states & political subdivisions | $10,952,000 | 2,746 |
| 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 | $17,181,000 | 2,469 |
| Mortgage-backed securities | $6,708,000 | 3,631 |
| Certificates of participation in pools of residential mortgages | $6,689,000 | 3,124 |
| Issued or guaranteed by U.S. | $6,689,000 | 3,123 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $19,000 | 3,504 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,369 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $18,659,000 | 4,153 |
| Total debt securities | $18,659,000 | 4,513 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $20,019,000 | 4,453 |
| U.S. Government securities | $8,948,000 | 4,795 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,948,000 | 4,698 |
| Securities issued by states & political subdivisions | $11,071,000 | 2,743 |
| 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 | $18,107,000 | 2,405 |
| Mortgage-backed securities | $5,940,000 | 3,767 |
| Certificates of participation in pools of residential mortgages | $5,921,000 | 3,278 |
| Issued or guaranteed by U.S. | $5,921,000 | 3,276 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $19,000 | 3,541 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,408 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $20,019,000 | 4,085 |
| Total debt securities | $20,019,000 | 4,433 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $18,330,000 | 4,612 |
| U.S. Government securities | $7,959,000 | 4,941 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,959,000 | 4,844 |
| Securities issued by states & political subdivisions | $10,371,000 | 2,841 |
| 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 | $18,310,000 | 2,368 |
| Mortgage-backed securities | $4,939,000 | 3,965 |
| Certificates of participation in pools of residential mortgages | $4,919,000 | 3,489 |
| Issued or guaranteed by U.S. | $4,919,000 | 3,486 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $20,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,404 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $18,330,000 | 4,234 |
| Total debt securities | $18,330,000 | 4,593 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $20,989,000 | 4,410 |
| U.S. Government securities | $9,819,000 | 4,699 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,819,000 | 4,601 |
| Securities issued by states & political subdivisions | $11,170,000 | 2,726 |
| 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 | $15,383,000 | 2,616 |
| Mortgage-backed securities | $5,286,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $5,265,000 | 3,442 |
| Issued or guaranteed by U.S. | $5,265,000 | 3,439 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $21,000 | 3,586 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,440 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $20,989,000 | 4,043 |
| Total debt securities | $20,989,000 | 4,382 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $21,094,000 | 4,407 |
| U.S. Government securities | $9,279,000 | 4,764 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,279,000 | 4,667 |
| Securities issued by states & political subdivisions | $11,815,000 | 2,632 |
| 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 | $15,640,000 | 2,568 |
| Mortgage-backed securities | $4,741,000 | 4,075 |
| Certificates of participation in pools of residential mortgages | $4,718,000 | 3,540 |
| Issued or guaranteed by U.S. | $4,718,000 | 3,537 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $23,000 | 3,608 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,456 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $21,094,000 | 4,057 |
| Total debt securities | $21,094,000 | 4,374 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $22,571,000 | 4,277 |
| U.S. Government securities | $9,676,000 | 4,774 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,676,000 | 4,673 |
| Securities issued by states & political subdivisions | $12,895,000 | 2,489 |
| 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 | $17,383,000 | 2,434 |
| Mortgage-backed securities | $4,117,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $4,093,000 | 3,747 |
| Issued or guaranteed by U.S. | $4,093,000 | 3,743 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $24,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,485 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $22,571,000 | 3,958 |
| Total debt securities | $22,571,000 | 4,249 |
| 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 | $21,907,000 | 4,308 |
| U.S. Government securities | $10,028,000 | 4,689 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,028,000 | 4,590 |
| Securities issued by states & political subdivisions | $11,879,000 | 2,582 |
| 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 | $17,972,000 | 2,353 |
| Mortgage-backed securities | $4,460,000 | 4,199 |
| Certificates of participation in pools of residential mortgages | $4,434,000 | 3,659 |
| Issued or guaranteed by U.S. | $4,434,000 | 3,657 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $26,000 | 3,690 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,534 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $21,907,000 | 3,961 |
| Total debt securities | $21,907,000 | 4,279 |
| 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 | $23,594,000 | 4,194 |
| U.S. Government securities | $11,012,000 | 4,651 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,012,000 | 4,548 |
| Securities issued by states & political subdivisions | $12,582,000 | 2,467 |
| 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 | $18,317,000 | 2,353 |
| Mortgage-backed securities | $4,933,000 | 4,234 |
| Certificates of participation in pools of residential mortgages | $4,906,000 | 3,703 |
