Home > Horicon Bank > Securities
Horicon Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $199,035,000 | 977 |
| U.S. Government securities | $155,481,000 | 798 |
| U.S. Treasury securities | $142,321,000 | 189 |
| U.S. Government agency obligations | $13,160,000 | 3,012 |
| Securities issued by states & political subdivisions | $28,581,000 | 1,419 |
| Other domestic debt securities | $14,552,000 | 835 |
| Privately issued residential mortgage-backed securities | $4,717,000 | 375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,435,000 | 458 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $8,400,000 | 721 |
| 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 | $175,443,000 | 570 |
| Mortgage-backed securities | $17,877,000 | 2,122 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,254,000 | 1,001 |
| Privately issued | $4,717,000 | 288 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,906,000 | 1,010 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $8,400,000 | 1,045 |
| Available-for-sale securities (fair market value) | $190,214,000 | 863 |
| Total debt securities | $198,614,000 | 965 |
| 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 | $191,684,000 | 987 |
| U.S. Government securities | $152,463,000 | 816 |
| U.S. Treasury securities | $139,403,000 | 210 |
| U.S. Government agency obligations | $13,060,000 | 2,999 |
| Securities issued by states & political subdivisions | $24,521,000 | 1,559 |
| Other domestic debt securities | $14,338,000 | 834 |
| Privately issued residential mortgage-backed securities | $4,425,000 | 358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,513,000 | 437 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $8,400,000 | 716 |
| 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 | $171,883,000 | 560 |
| Mortgage-backed securities | $17,485,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,157,000 | 988 |
| Privately issued | $4,425,000 | 282 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,903,000 | 989 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $8,400,000 | 1,056 |
| Available-for-sale securities (fair market value) | $182,922,000 | 876 |
| Total debt securities | $191,322,000 | 973 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $222,720,000 | 937 |
| U.S. Government securities | $179,559,000 | 758 |
| U.S. Treasury securities | $165,275,000 | 190 |
| U.S. Government agency obligations | $14,284,000 | 2,985 |
| Securities issued by states & political subdivisions | $26,887,000 | 1,576 |
| Other domestic debt securities | $15,912,000 | 832 |
| Privately issued residential mortgage-backed securities | $4,886,000 | 369 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,626,000 | 430 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $9,400,000 | 710 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,126,000 | 1,575 |
| Mortgage-backed securities | $19,170,000 | 2,128 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,349,000 | 983 |
| Privately issued | $4,886,000 | 284 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,935,000 | 1,007 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $9,400,000 | 1,066 |
| Available-for-sale securities (fair market value) | $212,958,000 | 840 |
| Total debt securities | $222,358,000 | 930 |
| 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 | $220,930,000 | 968 |
| U.S. Government securities | $175,295,000 | 782 |
| U.S. Treasury securities | $163,394,000 | 198 |
| U.S. Government agency obligations | $11,901,000 | 3,153 |
| Securities issued by states & political subdivisions | $30,951,000 | 1,453 |
| Other domestic debt securities | $14,322,000 | 906 |
| Privately issued residential mortgage-backed securities | $4,922,000 | 369 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $9,400,000 | 724 |
| 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 | $35,481,000 | 1,581 |
| Mortgage-backed securities | $16,823,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $4,922,000 | 112 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,927,000 | 1,093 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,974,000 | 999 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $9,400,000 | 1,072 |
| Available-for-sale securities (fair market value) | $211,168,000 | 855 |
| Total debt securities | $220,568,000 | 954 |
| 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 | $220,697,000 | 976 |
| U.S. Government securities | $180,030,000 | 774 |
| U.S. Treasury securities | $180,030,000 | 182 |
| U.S. Government agency obligations | $0 | 4,405 |
| Securities issued by states & political subdivisions | $30,945,000 | 1,453 |
| Other domestic debt securities | $9,400,000 | 1,086 |
| 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 | $9,400,000 | 718 |
| 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 | $35,148,000 | 1,517 |
| Mortgage-backed securities | $0 | 4,006 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $9,400,000 | 1,055 |
| Available-for-sale securities (fair market value) | $210,975,000 | 867 |
| Total debt securities | $220,375,000 | 969 |
| 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 | $174,806,000 | 1,230 |
| U.S. Government securities | $134,640,000 | 1,007 |
| U.S. Treasury securities | $134,630,000 | 233 |
| U.S. Government agency obligations | $10,000 | 4,421 |
| Securities issued by states & political subdivisions | $30,695,000 | 1,523 |
| Other domestic debt securities | $9,150,000 | 1,041 |
| 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 | $9,150,000 | 736 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,500,000 | 1,523 |
| Mortgage-backed securities | $10,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $10,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,788 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $9,150,000 | 997 |
| Available-for-sale securities (fair market value) | $165,335,000 | 1,139 |
| Total debt securities | $174,485,000 | 1,221 |
| 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 | $177,840,000 | 1,192 |
| U.S. Government securities | $137,912,000 | 973 |
| U.S. Treasury securities | $137,898,000 | 204 |
| U.S. Government agency obligations | $14,000 | 4,426 |
| Securities issued by states & political subdivisions | $31,202,000 | 1,538 |
| Other domestic debt securities | $8,400,000 | 1,055 |
| 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 | $8,400,000 | 764 |
| 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 | $33,083,000 | 1,519 |
| Mortgage-backed securities | $14,000 | 4,006 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $14,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 2,780 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $8,400,000 | 941 |
| Available-for-sale securities (fair market value) | $169,114,000 | 1,112 |
| Total debt securities | $177,514,000 | 1,182 |
| 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 | $48,190,000 | 2,732 |
| U.S. Government securities | $14,576,000 | 3,270 |
| U.S. Treasury securities | $14,559,000 | 849 |
| U.S. Government agency obligations | $17,000 | 4,440 |
| Securities issued by states & political subdivisions | $25,133,000 | 1,801 |
| Other domestic debt securities | $8,150,000 | 1,048 |
| 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 | $8,150,000 | 742 |
| 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 | $31,590,000 | 1,556 |
| Mortgage-backed securities | $17,000 | 4,021 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $17,000 | 2,835 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 2,778 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $8,150,000 | 838 |
| Available-for-sale securities (fair market value) | $39,709,000 | 2,812 |
| Total debt securities | $47,859,000 | 2,723 |
| 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 | $41,738,000 | 2,864 |
| U.S. Government securities | $9,693,000 | 3,578 |
| U.S. Treasury securities | $9,670,000 | 880 |
| U.S. Government agency obligations | $23,000 | 4,500 |
| Securities issued by states & political subdivisions | $25,582,000 | 1,752 |
| Other domestic debt securities | $6,150,000 | 1,128 |
| 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 | $6,150,000 | 809 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,879,000 | 1,898 |
| Mortgage-backed securities | $23,000 | 4,066 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $23,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 2,797 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $6,150,000 | 877 |
| Available-for-sale securities (fair market value) | $35,275,000 | 2,906 |
| Total debt securities | $41,425,000 | 2,853 |
| 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 | $42,064,000 | 2,794 |
| U.S. Government securities | $9,721,000 | 3,537 |
| U.S. Treasury securities | $9,687,000 | 800 |
| U.S. Government agency obligations | $34,000 | 4,531 |
| Securities issued by states & political subdivisions | $28,083,000 | 1,618 |
| Other domestic debt securities | $3,950,000 | 1,293 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $3,950,000 | 955 |
| 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 | $25,058,000 | 1,750 |
| Mortgage-backed securities | $34,000 | 4,076 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $34,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 2,781 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $3,950,000 | 977 |
| Available-for-sale securities (fair market value) | $37,804,000 | 2,759 |
| Total debt securities | $41,754,000 | 2,792 |
| 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 | $37,577,000 | 2,823 |
| U.S. Government securities | $5,125,000 | 3,885 |
| U.S. Treasury securities | $4,731,000 | 842 |
| U.S. Government agency obligations | $394,000 | 4,434 |
| Securities issued by states & political subdivisions | $28,692,000 | 1,544 |
| Other domestic debt securities | $3,450,000 | 1,301 |
| 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 | $3,450,000 | 939 |
| 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 | $22,659,000 | 1,801 |
| Mortgage-backed securities | $43,000 | 4,062 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $43,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 2,749 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $3,450,000 | 1,005 |
| Available-for-sale securities (fair market value) | $33,817,000 | 2,775 |
| Total debt securities | $37,257,000 | 2,815 |
| 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 | $26,001,000 | 3,142 |
| U.S. Government securities | $406,000 | 4,520 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $406,000 | 4,407 |
| Securities issued by states & political subdivisions | $22,345,000 | 1,771 |
| Other domestic debt securities | $2,950,000 | 1,306 |
| 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 | $2,950,000 | 963 |
| 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 | $20,552,000 | 1,883 |
| Mortgage-backed securities | $53,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $53,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 2,745 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $2,950,000 | 1,030 |
| Available-for-sale securities (fair market value) | $22,751,000 | 3,088 |
