Home > High Country Bank > Securities
High Country Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $62,464,000 | 2,311 |
| U.S. Government securities | $46,198,000 | 1,968 |
| U.S. Treasury securities | $3,754,000 | 2,008 |
| U.S. Government agency obligations | $42,444,000 | 1,790 |
| Securities issued by states & political subdivisions | $16,266,000 | 1,997 |
| 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 | $40,007,000 | 1,671 |
| Mortgage-backed securities | $24,386,000 | 1,854 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,717,000 | 1,780 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,163,000 | 1,512 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,280,000 | 831 |
| Other commercial mortgage-backed securities | $3,226,000 | 827 |
| Held to maturity securities (book value) | $2,000 | 1,740 |
| Available-for-sale securities (fair market value) | $62,462,000 | 2,088 |
| Total debt securities | $62,463,000 | 2,294 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $63,952,000 | 2,261 |
| U.S. Government securities | $47,752,000 | 1,922 |
| U.S. Treasury securities | $4,665,000 | 1,924 |
| U.S. Government agency obligations | $43,087,000 | 1,736 |
| Securities issued by states & political subdivisions | $16,200,000 | 1,987 |
| 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 | $39,434,000 | 1,634 |
| Mortgage-backed securities | $24,808,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,900,000 | 1,736 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,141,000 | 1,496 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,276,000 | 816 |
| Other commercial mortgage-backed securities | $3,491,000 | 793 |
| Held to maturity securities (book value) | $2,000 | 1,765 |
| Available-for-sale securities (fair market value) | $63,950,000 | 2,030 |
| Total debt securities | $63,953,000 | 2,244 |
| 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 | $66,065,000 | 2,283 |
| U.S. Government securities | $49,535,000 | 1,922 |
| U.S. Treasury securities | $5,162,000 | 1,881 |
| U.S. Government agency obligations | $44,373,000 | 1,759 |
| Securities issued by states & political subdivisions | $16,530,000 | 2,027 |
| 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 | $35,413,000 | 1,729 |
| Mortgage-backed securities | $26,351,000 | 1,811 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,880,000 | 1,728 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,521,000 | 1,471 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,441,000 | 799 |
| Other commercial mortgage-backed securities | $3,509,000 | 795 |
| Held to maturity securities (book value) | $4,000 | 1,774 |
| Available-for-sale securities (fair market value) | $66,061,000 | 2,052 |
| Total debt securities | $66,063,000 | 2,268 |
| 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 | $67,856,000 | 2,333 |
| U.S. Government securities | $51,130,000 | 1,966 |
| U.S. Treasury securities | $5,180,000 | 1,950 |
| U.S. Government agency obligations | $45,950,000 | 1,731 |
| Securities issued by states & political subdivisions | $16,726,000 | 2,071 |
| 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 | $36,044,000 | 1,660 |
| Mortgage-backed securities | $27,629,000 | 1,820 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,668,000 | 1,734 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,825,000 | 1,460 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,528,000 | 813 |
| Other commercial mortgage-backed securities | $3,608,000 | 807 |
| Held to maturity securities (book value) | $5,000 | 1,829 |
| Available-for-sale securities (fair market value) | $67,851,000 | 2,087 |
| Total debt securities | $67,855,000 | 2,314 |
| 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 | $69,199,000 | 2,319 |
| U.S. Government securities | $52,222,000 | 1,961 |
| U.S. Treasury securities | $5,127,000 | 1,995 |
| U.S. Government agency obligations | $47,095,000 | 1,715 |
| Securities issued by states & political subdivisions | $16,977,000 | 2,095 |
| 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 | $28,553,000 | 1,805 |
| Mortgage-backed securities | $27,734,000 | 1,836 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,445,000 | 1,713 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,968,000 | 1,468 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,733,000 | 897 |
| Other commercial mortgage-backed securities | $3,588,000 | 807 |
| Held to maturity securities (book value) | $6,000 | 1,850 |
| Available-for-sale securities (fair market value) | $69,193,000 | 2,082 |
| Total debt securities | $69,200,000 | 2,303 |
| 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 | $67,307,000 | 2,367 |
| U.S. Government securities | $50,956,000 | 2,007 |
| U.S. Treasury securities | $5,106,000 | 2,032 |
| U.S. Government agency obligations | $45,850,000 | 1,761 |
| Securities issued by states & political subdivisions | $16,351,000 | 2,134 |
| 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 | $26,182,000 | 1,815 |
| Mortgage-backed securities | $26,909,000 | 1,865 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,050,000 | 1,711 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,271,000 | 1,562 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,861,000 | 907 |
| Other commercial mortgage-backed securities | $2,727,000 | 912 |
| Held to maturity securities (book value) | $8,000 | 1,848 |
| Available-for-sale securities (fair market value) | $67,299,000 | 2,131 |
| Total debt securities | $67,307,000 | 2,350 |
| 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 | $61,263,000 | 2,526 |
| U.S. Government securities | $44,631,000 | 2,190 |
| U.S. Treasury securities | $5,152,000 | 1,997 |
| U.S. Government agency obligations | $39,479,000 | 1,950 |
| Securities issued by states & political subdivisions | $16,632,000 | 2,180 |
| 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 | $24,381,000 | 1,884 |
| Mortgage-backed securities | $23,048,000 | 2,069 |
| Certificates of participation in pools of residential mortgages | $16,491,000 | 1,820 |
| Issued or guaranteed by U.S. | $16,491,000 | 1,781 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,542,000 | 1,779 |
| CMOs issued by government agencies or sponsored agencies | $3,542,000 | 1,706 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $3,015,000 | 1,375 |
| Commercial mortgage pass-through securities | $2,009,000 | 1,002 |
| Other commercial mortgage-backed securities | $1,006,000 | 1,201 |
| Held to maturity securities (book value) | $9,000 | 1,785 |
| Available-for-sale securities (fair market value) | $61,254,000 | 2,325 |
| Total debt securities | $61,264,000 | 2,511 |
| 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 | $41,483,000 | 3,011 |
| U.S. Government securities | $34,140,000 | 2,453 |
| U.S. Treasury securities | $5,291,000 | 1,771 |
| U.S. Government agency obligations | $28,849,000 | 2,304 |
| Securities issued by states & political subdivisions | $7,343,000 | 2,913 |
| 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 | $26,429,000 | 1,758 |
| Mortgage-backed securities | $16,330,000 | 2,384 |
| Certificates of participation in pools of residential mortgages | $10,063,000 | 2,273 |
| Issued or guaranteed by U.S. | $10,063,000 | 2,217 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,052,000 | 1,717 |
| CMOs issued by government agencies or sponsored agencies | $4,052,000 | 1,648 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,215,000 | 1,474 |
| Commercial mortgage pass-through securities | $2,215,000 | 979 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $11,000 | 1,709 |
| Available-for-sale securities (fair market value) | $41,472,000 | 2,810 |
| Total debt securities | $41,483,000 | 2,997 |
| 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 | $41,676,000 | 2,916 |
| U.S. Government securities | $32,845,000 | 2,374 |
| U.S. Treasury securities | $5,511,000 | 1,338 |
| U.S. Government agency obligations | $27,334,000 | 2,328 |
| Securities issued by states & political subdivisions | $8,831,000 | 2,805 |
| 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 | $28,505,000 | 1,660 |
| Mortgage-backed securities | $16,179,000 | 2,386 |
| Certificates of participation in pools of residential mortgages | $9,021,000 | 2,374 |
| Issued or guaranteed by U.S. | $9,021,000 | 2,307 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,536,000 | 1,639 |
| CMOs issued by government agencies or sponsored agencies | $4,536,000 | 1,585 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,622,000 | 1,401 |
| Commercial mortgage pass-through securities | $2,596,000 | 919 |
| Other commercial mortgage-backed securities | $26,000 | 1,417 |
| Held to maturity securities (book value) | $14,000 | 1,631 |
| Available-for-sale securities (fair market value) | $41,662,000 | 2,756 |
| Total debt securities | $41,676,000 | 2,899 |
| 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 | $39,502,000 | 2,931 |
| U.S. Government securities | $30,351,000 | 2,377 |
| U.S. Treasury securities | $4,592,000 | 1,222 |
| U.S. Government agency obligations | $25,759,000 | 2,389 |
| Securities issued by states & political subdivisions | $9,151,000 | 2,768 |
| 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 | $29,685,000 | 1,576 |
| Mortgage-backed securities | $14,354,000 | 2,509 |
| Certificates of participation in pools of residential mortgages | $8,672,000 | 2,402 |
| Issued or guaranteed by U.S. | $8,672,000 | 2,341 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,889,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $2,889,000 | 1,827 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,793,000 | 1,373 |
| Commercial mortgage pass-through securities | $2,759,000 | 905 |
| Other commercial mortgage-backed securities | $34,000 | 1,411 |
| Held to maturity securities (book value) | $16,000 | 1,650 |
| Available-for-sale securities (fair market value) | $39,486,000 | 2,771 |