| Issued or guaranteed by U.S. | $4,906,000 | 3,702 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $27,000 | 3,763 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,598 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $23,594,000 | 3,865 |
| Total debt securities | $23,594,000 | 4,171 |
| 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 | $24,853,000 | 4,132 |
| U.S. Government securities | $12,422,000 | 4,516 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,422,000 | 4,426 |
| Securities issued by states & political subdivisions | $12,431,000 | 2,435 |
| 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 | $20,302,000 | 2,244 |
| Mortgage-backed securities | $5,280,000 | 4,194 |
| Certificates of participation in pools of residential mortgages | $5,251,000 | 3,635 |
| Issued or guaranteed by U.S. | $5,251,000 | 3,632 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $29,000 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,605 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $24,853,000 | 3,809 |
| Total debt securities | $24,853,000 | 4,093 |
| 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 | $24,983,000 | 4,155 |
| U.S. Government securities | $12,865,000 | 4,542 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,865,000 | 4,445 |
| Securities issued by states & political subdivisions | $12,118,000 | 2,395 |
| 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 | $20,886,000 | 2,203 |
| Mortgage-backed securities | $5,719,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $5,689,000 | 3,552 |
| Issued or guaranteed by U.S. | $5,689,000 | 3,548 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $30,000 | 3,802 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 3,625 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $24,983,000 | 3,817 |
| Total debt securities | $24,983,000 | 4,118 |
| 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 | $22,066,000 | 4,370 |
| U.S. Government securities | $11,226,000 | 4,747 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,226,000 | 4,651 |
| Securities issued by states & political subdivisions | $10,840,000 | 2,512 |
| 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 | $22,034,000 | 2,019 |
| Mortgage-backed securities | $3,086,000 | 4,632 |
| Certificates of participation in pools of residential mortgages | $3,055,000 | 4,120 |
| Issued or guaranteed by U.S. | $3,055,000 | 4,114 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $31,000 | 3,754 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,485 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $22,066,000 | 4,021 |
| Total debt securities | $22,067,000 | 4,337 |
| 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 | $17,420,000 | 4,784 |
| U.S. Government securities | $6,162,000 | 5,641 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,162,000 | 5,527 |
| Securities issued by states & political subdivisions | $11,258,000 | 2,409 |
| 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 | $15,692,000 | 2,493 |
| Mortgage-backed securities | $542,000 | 5,388 |
| Certificates of participation in pools of residential mortgages | $509,000 | 5,077 |
| Issued or guaranteed by U.S. | $509,000 | 5,062 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $33,000 | 3,746 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,473 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $17,420,000 | 4,382 |
| Total debt securities | $17,420,000 | 4,753 |
| 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 | $16,838,000 | 4,939 |
| U.S. Government securities | $7,236,000 | 5,551 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,236,000 | 5,441 |
| Securities issued by states & political subdivisions | $9,602,000 | 2,575 |
| 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 | $14,568,000 | 2,639 |
| Mortgage-backed securities | $595,000 | 5,380 |
| Certificates of participation in pools of residential mortgages | $560,000 | 5,050 |
| Issued or guaranteed by U.S. | $560,000 | 5,037 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $35,000 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,454 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $16,838,000 | 4,517 |
| Total debt securities | $16,838,000 | 4,899 |
| 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 | $16,148,000 | 4,996 |
| U.S. Government securities | $7,323,000 | 5,532 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,323,000 | 5,417 |
| Securities issued by states & political subdivisions | $8,825,000 | 2,665 |
| 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 | $13,335,000 | 2,743 |
| Mortgage-backed securities | $723,000 | 5,297 |
| Certificates of participation in pools of residential mortgages | $686,000 | 4,948 |
| Issued or guaranteed by U.S. | $686,000 | 4,941 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $37,000 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,417 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $16,148,000 | 4,581 |
| Total debt securities | $16,148,000 | 4,967 |
| 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 | $16,759,000 | 4,802 |
| U.S. Government securities | $6,984,000 | 5,461 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,984,000 | 5,350 |
| Securities issued by states & political subdivisions | $9,775,000 | 2,490 |
| 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 | $16,091,000 | 2,450 |
| Mortgage-backed securities | $856,000 | 5,232 |
| Certificates of participation in pools of residential mortgages | $777,000 | 4,836 |
| Issued or guaranteed by U.S. | $777,000 | 4,828 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $79,000 | 3,644 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 3,332 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $16,759,000 | 4,403 |