| Total debt securities | $25,699,000 | 3,133 |
| 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 | $25,440,000 | 3,099 |
| U.S. Government securities | $419,000 | 4,541 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $419,000 | 4,428 |
| Securities issued by states & political subdivisions | $22,332,000 | 1,664 |
| Other domestic debt securities | $2,450,000 | 1,347 |
| 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 | $2,450,000 | 996 |
| 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 | $20,273,000 | 1,878 |
| Mortgage-backed securities | $65,000 | 4,052 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $65,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 2,744 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $2,450,000 | 1,074 |
| Available-for-sale securities (fair market value) | $22,751,000 | 3,009 |
| Total debt securities | $25,201,000 | 3,085 |
| 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 | $25,630,000 | 3,067 |
| U.S. Government securities | $934,000 | 4,475 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $934,000 | 4,353 |
| Securities issued by states & political subdivisions | $23,008,000 | 1,534 |
| Other domestic debt securities | $1,450,000 | 1,488 |
| 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 | $1,450,000 | 1,130 |
| 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 | $20,977,000 | 1,854 |
| Mortgage-backed securities | $77,000 | 4,060 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $77,000 | 2,787 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 2,740 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,450,000 | 1,219 |
| Available-for-sale securities (fair market value) | $23,942,000 | 2,938 |
| Total debt securities | $25,392,000 | 3,059 |
| 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 | $24,731,000 | 3,067 |
| U.S. Government securities | $948,000 | 4,543 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $948,000 | 4,420 |
| Securities issued by states & political subdivisions | $22,098,000 | 1,445 |
| Other domestic debt securities | $1,450,000 | 1,427 |
| 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 | $1,450,000 | 1,053 |
| 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 | $20,525,000 | 1,823 |
| Mortgage-backed securities | $89,000 | 4,083 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $89,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 2,727 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,450,000 | 1,223 |
| Available-for-sale securities (fair market value) | $23,046,000 | 2,942 |
| Total debt securities | $24,496,000 | 3,052 |
| 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 | $27,045,000 | 2,999 |
| U.S. Government securities | $2,951,000 | 4,281 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,951,000 | 4,114 |
| Securities issued by states & political subdivisions | $22,644,000 | 1,386 |
| Other domestic debt securities | $1,450,000 | 1,397 |
| 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 | $1,450,000 | 1,030 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,499,000 | 1,863 |
| Mortgage-backed securities | $100,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,113 |
| Issued or guaranteed by U.S. | $1,000 | 4,052 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $99,000 | 2,788 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 2,736 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,450,000 | 1,270 |
| Available-for-sale securities (fair market value) | $25,595,000 | 2,881 |
| Total debt securities | $27,045,000 | 2,981 |
| 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 | $20,959,000 | 3,332 |
| U.S. Government securities | $116,000 | 4,898 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $116,000 | 4,781 |
| Securities issued by states & political subdivisions | $19,393,000 | 1,560 |
| Other domestic debt securities | $1,450,000 | 1,404 |
| 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 | $1,450,000 | 1,029 |
| 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 | $18,674,000 | 1,923 |
| Mortgage-backed securities | $116,000 | 4,134 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,155 |
| Issued or guaranteed by U.S. | $1,000 | 4,086 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $115,000 | 2,794 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 2,740 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $1,450,000 | 1,326 |
| Available-for-sale securities (fair market value) | $19,509,000 | 3,200 |
| Total debt securities | $20,959,000 | 3,309 |
| 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 | $21,440,000 | 3,364 |
| U.S. Government securities | $135,000 | 4,940 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $135,000 | 4,824 |
| Securities issued by states & political subdivisions | $19,855,000 | 1,555 |
| Other domestic debt securities | $1,450,000 | 1,394 |
| 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 | $1,450,000 | 1,049 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,493,000 | 1,989 |
| Mortgage-backed securities | $135,000 | 4,143 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,189 |
| Issued or guaranteed by U.S. | $1,000 | 4,124 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $134,000 | 2,791 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 2,731 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,450,000 | 1,377 |
| Available-for-sale securities (fair market value) | $19,990,000 | 3,223 |
| Total debt securities | $21,440,000 | 3,343 |
| 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 | $20,531,000 | 3,473 |
| U.S. Government securities | $153,000 | 4,988 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $153,000 | 4,877 |
| Securities issued by states & political subdivisions | $18,928,000 | 1,677 |
| Other domestic debt securities | $1,450,000 | 1,393 |
| 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 | $1,450,000 | 1,047 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,668,000 | 2,006 |
| Mortgage-backed securities | $153,000 | 4,172 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,235 |
| Issued or guaranteed by U.S. | $1,000 | 4,170 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $152,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $152,000 | 2,735 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,450,000 | 1,397 |
| Available-for-sale securities (fair market value) | $19,081,000 | 3,316 |
| Total debt securities | $20,531,000 | 3,452 |
| 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 | $19,687,000 | 3,567 |
| U.S. Government securities | $171,000 | 5,032 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $171,000 | 4,915 |
| Securities issued by states & political subdivisions | $18,066,000 | 1,775 |
| Other domestic debt securities | $1,450,000 | 1,379 |
| 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 | $1,450,000 | 1,048 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,137,000 | 2,363 |
| Mortgage-backed securities | $171,000 | 4,192 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,279 |
| Issued or guaranteed by U.S. | $1,000 | 4,229 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $170,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $170,000 | 2,734 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $1,450,000 | 1,425 |
| Available-for-sale securities (fair market value) | $18,237,000 | 3,392 |
| Total debt securities | $19,687,000 | 3,544 |
| 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 | $19,421,000 | 3,624 |
| U.S. Government securities | $188,000 | 5,098 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $188,000 | 4,986 |
| Securities issued by states & political subdivisions | $17,783,000 | 1,809 |
| Other domestic debt securities | $1,450,000 | 1,347 |
| 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 | $1,450,000 | 1,055 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,292,000 | 2,272 |
| Mortgage-backed securities | $188,000 | 4,240 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,339 |
| Issued or guaranteed by U.S. | $1,000 | 4,319 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $187,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $187,000 | 2,731 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,450,000 | 1,449 |
| Available-for-sale securities (fair market value) | $17,971,000 | 3,440 |
| Total debt securities | $19,421,000 | 3,601 |
| 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 | $19,325,000 | 3,677 |
| U.S. Government securities | $206,000 | 5,150 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $206,000 | 5,037 |
| Securities issued by states & political subdivisions | $17,669,000 | 1,861 |
| Other domestic debt securities | $1,450,000 | 1,501 |
| 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 | $1,450,000 | 1,058 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,969,000 | 2,260 |
| Mortgage-backed securities | $206,000 | 4,293 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,394 |
| Issued or guaranteed by U.S. | $1,000 | 4,284 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $205,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 2,739 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,450,000 | 1,478 |
| Available-for-sale securities (fair market value) | $17,875,000 | 3,499 |
| Total debt securities | $19,325,000 | 3,653 |
| 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 | $19,191,000 | 3,725 |
| U.S. Government securities | $230,000 | 5,207 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $230,000 | 5,107 |
| Securities issued by states & political subdivisions | $17,511,000 | 1,929 |
| Other domestic debt securities | $1,450,000 | 1,355 |
| 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 | $1,450,000 | 1,080 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,034,000 | 2,270 |
| Mortgage-backed securities | $230,000 | 4,317 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,443 |
| Issued or guaranteed by U.S. | $1,000 | 4,436 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $229,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 2,714 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,450,000 | 1,511 |
| Available-for-sale securities (fair market value) | $17,741,000 | 3,546 |
| Total debt securities | $19,191,000 | 3,702 |
| 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 | $19,621,000 | 3,747 |
| U.S. Government securities | $251,000 | 5,246 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $251,000 | 5,153 |
| Securities issued by states & political subdivisions | $17,920,000 | 1,958 |
| Other domestic debt securities | $1,450,000 | 1,368 |
| 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 | $1,450,000 | 1,108 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,583,000 | 2,263 |
| Mortgage-backed securities | $251,000 | 4,350 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $251,000 | 2,767 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 2,696 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,450,000 | 1,543 |
| Available-for-sale securities (fair market value) | $18,171,000 | 3,570 |