| Total debt securities | $39,502,000 | 2,910 |
| 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 | $36,840,000 | 2,960 |
| U.S. Government securities | $27,446,000 | 2,442 |
| U.S. Treasury securities | $2,562,000 | 1,357 |
| U.S. Government agency obligations | $24,884,000 | 2,380 |
| Securities issued by states & political subdivisions | $9,394,000 | 2,724 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,290,000 | 2,049 |
| Mortgage-backed securities | $14,411,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | $9,309,000 | 2,328 |
| Issued or guaranteed by U.S. | $9,309,000 | 2,267 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,062,000 | 2,009 |
| CMOs issued by government agencies or sponsored agencies | $2,062,000 | 1,960 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,040,000 | 1,333 |
| Commercial mortgage pass-through securities | $3,004,000 | 874 |
| Other commercial mortgage-backed securities | $36,000 | 1,398 |
| Held to maturity securities (book value) | $19,000 | 1,632 |
| Available-for-sale securities (fair market value) | $36,821,000 | 2,790 |
| Total debt securities | $36,842,000 | 2,940 |
| 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 | $33,763,000 | 2,959 |
| U.S. Government securities | $24,006,000 | 2,456 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $24,006,000 | 2,300 |
| Securities issued by states & political subdivisions | $9,757,000 | 2,673 |
| 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 | $17,018,000 | 2,093 |
| Mortgage-backed securities | $13,425,000 | 2,472 |
| Certificates of participation in pools of residential mortgages | $8,935,000 | 2,298 |
| Issued or guaranteed by U.S. | $8,935,000 | 2,229 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,277,000 | 2,174 |
| CMOs issued by government agencies or sponsored agencies | $1,277,000 | 2,131 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $3,213,000 | 1,291 |
| Commercial mortgage pass-through securities | $3,167,000 | 839 |
| Other commercial mortgage-backed securities | $46,000 | 1,378 |
| Held to maturity securities (book value) | $21,000 | 1,633 |
| Available-for-sale securities (fair market value) | $33,742,000 | 2,776 |
| Total debt securities | $33,762,000 | 2,939 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $32,213,000 | 2,921 |
| U.S. Government securities | $22,155,000 | 2,422 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $22,155,000 | 2,295 |
| Securities issued by states & political subdivisions | $10,058,000 | 2,607 |
| 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 | $18,986,000 | 1,971 |
| Mortgage-backed securities | $13,564,000 | 2,387 |
| Certificates of participation in pools of residential mortgages | $8,540,000 | 2,230 |
| Issued or guaranteed by U.S. | $8,540,000 | 2,171 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,525,000 | 2,146 |
| CMOs issued by government agencies or sponsored agencies | $1,525,000 | 2,099 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $3,499,000 | 1,206 |
| Commercial mortgage pass-through securities | $3,432,000 | 768 |
| Other commercial mortgage-backed securities | $67,000 | 1,331 |
| Held to maturity securities (book value) | $23,000 | 1,622 |
| Available-for-sale securities (fair market value) | $32,190,000 | 2,746 |
| Total debt securities | $32,212,000 | 2,900 |
| 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 | $30,415,000 | 2,892 |
| U.S. Government securities | $20,004,000 | 2,484 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $20,004,000 | 2,363 |
| Securities issued by states & political subdivisions | $10,411,000 | 2,444 |
| 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 | $19,670,000 | 1,912 |
| Mortgage-backed securities | $11,180,000 | 2,538 |
| Certificates of participation in pools of residential mortgages | $8,048,000 | 2,269 |
| Issued or guaranteed by U.S. | $8,048,000 | 2,201 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,675,000 | 2,141 |
| CMOs issued by government agencies or sponsored agencies | $1,675,000 | 2,092 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,457,000 | 1,513 |
| Commercial mortgage pass-through securities | $1,337,000 | 1,061 |
| Other commercial mortgage-backed securities | $120,000 | 1,289 |
| Held to maturity securities (book value) | $276,000 | 1,480 |
| Available-for-sale securities (fair market value) | $30,139,000 | 2,713 |
| Total debt securities | $30,416,000 | 2,872 |
| 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 | $30,100,000 | 2,861 |
| U.S. Government securities | $19,393,000 | 2,524 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $19,393,000 | 2,394 |
| Securities issued by states & political subdivisions | $10,707,000 | 2,351 |
| 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 | $18,597,000 | 1,974 |
| Mortgage-backed securities | $10,919,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $7,520,000 | 2,306 |
| Issued or guaranteed by U.S. | $7,520,000 | 2,239 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,854,000 | 2,115 |
| CMOs issued by government agencies or sponsored agencies | $1,854,000 | 2,069 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,545,000 | 1,480 |
| Commercial mortgage pass-through securities | $1,403,000 | 1,042 |
| Other commercial mortgage-backed securities | $142,000 | 1,263 |
| Held to maturity securities (book value) | $528,000 | 1,406 |
| Available-for-sale securities (fair market value) | $29,572,000 | 2,701 |
| Total debt securities | $30,101,000 | 2,843 |
| 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 | $28,360,000 | 2,903 |
| U.S. Government securities | $17,818,000 | 2,641 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $17,818,000 | 2,510 |
| Securities issued by states & political subdivisions | $10,542,000 | 2,251 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,181,000 | 2,074 |
| Mortgage-backed securities | $9,151,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $5,606,000 | 2,581 |
| Issued or guaranteed by U.S. | $5,606,000 | 2,494 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,985,000 | 2,090 |
| CMOs issued by government agencies or sponsored agencies | $1,985,000 | 2,041 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,560,000 | 1,453 |
| Commercial mortgage pass-through securities | $1,403,000 | 1,008 |
| Other commercial mortgage-backed securities | $157,000 | 1,238 |
| Held to maturity securities (book value) | $532,000 | 1,421 |
| Available-for-sale securities (fair market value) | $27,828,000 | 2,749 |
| Total debt securities | $28,360,000 | 2,884 |
| 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 | $30,222,000 | 2,841 |
| U.S. Government securities | $18,570,000 | 2,673 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $18,570,000 | 2,520 |
| Securities issued by states & political subdivisions | $11,652,000 | 2,128 |
| 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 | $15,604,000 | 2,110 |
| Mortgage-backed securities | $9,814,000 | 2,630 |
| Certificates of participation in pools of residential mortgages | $5,962,000 | 2,485 |
| Issued or guaranteed by U.S. | $5,962,000 | 2,418 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,117,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $2,117,000 | 2,025 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,735,000 | 1,394 |
| Commercial mortgage pass-through securities | $1,552,000 | 974 |
| Other commercial mortgage-backed securities | $183,000 | 1,202 |
| Held to maturity securities (book value) | $536,000 | 1,461 |
| Available-for-sale securities (fair market value) | $29,686,000 | 2,682 |
| Total debt securities | $30,223,000 | 2,820 |
| 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 | $31,191,000 | 2,819 |
| U.S. Government securities | $19,496,000 | 2,650 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $19,496,000 | 2,511 |
| Securities issued by states & political subdivisions | $11,695,000 | 2,151 |
| 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 | $14,648,000 | 2,208 |
| Mortgage-backed securities | $10,420,000 | 2,561 |
| Certificates of participation in pools of residential mortgages | $6,315,000 | 2,399 |
| Issued or guaranteed by U.S. | $6,315,000 | 2,326 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,276,000 | 2,057 |
| CMOs issued by government agencies or sponsored agencies | $2,276,000 | 2,014 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,829,000 | 1,353 |
| Commercial mortgage pass-through securities | $1,583,000 | 969 |
| Other commercial mortgage-backed securities | $246,000 | 1,156 |
| Held to maturity securities (book value) | $541,000 | 1,522 |
| Available-for-sale securities (fair market value) | $30,650,000 | 2,644 |
| Total debt securities | $31,190,000 | 2,801 |
| 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 | $34,230,000 | 2,727 |
| U.S. Government securities | $20,406,000 | 2,629 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $20,406,000 | 2,480 |
| Securities issued by states & political subdivisions | $11,702,000 | 2,191 |
| 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 | $15,206,000 | 2,202 |
| Mortgage-backed securities | $11,079,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | $6,680,000 | 2,338 |
| Issued or guaranteed by U.S. | $6,680,000 | 2,289 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,418,000 | 2,006 |
| CMOs issued by government agencies or sponsored agencies | $2,418,000 | 1,956 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,981,000 | 1,311 |
| Commercial mortgage pass-through securities | $1,702,000 | 944 |
| Other commercial mortgage-backed securities | $279,000 | 1,129 |
| Held to maturity securities (book value) | $545,000 | 1,571 |
| Available-for-sale securities (fair market value) | $31,563,000 | 2,642 |
| Total debt securities | $32,108,000 | 2,800 |
| 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 | $34,932,000 | 2,742 |