| Total debt securities | $16,759,000 | 4,769 |
| 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 | $17,094,000 | 4,695 |
| U.S. Government securities | $7,967,000 | 5,210 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,967,000 | 5,093 |
| Securities issued by states & political subdivisions | $9,127,000 | 2,518 |
| 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 | $13,896,000 | 2,682 |
| Mortgage-backed securities | $1,225,000 | 5,105 |
| Certificates of participation in pools of residential mortgages | $1,044,000 | 4,677 |
| Issued or guaranteed by U.S. | $1,044,000 | 4,669 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $181,000 | 3,529 |
| CMOs issued by government agencies or sponsored agencies | $181,000 | 3,208 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $17,094,000 | 4,295 |
| Total debt securities | $17,094,000 | 4,652 |
| 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 | $16,699,000 | 4,782 |
| U.S. Government securities | $8,834,000 | 5,160 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,834,000 | 5,047 |
| Securities issued by states & political subdivisions | $7,865,000 | 2,615 |
| 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 | $15,151,000 | 2,584 |
| Mortgage-backed securities | $2,055,000 | 4,801 |
| Certificates of participation in pools of residential mortgages | $1,736,000 | 4,399 |
| Issued or guaranteed by U.S. | $1,736,000 | 4,391 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $319,000 | 3,337 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 3,027 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $16,699,000 | 4,367 |
| Total debt securities | $16,699,000 | 4,741 |
| 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 | $16,275,000 | 4,874 |
| U.S. Government securities | $9,395,000 | 5,136 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,395,000 | 5,027 |
| Securities issued by states & political subdivisions | $6,880,000 | 2,783 |
| 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 | $14,697,000 | 2,708 |
| Mortgage-backed securities | $2,613,000 | 4,711 |
| Certificates of participation in pools of residential mortgages | $2,151,000 | 4,343 |
| Issued or guaranteed by U.S. | $2,151,000 | 4,336 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $462,000 | 3,220 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 2,881 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $16,275,000 | 4,441 |
| Total debt securities | $16,275,000 | 4,834 |
| 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 | $15,241,000 | 4,972 |
| U.S. Government securities | $7,841,000 | 5,413 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,841,000 | 5,316 |
| Securities issued by states & political subdivisions | $7,400,000 | 2,695 |
| 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 | $14,695,000 | 2,713 |
| Mortgage-backed securities | $3,115,000 | 4,633 |
| Certificates of participation in pools of residential mortgages | $2,507,000 | 4,306 |
| Issued or guaranteed by U.S. | $2,507,000 | 4,299 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $608,000 | 3,121 |
| CMOs issued by government agencies or sponsored agencies | $608,000 | 2,772 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $15,241,000 | 4,543 |
| Total debt securities | $15,241,000 | 4,934 |
| 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 | $14,754,000 | 5,090 |
| U.S. Government securities | $6,792,000 | 5,693 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,792,000 | 5,601 |
| Securities issued by states & political subdivisions | $7,962,000 | 2,593 |
| 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 | $12,615,000 | 2,943 |
| Mortgage-backed securities | $3,564,000 | 4,607 |
| Certificates of participation in pools of residential mortgages | $2,806,000 | 4,302 |
| Issued or guaranteed by U.S. | $2,806,000 | 4,295 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $758,000 | 3,034 |
| CMOs issued by government agencies or sponsored agencies | $758,000 | 2,677 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $14,754,000 | 4,657 |
| Total debt securities | $14,754,000 | 5,048 |
| 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 | $14,749,000 | 5,079 |
| U.S. Government securities | $6,702,000 | 5,715 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,702,000 | 5,632 |
| Securities issued by states & political subdivisions | $8,047,000 | 2,530 |
| 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 | $13,075,000 | 2,909 |
| Mortgage-backed securities | $4,055,000 | 4,520 |
| Certificates of participation in pools of residential mortgages | $3,145,000 | 4,237 |
| Issued or guaranteed by U.S. | $3,145,000 | 4,223 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $910,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $910,000 | 2,578 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $14,749,000 | 4,636 |
| Total debt securities | $14,749,000 | 5,031 |
| 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 | $15,135,000 | 5,064 |
| U.S. Government securities | $7,276,000 | 5,698 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,276,000 | 5,614 |
| Securities issued by states & political subdivisions | $7,859,000 | 2,473 |
| 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 | $12,968,000 | 2,959 |
| Mortgage-backed securities | $4,625,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $3,563,000 | 4,187 |
| Issued or guaranteed by U.S. | $3,563,000 | 4,174 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,062,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $1,062,000 | 2,500 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $15,135,000 | 4,590 |
| Total debt securities | $15,135,000 | 5,025 |
| 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 | $15,350,000 | 5,070 |
