Home > The American National Bank of Mount Pleasant > Securities
The American National Bank of Mount Pleasant, Securities
| 2023-12-31 | Rank | |
| Total securities | $47,496,000 | 2,668 |
| U.S. Government securities | $31,686,000 | 2,406 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $31,686,000 | 2,096 |
| Securities issued by states & political subdivisions | $15,810,000 | 2,034 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,901,000 | 2,522 |
| Mortgage-backed securities | $31,686,000 | 1,655 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,919,000 | 1,533 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,837,000 | 984 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $930,000 | 1,249 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $47,496,000 | 2,439 |
| Total debt securities | $47,496,000 | 2,651 |
| 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 | $45,501,000 | 2,706 |
| U.S. Government securities | $31,299,000 | 2,414 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $31,299,000 | 2,097 |
| Securities issued by states & political subdivisions | $14,202,000 | 2,115 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,426,000 | 2,564 |
| Mortgage-backed securities | $31,299,000 | 1,640 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,379,000 | 1,532 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,024,000 | 957 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $896,000 | 1,233 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $45,501,000 | 2,471 |
| Total debt securities | $45,502,000 | 2,689 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $51,118,000 | 2,620 |
| U.S. Government securities | $24,285,000 | 2,782 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $24,285,000 | 2,406 |
| Securities issued by states & political subdivisions | $26,833,000 | 1,524 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,790,000 | 2,428 |
| Mortgage-backed securities | $24,285,000 | 1,877 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,255,000 | 1,457 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,096,000 | 1,848 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $934,000 | 1,213 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $51,118,000 | 2,388 |
| Total debt securities | $51,118,000 | 2,603 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $50,309,000 | 2,720 |
| U.S. Government securities | $22,992,000 | 2,931 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $22,992,000 | 2,487 |
| Securities issued by states & political subdivisions | $27,317,000 | 1,559 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,203,000 | 2,335 |
| Mortgage-backed securities | $22,992,000 | 1,970 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,930,000 | 1,481 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 2,587 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $948,000 | 1,229 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $50,309,000 | 2,483 |
| Total debt securities | $50,309,000 | 2,701 |
| 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 | $49,913,000 | 2,763 |
| U.S. Government securities | $23,243,000 | 2,939 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $23,243,000 | 2,471 |
| Securities issued by states & political subdivisions | $26,670,000 | 1,633 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,503,000 | 2,320 |
| Mortgage-backed securities | $23,243,000 | 1,975 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,192,000 | 1,495 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 2,607 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $938,000 | 1,220 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $49,913,000 | 2,523 |
| Total debt securities | $49,913,000 | 2,743 |
| 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 | $54,645,000 | 2,654 |
| U.S. Government securities | $25,300,000 | 2,872 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $25,300,000 | 2,407 |
| Securities issued by states & political subdivisions | $29,345,000 | 1,508 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,227,000 | 2,328 |
| Mortgage-backed securities | $25,300,000 | 1,929 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,858,000 | 1,477 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,508,000 | 2,060 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $934,000 | 1,234 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $54,645,000 | 2,415 |
| Total debt securities | $54,645,000 | 2,634 |
| 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 | $64,042,000 | 2,469 |
| U.S. Government securities | $27,924,000 | 2,770 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $27,924,000 | 2,337 |
| Securities issued by states & political subdivisions | $36,118,000 | 1,346 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,658,000 | 2,312 |
| Mortgage-backed securities | $27,924,000 | 1,888 |
| Certificates of participation in pools of residential mortgages | $25,259,000 | 1,473 |
| Issued or guaranteed by U.S. | $25,259,000 | 1,441 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,676,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $1,676,000 | 2,046 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $989,000 | 1,705 |
| Commercial mortgage pass-through securities | $989,000 | 1,205 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $64,042,000 | 2,272 |
| Total debt securities | $64,042,000 | 2,458 |
| 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 | $71,362,000 | 2,280 |
| U.S. Government securities | $30,930,000 | 2,580 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $30,930,000 | 2,217 |
| Securities issued by states & political subdivisions | $40,432,000 | 1,252 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,456,000 | 2,280 |
| Mortgage-backed securities | $30,930,000 | 1,819 |
| Certificates of participation in pools of residential mortgages | $27,535,000 | 1,431 |
| Issued or guaranteed by U.S. | $27,535,000 | 1,406 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,353,000 | 1,969 |
| CMOs issued by government agencies or sponsored agencies | $2,353,000 | 1,906 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,042,000 | 1,677 |
| Commercial mortgage pass-through securities | $1,042,000 | 1,189 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $71,362,000 | 2,109 |
| Total debt securities | $71,362,000 | 2,271 |
| 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 | $76,943,000 | 2,103 |