| Total debt securities | $19,621,000 | 3,726 |
| 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 | $19,576,000 | 3,792 |
| U.S. Government securities | $273,000 | 5,304 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $273,000 | 5,210 |
| Securities issued by states & political subdivisions | $17,853,000 | 1,983 |
| Other domestic debt securities | $1,450,000 | 1,387 |
| 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 | $1,450,000 | 1,139 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,683,000 | 2,280 |
| Mortgage-backed securities | $273,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,555 |
| Issued or guaranteed by U.S. | $1,000 | 4,550 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $272,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 2,703 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,450,000 | 1,591 |
| Available-for-sale securities (fair market value) | $18,126,000 | 3,603 |
| Total debt securities | $19,576,000 | 3,767 |
| 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 | $19,734,000 | 3,827 |
| U.S. Government securities | $295,000 | 5,353 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $295,000 | 5,254 |
| Securities issued by states & political subdivisions | $17,989,000 | 1,995 |
| Other domestic debt securities | $1,450,000 | 1,405 |
| 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 | $1,450,000 | 1,162 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,748,000 | 2,304 |
| Mortgage-backed securities | $295,000 | 4,421 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,591 |
| Issued or guaranteed by U.S. | $1,000 | 4,585 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $294,000 | 2,789 |
| CMOs issued by government agencies or sponsored agencies | $294,000 | 2,715 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,450,000 | 1,619 |
| Available-for-sale securities (fair market value) | $18,284,000 | 3,630 |
| Total debt securities | $19,734,000 | 3,801 |
| 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 | $20,092,000 | 3,848 |
| U.S. Government securities | $317,000 | 5,416 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $317,000 | 5,314 |
| Securities issued by states & political subdivisions | $18,325,000 | 1,989 |
| Other domestic debt securities | $1,450,000 | 1,435 |
| 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 | $1,450,000 | 1,165 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,752,000 | 2,403 |
| Mortgage-backed securities | $317,000 | 4,478 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,656 |
| Issued or guaranteed by U.S. | $1,000 | 4,651 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $316,000 | 2,819 |
| CMOs issued by government agencies or sponsored agencies | $316,000 | 2,744 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,450,000 | 1,644 |
| Available-for-sale securities (fair market value) | $18,642,000 | 3,643 |
| Total debt securities | $20,092,000 | 3,823 |
| 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 | $19,645,000 | 3,887 |
| U.S. Government securities | $341,000 | 5,454 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $341,000 | 5,359 |
| Securities issued by states & political subdivisions | $17,854,000 | 2,021 |
| Other domestic debt securities | $1,450,000 | 1,430 |
| 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 | $1,450,000 | 1,162 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,885,000 | 2,398 |
| Mortgage-backed securities | $341,000 | 4,501 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,700 |
| Issued or guaranteed by U.S. | $1,000 | 4,694 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $340,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $340,000 | 2,720 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,450,000 | 1,658 |
| Available-for-sale securities (fair market value) | $18,195,000 | 3,674 |
| Total debt securities | $19,645,000 | 3,859 |
| 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 | $19,725,000 | 3,886 |
| U.S. Government securities | $369,000 | 5,514 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $369,000 | 5,419 |
| Securities issued by states & political subdivisions | $17,906,000 | 2,032 |
| Other domestic debt securities | $1,450,000 | 1,443 |
| 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 | $1,450,000 | 1,168 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,524,000 | 2,343 |
| Mortgage-backed securities | $369,000 | 4,528 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,738 |
| Issued or guaranteed by U.S. | $1,000 | 4,734 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $368,000 | 2,825 |
| CMOs issued by government agencies or sponsored agencies | $368,000 | 2,738 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,450,000 | 1,680 |
| Available-for-sale securities (fair market value) | $18,275,000 | 3,672 |
| Total debt securities | $19,725,000 | 3,861 |
| 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 | $19,499,000 | 3,971 |
| U.S. Government securities | $393,000 | 5,606 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $393,000 | 5,515 |
| Securities issued by states & political subdivisions | $17,656,000 | 2,054 |
| 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 | $1,450,000 | 163 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,128,000 | 2,415 |
| Mortgage-backed securities | $393,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,810 |
| Issued or guaranteed by U.S. | $1,000 | 4,804 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $392,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 2,745 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,450,000 | 1,725 |
| Available-for-sale securities (fair market value) | $18,049,000 | 3,746 |
| Total debt securities | $19,499,000 | 3,943 |
| 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 | $19,797,000 | 4,012 |
| U.S. Government securities | $418,000 | 5,672 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $418,000 | 5,578 |
| Securities issued by states & political subdivisions | $17,929,000 | 2,011 |
| Other domestic debt securities | $1,450,000 | 1,473 |
| 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 | $1,450,000 | 1,179 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,688,000 | 2,464 |
| Mortgage-backed securities | $418,000 | 4,600 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,856 |
| Issued or guaranteed by U.S. | $1,000 | 4,852 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $417,000 | 2,852 |
| CMOs issued by government agencies or sponsored agencies | $417,000 | 2,760 |
| 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) | $1,450,000 | 1,751 |
| Available-for-sale securities (fair market value) | $18,347,000 | 3,775 |
| Total debt securities | $19,797,000 | 3,988 |
| 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 | $19,206,000 | 4,097 |
| U.S. Government securities | $437,000 | 5,732 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $437,000 | 5,640 |
| Securities issued by states & political subdivisions | $17,319,000 | 2,069 |
| Other domestic debt securities | $1,450,000 | 1,463 |
| 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 | $1,450,000 | 1,176 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,452,000 | 2,514 |
| Mortgage-backed securities | $437,000 | 4,623 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,898 |
| Issued or guaranteed by U.S. | $1,000 | 4,893 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $436,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $436,000 | 2,786 |
| 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) | $1,450,000 | 1,778 |
| Available-for-sale securities (fair market value) | $17,756,000 | 3,854 |
| Total debt securities | $19,206,000 | 4,071 |
| 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 | $19,030,000 | 4,177 |
| U.S. Government securities | $469,000 | 5,820 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $469,000 | 5,734 |
| Securities issued by states & political subdivisions | $17,111,000 | 2,077 |
| Other domestic debt securities | $1,450,000 | 1,456 |
| 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 | $1,450,000 | 1,159 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,682,000 | 2,524 |
| Mortgage-backed securities | $469,000 | 4,678 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,964 |
| Issued or guaranteed by U.S. | $1,000 | 4,958 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $468,000 | 2,904 |
| CMOs issued by government agencies or sponsored agencies | $468,000 | 2,813 |
| 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) | $1,450,000 | 1,786 |
| Available-for-sale securities (fair market value) | $17,580,000 | 3,935 |
| Total debt securities | $19,030,000 | 4,146 |
| 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 | $18,733,000 | 4,275 |
| U.S. Government securities | $492,000 | 5,894 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $492,000 | 5,801 |
| Securities issued by states & political subdivisions | $16,791,000 | 2,089 |
| Other domestic debt securities | $1,450,000 | 1,471 |
| 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 | $1,450,000 | 1,179 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,620,000 | 2,547 |
| Mortgage-backed securities | $492,000 | 4,743 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,042 |
| Issued or guaranteed by U.S. | $1,000 | 5,038 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $491,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $491,000 | 2,847 |
| 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) | $1,450,000 | 1,816 |
| Available-for-sale securities (fair market value) | $17,283,000 | 4,032 |
| Total debt securities | $18,733,000 | 4,250 |
| 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 | $19,028,000 | 4,305 |
| U.S. Government securities | $519,000 | 5,958 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $519,000 | 5,869 |
| Securities issued by states & political subdivisions | $17,059,000 | 2,062 |
| Other domestic debt securities | $1,450,000 | 1,514 |
| 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 | $1,450,000 | 1,192 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,647,000 | 2,502 |
| Mortgage-backed securities | $519,000 | 4,788 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,099 |
| Issued or guaranteed by U.S. | $1,000 | 5,090 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $518,000 | 2,966 |
| CMOs issued by government agencies or sponsored agencies | $518,000 | 2,868 |
| 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) | $1,450,000 | 1,823 |
| Available-for-sale securities (fair market value) | $17,578,000 | 4,060 |
| Total debt securities | $19,028,000 | 4,281 |
| 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 | $19,161,000 | 4,345 |
| U.S. Government securities | $556,000 | 6,045 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $556,000 | 5,947 |
| Securities issued by states & political subdivisions | $17,155,000 | 2,052 |
| Other domestic debt securities | $1,450,000 | 1,518 |
| 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 | $1,450,000 | 1,201 |
| 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 | $14,712,000 | 2,683 |