| U.S. Government securities | $7,708,000 | 5,676 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,708,000 | 5,596 |
| Securities issued by states & political subdivisions | $7,642,000 | 2,483 |
| 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 | $11,882,000 | 3,159 |
| Mortgage-backed securities | $5,071,000 | 4,291 |
| Certificates of participation in pools of residential mortgages | $3,835,000 | 4,074 |
| Issued or guaranteed by U.S. | $3,835,000 | 4,062 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,236,000 | 2,727 |
| CMOs issued by government agencies or sponsored agencies | $1,236,000 | 2,398 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $15,350,000 | 4,571 |
| Total debt securities | $15,350,000 | 5,032 |
| 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 | $15,068,000 | 5,075 |
| U.S. Government securities | $7,914,000 | 5,589 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,914,000 | 5,501 |
| Securities issued by states & political subdivisions | $7,154,000 | 2,569 |
| 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 | $12,220,000 | 3,101 |
| Mortgage-backed securities | $5,319,000 | 4,124 |
| Certificates of participation in pools of residential mortgages | $3,888,000 | 3,981 |
| Issued or guaranteed by U.S. | $3,888,000 | 3,970 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,431,000 | 2,576 |
| CMOs issued by government agencies or sponsored agencies | $1,431,000 | 2,233 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $15,068,000 | 4,562 |
| Total debt securities | $15,068,000 | 5,031 |
| 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 | $15,401,000 | 5,072 |
| U.S. Government securities | $8,039,000 | 5,590 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,039,000 | 5,508 |
| Securities issued by states & political subdivisions | $7,362,000 | 2,565 |
| 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 | $12,492,000 | 3,008 |
| Mortgage-backed securities | $4,432,000 | 4,356 |
| Certificates of participation in pools of residential mortgages | $2,818,000 | 4,360 |
| Issued or guaranteed by U.S. | $2,818,000 | 4,344 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,614,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $1,614,000 | 2,160 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $15,401,000 | 4,574 |
| Total debt securities | $15,401,000 | 5,020 |
| 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 | $15,437,000 | 5,047 |
| U.S. Government securities | $8,036,000 | 5,586 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,036,000 | 5,497 |
| Securities issued by states & political subdivisions | $7,401,000 | 2,556 |
| 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 | $11,317,000 | 3,147 |
| Mortgage-backed securities | $4,895,000 | 4,133 |
| Certificates of participation in pools of residential mortgages | $3,049,000 | 4,162 |
| Issued or guaranteed by U.S. | $3,049,000 | 4,147 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,846,000 | 2,393 |
| CMOs issued by government agencies or sponsored agencies | $1,846,000 | 2,067 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $15,437,000 | 4,555 |
| Total debt securities | $15,437,000 | 4,996 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $12,996,000 | 5,508 |
| U.S. Government securities | $6,653,000 | 6,099 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,653,000 | 5,988 |
| Securities issued by states & political subdivisions | $6,343,000 | 2,762 |
| 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 | $10,797,000 | 3,261 |
| Mortgage-backed securities | $4,131,000 | 4,079 |
| Certificates of participation in pools of residential mortgages | $2,098,000 | 4,308 |
| Issued or guaranteed by U.S. | $2,098,000 | 4,293 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,033,000 | 2,219 |
| CMOs issued by government agencies or sponsored agencies | $2,033,000 | 1,917 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $12,996,000 | 4,943 |
| Total debt securities | $12,996,000 | 5,450 |
| 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 | $13,140,000 | 5,521 |
| U.S. Government securities | $7,179,000 | 6,036 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,179,000 | 5,929 |
| Securities issued by states & political subdivisions | $5,961,000 | 2,826 |
| 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 | $9,860,000 | 3,462 |
| Mortgage-backed securities | $4,166,000 | 3,925 |
| Certificates of participation in pools of residential mortgages | $1,942,000 | 4,233 |
| Issued or guaranteed by U.S. | $1,942,000 | 4,221 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,224,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $2,224,000 | 1,819 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $13,140,000 | 4,938 |
| Total debt securities | $13,141,000 | 5,474 |
| 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 | $13,606,000 | 5,448 |
| U.S. Government securities | $6,976,000 | 6,114 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,976,000 | 6,006 |
| Securities issued by states & political subdivisions | $6,630,000 | 2,656 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,597,000 | 2,851 |
| Mortgage-backed securities | $3,982,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $1,553,000 | 4,442 |
| Issued or guaranteed by U.S. | $1,553,000 | 4,428 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,429,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $2,429,000 | 1,746 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $13,606,000 | 4,849 |
| Total debt securities | $13,606,000 | 5,408 |
| 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 | $15,038,000 | 5,246 |
| U.S. Government securities | $8,310,000 | 5,802 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,310,000 | 5,687 |