| U.S. Government securities | $20,978,000 | 2,621 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $20,978,000 | 2,473 |
| Securities issued by states & political subdivisions | $11,864,000 | 2,241 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $2,090,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,667,000 | 2,224 |
| Mortgage-backed securities | $11,423,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $6,949,000 | 2,317 |
| Issued or guaranteed by U.S. | $6,949,000 | 2,265 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,510,000 | 1,994 |
| CMOs issued by government agencies or sponsored agencies | $2,510,000 | 1,944 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,964,000 | 1,242 |
| Commercial mortgage pass-through securities | $1,689,000 | 924 |
| Other commercial mortgage-backed securities | $275,000 | 1,046 |
| Held to maturity securities (book value) | $550,000 | 1,595 |
| Available-for-sale securities (fair market value) | $34,382,000 | 2,567 |
| Total debt securities | $32,843,000 | 2,812 |
| 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 | $35,537,000 | 2,739 |
| U.S. Government securities | $21,693,000 | 2,588 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $21,693,000 | 2,443 |
| Securities issued by states & political subdivisions | $11,777,000 | 2,300 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,067,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,772,000 | 2,390 |
| Mortgage-backed securities | $11,868,000 | 2,448 |
| Certificates of participation in pools of residential mortgages | $7,206,000 | 2,281 |
| Issued or guaranteed by U.S. | $7,206,000 | 2,249 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,600,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $2,600,000 | 1,915 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,062,000 | 1,189 |
| Commercial mortgage pass-through securities | $1,780,000 | 908 |
| Other commercial mortgage-backed securities | $282,000 | 1,003 |
| Held to maturity securities (book value) | $554,000 | 1,633 |
| Available-for-sale securities (fair market value) | $34,983,000 | 2,569 |
| Total debt securities | $33,470,000 | 2,819 |
| 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 | $35,116,000 | 2,780 |
| U.S. Government securities | $20,536,000 | 2,669 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $20,536,000 | 2,529 |
| Securities issued by states & political subdivisions | $12,535,000 | 2,256 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,045,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,883,000 | 2,384 |
| Mortgage-backed securities | $11,031,000 | 2,539 |
| Certificates of participation in pools of residential mortgages | $7,050,000 | 2,337 |
| Issued or guaranteed by U.S. | $7,050,000 | 2,326 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,683,000 | 1,937 |
| CMOs issued by government agencies or sponsored agencies | $2,683,000 | 1,889 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,298,000 | 1,344 |
| Commercial mortgage pass-through securities | $1,016,000 | 1,032 |
| Other commercial mortgage-backed securities | $282,000 | 1,000 |
| Held to maturity securities (book value) | $558,000 | 1,660 |
| Available-for-sale securities (fair market value) | $34,558,000 | 2,589 |
| Total debt securities | $33,070,000 | 2,840 |
| 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 | $34,479,000 | 2,844 |
| U.S. Government securities | $19,550,000 | 2,744 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $19,550,000 | 2,604 |
| Securities issued by states & political subdivisions | $12,884,000 | 2,263 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,045,000 | 191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,528,000 | 2,449 |
| Mortgage-backed securities | $16,081,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $7,448,000 | 2,335 |
| Issued or guaranteed by U.S. | $7,448,000 | 2,225 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,966,000 | 1,893 |
| CMOs issued by government agencies or sponsored agencies | $2,966,000 | 1,842 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $5,667,000 | 802 |
| Commercial mortgage pass-through securities | $5,380,000 | 528 |
| Other commercial mortgage-backed securities | $287,000 | 990 |
| Held to maturity securities (book value) | $813,000 | 1,619 |
| Available-for-sale securities (fair market value) | $33,666,000 | 2,672 |
| Total debt securities | $32,434,000 | 2,917 |
| 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 | $35,502,000 | 2,811 |
| U.S. Government securities | $20,555,000 | 2,753 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $20,555,000 | 2,620 |
| Securities issued by states & political subdivisions | $12,908,000 | 2,313 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,039,000 | 204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,818,000 | 2,471 |
| Mortgage-backed securities | $11,229,000 | 2,557 |
| Certificates of participation in pools of residential mortgages | $7,902,000 | 2,310 |
| Issued or guaranteed by U.S. | $7,902,000 | 2,307 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,034,000 | 1,875 |
| CMOs issued by government agencies or sponsored agencies | $3,034,000 | 1,816 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $293,000 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $293,000 | 972 |
| Held to maturity securities (book value) | $820,000 | 1,644 |
| Available-for-sale securities (fair market value) | $34,682,000 | 2,642 |
| Total debt securities | $33,463,000 | 2,893 |
| 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 | $38,238,000 | 2,719 |
| U.S. Government securities | $22,745,000 | 2,623 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $22,745,000 | 2,499 |
| Securities issued by states & political subdivisions | $13,447,000 | 2,320 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,046,000 | 360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,785,000 | 2,584 |
| Mortgage-backed securities | $11,935,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $8,380,000 | 2,302 |
| Issued or guaranteed by U.S. | $8,380,000 | 2,299 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,253,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $3,253,000 | 1,772 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $302,000 | 1,419 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $302,000 | 942 |
| Held to maturity securities (book value) | $825,000 | 1,665 |
| Available-for-sale securities (fair market value) | $37,413,000 | 2,547 |
| Total debt securities | $36,192,000 | 2,789 |
| 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 | $36,854,000 | 2,818 |
| U.S. Government securities | $20,849,000 | 2,770 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $20,849,000 | 2,662 |
| Securities issued by states & political subdivisions | $13,962,000 | 2,308 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,043,000 | 375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,435,000 | 2,558 |
| Mortgage-backed securities | $11,086,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $7,320,000 | 2,492 |
| Issued or guaranteed by U.S. | $7,320,000 | 2,491 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,459,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $3,459,000 | 1,754 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $307,000 | 1,407 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $307,000 | 921 |
| Held to maturity securities (book value) | $832,000 | 1,721 |
| Available-for-sale securities (fair market value) | $36,022,000 | 2,627 |
| Total debt securities | $34,811,000 | 2,900 |
| 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 | $36,247,000 | 2,893 |
| U.S. Government securities | $19,938,000 | 2,879 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $19,938,000 | 2,756 |
| Securities issued by states & political subdivisions | $14,272,000 | 2,308 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $2,037,000 | 370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,633,000 | 2,642 |
| Mortgage-backed securities | $11,849,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $7,871,000 | 2,459 |
| Issued or guaranteed by U.S. | $7,871,000 | 2,458 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,661,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $3,661,000 | 1,754 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $317,000 | 1,365 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $317,000 | 884 |
| Held to maturity securities (book value) | $1,478,000 | 1,611 |
| Available-for-sale securities (fair market value) | $34,769,000 | 2,731 |
| Total debt securities | $34,210,000 | 2,973 |
| 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 | $38,831,000 | 2,802 |
| U.S. Government securities | $22,536,000 | 2,728 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $22,536,000 | 2,619 |
| Securities issued by states & political subdivisions | $14,268,000 | 2,327 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,027,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,151,000 | 2,729 |
| Mortgage-backed securities | $13,147,000 | 2,522 |
| Certificates of participation in pools of residential mortgages | $7,854,000 | 2,495 |
| Issued or guaranteed by U.S. | $7,854,000 | 2,495 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,928,000 | 1,608 |
| CMOs issued by government agencies or sponsored agencies | $4,928,000 | 1,552 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $365,000 | 1,334 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $365,000 | 876 |
| Held to maturity securities (book value) | $1,576,000 | 1,615 |
| Available-for-sale securities (fair market value) | $37,255,000 | 2,650 |
| Total debt securities | $36,804,000 | 2,886 |
| 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 | $39,943,000 | 2,748 |