| Mortgage-backed securities | $556,000 | 4,858 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,179 |
| Issued or guaranteed by U.S. | $1,000 | 5,170 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $555,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $555,000 | 2,904 |
| 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) | $1,450,000 | 1,850 |
| Available-for-sale securities (fair market value) | $17,711,000 | 4,102 |
| Total debt securities | $19,161,000 | 4,325 |
| 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 | $19,231,000 | 4,423 |
| U.S. Government securities | $584,000 | 6,124 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $584,000 | 6,034 |
| Securities issued by states & political subdivisions | $17,197,000 | 2,067 |
| Other domestic debt securities | $1,450,000 | 1,563 |
| 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 | $1,450,000 | 1,226 |
| 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 | $12,993,000 | 2,856 |
| Mortgage-backed securities | $584,000 | 4,936 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,267 |
| Issued or guaranteed by U.S. | $1,000 | 5,261 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $583,000 | 3,041 |
| CMOs issued by government agencies or sponsored agencies | $583,000 | 2,934 |
| 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) | $1,450,000 | 1,879 |
| Available-for-sale securities (fair market value) | $17,781,000 | 4,176 |
| Total debt securities | $19,231,000 | 4,401 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $18,747,000 | 4,523 |
| U.S. Government securities | $618,000 | 6,186 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $618,000 | 6,094 |
| Securities issued by states & political subdivisions | $16,679,000 | 2,125 |
| Other domestic debt securities | $1,450,000 | 1,605 |
| 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 | $1,450,000 | 1,264 |
| 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 | $13,090,000 | 2,869 |
| Mortgage-backed securities | $618,000 | 4,970 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,322 |
| Issued or guaranteed by U.S. | $1,000 | 5,316 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $617,000 | 3,058 |
| CMOs issued by government agencies or sponsored agencies | $617,000 | 2,956 |
| 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) | $1,450,000 | 1,884 |
| Available-for-sale securities (fair market value) | $17,297,000 | 4,270 |
| Total debt securities | $18,747,000 | 4,501 |
| 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 | $19,409,000 | 4,508 |
| U.S. Government securities | $646,000 | 6,242 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $646,000 | 6,141 |
| Securities issued by states & political subdivisions | $17,313,000 | 2,076 |
| Other domestic debt securities | $1,450,000 | 1,650 |
| 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 | $1,450,000 | 1,294 |
| 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 | $10,784,000 | 3,170 |
| Mortgage-backed securities | $646,000 | 5,009 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,388 |
| Issued or guaranteed by U.S. | $1,000 | 5,380 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $645,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $645,000 | 2,967 |
| 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) | $1,450,000 | 1,883 |
| Available-for-sale securities (fair market value) | $17,959,000 | 4,263 |
| Total debt securities | $19,409,000 | 4,487 |
| 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 | $19,222,000 | 4,526 |
| U.S. Government securities | $675,000 | 6,300 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $675,000 | 6,198 |
| Securities issued by states & political subdivisions | $17,097,000 | 2,085 |
| Other domestic debt securities | $1,450,000 | 1,702 |
| 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 | $1,450,000 | 1,321 |
| 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 | $8,997,000 | 3,437 |
| Mortgage-backed securities | $675,000 | 5,030 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,436 |
| Issued or guaranteed by U.S. | $1,000 | 5,427 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $674,000 | 3,047 |
| CMOs issued by government agencies or sponsored agencies | $674,000 | 2,937 |
| 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) | $1,450,000 | 1,875 |
| Available-for-sale securities (fair market value) | $17,772,000 | 4,286 |
| Total debt securities | $19,222,000 | 4,508 |
| 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 | $19,332,000 | 4,562 |
| U.S. Government securities | $706,000 | 6,365 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $706,000 | 6,268 |
| Securities issued by states & political subdivisions | $17,176,000 | 2,085 |
| Other domestic debt securities | $1,450,000 | 1,746 |
| 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 | $1,450,000 | 1,349 |
| 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 | $9,043,000 | 3,433 |
| Mortgage-backed securities | $706,000 | 5,068 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,493 |
| Issued or guaranteed by U.S. | $1,000 | 5,484 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $705,000 | 3,065 |
| CMOs issued by government agencies or sponsored agencies | $705,000 | 2,945 |
| 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) | $1,450,000 | 1,855 |
| Available-for-sale securities (fair market value) | $17,882,000 | 4,323 |
| Total debt securities | $19,332,000 | 4,532 |
| 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 | $19,306,000 | 4,563 |
| U.S. Government securities | $740,000 | 6,378 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $740,000 | 6,278 |
| Securities issued by states & political subdivisions | $17,116,000 | 2,082 |
| Other domestic debt securities | $1,450,000 | 1,786 |
| 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 | $1,450,000 | 1,375 |
| 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 | $9,059,000 | 3,428 |
| Mortgage-backed securities | $740,000 | 5,061 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,511 |
| Issued or guaranteed by U.S. | $1,000 | 5,501 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $739,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $739,000 | 2,953 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,450,000 | 1,791 |
| Available-for-sale securities (fair market value) | $17,856,000 | 4,328 |
| Total debt securities | $19,306,000 | 4,532 |
| 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 | $18,944,000 | 4,608 |
| U.S. Government securities | $790,000 | 6,415 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $790,000 | 6,309 |
| Securities issued by states & political subdivisions | $16,704,000 | 2,110 |
| Other domestic debt securities | $1,450,000 | 1,791 |
| 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 | $1,450,000 | 1,363 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,775,000 | 3,352 |
| Mortgage-backed securities | $790,000 | 5,097 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,560 |
| Issued or guaranteed by U.S. | $1,000 | 5,552 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $789,000 | 3,098 |
| CMOs issued by government agencies or sponsored agencies | $789,000 | 2,966 |
| 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) | $1,450,000 | 1,773 |
| Available-for-sale securities (fair market value) | $17,494,000 | 4,379 |
| Total debt securities | $18,944,000 | 4,578 |
| 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 | $15,444,000 | 4,922 |
| U.S. Government securities | $824,000 | 6,463 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $824,000 | 6,354 |
| Securities issued by states & political subdivisions | $13,170,000 | 2,419 |
| Other domestic debt securities | $1,450,000 | 1,763 |
| 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 | $1,450,000 | 1,326 |
| 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 | $9,530,000 | 3,387 |
| Mortgage-backed securities | $824,000 | 5,123 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,589 |
| Issued or guaranteed by U.S. | $1,000 | 5,583 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $823,000 | 3,125 |
| CMOs issued by government agencies or sponsored agencies | $823,000 | 2,985 |
| 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) | $1,450,000 | 1,780 |
| Available-for-sale securities (fair market value) | $13,994,000 | 4,714 |
| Total debt securities | $15,444,000 | 4,887 |
| 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 | $16,463,000 | 4,885 |
| U.S. Government securities | $865,000 | 6,561 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $865,000 | 6,466 |
| Securities issued by states & political subdivisions | $14,148,000 | 2,275 |
| Other domestic debt securities | $1,450,000 | 1,813 |
| 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 | $1,450,000 | 1,368 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,113,000 | 3,291 |
| Mortgage-backed securities | $865,000 | 5,210 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,691 |
| Issued or guaranteed by U.S. | $1,000 | 5,680 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $864,000 | 3,199 |
| CMOs issued by government agencies or sponsored agencies | $864,000 | 3,048 |
| 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) | $1,450,000 | 1,818 |
| Available-for-sale securities (fair market value) | $15,013,000 | 4,665 |
| Total debt securities | $16,463,000 | 4,852 |
| 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 | $17,395,000 | 4,826 |
| U.S. Government securities | $921,000 | 6,627 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $921,000 | 6,528 |
| Securities issued by states & political subdivisions | $15,024,000 | 2,135 |
| Other domestic debt securities | $1,450,000 | 1,824 |
| 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 | $1,450,000 | 1,374 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,594,000 | 3,412 |
| Mortgage-backed securities | $921,000 | 5,230 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,727 |
| Issued or guaranteed by U.S. | $1,000 | 5,717 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $920,000 | 3,183 |
| CMOs issued by government agencies or sponsored agencies | $920,000 | 3,030 |
| 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) | $1,450,000 | 1,826 |
| Available-for-sale securities (fair market value) | $15,945,000 | 4,588 |
| Total debt securities | $17,395,000 | 4,795 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $17,414,000 | 4,864 |
| U.S. Government securities | $951,000 | 6,700 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $951,000 | 6,599 |
| Securities issued by states & political subdivisions | $15,013,000 | 2,077 |
| Other domestic debt securities | $1,450,000 | 1,799 |
| 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 | $1,450,000 | 1,354 |
| 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 | $9,373,000 | 3,471 |
| Mortgage-backed securities | $951,000 | 5,234 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,764 |
| Issued or guaranteed by U.S. | $1,000 | 5,756 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $950,000 | 3,202 |