| Securities issued by states & political subdivisions | $6,728,000 | 2,651 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,521,000 | 2,879 |
| Mortgage-backed securities | $4,309,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $1,643,000 | 4,385 |
| Issued or guaranteed by U.S. | $1,643,000 | 4,368 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,666,000 | 1,945 |
| CMOs issued by government agencies or sponsored agencies | $2,666,000 | 1,679 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $15,038,000 | 4,641 |
| Total debt securities | $15,038,000 | 5,200 |
| 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 | $14,523,000 | 5,355 |
| U.S. Government securities | $8,575,000 | 5,797 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,575,000 | 5,672 |
| Securities issued by states & political subdivisions | $5,948,000 | 2,847 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,113,000 | 3,082 |
| Mortgage-backed securities | $4,597,000 | 3,742 |
| Certificates of participation in pools of residential mortgages | $1,714,000 | 4,353 |
| Issued or guaranteed by U.S. | $1,714,000 | 4,338 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,883,000 | 1,896 |
| CMOs issued by government agencies or sponsored agencies | $2,883,000 | 1,642 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $14,523,000 | 4,751 |
| Total debt securities | $14,523,000 | 5,312 |
| 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 | $15,332,000 | 5,274 |
| U.S. Government securities | $9,358,000 | 5,664 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,358,000 | 5,542 |
| Securities issued by states & political subdivisions | $5,974,000 | 2,830 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,910,000 | 3,095 |
| Mortgage-backed securities | $4,892,000 | 3,646 |
| Certificates of participation in pools of residential mortgages | $1,777,000 | 4,315 |
| Issued or guaranteed by U.S. | $1,777,000 | 4,293 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,115,000 | 1,809 |
| CMOs issued by government agencies or sponsored agencies | $3,115,000 | 1,564 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $15,332,000 | 4,644 |
| Total debt securities | $15,332,000 | 5,232 |
| 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 | $15,310,000 | 5,273 |
| U.S. Government securities | $9,594,000 | 5,622 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,594,000 | 5,495 |
| Securities issued by states & political subdivisions | $5,716,000 | 2,866 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,197,000 | 3,054 |
| Mortgage-backed securities | $5,159,000 | 3,557 |
| Certificates of participation in pools of residential mortgages | $1,849,000 | 4,279 |
| Issued or guaranteed by U.S. | $1,849,000 | 4,264 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,310,000 | 1,751 |
| CMOs issued by government agencies or sponsored agencies | $3,310,000 | 1,520 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $15,310,000 | 4,618 |
| Total debt securities | $15,310,000 | 5,216 |
| 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 | $16,647,000 | 5,105 |
| U.S. Government securities | $10,859,000 | 5,396 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,859,000 | 5,258 |
| Securities issued by states & political subdivisions | $5,788,000 | 2,849 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,388,000 | 2,751 |
| Mortgage-backed securities | $4,936,000 | 3,668 |
| Certificates of participation in pools of residential mortgages | $1,475,000 | 4,528 |
| Issued or guaranteed by U.S. | $1,475,000 | 4,509 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,461,000 | 1,720 |
| CMOs issued by government agencies or sponsored agencies | $3,461,000 | 1,487 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $16,647,000 | 4,459 |
| Total debt securities | $16,647,000 | 5,048 |
| 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 | $17,383,000 | 4,995 |
| U.S. Government securities | $11,576,000 | 5,217 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,576,000 | 5,068 |
| Securities issued by states & political subdivisions | $5,807,000 | 2,846 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,844,000 | 2,790 |
| Mortgage-backed securities | $5,162,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | $1,557,000 | 4,517 |
| Issued or guaranteed by U.S. | $1,557,000 | 4,499 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,605,000 | 1,696 |
| CMOs issued by government agencies or sponsored agencies | $3,605,000 | 1,471 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $17,383,000 | 4,330 |
| Total debt securities | $17,383,000 | 4,944 |
| 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 | $18,003,000 | 4,893 |
| U.S. Government securities | $12,316,000 | 5,035 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,316,000 | 4,892 |
| Securities issued by states & political subdivisions | $5,687,000 | 2,854 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,062,000 | 3,193 |
| Mortgage-backed securities | $4,419,000 | 3,882 |
| Certificates of participation in pools of residential mortgages | $1,676,000 | 4,493 |
| Issued or guaranteed by U.S. | $1,676,000 | 4,477 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,743,000 | 1,890 |
| CMOs issued by government agencies or sponsored agencies | $2,743,000 | 1,653 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $18,003,000 | 4,245 |
| Total debt securities | $18,003,000 | 4,841 |
| 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 | $18,697,000 | 4,830 |
| U.S. Government securities | $12,629,000 | 5,007 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,629,000 | 4,863 |
| Securities issued by states & political subdivisions | $6,068,000 | 2,709 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,310,000 | 2,825 |