| U.S. Government securities | $23,736,000 | 2,640 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $23,736,000 | 2,521 |
| Securities issued by states & political subdivisions | $14,188,000 | 2,342 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $2,019,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,395,000 | 2,066 |
| Mortgage-backed securities | $13,937,000 | 2,426 |
| Certificates of participation in pools of residential mortgages | $8,805,000 | 2,382 |
| Issued or guaranteed by U.S. | $8,805,000 | 2,380 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,765,000 | 1,598 |
| CMOs issued by government agencies or sponsored agencies | $4,765,000 | 1,537 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $367,000 | 1,291 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $367,000 | 836 |
| Held to maturity securities (book value) | $1,948,000 | 1,574 |
| Available-for-sale securities (fair market value) | $37,995,000 | 2,593 |
| Total debt securities | $37,924,000 | 2,811 |
| 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 | $38,667,000 | 2,787 |
| U.S. Government securities | $23,007,000 | 2,676 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $23,007,000 | 2,569 |
| Securities issued by states & political subdivisions | $13,624,000 | 2,402 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,036,000 | 391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,853,000 | 2,176 |
| Mortgage-backed securities | $13,326,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $8,609,000 | 2,434 |
| Issued or guaranteed by U.S. | $8,609,000 | 2,434 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,285,000 | 1,706 |
| CMOs issued by government agencies or sponsored agencies | $4,285,000 | 1,640 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $432,000 | 1,224 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $432,000 | 795 |
| Held to maturity securities (book value) | $2,028,000 | 1,569 |
| Available-for-sale securities (fair market value) | $36,639,000 | 2,634 |
| Total debt securities | $36,630,000 | 2,858 |
| 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 | $40,240,000 | 2,771 |
| U.S. Government securities | $24,799,000 | 2,635 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $24,799,000 | 2,534 |
| Securities issued by states & political subdivisions | $13,407,000 | 2,415 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,034,000 | 401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,521,000 | 2,319 |
| Mortgage-backed securities | $14,298,000 | 2,434 |
| Certificates of participation in pools of residential mortgages | $9,065,000 | 2,427 |
| Issued or guaranteed by U.S. | $9,065,000 | 2,422 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,782,000 | 1,657 |
| CMOs issued by government agencies or sponsored agencies | $4,782,000 | 1,589 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $451,000 | 1,154 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $451,000 | 764 |
| Held to maturity securities (book value) | $2,360,000 | 1,570 |
| Available-for-sale securities (fair market value) | $37,880,000 | 2,619 |
| Total debt securities | $38,206,000 | 2,824 |
| 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 | $37,969,000 | 2,915 |
| U.S. Government securities | $23,495,000 | 2,791 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $23,495,000 | 2,686 |
| Securities issued by states & political subdivisions | $12,457,000 | 2,505 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,017,000 | 399 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,130,000 | 2,427 |
| Mortgage-backed securities | $13,397,000 | 2,515 |
| Certificates of participation in pools of residential mortgages | $8,706,000 | 2,484 |
| Issued or guaranteed by U.S. | $8,706,000 | 2,482 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,691,000 | 1,665 |
| CMOs issued by government agencies or sponsored agencies | $4,691,000 | 1,597 |
| 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) | $2,449,000 | 1,594 |
| Available-for-sale securities (fair market value) | $35,520,000 | 2,767 |
| Total debt securities | $35,952,000 | 2,992 |
| 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 | $35,860,000 | 3,045 |
| U.S. Government securities | $21,656,000 | 2,938 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,656,000 | 2,831 |
| Securities issued by states & political subdivisions | $12,207,000 | 2,545 |
| 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 | $1,997,000 | 409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,321,000 | 2,626 |
| Mortgage-backed securities | $12,810,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | $7,792,000 | 2,615 |
| Issued or guaranteed by U.S. | $7,792,000 | 2,611 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,018,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $5,018,000 | 1,571 |
| 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) | $2,537,000 | 1,620 |
| Available-for-sale securities (fair market value) | $33,323,000 | 2,904 |
| Total debt securities | $33,863,000 | 3,128 |
| 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 | $32,860,000 | 3,242 |
| U.S. Government securities | $20,353,000 | 3,100 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $20,353,000 | 3,000 |
| Securities issued by states & political subdivisions | $11,500,000 | 2,637 |
| 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 | $1,007,000 | 552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,958,000 | 2,685 |
| Mortgage-backed securities | $12,446,000 | 2,659 |
| Certificates of participation in pools of residential mortgages | $7,900,000 | 2,629 |
| Issued or guaranteed by U.S. | $7,900,000 | 2,626 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,546,000 | 1,720 |
| CMOs issued by government agencies or sponsored agencies | $4,546,000 | 1,657 |
| 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) | $2,872,000 | 1,580 |
| Available-for-sale securities (fair market value) | $29,988,000 | 3,125 |
| Total debt securities | $31,853,000 | 3,278 |
| 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 | $30,811,000 | 3,423 |
| U.S. Government securities | $18,721,000 | 3,335 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $18,721,000 | 3,234 |
| Securities issued by states & political subdivisions | $11,088,000 | 2,705 |
| 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 | $1,002,000 | 560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,068,000 | 2,604 |
| Mortgage-backed securities | $12,169,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $7,919,000 | 2,705 |
| Issued or guaranteed by U.S. | $7,919,000 | 2,701 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,250,000 | 1,844 |
| CMOs issued by government agencies or sponsored agencies | $4,250,000 | 1,776 |
| 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) | $2,982,000 | 1,597 |
| Available-for-sale securities (fair market value) | $27,829,000 | 3,311 |
| Total debt securities | $29,809,000 | 3,467 |
| 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 | $29,761,000 | 3,544 |
| U.S. Government securities | $18,421,000 | 3,423 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $18,421,000 | 3,315 |
| Securities issued by states & political subdivisions | $10,335,000 | 2,780 |
| 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 | $1,005,000 | 569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,526,000 | 2,778 |
| Mortgage-backed securities | $12,172,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $8,521,000 | 2,668 |
| Issued or guaranteed by U.S. | $8,521,000 | 2,665 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,651,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $3,651,000 | 1,912 |
| 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) | $3,106,000 | 1,570 |
| Available-for-sale securities (fair market value) | $26,655,000 | 3,413 |
| Total debt securities | $28,756,000 | 3,580 |
| 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 | $30,648,000 | 3,521 |
| U.S. Government securities | $20,348,000 | 3,327 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $20,348,000 | 3,220 |
| Securities issued by states & political subdivisions | $10,300,000 | 2,799 |
| 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 | $14,800,000 | 2,677 |
| Mortgage-backed securities | $13,022,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | $9,117,000 | 2,633 |
| Issued or guaranteed by U.S. | $9,117,000 | 2,629 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,905,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $3,905,000 | 1,902 |
| 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) | $3,197,000 | 1,583 |
| Available-for-sale securities (fair market value) | $27,451,000 | 3,394 |
| Total debt securities | $30,648,000 | 3,496 |
| 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 | $29,922,000 | 3,647 |
| U.S. Government securities | $20,190,000 | 3,418 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $20,190,000 | 3,306 |
| Securities issued by states & political subdivisions | $9,732,000 | 2,908 |
| 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 | $15,099,000 | 2,646 |
| Mortgage-backed securities | $12,765,000 | 2,834 |
| Certificates of participation in pools of residential mortgages | $8,600,000 | 2,790 |
| Issued or guaranteed by U.S. | $8,600,000 | 2,787 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,165,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $4,165,000 | 1,884 |
| 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) | $3,372,000 | 1,593 |
| Available-for-sale securities (fair market value) | $26,550,000 | 3,523 |
| Total debt securities | $29,922,000 | 3,621 |
| 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 | $29,057,000 | 3,753 |
| U.S. Government securities | $20,123,000 | 3,459 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $20,123,000 | 3,358 |
| Securities issued by states & political subdivisions | $8,934,000 | 3,060 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,391,000 | 2,619 |