| CMOs issued by government agencies or sponsored agencies | $950,000 | 3,039 |
| 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) | $1,450,000 | 1,877 |
| Available-for-sale securities (fair market value) | $15,964,000 | 4,613 |
| Total debt securities | $17,414,000 | 4,839 |
| 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 | $18,258,000 | 4,723 |
| U.S. Government securities | $987,000 | 6,716 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $987,000 | 6,625 |
| Securities issued by states & political subdivisions | $15,821,000 | 1,963 |
| Other domestic debt securities | $1,450,000 | 1,766 |
| 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 | $1,450,000 | 1,263 |
| 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 | $8,874,000 | 3,408 |
| Mortgage-backed securities | $987,000 | 5,202 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,768 |
| Issued or guaranteed by U.S. | $1,000 | 5,757 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $986,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $986,000 | 2,881 |
| 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) | $1,450,000 | 1,954 |
| Available-for-sale securities (fair market value) | $16,808,000 | 4,490 |
| Total debt securities | $18,258,000 | 4,695 |
| 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 | $18,871,000 | 4,625 |
| U.S. Government securities | $1,046,000 | 6,763 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,046,000 | 6,663 |
| Securities issued by states & political subdivisions | $16,375,000 | 1,851 |
| Other domestic debt securities | $1,450,000 | 1,770 |
| 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 | $1,450,000 | 1,248 |
| 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 | $9,252,000 | 3,315 |
| Mortgage-backed securities | $1,046,000 | 5,182 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,791 |
| Issued or guaranteed by U.S. | $1,000 | 5,779 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,045,000 | 3,084 |
| CMOs issued by government agencies or sponsored agencies | $1,045,000 | 2,843 |
| 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) | $1,450,000 | 1,967 |
| Available-for-sale securities (fair market value) | $17,421,000 | 4,381 |
| Total debt securities | $18,871,000 | 4,592 |
| 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 | $19,587,000 | 4,603 |
| U.S. Government securities | $1,072,000 | 6,849 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,072,000 | 6,748 |
| Securities issued by states & political subdivisions | $17,065,000 | 1,730 |
| Other domestic debt securities | $1,450,000 | 1,725 |
| 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 | $1,450,000 | 1,169 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,454,000 | 3,293 |
| Mortgage-backed securities | $1,072,000 | 5,173 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,816 |
| Issued or guaranteed by U.S. | $1,000 | 5,809 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,071,000 | 3,035 |
| CMOs issued by government agencies or sponsored agencies | $1,071,000 | 2,788 |
| 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) | $1,450,000 | 1,987 |
| Available-for-sale securities (fair market value) | $18,137,000 | 4,367 |
| Total debt securities | $19,587,000 | 4,569 |
| 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 | $18,574,000 | 4,712 |
| U.S. Government securities | $1,102,000 | 6,890 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,102,000 | 6,778 |
| Securities issued by states & political subdivisions | $16,022,000 | 1,791 |
| Other domestic debt securities | $1,450,000 | 1,780 |
| 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 | $1,450,000 | 1,202 |
| 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 | $9,697,000 | 3,270 |
| Mortgage-backed securities | $1,102,000 | 5,143 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,827 |
| Issued or guaranteed by U.S. | $1,000 | 5,815 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,101,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $1,101,000 | 2,704 |
| 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) | $1,450,000 | 2,016 |
| Available-for-sale securities (fair market value) | $17,124,000 | 4,477 |
| Total debt securities | $18,574,000 | 4,679 |
| 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 | $15,524,000 | 4,966 |
| U.S. Government securities | $1,205,000 | 6,874 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,205,000 | 6,752 |
| Securities issued by states & political subdivisions | $12,869,000 | 2,081 |
| Other domestic debt securities | $1,450,000 | 1,885 |
| 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 | $1,450,000 | 1,202 |
| 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 | $9,845,000 | 3,197 |
| Mortgage-backed securities | $1,205,000 | 5,082 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,844 |
| Issued or guaranteed by U.S. | $1,000 | 5,831 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,204,000 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $1,204,000 | 2,629 |
| 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) | $1,450,000 | 2,027 |
| Available-for-sale securities (fair market value) | $14,074,000 | 4,722 |
| Total debt securities | $15,524,000 | 4,929 |
| 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 | $15,224,000 | 4,942 |
| U.S. Government securities | $1,234,000 | 6,917 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,234,000 | 6,807 |
| Securities issued by states & political subdivisions | $12,540,000 | 2,039 |
| Other domestic debt securities | $1,450,000 | 1,930 |
| 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 | $1,450,000 | 1,197 |
| 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 | $10,133,000 | 3,192 |
| Mortgage-backed securities | $1,234,000 | 5,101 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,888 |
| Issued or guaranteed by U.S. | $1,000 | 5,872 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,233,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $1,233,000 | 2,597 |
| 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) | $1,450,000 | 2,065 |
| Available-for-sale securities (fair market value) | $13,774,000 | 4,698 |
| Total debt securities | $15,224,000 | 4,906 |
| 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 | $15,123,000 | 4,973 |
| U.S. Government securities | $1,182,000 | 7,058 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,182,000 | 6,948 |
| Securities issued by states & political subdivisions | $12,491,000 | 1,951 |
| Other domestic debt securities | $1,450,000 | 1,920 |
| 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 | $1,450,000 | 1,151 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,919,000 | 3,252 |
| Mortgage-backed securities | $1,182,000 | 5,123 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,940 |
| Issued or guaranteed by U.S. | $1,000 | 5,927 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,181,000 | 2,819 |
| CMOs issued by government agencies or sponsored agencies | $1,181,000 | 2,521 |
| 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) | $1,450,000 | 2,129 |
| Available-for-sale securities (fair market value) | $13,673,000 | 4,727 |
| Total debt securities | $15,123,000 | 4,937 |
| 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 | $15,933,000 | 4,914 |
| U.S. Government securities | $1,222,000 | 7,141 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,222,000 | 7,031 |
| Securities issued by states & political subdivisions | $13,261,000 | 1,838 |
| Other domestic debt securities | $1,450,000 | 1,976 |
| 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 | $1,450,000 | 1,174 |
| 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 | $9,017,000 | 3,495 |
| Mortgage-backed securities | $1,222,000 | 5,218 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,038 |
| Issued or guaranteed by U.S. | $1,000 | 6,026 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,221,000 | 2,781 |
| CMOs issued by government agencies or sponsored agencies | $1,221,000 | 2,455 |
| 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) | $1,450,000 | 2,162 |
| Available-for-sale securities (fair market value) | $14,483,000 | 4,662 |
| Total debt securities | $15,933,000 | 4,879 |
| 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 | $17,087,000 | 4,741 |
| U.S. Government securities | $1,260,000 | 7,166 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,260,000 | 7,061 |
| Securities issued by states & political subdivisions | $14,377,000 | 1,717 |
| Other domestic debt securities | $1,450,000 | 2,028 |
| 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 | $1,450,000 | 1,196 |
| 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 | $9,787,000 | 3,371 |
| Mortgage-backed securities | $1,260,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,099 |
| Issued or guaranteed by U.S. | $1,000 | 6,084 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,259,000 | 2,754 |
| CMOs issued by government agencies or sponsored agencies | $1,259,000 | 2,421 |
| 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) | $1,450,000 | 2,208 |
| Available-for-sale securities (fair market value) | $15,637,000 | 4,491 |
| Total debt securities | $17,087,000 | 4,706 |
| 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 | $17,541,000 | 4,735 |
| U.S. Government securities | $1,298,000 | 7,212 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,298,000 | 7,117 |
| Securities issued by states & political subdivisions | $14,793,000 | 1,673 |
| Other domestic debt securities | $1,450,000 | 2,154 |
| 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 | $1,450,000 | 1,293 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,807,000 | 3,374 |
| Mortgage-backed securities | $1,298,000 | 5,335 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,189 |
| Issued or guaranteed by U.S. | $1,000 | 6,169 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,297,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $1,297,000 | 2,390 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,450,000 | 2,278 |
| Available-for-sale securities (fair market value) | $16,091,000 | 4,487 |
| Total debt securities | $17,541,000 | 4,688 |
| 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 | $17,878,000 | 4,695 |
| U.S. Government securities | $1,333,000 | 7,252 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,333,000 | 7,164 |
| Securities issued by states & political subdivisions | $15,095,000 | 1,588 |
| Other domestic debt securities | $1,450,000 | 2,196 |
| 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 | $1,450,000 | 1,327 |
| 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 | $9,807,000 | 3,392 |
| Mortgage-backed securities | $1,333,000 | 5,375 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,219 |
| Issued or guaranteed by U.S. | $2,000 | 6,197 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,331,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $1,331,000 | 2,362 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,450,000 | 2,308 |
| Available-for-sale securities (fair market value) | $16,428,000 | 4,413 |
| Total debt securities | $17,878,000 | 4,649 |