| Mortgage-backed securities | $4,712,000 | 3,870 |
| Certificates of participation in pools of residential mortgages | $1,843,000 | 4,471 |
| Issued or guaranteed by U.S. | $1,843,000 | 4,452 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,869,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $2,869,000 | 1,664 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $18,697,000 | 4,188 |
| Total debt securities | $18,697,000 | 4,775 |
| 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 | $19,255,000 | 4,809 |
| U.S. Government securities | $13,290,000 | 4,932 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,290,000 | 4,790 |
| Securities issued by states & political subdivisions | $5,965,000 | 2,746 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,999,000 | 2,722 |
| Mortgage-backed securities | $4,913,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | $1,986,000 | 4,452 |
| Issued or guaranteed by U.S. | $1,986,000 | 4,438 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,927,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $2,927,000 | 1,695 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $19,255,000 | 4,183 |
| Total debt securities | $19,255,000 | 4,759 |
| 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 | $18,970,000 | 4,881 |
| U.S. Government securities | $14,205,000 | 4,802 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,205,000 | 4,649 |
| Securities issued by states & political subdivisions | $4,765,000 | 3,142 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,961,000 | 2,841 |
| Mortgage-backed securities | $4,261,000 | 4,165 |
| Certificates of participation in pools of residential mortgages | $2,132,000 | 4,406 |
| Issued or guaranteed by U.S. | $2,132,000 | 4,391 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,129,000 | 2,138 |
| CMOs issued by government agencies or sponsored agencies | $2,129,000 | 1,911 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $18,970,000 | 4,236 |
| Total debt securities | $18,970,000 | 4,820 |
| 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 | $19,970,000 | 4,713 |
| U.S. Government securities | $14,960,000 | 4,631 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $14,960,000 | 4,483 |
| Securities issued by states & political subdivisions | $5,010,000 | 3,073 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,544,000 | 2,726 |
| Mortgage-backed securities | $4,435,000 | 4,127 |
| Certificates of participation in pools of residential mortgages | $2,273,000 | 4,369 |
| Issued or guaranteed by U.S. | $2,273,000 | 4,356 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,162,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $2,162,000 | 1,900 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $19,970,000 | 4,087 |
| Total debt securities | $19,970,000 | 4,650 |
| 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 | $17,168,000 | 5,230 |
| U.S. Government securities | $13,244,000 | 5,047 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,244,000 | 4,890 |
| Securities issued by states & political subdivisions | $3,924,000 | 3,450 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,505,000 | 2,699 |
| Mortgage-backed securities | $3,765,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $1,605,000 | 4,793 |
| Issued or guaranteed by U.S. | $1,605,000 | 4,780 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,160,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $2,160,000 | 1,937 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $17,168,000 | 4,566 |
| Total debt securities | $17,167,000 | 5,159 |
| 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 | $17,171,000 | 5,175 |
| U.S. Government securities | $14,635,000 | 4,730 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,635,000 | 4,585 |
| Securities issued by states & political subdivisions | $2,536,000 | 4,046 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,164,000 | 2,605 |
| Mortgage-backed securities | $4,065,000 | 4,365 |
| Certificates of participation in pools of residential mortgages | $1,844,000 | 4,695 |
| Issued or guaranteed by U.S. | $1,844,000 | 4,678 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,221,000 | 2,199 |
| CMOs issued by government agencies or sponsored agencies | $2,221,000 | 1,972 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $17,171,000 | 4,550 |
| Total debt securities | $17,171,000 | 5,097 |
| 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 | $16,985,000 | 5,267 |
| U.S. Government securities | $14,605,000 | 4,763 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $14,605,000 | 4,624 |
| Securities issued by states & political subdivisions | $2,380,000 | 4,165 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,025,000 | 2,574 |
| Mortgage-backed securities | $3,180,000 | 4,659 |
| Certificates of participation in pools of residential mortgages | $965,000 | 5,311 |
| Issued or guaranteed by U.S. | $965,000 | 5,289 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,215,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $2,215,000 | 2,076 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $16,985,000 | 4,593 |
| Total debt securities | $16,985,000 | 5,184 |
| 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 | $16,856,000 | 5,217 |
| U.S. Government securities | $14,400,000 | 4,651 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $14,400,000 | 4,497 |
| Securities issued by states & political subdivisions | $2,456,000 | 4,151 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,368,000 | 2,524 |
| Mortgage-backed securities | $2,903,000 | 4,778 |
| Certificates of participation in pools of residential mortgages | $1,159,000 | 5,155 |