| Mortgage-backed securities | $12,527,000 | 2,895 |
| Certificates of participation in pools of residential mortgages | $8,357,000 | 2,865 |
| Issued or guaranteed by U.S. | $8,357,000 | 2,865 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,170,000 | 1,988 |
| CMOs issued by government agencies or sponsored agencies | $4,170,000 | 1,906 |
| 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) | $3,485,000 | 1,589 |
| Available-for-sale securities (fair market value) | $25,572,000 | 3,637 |
| Total debt securities | $29,057,000 | 3,727 |
| 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 | $26,659,000 | 3,926 |
| U.S. Government securities | $18,429,000 | 3,651 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $18,429,000 | 3,551 |
| Securities issued by states & political subdivisions | $8,230,000 | 3,184 |
| 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 | $12,206,000 | 2,995 |
| Mortgage-backed securities | $11,314,000 | 3,057 |
| Certificates of participation in pools of residential mortgages | $7,412,000 | 3,033 |
| Issued or guaranteed by U.S. | $7,412,000 | 3,033 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,902,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $3,902,000 | 1,959 |
| 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) | $3,612,000 | 1,583 |
| Available-for-sale securities (fair market value) | $23,047,000 | 3,841 |
| Total debt securities | $26,660,000 | 3,895 |
| 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 | $27,162,000 | 3,879 |
| U.S. Government securities | $18,778,000 | 3,606 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,778,000 | 3,504 |
| Securities issued by states & political subdivisions | $8,384,000 | 3,148 |
| 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 | $11,623,000 | 3,066 |
| Mortgage-backed securities | $10,531,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $7,504,000 | 3,017 |
| Issued or guaranteed by U.S. | $7,504,000 | 3,015 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,027,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $3,027,000 | 2,112 |
| 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) | $4,742,000 | 1,446 |
| Available-for-sale securities (fair market value) | $22,420,000 | 3,893 |
| Total debt securities | $27,161,000 | 3,854 |
| 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 | $24,500,000 | 4,122 |
| U.S. Government securities | $16,167,000 | 3,916 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,167,000 | 3,815 |
| Securities issued by states & political subdivisions | $8,333,000 | 3,169 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,103,000 | 2,979 |
| Mortgage-backed securities | $10,510,000 | 3,156 |
| Certificates of participation in pools of residential mortgages | $8,046,000 | 2,938 |
| Issued or guaranteed by U.S. | $8,046,000 | 2,935 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,464,000 | 2,361 |
| CMOs issued by government agencies or sponsored agencies | $2,464,000 | 2,276 |
| 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) | $5,171,000 | 1,375 |
| Available-for-sale securities (fair market value) | $19,329,000 | 4,184 |
| Total debt securities | $24,494,000 | 4,093 |
| 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 | $21,082,000 | 4,408 |
| U.S. Government securities | $12,664,000 | 4,320 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $12,664,000 | 4,220 |
| Securities issued by states & political subdivisions | $8,418,000 | 3,151 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,492,000 | 2,912 |
| Mortgage-backed securities | $9,743,000 | 3,252 |
| Certificates of participation in pools of residential mortgages | $7,089,000 | 3,077 |
| Issued or guaranteed by U.S. | $7,089,000 | 3,074 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,654,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $2,654,000 | 2,274 |
| 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) | $5,386,000 | 1,290 |
| Available-for-sale securities (fair market value) | $15,696,000 | 4,531 |
| Total debt securities | $21,082,000 | 4,375 |
| 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 | $20,397,000 | 4,485 |
| U.S. Government securities | $12,534,000 | 4,366 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,534,000 | 4,262 |
| Securities issued by states & political subdivisions | $7,863,000 | 3,212 |
| 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 | $10,231,000 | 3,265 |
| Mortgage-backed securities | $10,753,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $7,802,000 | 2,988 |
| Issued or guaranteed by U.S. | $7,802,000 | 2,987 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,951,000 | 2,328 |
| CMOs issued by government agencies or sponsored agencies | $2,951,000 | 2,230 |
| 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) | $5,625,000 | 1,235 |
| Available-for-sale securities (fair market value) | $14,772,000 | 4,665 |
| Total debt securities | $20,398,000 | 4,454 |
| 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 | $21,617,000 | 4,330 |
| U.S. Government securities | $13,694,000 | 4,192 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,694,000 | 4,087 |
| Securities issued by states & political subdivisions | $7,923,000 | 3,166 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,357,000 | 3,242 |
| Mortgage-backed securities | $11,478,000 | 3,129 |
| Certificates of participation in pools of residential mortgages | $8,290,000 | 2,903 |
| Issued or guaranteed by U.S. | $8,290,000 | 2,901 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,188,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $3,188,000 | 2,244 |
| 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) | $6,863,000 | 1,142 |
| Available-for-sale securities (fair market value) | $14,754,000 | 4,609 |
| Total debt securities | $21,619,000 | 4,301 |
| 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 | $21,427,000 | 4,406 |
| U.S. Government securities | $13,597,000 | 4,290 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,597,000 | 4,197 |
| Securities issued by states & political subdivisions | $7,830,000 | 3,163 |
| 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 | $7,577,000 | 3,767 |
| Mortgage-backed securities | $11,376,000 | 3,286 |
| Certificates of participation in pools of residential mortgages | $7,975,000 | 3,113 |
| Issued or guaranteed by U.S. | $7,975,000 | 3,112 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,401,000 | 2,404 |
| CMOs issued by government agencies or sponsored agencies | $3,401,000 | 2,301 |
| 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) | $7,443,000 | 1,127 |
| Available-for-sale securities (fair market value) | $13,984,000 | 4,767 |
| Total debt securities | $21,426,000 | 4,369 |
| 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 | $20,418,000 | 4,539 |
| U.S. Government securities | $14,462,000 | 4,230 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $14,462,000 | 4,145 |
| Securities issued by states & political subdivisions | $5,956,000 | 3,465 |
| 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 | $7,863,000 | 3,758 |
| Mortgage-backed securities | $11,484,000 | 3,298 |
| Certificates of participation in pools of residential mortgages | $7,966,000 | 3,121 |
| Issued or guaranteed by U.S. | $7,966,000 | 3,121 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,518,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $3,518,000 | 2,285 |
| 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) | $7,681,000 | 1,102 |
| Available-for-sale securities (fair market value) | $12,737,000 | 4,961 |
| Total debt securities | $20,419,000 | 4,513 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,290 |
| Fair value | $751,000 | 2,306 |
| 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 | $16,065,000 | 5,005 |
| U.S. Government securities | $11,177,000 | 4,800 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,177,000 | 4,709 |
| Securities issued by states & political subdivisions | $4,888,000 | 3,651 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,133,000 | 3,714 |
| Mortgage-backed securities | $8,944,000 | 3,644 |
| Certificates of participation in pools of residential mortgages | $5,804,000 | 3,523 |
| Issued or guaranteed by U.S. | $5,804,000 | 3,519 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,140,000 | 2,501 |
| CMOs issued by government agencies or sponsored agencies | $3,140,000 | 2,387 |
| 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) | $7,914,000 | 1,109 |
| Available-for-sale securities (fair market value) | $8,151,000 | 5,562 |
| Total debt securities | $16,057,000 | 4,976 |
| 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 | $14,863,000 | 5,117 |
| U.S. Government securities | $11,198,000 | 4,750 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,198,000 | 4,653 |
| Securities issued by states & political subdivisions | $3,665,000 | 3,937 |
| 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 | $8,419,000 | 3,483 |
| Mortgage-backed securities | $8,959,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $5,949,000 | 3,416 |
| Issued or guaranteed by U.S. | $5,949,000 | 3,415 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,010,000 | 2,490 |
| CMOs issued by government agencies or sponsored agencies | $3,010,000 | 2,306 |
| 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) | $8,151,000 | 1,109 |
| Available-for-sale securities (fair market value) | $6,712,000 | 5,730 |
| Total debt securities | $14,862,000 | 5,092 |
| 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 | $14,046,000 | 5,179 |
| U.S. Government securities | $11,239,000 | 4,699 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,239,000 | 4,600 |
| Securities issued by states & political subdivisions | $2,807,000 | 4,145 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,712,000 | 3,592 |