| 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 | $18,605,000 | 4,607 |
| U.S. Government securities | $1,395,000 | 7,339 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,395,000 | 7,256 |
| Securities issued by states & political subdivisions | $15,760,000 | 1,461 |
| Other domestic debt securities | $1,450,000 | 2,099 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,450,000 | 1,343 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,198,000 | 3,554 |
| Mortgage-backed securities | $1,395,000 | 5,422 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,283 |
| Issued or guaranteed by U.S. | $2,000 | 6,265 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,393,000 | 2,712 |
| CMOs issued by government agencies or sponsored agencies | $1,393,000 | 2,348 |
| 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) | $1,450,000 | 2,344 |
| Available-for-sale securities (fair market value) | $17,155,000 | 4,311 |
| Total debt securities | $18,605,000 | 4,573 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $18,893,000 | 4,583 |
| U.S. Government securities | $1,446,000 | 7,407 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,446,000 | 7,319 |
| Securities issued by states & political subdivisions | $16,247,000 | 1,396 |
| Other domestic debt securities | $1,200,000 | 2,168 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,408 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,000 | 6,423 |
| Mortgage-backed securities | $1,446,000 | 5,406 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,324 |
| Issued or guaranteed by U.S. | $2,000 | 6,302 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,444,000 | 2,630 |
| CMOs issued by government agencies or sponsored agencies | $1,444,000 | 2,301 |
| 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) | $1,200,000 | 2,446 |
| Available-for-sale securities (fair market value) | $17,693,000 | 4,250 |
| Total debt securities | $18,893,000 | 4,548 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $20,126,000 | 4,383 |
| U.S. Government securities | $1,427,000 | 7,472 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,427,000 | 7,383 |
| Securities issued by states & political subdivisions | $17,499,000 | 1,260 |
| Other domestic debt securities | $1,200,000 | 2,123 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,381 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,000 | 6,447 |
| Mortgage-backed securities | $1,427,000 | 5,377 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,359 |
| Issued or guaranteed by U.S. | $2,000 | 6,339 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,425,000 | 2,578 |
| CMOs issued by government agencies or sponsored agencies | $1,425,000 | 2,235 |
| 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) | $1,200,000 | 2,450 |
| Available-for-sale securities (fair market value) | $18,926,000 | 4,036 |
| Total debt securities | $20,126,000 | 4,351 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $21,653,000 | 4,243 |
| U.S. Government securities | $1,457,000 | 7,517 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,457,000 | 7,436 |
| Securities issued by states & political subdivisions | $18,996,000 | 1,157 |
| Other domestic debt securities | $1,200,000 | 2,143 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,453 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,000 | 6,476 |
| Mortgage-backed securities | $1,457,000 | 5,375 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,386 |
| Issued or guaranteed by U.S. | $2,000 | 6,362 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,455,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $1,455,000 | 2,219 |
| 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) | $1,200,000 | 2,467 |
| Available-for-sale securities (fair market value) | $20,453,000 | 3,926 |
| Total debt securities | $21,653,000 | 4,202 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $23,849,000 | 3,978 |
| U.S. Government securities | $1,566,000 | 7,513 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,566,000 | 7,422 |
| Securities issued by states & political subdivisions | $21,083,000 | 1,032 |
| Other domestic debt securities | $1,200,000 | 2,059 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,400 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $254,000 | 6,489 |
| Mortgage-backed securities | $1,566,000 | 5,280 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,385 |
| Issued or guaranteed by U.S. | $2,000 | 6,356 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,564,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $1,564,000 | 2,165 |
| 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) | $1,200,000 | 2,505 |
| Available-for-sale securities (fair market value) | $22,649,000 | 3,669 |
| Total debt securities | $23,849,000 | 3,923 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $31,089,000 | 3,365 |
| U.S. Government securities | $1,571,000 | 7,615 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,571,000 | 7,506 |
| Securities issued by states & political subdivisions | $28,318,000 | 714 |
| Other domestic debt securities | $1,200,000 | 1,898 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,310 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $253,000 | 6,545 |
| Mortgage-backed securities | $1,571,000 | 5,053 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,338 |
| Issued or guaranteed by U.S. | $2,000 | 6,317 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,569,000 | 2,379 |
| CMOs issued by government agencies or sponsored agencies | $1,569,000 | 2,083 |
| 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) | $1,200,000 | 2,576 |
| Available-for-sale securities (fair market value) | $29,889,000 | 3,062 |
| Total debt securities | $31,089,000 | 3,317 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $32,283,000 | 3,276 |
| U.S. Government securities | $1,605,000 | 7,676 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,605,000 | 7,566 |
| Securities issued by states & political subdivisions | $29,478,000 | 666 |
| Other domestic debt securities | $1,200,000 | 1,859 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,282 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $253,000 | 6,568 |
| Mortgage-backed securities | $1,605,000 | 4,941 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,304 |
| Issued or guaranteed by U.S. | $2,000 | 6,281 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,603,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $1,603,000 | 2,030 |
| 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) | $1,200,000 | 2,633 |
| Available-for-sale securities (fair market value) | $31,083,000 | 2,952 |
| Total debt securities | $32,283,000 | 3,229 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $31,874,000 | 3,291 |
| U.S. Government securities | $1,635,000 | 7,726 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,635,000 | 7,615 |
| Securities issued by states & political subdivisions | $29,039,000 | 672 |
| Other domestic debt securities | $1,200,000 | 1,796 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,240 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,000 | 6,644 |
| Mortgage-backed securities | $1,635,000 | 4,903 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,333 |
| Issued or guaranteed by U.S. | $2,000 | 6,313 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,633,000 | 2,275 |
| CMOs issued by government agencies or sponsored agencies | $1,633,000 | 1,992 |
| 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) | $1,200,000 | 2,663 |
| Available-for-sale securities (fair market value) | $30,674,000 | 2,969 |
| Total debt securities | $31,874,000 | 3,248 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $32,446,000 | 3,268 |
| U.S. Government securities | $1,768,000 | 7,726 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,768,000 | 7,605 |
| Securities issued by states & political subdivisions | $29,478,000 | 654 |
| Other domestic debt securities | $1,200,000 | 1,808 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,263 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,000 | 6,690 |
| Mortgage-backed securities | $1,768,000 | 4,850 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,337 |
| Issued or guaranteed by U.S. | $3,000 | 6,313 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,765,000 | 2,198 |
| CMOs issued by government agencies or sponsored agencies | $1,765,000 | 1,922 |
| 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) | $1,200,000 | 2,696 |
| Available-for-sale securities (fair market value) | $31,246,000 | 2,917 |
| Total debt securities | $32,446,000 | 3,225 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $32,525,000 | 3,273 |
| U.S. Government securities | $1,846,000 | 7,750 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,846,000 | 7,631 |
| Securities issued by states & political subdivisions | $29,479,000 | 654 |
| Other domestic debt securities | $1,200,000 | 1,817 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,282 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,000 | 6,730 |
| Mortgage-backed securities | $1,846,000 | 4,803 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,371 |
| Issued or guaranteed by U.S. | $3,000 | 6,346 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,843,000 | 2,170 |
| CMOs issued by government agencies or sponsored agencies | $1,843,000 | 1,896 |
| 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) | $1,200,000 | 2,755 |
| Available-for-sale securities (fair market value) | $31,325,000 | 2,923 |
| Total debt securities | $32,525,000 | 3,230 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $31,886,000 | 3,353 |
| U.S. Government securities | $1,937,000 | 7,804 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,937,000 | 7,676 |
| Securities issued by states & political subdivisions | $28,749,000 | 665 |
| Other domestic debt securities | $1,200,000 | 1,831 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,303 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,000 | 6,782 |
| Mortgage-backed securities | $1,937,000 | 4,758 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,426 |
| Issued or guaranteed by U.S. | $3,000 | 6,398 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,934,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $1,934,000 | 1,843 |
| 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) | $1,200,000 | 2,823 |
| Available-for-sale securities (fair market value) | $30,686,000 | 2,990 |
| Total debt securities | $31,886,000 | 3,312 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $29,119,000 | 3,565 |
| U.S. Government securities | $2,003,000 | 7,810 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,003,000 | 7,679 |
| Securities issued by states & political subdivisions | $25,916,000 | 728 |
| Other domestic debt securities | $1,200,000 | 1,849 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,341 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $236,000 | 6,837 |
| Mortgage-backed securities | $2,003,000 | 4,717 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,465 |