| Issued or guaranteed by U.S. | $1,159,000 | 5,133 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,744,000 | 2,457 |
| CMOs issued by government agencies or sponsored agencies | $1,744,000 | 2,323 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $16,856,000 | 4,569 |
| Total debt securities | $16,856,000 | 5,132 |
| 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 | $14,881,000 | 5,507 |
| U.S. Government securities | $11,955,000 | 5,088 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,955,000 | 4,931 |
| Securities issued by states & political subdivisions | $2,926,000 | 3,859 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,356,000 | 2,509 |
| Mortgage-backed securities | $1,896,000 | 5,379 |
| Certificates of participation in pools of residential mortgages | $1,574,000 | 4,924 |
| Issued or guaranteed by U.S. | $1,574,000 | 4,905 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $322,000 | 3,641 |
| CMOs issued by government agencies or sponsored agencies | $322,000 | 3,467 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $14,881,000 | 4,799 |
| Total debt securities | $14,881,000 | 5,405 |
| 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 | $15,507,000 | 5,399 |
| U.S. Government securities | $12,092,000 | 5,086 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,092,000 | 4,905 |
| Securities issued by states & political subdivisions | $3,415,000 | 3,582 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,721,000 | 2,480 |
| Mortgage-backed securities | $2,522,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $2,132,000 | 4,587 |
| Issued or guaranteed by U.S. | $2,132,000 | 4,571 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $390,000 | 3,683 |
| CMOs issued by government agencies or sponsored agencies | $390,000 | 3,517 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $15,507,000 | 4,688 |
| Total debt securities | $15,507,000 | 5,294 |
| 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 | $14,155,000 | 5,614 |
| U.S. Government securities | $10,590,000 | 5,446 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,590,000 | 5,250 |
| Securities issued by states & political subdivisions | $3,565,000 | 3,505 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,459,000 | 2,653 |
| Mortgage-backed securities | $1,989,000 | 5,327 |
| Certificates of participation in pools of residential mortgages | $1,403,000 | 5,036 |
| Issued or guaranteed by U.S. | $1,403,000 | 5,018 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $586,000 | 3,498 |
| CMOs issued by government agencies or sponsored agencies | $586,000 | 3,345 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $14,155,000 | 4,872 |
| Total debt securities | $14,155,000 | 5,517 |
| 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 | $13,809,000 | 5,621 |
| U.S. Government securities | $10,046,000 | 5,504 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,046,000 | 5,261 |
| Securities issued by states & political subdivisions | $3,763,000 | 3,351 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,181,000 | 2,773 |
| Mortgage-backed securities | $1,974,000 | 5,287 |
| Certificates of participation in pools of residential mortgages | $994,000 | 5,209 |
| Issued or guaranteed by U.S. | $994,000 | 5,186 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $980,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $980,000 | 3,170 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $13,809,000 | 4,800 |
| Total debt securities | $13,809,000 | 5,529 |
| 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 | $14,920,000 | 5,585 |
| U.S. Government securities | $9,920,000 | 5,880 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,920,000 | 5,556 |
| Securities issued by states & political subdivisions | $4,818,000 | 2,870 |
| 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 | $182,000 | 5,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,836,000 | 3,015 |
| Mortgage-backed securities | $3,930,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $1,791,000 | 4,116 |
| Issued or guaranteed by U.S. | $1,791,000 | 4,089 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,139,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $2,139,000 | 2,090 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $14,920,000 | 4,617 |
| Total debt securities | $14,738,000 | 5,489 |
| 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 | $15,992,000 | 5,589 |
| U.S. Government securities | $10,516,000 | 5,943 |
| U.S. Treasury securities | $500,000 | 4,448 |
| U.S. Government agency obligations | $10,016,000 | 5,588 |
| Securities issued by states & political subdivisions | $5,297,000 | 2,820 |
| 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 | $179,000 | 5,907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,083,000 | 3,634 |
| Mortgage-backed securities | $5,596,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $2,513,000 | 3,868 |
| Issued or guaranteed by U.S. | $2,513,000 | 3,851 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,083,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $3,083,000 | 1,898 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $15,992,000 | 4,544 |
| Total debt securities | $15,813,000 | 5,525 |
| 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 | $16,831,000 | 5,404 |
| U.S. Government securities | $10,793,000 | 5,849 |
| U.S. Treasury securities | $2,517,000 | 3,486 |
| U.S. Government agency obligations | $8,276,000 | 5,816 |
| Securities issued by states & political subdivisions | $5,869,000 | 2,649 |
| 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 | $169,000 | 5,722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,986,000 | 2,608 |
| Mortgage-backed securities | $6,284,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $1,638,000 | 4,662 |