| Mortgage-backed securities | $8,995,000 | 3,512 |
| Certificates of participation in pools of residential mortgages | $5,899,000 | 3,353 |
| Issued or guaranteed by U.S. | $5,899,000 | 3,350 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,096,000 | 2,450 |
| CMOs issued by government agencies or sponsored agencies | $3,096,000 | 2,255 |
| 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) | $8,549,000 | 1,092 |
| Available-for-sale securities (fair market value) | $5,497,000 | 5,919 |
| Total debt securities | $14,047,000 | 5,148 |
| 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 | $11,580,000 | 5,601 |
| U.S. Government securities | $9,316,000 | 5,163 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,316,000 | 5,049 |
| Securities issued by states & political subdivisions | $2,264,000 | 4,339 |
| 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 | $7,883,000 | 3,614 |
| Mortgage-backed securities | $6,565,000 | 3,855 |
| Certificates of participation in pools of residential mortgages | $4,512,000 | 3,635 |
| Issued or guaranteed by U.S. | $4,512,000 | 3,623 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,053,000 | 2,701 |
| CMOs issued by government agencies or sponsored agencies | $2,053,000 | 2,476 |
| 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) | $9,315,000 | 1,063 |
| Available-for-sale securities (fair market value) | $2,265,000 | 6,481 |
| Total debt securities | $11,579,000 | 5,567 |
| 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 | $9,798,000 | 5,830 |
| U.S. Government securities | $7,800,000 | 5,438 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,800,000 | 5,328 |
| Securities issued by states & political subdivisions | $1,998,000 | 4,425 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,869,000 | 3,602 |
| Mortgage-backed securities | $4,790,000 | 4,122 |
| Certificates of participation in pools of residential mortgages | $3,210,000 | 3,926 |
| Issued or guaranteed by U.S. | $3,210,000 | 3,915 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,580,000 | 2,814 |
| CMOs issued by government agencies or sponsored agencies | $1,580,000 | 2,561 |
| 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) | $9,267,000 | 1,069 |
| Available-for-sale securities (fair market value) | $531,000 | 6,775 |
| Total debt securities | $9,795,000 | 5,798 |
| 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 | $11,078,000 | 5,553 |
| U.S. Government securities | $9,077,000 | 5,025 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,077,000 | 4,908 |
| Securities issued by states & political subdivisions | $2,001,000 | 4,408 |
| 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 | $9,142,000 | 3,314 |
| Mortgage-backed securities | $5,057,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $3,440,000 | 3,770 |
| Issued or guaranteed by U.S. | $3,440,000 | 3,761 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,617,000 | 2,763 |
| CMOs issued by government agencies or sponsored agencies | $1,617,000 | 2,502 |
| 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) | $10,536,000 | 993 |
| Available-for-sale securities (fair market value) | $542,000 | 6,808 |
| Total debt securities | $11,081,000 | 5,515 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $9,266,000 | 5,794 |
| U.S. Government securities | $8,720,000 | 5,087 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $8,720,000 | 4,967 |
| Securities issued by states & political subdivisions | $546,000 | 5,195 |
| 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 | $8,137,000 | 3,535 |
| Mortgage-backed securities | $3,691,000 | 4,349 |
| Certificates of participation in pools of residential mortgages | $3,691,000 | 3,689 |
| Issued or guaranteed by U.S. | $3,691,000 | 3,681 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $9,266,000 | 1,081 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $9,265,000 | 5,757 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $9,526,000 | 5,809 |
| U.S. Government securities | $8,979,000 | 5,133 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,979,000 | 5,021 |
| Securities issued by states & political subdivisions | $547,000 | 5,165 |
| 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 | $8,338,000 | 3,555 |
| Mortgage-backed securities | $3,940,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $3,940,000 | 3,637 |
| Issued or guaranteed by U.S. | $3,940,000 | 3,629 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $9,526,000 | 1,106 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $9,525,000 | 5,770 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $10,336,000 | 5,740 |
| U.S. Government securities | $9,789,000 | 5,058 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,789,000 | 4,955 |
| Securities issued by states & political subdivisions | $547,000 | 5,189 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,087,000 | 3,478 |
| Mortgage-backed securities | $4,240,000 | 4,284 |
| Certificates of participation in pools of residential mortgages | $4,240,000 | 3,652 |
| Issued or guaranteed by U.S. | $4,240,000 | 3,646 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $10,336,000 | 1,074 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $10,332,000 | 5,699 |
| 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 | $10,221,000 | 5,763 |
| U.S. Government securities | $9,613,000 | 5,059 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,613,000 | 4,961 |
| Securities issued by states & political subdivisions | $608,000 | 5,171 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,836,000 | 3,546 |
| Mortgage-backed securities | $4,556,000 | 4,266 |
| Certificates of participation in pools of residential mortgages | $4,556,000 | 3,656 |
| Issued or guaranteed by U.S. | $4,556,000 | 3,648 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $10,221,000 | 1,078 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $10,221,000 | 5,726 |
| 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 | $11,675,000 | 5,534 |
| U.S. Government securities | $10,992,000 | 4,807 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,992,000 | 4,717 |
| Securities issued by states & political subdivisions | $683,000 | 5,166 |
| 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 | $10,153,000 | 3,327 |
| Mortgage-backed securities | $4,941,000 | 4,265 |
| Certificates of participation in pools of residential mortgages | $4,941,000 | 3,665 |
| Issued or guaranteed by U.S. | $4,941,000 | 3,655 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $11,675,000 | 1,033 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $11,676,000 | 5,491 |
| 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 | $16,307,000 | 4,876 |
| U.S. Government securities | $15,624,000 | 4,033 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $15,624,000 | 3,942 |
| Securities issued by states & political subdivisions | $683,000 | 5,168 |
| 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 | $14,691,000 | 2,722 |
| Mortgage-backed securities | $5,568,000 | 4,155 |
| Certificates of participation in pools of residential mortgages | $5,568,000 | 3,554 |
| Issued or guaranteed by U.S. | $5,568,000 | 3,541 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $16,307,000 | 860 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $16,307,000 | 4,835 |
| 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 | $15,707,000 | 4,981 |
| U.S. Government securities | $15,347,000 | 4,135 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,347,000 | 4,056 |
| Securities issued by states & political subdivisions | $360,000 | 5,424 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,074,000 | 4,122 |
| Certificates of participation in pools of residential mortgages | $6,074,000 | 3,509 |
| Issued or guaranteed by U.S. | $6,074,000 | 3,498 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,707,000 | 875 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $15,707,000 | 4,938 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $14,704,000 | 5,161 |
| U.S. Government securities | $14,344,000 | 4,340 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,344,000 | 4,263 |
| Securities issued by states & political subdivisions | $360,000 | 5,386 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,372,000 | 4,207 |
| Certificates of participation in pools of residential mortgages | $5,372,000 | 3,630 |
| Issued or guaranteed by U.S. | $5,372,000 | 3,616 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,704,000 | 929 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $14,704,000 | 5,118 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $15,085,000 | 5,072 |
| U.S. Government securities | $14,565,000 | 4,263 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,565,000 | 4,188 |
| Securities issued by states & political subdivisions | $520,000 | 5,198 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,594,000 | 4,322 |
| Certificates of participation in pools of residential mortgages | $4,594,000 | 3,762 |
| Issued or guaranteed by U.S. | $4,594,000 | 3,750 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,085,000 | 912 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $15,085,000 | 5,029 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $14,407,000 | 5,210 |
| U.S. Government securities | $13,887,000 | 4,404 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,887,000 | 4,329 |
| Securities issued by states & political subdivisions | $520,000 | 5,248 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,919,000 | 4,515 |
| Certificates of participation in pools of residential mortgages | $3,919,000 | 3,996 |
| Issued or guaranteed by U.S. | $3,919,000 | 3,981 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,407,000 | 925 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $14,407,000 | 5,152 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $14,722,000 | 5,159 |