| Issued or guaranteed by U.S. | $4,000 | 6,442 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,999,000 | 2,070 |
| CMOs issued by government agencies or sponsored agencies | $1,999,000 | 1,813 |
| 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) | $1,200,000 | 2,853 |
| Available-for-sale securities (fair market value) | $27,919,000 | 3,193 |
| Total debt securities | $29,119,000 | 3,512 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $27,299,000 | 3,789 |
| U.S. Government securities | $2,138,000 | 7,832 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,138,000 | 7,697 |
| Securities issued by states & political subdivisions | $23,961,000 | 796 |
| Other domestic debt securities | $1,200,000 | 1,893 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,393 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $236,000 | 6,870 |
| Mortgage-backed securities | $2,138,000 | 4,675 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,482 |
| Issued or guaranteed by U.S. | $5,000 | 6,463 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,133,000 | 2,035 |
| CMOs issued by government agencies or sponsored agencies | $2,133,000 | 1,783 |
| 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) | $1,200,000 | 2,916 |
| Available-for-sale securities (fair market value) | $26,099,000 | 3,405 |
| Total debt securities | $27,299,000 | 3,740 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $26,308,000 | 3,920 |
| U.S. Government securities | $2,268,000 | 7,821 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,268,000 | 7,690 |
| Securities issued by states & political subdivisions | $22,840,000 | 835 |
| Other domestic debt securities | $1,200,000 | 1,966 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,484 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $236,000 | 6,914 |
| Mortgage-backed securities | $2,268,000 | 4,647 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,544 |
| Issued or guaranteed by U.S. | $5,000 | 6,527 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,263,000 | 2,000 |
| CMOs issued by government agencies or sponsored agencies | $2,263,000 | 1,753 |
| 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) | $1,200,000 | 2,964 |
| Available-for-sale securities (fair market value) | $25,108,000 | 3,494 |
| Total debt securities | $26,308,000 | 3,856 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $24,991,000 | 4,014 |
| U.S. Government securities | $2,536,000 | 7,753 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,536,000 | 7,628 |
| Securities issued by states & political subdivisions | $21,255,000 | 909 |
| Other domestic debt securities | $1,200,000 | 1,995 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,537 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,000 | 6,947 |
| Mortgage-backed securities | $2,536,000 | 4,562 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,587 |
| Issued or guaranteed by U.S. | $5,000 | 6,569 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,531,000 | 1,932 |
| CMOs issued by government agencies or sponsored agencies | $2,531,000 | 1,694 |
| 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) | $1,200,000 | 3,000 |
| Available-for-sale securities (fair market value) | $23,791,000 | 3,562 |
| Total debt securities | $24,991,000 | 3,953 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $22,515,000 | 4,308 |
| U.S. Government securities | $4,088,000 | 7,296 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,088,000 | 7,142 |
| Securities issued by states & political subdivisions | $17,227,000 | 1,143 |
| Other domestic debt securities | $1,200,000 | 2,037 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,606 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,000 | 7,012 |
| Mortgage-backed securities | $4,088,000 | 4,083 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,633 |
| Issued or guaranteed by U.S. | $5,000 | 6,614 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,083,000 | 1,651 |
| CMOs issued by government agencies or sponsored agencies | $4,083,000 | 1,432 |
| 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) | $1,200,000 | 3,049 |
| Available-for-sale securities (fair market value) | $21,315,000 | 3,867 |
| Total debt securities | $22,515,000 | 4,248 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $22,757,000 | 4,364 |
| U.S. Government securities | $5,967,000 | 6,781 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,967,000 | 6,625 |
| Securities issued by states & political subdivisions | $15,590,000 | 1,254 |
| Other domestic debt securities | $1,200,000 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,682 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,000 | 7,063 |
| Mortgage-backed securities | $5,967,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,646 |
| Issued or guaranteed by U.S. | $9,000 | 6,629 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,958,000 | 1,414 |
| CMOs issued by government agencies or sponsored agencies | $5,958,000 | 1,236 |
| 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) | $1,200,000 | 3,094 |
| Available-for-sale securities (fair market value) | $21,557,000 | 3,916 |
| Total debt securities | $22,757,000 | 4,307 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $23,334,000 | 4,316 |
| U.S. Government securities | $6,951,000 | 6,483 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,951,000 | 6,338 |
| Securities issued by states & political subdivisions | $15,183,000 | 1,296 |
| Other domestic debt securities | $1,200,000 | 2,160 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,757 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,000 | 7,086 |
| Mortgage-backed securities | $6,951,000 | 3,478 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,697 |
| Issued or guaranteed by U.S. | $9,000 | 6,685 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,942,000 | 1,319 |
| CMOs issued by government agencies or sponsored agencies | $6,942,000 | 1,151 |
| 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) | $1,200,000 | 3,127 |
| Available-for-sale securities (fair market value) | $22,134,000 | 3,864 |
| Total debt securities | $23,334,000 | 4,249 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $24,168,000 | 4,201 |
| U.S. Government securities | $7,381,000 | 6,397 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,381,000 | 6,235 |
| Securities issued by states & political subdivisions | $15,587,000 | 1,250 |
| Other domestic debt securities | $1,200,000 | 2,186 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,809 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,000 | 7,043 |
| Mortgage-backed securities | $7,381,000 | 3,408 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,740 |
| Issued or guaranteed by U.S. | $9,000 | 6,728 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,372,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $7,372,000 | 1,131 |
| 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) | $1,200,000 | 3,173 |
| Available-for-sale securities (fair market value) | $22,968,000 | 3,763 |
| Total debt securities | $24,168,000 | 4,126 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $22,450,000 | 4,470 |
| U.S. Government securities | $7,806,000 | 6,351 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,806,000 | 6,186 |
| Securities issued by states & political subdivisions | $13,444,000 | 1,452 |
| Other domestic debt securities | $1,200,000 | 2,277 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,907 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,000 | 7,077 |
| Mortgage-backed securities | $7,806,000 | 3,357 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,754 |
| Issued or guaranteed by U.S. | $14,000 | 6,743 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,792,000 | 1,265 |
| CMOs issued by government agencies or sponsored agencies | $7,792,000 | 1,112 |
| 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) | $1,200,000 | 3,200 |
| Available-for-sale securities (fair market value) | $21,250,000 | 4,018 |
| Total debt securities | $22,450,000 | 4,400 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $18,899,000 | 4,934 |
| U.S. Government securities | $8,222,000 | 6,184 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,222,000 | 6,022 |
| Securities issued by states & political subdivisions | $9,477,000 | 2,053 |
| Other domestic debt securities | $1,200,000 | 2,367 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,991 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $262,000 | 7,075 |
| Mortgage-backed securities | $8,222,000 | 3,324 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,777 |
| Issued or guaranteed by U.S. | $14,000 | 6,763 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $8,208,000 | 1,266 |
| CMOs issued by government agencies or sponsored agencies | $8,208,000 | 1,108 |
| 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) | $1,200,000 | 3,197 |
| Available-for-sale securities (fair market value) | $17,699,000 | 4,473 |
| Total debt securities | $18,899,000 | 4,859 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $18,406,000 | 5,042 |
| U.S. Government securities | $8,231,000 | 6,245 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,231,000 | 6,077 |
| Securities issued by states & political subdivisions | $8,975,000 | 2,145 |
| Other domestic debt securities | $1,200,000 | 2,407 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 2,105 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $263,000 | 7,095 |
| Mortgage-backed securities | $8,231,000 | 3,303 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,777 |
| Issued or guaranteed by U.S. | $21,000 | 6,755 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,210,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $8,210,000 | 1,162 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,200,000 | 3,244 |
| Available-for-sale securities (fair market value) | $17,206,000 | 4,562 |
| Total debt securities | $18,406,000 | 4,965 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $18,391,000 | 4,963 |
| U.S. Government securities | $8,344,000 | 6,078 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,344,000 | 5,891 |
| Securities issued by states & political subdivisions | $9,047,000 | 2,130 |
| Other domestic debt securities | $1,000,000 | 2,711 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,415 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $366,000 | 7,050 |
| Mortgage-backed securities | $8,344,000 | 3,283 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,766 |
| Issued or guaranteed by U.S. | $28,000 | 6,744 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,316,000 | 1,250 |
| CMOs issued by government agencies or sponsored agencies | $8,316,000 | 1,160 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,400 |
| Available-for-sale securities (fair market value) | $17,391,000 | 4,490 |
| Total debt securities | $18,391,000 | 4,875 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $18,268,000 | 4,931 |
| U.S. Government securities | $8,478,000 | 5,965 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,478,000 | 5,780 |