| Issued or guaranteed by U.S. | $1,638,000 | 4,642 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,646,000 | 1,830 |
| CMOs issued by government agencies or sponsored agencies | $4,646,000 | 1,716 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $16,831,000 | 4,297 |
| Total debt securities | $16,662,000 | 5,317 |
| 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 | $19,534,000 | 4,999 |
| U.S. Government securities | $14,749,000 | 5,103 |
| U.S. Treasury securities | $5,503,000 | 2,980 |
| U.S. Government agency obligations | $9,246,000 | 5,486 |
| Securities issued by states & political subdivisions | $4,756,000 | 2,851 |
| 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 | $29,000 | 7,422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,552,000 | 3,007 |
| Mortgage-backed securities | $6,322,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $1,324,000 | 4,983 |
| Issued or guaranteed by U.S. | $1,324,000 | 4,965 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,998,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $4,998,000 | 1,633 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $19,534,000 | 3,679 |
| Total debt securities | $19,505,000 | 4,891 |
| 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 | $23,110,000 | 4,785 |
| U.S. Government securities | $17,894,000 | 4,807 |
| U.S. Treasury securities | $6,985,000 | 2,997 |
| U.S. Government agency obligations | $10,909,000 | 5,240 |
| Securities issued by states & political subdivisions | $5,187,000 | 2,748 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,000 | 7,495 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,973,000 | 3,486 |
| Mortgage-backed securities | $7,423,000 | 3,440 |
| Certificates of participation in pools of residential mortgages | $952,000 | 5,899 |
| Issued or guaranteed by U.S. | $952,000 | 5,885 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $6,471,000 | 1,637 |
| CMOs issued by government agencies or sponsored agencies | $6,471,000 | 1,552 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $23,110,000 | 3,391 |
| Total debt securities | $23,081,000 | 4,692 |
| 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 | $24,721,000 | 4,752 |
| U.S. Government securities | $18,914,000 | 4,857 |
| U.S. Treasury securities | $7,315,000 | 3,475 |
| U.S. Government agency obligations | $11,599,000 | 4,982 |
| Securities issued by states & political subdivisions | $5,795,000 | 2,509 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,400,000 | 3,347 |
| Mortgage-backed securities | $7,057,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $1,111,000 | 5,918 |
| Issued or guaranteed by U.S. | $1,111,000 | 5,883 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,946,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $5,946,000 | 1,869 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $24,721,000 | 3,340 |
| Total debt securities | $24,709,000 | 4,656 |
| 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 | $27,003,000 | 4,673 |
| U.S. Government securities | $21,283,000 | 4,680 |
| U.S. Treasury securities | $11,366,000 | 3,029 |
| U.S. Government agency obligations | $9,917,000 | 5,413 |
| Securities issued by states & political subdivisions | $5,708,000 | 2,634 |
| 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 | $12,000 | 8,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,131,000 | 2,486 |
| Mortgage-backed securities | $6,666,000 | 4,094 |
| Certificates of participation in pools of residential mortgages | $1,147,000 | 6,208 |
| Issued or guaranteed by U.S. | $1,147,000 | 6,182 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $5,519,000 | 2,169 |
| CMOs issued by government agencies or sponsored agencies | $5,519,000 | 2,059 |
| 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) | $5,708,000 | 7,604 |
| Available-for-sale securities (fair market value) | $21,295,000 | 2,652 |
| Total debt securities | $26,991,000 | 4,589 |
| 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 | $27,721,000 | 4,795 |
| U.S. Government securities | $21,664,000 | 4,788 |
| U.S. Treasury securities | $11,879,000 | 3,038 |
| U.S. Government agency obligations | $9,785,000 | 5,641 |
| Securities issued by states & political subdivisions | $6,045,000 | 2,552 |
| 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 | $12,000 | 8,143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,640,000 | 2,422 |
| Mortgage-backed securities | $6,002,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $1,898,000 | 5,863 |
| Issued or guaranteed by U.S. | $1,898,000 | 5,813 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,104,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $4,104,000 | 2,768 |
| 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 | $27,709,000 | 4,679 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $25,649,000 | 5,063 |
| U.S. Government securities | $20,602,000 | 4,950 |
| U.S. Treasury securities | $13,627,000 | 2,712 |
| U.S. Government agency obligations | $6,975,000 | 6,839 |
| Securities issued by states & political subdivisions | $5,009,000 | 2,754 |
| 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 | $38,000 | 6,820 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,675,000 | 2,186 |
| Mortgage-backed securities | $3,969,000 | 6,054 |
| Certificates of participation in pools of residential mortgages | $2,710,000 | 5,411 |
| Issued or guaranteed by U.S. | $2,710,000 | 5,354 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,259,000 | 4,715 |
| CMOs issued by government agencies or sponsored agencies | $1,259,000 | 4,352 |
| 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 | $25,611,000 | 4,979 |
| 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 |