| U.S. Government securities | $14,202,000 | 4,364 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,202,000 | 4,286 |
| Securities issued by states & political subdivisions | $520,000 | 5,267 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,235,000 | 4,340 |
| Certificates of participation in pools of residential mortgages | $4,235,000 | 3,768 |
| Issued or guaranteed by U.S. | $4,235,000 | 3,753 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,722,000 | 909 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $14,722,000 | 5,104 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $15,040,000 | 5,139 |
| U.S. Government securities | $14,520,000 | 4,374 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,520,000 | 4,286 |
| Securities issued by states & political subdivisions | $520,000 | 5,285 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,558,000 | 4,282 |
| Certificates of participation in pools of residential mortgages | $3,558,000 | 3,694 |
| Issued or guaranteed by U.S. | $3,558,000 | 3,680 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,040,000 | 934 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $15,040,000 | 5,087 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $13,387,000 | 5,479 |
| U.S. Government securities | $12,807,000 | 4,802 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,807,000 | 4,708 |
| Securities issued by states & political subdivisions | $580,000 | 5,257 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,867,000 | 4,017 |
| Certificates of participation in pools of residential mortgages | $3,867,000 | 3,403 |
| Issued or guaranteed by U.S. | $3,867,000 | 3,389 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,387,000 | 1,055 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $13,387,000 | 5,436 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $10,784,000 | 5,958 |
| U.S. Government securities | $10,684,000 | 5,252 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,684,000 | 5,140 |
| Securities issued by states & political subdivisions | $100,000 | 5,949 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,230,000 | 3,866 |
| Certificates of participation in pools of residential mortgages | $4,230,000 | 3,241 |
| Issued or guaranteed by U.S. | $4,230,000 | 3,230 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,784,000 | 1,200 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $10,784,000 | 5,903 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $9,864,000 | 6,158 |
| U.S. Government securities | $9,764,000 | 5,485 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,764,000 | 5,365 |
| Securities issued by states & political subdivisions | $100,000 | 6,008 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,766,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $4,766,000 | 3,065 |
| Issued or guaranteed by U.S. | $4,766,000 | 3,050 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,864,000 | 1,289 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $9,864,000 | 6,105 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $10,329,000 | 6,102 |
| U.S. Government securities | $10,229,000 | 5,417 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,229,000 | 5,296 |
| Securities issued by states & political subdivisions | $100,000 | 6,052 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,232,000 | 3,557 |
| Certificates of participation in pools of residential mortgages | $5,232,000 | 2,939 |
| Issued or guaranteed by U.S. | $5,232,000 | 2,925 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,329,000 | 1,285 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $10,329,000 | 6,048 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $10,396,000 | 6,118 |
| U.S. Government securities | $10,195,000 | 5,478 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,195,000 | 5,350 |
| Securities issued by states & political subdivisions | $201,000 | 5,955 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,701,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | $5,701,000 | 2,828 |
| Issued or guaranteed by U.S. | $5,701,000 | 2,815 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,396,000 | 1,325 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $10,396,000 | 6,057 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $10,985,000 | 6,041 |
| U.S. Government securities | $10,784,000 | 5,386 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,784,000 | 5,243 |
| Securities issued by states & political subdivisions | $201,000 | 5,988 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,291,000 | 3,283 |
| Certificates of participation in pools of residential mortgages | $6,291,000 | 2,723 |
| Issued or guaranteed by U.S. | $6,291,000 | 2,710 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,985,000 | 1,293 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $10,985,000 | 5,981 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $11,282,000 | 6,019 |
| U.S. Government securities | $11,081,000 | 5,345 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,081,000 | 5,209 |
| Securities issued by states & political subdivisions | $201,000 | 6,012 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,080,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | $7,080,000 | 2,624 |
| Issued or guaranteed by U.S. | $7,080,000 | 2,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,282,000 | 1,308 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $11,282,000 | 5,959 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $11,857,000 | 5,944 |
| U.S. Government securities | $11,656,000 | 5,199 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,656,000 | 5,051 |
| Securities issued by states & political subdivisions | $201,000 | 6,039 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,655,000 | 3,076 |
| Certificates of participation in pools of residential mortgages | $7,655,000 | 2,523 |
| Issued or guaranteed by U.S. | $7,655,000 | 2,513 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,857,000 | 1,304 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $11,857,000 | 5,884 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $12,566,000 | 5,798 |
| U.S. Government securities | $12,365,000 | 5,026 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,365,000 | 4,882 |
| Securities issued by states & political subdivisions | $201,000 | 6,083 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,364,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $8,364,000 | 2,433 |
| Issued or guaranteed by U.S. | $8,364,000 | 2,421 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,566,000 | 1,266 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $12,566,000 | 5,734 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $13,510,000 | 5,665 |
| U.S. Government securities | $13,309,000 | 4,873 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,309,000 | 4,733 |
| Securities issued by states & political subdivisions | $201,000 | 6,097 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,307,000 | 2,911 |
| Certificates of participation in pools of residential mortgages | $9,307,000 | 2,359 |
| Issued or guaranteed by U.S. | $9,307,000 | 2,350 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,510,000 | 1,221 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $13,510,000 | 5,599 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $14,445,000 | 5,574 |
| U.S. Government securities | $14,244,000 | 4,755 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,244,000 | 4,618 |
| Securities issued by states & political subdivisions | $201,000 | 6,130 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,242,000 | 2,849 |
| Certificates of participation in pools of residential mortgages | $10,242,000 | 2,294 |
| Issued or guaranteed by U.S. | $10,242,000 | 2,284 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,445,000 | 1,190 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $14,445,000 | 5,505 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $15,042,000 | 5,501 |
| U.S. Government securities | $14,841,000 | 4,670 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,841,000 | 4,525 |
| Securities issued by states & political subdivisions | $201,000 | 6,161 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,839,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $10,839,000 | 2,258 |
| Issued or guaranteed by U.S. | $10,839,000 | 2,249 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,042,000 | 1,149 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $15,042,000 | 5,431 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $17,017,000 | 5,175 |
| U.S. Government securities | $16,716,000 | 4,298 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,716,000 | 4,162 |
| Securities issued by states & political subdivisions | $301,000 | 6,024 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,714,000 | 2,581 |
| Certificates of participation in pools of residential mortgages | $12,714,000 | 2,056 |
| Issued or guaranteed by U.S. | $12,714,000 | 2,048 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,017,000 | 1,064 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $17,017,000 | 5,098 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $18,070,000 | 5,086 |
| U.S. Government securities | $17,768,000 | 4,202 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,768,000 | 4,052 |
| Securities issued by states & political subdivisions | $302,000 | 6,049 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,765,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $13,765,000 | 1,965 |
| Issued or guaranteed by U.S. | $13,765,000 | 1,957 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,070,000 | 1,030 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $18,070,000 | 5,010 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $19,978,000 | 4,774 |