| Securities issued by states & political subdivisions | $8,790,000 | 2,139 |
| Other domestic debt securities | $1,000,000 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,465 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $370,000 | 7,067 |
| Mortgage-backed securities | $8,478,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,720 |
| Issued or guaranteed by U.S. | $38,000 | 6,701 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,440,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $8,440,000 | 1,240 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,447 |
| Available-for-sale securities (fair market value) | $17,268,000 | 4,438 |
| Total debt securities | $18,268,000 | 4,841 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $16,901,000 | 5,172 |
| U.S. Government securities | $8,505,000 | 5,982 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,505,000 | 5,803 |
| Securities issued by states & political subdivisions | $8,396,000 | 2,133 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $373,000 | 7,102 |
| Mortgage-backed securities | $8,505,000 | 3,325 |
| Certificates of participation in pools of residential mortgages | $48,000 | 6,687 |
| Issued or guaranteed by U.S. | $48,000 | 6,668 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $8,457,000 | 1,383 |
| CMOs issued by government agencies or sponsored agencies | $8,457,000 | 1,287 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $16,901,000 | 4,473 |
| Total debt securities | $16,901,000 | 5,076 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $17,133,000 | 5,094 |
| U.S. Government securities | $8,607,000 | 5,984 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,607,000 | 5,780 |
| Securities issued by states & political subdivisions | $8,526,000 | 2,075 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $372,000 | 7,131 |
| Mortgage-backed securities | $8,607,000 | 3,258 |
| Certificates of participation in pools of residential mortgages | $54,000 | 6,658 |
| Issued or guaranteed by U.S. | $54,000 | 6,638 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $8,553,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $8,553,000 | 1,276 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $17,133,000 | 4,397 |
| Total debt securities | $17,133,000 | 5,008 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $17,898,000 | 4,859 |
| U.S. Government securities | $9,287,000 | 5,711 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,287,000 | 5,475 |
| Securities issued by states & political subdivisions | $8,611,000 | 1,950 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $748,000 | 6,965 |
| Mortgage-backed securities | $9,287,000 | 2,995 |
| Certificates of participation in pools of residential mortgages | $74,000 | 6,598 |
| Issued or guaranteed by U.S. | $74,000 | 6,576 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $9,213,000 | 1,350 |
| CMOs issued by government agencies or sponsored agencies | $9,213,000 | 1,260 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $17,898,000 | 4,132 |
| Total debt securities | $17,898,000 | 4,761 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $30,229,000 | 3,425 |
| U.S. Government securities | $15,619,000 | 4,398 |
| U.S. Treasury securities | $511,000 | 3,218 |
| U.S. Government agency obligations | $15,108,000 | 4,205 |
| Securities issued by states & political subdivisions | $11,556,000 | 1,444 |
| 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 | $0 | 313 |
| Equity securities | $3,054,000 | 1,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,392,000 | 6,740 |
| Mortgage-backed securities | $15,108,000 | 1,800 |
| Certificates of participation in pools of residential mortgages | $12,967,000 | 1,464 |
| Issued or guaranteed by U.S. | $12,967,000 | 1,450 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,141,000 | 2,237 |
| CMOs issued by government agencies or sponsored agencies | $2,141,000 | 2,088 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $30,229,000 | 2,741 |
| Total debt securities | $27,175,000 | 3,595 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $33,595,000 | 3,277 |
| U.S. Government securities | $19,466,000 | 3,940 |
| U.S. Treasury securities | $983,000 | 3,892 |
| U.S. Government agency obligations | $18,483,000 | 3,708 |
| Securities issued by states & political subdivisions | $11,482,000 | 1,470 |
| 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 | $0 | 343 |
| Equity securities | $2,647,000 | 1,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,672,000 | 6,598 |
| Mortgage-backed securities | $18,483,000 | 1,698 |
| Certificates of participation in pools of residential mortgages | $15,702,000 | 1,361 |
| Issued or guaranteed by U.S. | $15,702,000 | 1,352 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,781,000 | 2,157 |
| CMOs issued by government agencies or sponsored agencies | $2,781,000 | 2,006 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $33,595,000 | 2,566 |
| Total debt securities | $30,948,000 | 3,391 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $16,539,000 | 5,477 |
| U.S. Government securities | $5,689,000 | 7,722 |
| U.S. Treasury securities | $516,000 | 5,771 |
| U.S. Government agency obligations | $5,173,000 | 7,122 |
| Securities issued by states & political subdivisions | $8,822,000 | 1,914 |
| Other domestic debt securities | $756,000 | 2,438 |
| Privately issued residential mortgage-backed securities | $756,000 | 814 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,272,000 | 2,028 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,860,000 | 4,363 |
| Mortgage-backed securities | $5,929,000 | 3,541 |
| Certificates of participation in pools of residential mortgages | $178,000 | 6,713 |
| Issued or guaranteed by U.S. | $178,000 | 6,692 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,751,000 | 1,650 |
| CMOs issued by government agencies or sponsored agencies | $4,995,000 | 1,651 |
| Privately issued | $756,000 | 692 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $16,539,000 | 4,353 |
| Total debt securities | $15,267,000 | 5,630 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $20,441,000 | 4,826 |
| U.S. Government securities | $6,822,000 | 7,743 |
| U.S. Treasury securities | $519,000 | 7,043 |
| U.S. Government agency obligations | $6,303,000 | 6,684 |
| Securities issued by states & political subdivisions | $8,639,000 | 1,704 |
| Other domestic debt securities | $3,683,000 | 1,008 |
| Privately issued residential mortgage-backed securities | $3,683,000 | 352 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,297,000 | 1,954 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,256,000 | 6,219 |
| Mortgage-backed securities | $9,986,000 | 2,636 |
| Certificates of participation in pools of residential mortgages | $288,000 | 6,659 |
| Issued or guaranteed by U.S. | $288,000 | 6,637 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $9,698,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $6,015,000 | 1,484 |
| Privately issued | $3,683,000 | 265 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $20,441,000 | 3,540 |
| Total debt securities | $19,144,000 | 4,956 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $17,035,000 | 5,936 |
| U.S. Government securities | $6,966,000 | 8,272 |
| U.S. Treasury securities | $524,000 | 7,938 |
| U.S. Government agency obligations | $6,442,000 | 6,925 |
| Securities issued by states & political subdivisions | $7,747,000 | 1,918 |
| Other domestic debt securities | $1,368,000 | 1,797 |
| Privately issued residential mortgage-backed securities | $1,368,000 | 637 |
| 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 | $954,000 | 2,390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,742,000 | 6,980 |
| Mortgage-backed securities | $5,236,000 | 4,131 |
| Certificates of participation in pools of residential mortgages | $315,000 | 7,122 |
| Issued or guaranteed by U.S. | $315,000 | 7,101 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $4,921,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $3,553,000 | 2,233 |
| Privately issued | $1,368,000 | 476 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $17,035,000 | 4,321 |
| Total debt securities | $16,081,000 | 6,016 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $496,000 | 2,630 |
| 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 | $14,522,000 | 6,827 |
| U.S. Government securities | $7,396,000 | 8,443 |
| U.S. Treasury securities | $3,253,000 | 5,801 |
| U.S. Government agency obligations | $4,143,000 | 8,234 |
| Securities issued by states & political subdivisions | $6,554,000 | 2,241 |
| 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 | $572,000 | 3,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,844,000 | 6,102 |
| Mortgage-backed securities | $342,000 | 8,316 |
| Certificates of participation in pools of residential mortgages | $342,000 | 7,412 |
| Issued or guaranteed by U.S. | $342,000 | 7,380 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $14,522,000 | 4,957 |
| Total debt securities | $13,950,000 | 6,856 |
| Structured notes | ||
| Amortized cost | $500,000 | 3,409 |
| Fair value | $469,000 | 3,762 |
| 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 | $12,716,000 | 7,814 |
| U.S. Government securities | $6,807,000 | 9,224 |
| U.S. Treasury securities | $2,988,000 | 7,135 |
| U.S. Government agency obligations | $3,819,000 | 8,508 |
| Securities issued by states & political subdivisions | $5,541,000 | 2,699 |
| 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 | $368,000 | 3,651 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,312,000 | 6,725 |
| Mortgage-backed securities | $361,000 | 8,827 |
| Certificates of participation in pools of residential mortgages | $361,000 | 7,803 |
| Issued or guaranteed by U.S. | $361,000 | 7,776 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,888,000 | 8,696 |
| Available-for-sale securities (fair market value) | $8,828,000 | 5,159 |
| Total debt securities | $12,348,000 | 7,817 |
| 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 | $12,377,000 | 8,214 |
| U.S. Government securities | $7,557,000 | 9,112 |
| U.S. Treasury securities | $4,758,000 | 5,900 |
| U.S. Government agency obligations | $2,799,000 | 9,557 |
| Securities issued by states & political subdivisions | $4,816,000 | 3,104 |
| 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 | $4,000 | 8,665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,850,000 | 7,230 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,373,000 | 8,067 |
| 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 | $9,396,000 | 9,411 |
| U.S. Government securities | $6,493,000 | 9,874 |
| U.S. Treasury securities | $2,774,000 | 7,808 |
| U.S. Government agency obligations | $3,719,000 | 8,943 |
| Securities issued by states & political subdivisions | $2,899,000 | 4,146 |
| 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 | $4,000 | 8,619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,387,000 | 8,029 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,392,000 | 9,265 |
| 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 |