| U.S. Government securities | $19,676,000 | 3,894 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,676,000 | 3,760 |
| Securities issued by states & political subdivisions | $302,000 | 6,054 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,673,000 | 2,448 |
| Certificates of participation in pools of residential mortgages | $14,673,000 | 1,916 |
| Issued or guaranteed by U.S. | $14,673,000 | 1,908 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,978,000 | 934 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $19,978,000 | 4,701 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $21,566,000 | 4,608 |
| U.S. Government securities | $21,263,000 | 3,747 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,263,000 | 3,623 |
| Securities issued by states & political subdivisions | $303,000 | 6,115 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,259,000 | 2,394 |
| Certificates of participation in pools of residential mortgages | $15,259,000 | 1,885 |
| Issued or guaranteed by U.S. | $15,259,000 | 1,871 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| 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) | $21,566,000 | 888 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $21,566,000 | 4,531 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $12,271,000 | 6,069 |
| U.S. Government securities | $11,969,000 | 5,166 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,969,000 | 5,010 |
| Securities issued by states & political subdivisions | $302,000 | 6,155 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,978,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $8,978,000 | 2,556 |
| Issued or guaranteed by U.S. | $8,978,000 | 2,547 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| 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) | $12,271,000 | 1,288 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $12,271,000 | 5,982 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $10,470,000 | 6,375 |
| U.S. Government securities | $10,168,000 | 5,510 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,168,000 | 5,344 |
| Securities issued by states & political subdivisions | $302,000 | 6,157 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,168,000 | 3,035 |
| Certificates of participation in pools of residential mortgages | $10,168,000 | 2,382 |
| Issued or guaranteed by U.S. | $10,168,000 | 2,371 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,470,000 | 1,406 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $10,470,000 | 6,277 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $11,285,000 | 6,245 |
| U.S. Government securities | $10,983,000 | 5,372 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,983,000 | 5,194 |
| Securities issued by states & political subdivisions | $302,000 | 6,154 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,983,000 | 2,917 |
| Certificates of participation in pools of residential mortgages | $10,983,000 | 2,238 |
| Issued or guaranteed by U.S. | $10,983,000 | 2,227 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| 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) | $11,285,000 | 1,355 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $11,285,000 | 6,152 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $11,907,000 | 6,084 |
| U.S. Government securities | $11,604,000 | 5,215 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,604,000 | 5,034 |
| Securities issued by states & political subdivisions | $303,000 | 6,154 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,604,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $11,604,000 | 2,141 |
| Issued or guaranteed by U.S. | $11,604,000 | 2,130 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| 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) | $11,907,000 | 1,345 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $11,907,000 | 5,987 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $9,498,000 | 6,634 |
| U.S. Government securities | $9,498,000 | 5,649 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,498,000 | 5,414 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,498,000 | 2,961 |
| Certificates of participation in pools of residential mortgages | $9,498,000 | 2,188 |
| Issued or guaranteed by U.S. | $9,498,000 | 2,170 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,498,000 | 1,615 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $9,498,000 | 6,538 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $2,504,000 | 9,150 |
| U.S. Government securities | $2,504,000 | 8,802 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,504,000 | 8,485 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,504,000 | 4,487 |
| Certificates of participation in pools of residential mortgages | $2,504,000 | 3,639 |
| Issued or guaranteed by U.S. | $2,504,000 | 3,625 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,504,000 | 3,626 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $2,504,000 | 9,033 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,053,000 | 9,312 |
| U.S. Government securities | $2,853,000 | 8,990 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,853,000 | 8,530 |
| Securities issued by states & political subdivisions | $200,000 | 7,023 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,853,000 | 4,560 |
| Certificates of participation in pools of residential mortgages | $2,853,000 | 3,670 |
| Issued or guaranteed by U.S. | $2,853,000 | 3,652 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,053,000 | 3,743 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $3,053,000 | 9,201 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $4,019,000 | 9,120 |
| U.S. Government securities | $3,709,000 | 8,658 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,709,000 | 7,849 |
| Securities issued by states & political subdivisions | $310,000 | 6,953 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,709,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $3,709,000 | 3,469 |
| Issued or guaranteed by U.S. | $3,709,000 | 3,452 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,019,000 | 3,773 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $4,019,000 | 8,998 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $4,878,000 | 9,294 |
| U.S. Government securities | $4,878,000 | 8,646 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,878,000 | 7,352 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,878,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | $4,878,000 | 2,951 |
| Issued or guaranteed by U.S. | $4,878,000 | 2,935 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,878,000 | 4,202 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $4,878,000 | 9,173 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $6,589,000 | 9,151 |
| U.S. Government securities | $6,526,000 | 8,452 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,526,000 | 6,886 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-63,000 | 964 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,027,000 | 3,834 |
| Certificates of participation in pools of residential mortgages | $6,027,000 | 2,893 |
| Issued or guaranteed by U.S. | $6,027,000 | 2,870 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,090,000 | 4,263 |
| Available-for-sale securities (fair market value) | $499,000 | 9,820 |
| Total debt securities | $6,526,000 | 9,070 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $8,649,000 | 8,756 |
| U.S. Government securities | $8,556,000 | 7,927 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $8,556,000 | 6,034 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-93,000 | 1,075 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,575,000 | 3,640 |
| Certificates of participation in pools of residential mortgages | $7,575,000 | 2,572 |
| Issued or guaranteed by U.S. | $7,575,000 | 2,550 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,668,000 | 4,011 |
| Available-for-sale securities (fair market value) | $981,000 | 9,992 |
| Total debt securities | $8,556,000 | 8,673 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $10,041,000 | 8,740 |
| U.S. Government securities | $9,909,000 | 7,779 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $9,909,000 | 5,418 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-132,000 | 1,200 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,968,000 | 3,440 |
| Certificates of participation in pools of residential mortgages | $8,968,000 | 2,409 |
| Issued or guaranteed by U.S. | $8,968,000 | 2,396 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,100,000 | 6,038 |
| Available-for-sale securities (fair market value) | $941,000 | 9,738 |
| Total debt securities | $9,909,000 | 8,678 |
| 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 | $12,188,000 | 8,276 |
| U.S. Government securities | $11,988,000 | 7,239 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $11,988,000 | 4,886 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-200,000 | 1,329 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,990,000 | 3,426 |
| Certificates of participation in pools of residential mortgages | $10,990,000 | 2,332 |
| Issued or guaranteed by U.S. | $10,990,000 | 2,306 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $11,988,000 | 8,197 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $12,826,000 | 8,074 |
| U.S. Government securities | $12,616,000 | 7,015 |
| U.S. Treasury securities | $502,000 | 11,287 |
| U.S. Government agency obligations | $12,114,000 | 4,840 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,358 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-185,000 | 1,562 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,117,000 | 3,461 |
| Certificates of participation in pools of residential mortgages | $11,117,000 | 2,329 |
| Issued or guaranteed by U.S. | $11,117,000 | 2,289 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,616,000 | 8,022 |
| 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 |