| U.S. Government securities | $33,934,000 | 2,332 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $33,934,000 | 2,104 |
| Securities issued by states & political subdivisions | $43,009,000 | 1,239 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,583,000 | 1,983 |
| Mortgage-backed securities | $33,934,000 | 1,739 |
| Certificates of participation in pools of residential mortgages | $30,127,000 | 1,353 |
| Issued or guaranteed by U.S. | $30,127,000 | 1,324 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,722,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $2,722,000 | 1,824 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,085,000 | 1,651 |
| Commercial mortgage pass-through securities | $1,085,000 | 1,170 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $76,943,000 | 1,967 |
| Total debt securities | $76,942,000 | 2,090 |
| 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 | $70,886,000 | 2,148 |
| U.S. Government securities | $29,652,000 | 2,402 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $29,652,000 | 2,222 |
| Securities issued by states & political subdivisions | $41,234,000 | 1,242 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,613,000 | 1,911 |
| Mortgage-backed securities | $29,652,000 | 1,856 |
| Certificates of participation in pools of residential mortgages | $25,435,000 | 1,473 |
| Issued or guaranteed by U.S. | $25,435,000 | 1,440 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,126,000 | 1,824 |
| CMOs issued by government agencies or sponsored agencies | $3,126,000 | 1,779 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,091,000 | 1,667 |
| Commercial mortgage pass-through securities | $1,091,000 | 1,174 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $70,886,000 | 2,016 |
| Total debt securities | $70,885,000 | 2,133 |
| 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 | $66,941,000 | 2,168 |
| U.S. Government securities | $27,718,000 | 2,430 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $27,718,000 | 2,251 |
| Securities issued by states & political subdivisions | $39,223,000 | 1,255 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,878,000 | 1,878 |
| Mortgage-backed securities | $27,718,000 | 1,874 |
| Certificates of participation in pools of residential mortgages | $23,027,000 | 1,517 |
| Issued or guaranteed by U.S. | $23,027,000 | 1,481 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,601,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $3,601,000 | 1,678 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,090,000 | 1,658 |
| Commercial mortgage pass-through securities | $1,090,000 | 1,174 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $66,941,000 | 2,041 |
| Total debt securities | $66,940,000 | 2,152 |
| 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 | $62,051,000 | 2,144 |
| U.S. Government securities | $24,447,000 | 2,434 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $24,447,000 | 2,276 |
| Securities issued by states & political subdivisions | $37,604,000 | 1,245 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,208,000 | 1,820 |
| Mortgage-backed securities | $24,447,000 | 1,902 |
| Certificates of participation in pools of residential mortgages | $19,200,000 | 1,592 |
| Issued or guaranteed by U.S. | $19,200,000 | 1,543 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,143,000 | 1,617 |
| CMOs issued by government agencies or sponsored agencies | $4,143,000 | 1,578 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,104,000 | 1,636 |
| Commercial mortgage pass-through securities | $1,104,000 | 1,154 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $62,051,000 | 2,011 |
| Total debt securities | $62,051,000 | 2,124 |
| 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 | $56,411,000 | 2,148 |
| U.S. Government securities | $21,237,000 | 2,474 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $21,237,000 | 2,350 |
| Securities issued by states & political subdivisions | $35,174,000 | 1,274 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,809,000 | 1,826 |
| Mortgage-backed securities | $21,237,000 | 1,960 |
| Certificates of participation in pools of residential mortgages | $15,329,000 | 1,703 |
| Issued or guaranteed by U.S. | $15,329,000 | 1,661 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,705,000 | 1,567 |
| CMOs issued by government agencies or sponsored agencies | $4,705,000 | 1,523 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,203,000 | 1,590 |
| Commercial mortgage pass-through securities | $1,203,000 | 1,095 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $56,411,000 | 2,015 |
| Total debt securities | $56,411,000 | 2,132 |
| 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 | $50,165,000 | 2,221 |
| U.S. Government securities | $17,613,000 | 2,630 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $17,613,000 | 2,505 |
| Securities issued by states & political subdivisions | $32,552,000 | 1,222 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,975,000 | 1,775 |
| Mortgage-backed securities | $17,613,000 | 2,127 |
| Certificates of participation in pools of residential mortgages | $11,017,000 | 1,992 |
| Issued or guaranteed by U.S. | $11,017,000 | 1,934 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,366,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $5,366,000 | 1,485 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,230,000 | 1,557 |
| Commercial mortgage pass-through securities | $1,230,000 | 1,076 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $50,165,000 | 2,076 |
| Total debt securities | $50,164,000 | 2,201 |
| 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 | $49,957,000 | 2,167 |
| U.S. Government securities | $19,495,000 | 2,519 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $19,495,000 | 2,388 |
| Securities issued by states & political subdivisions | $30,462,000 | 1,234 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,382,000 | 1,785 |
| Mortgage-backed securities | $19,495,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $12,074,000 | 1,866 |
| Issued or guaranteed by U.S. | $12,074,000 | 1,818 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,196,000 | 1,461 |
| CMOs issued by government agencies or sponsored agencies | $6,196,000 | 1,422 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,225,000 | 1,543 |
| Commercial mortgage pass-through securities | $1,225,000 | 1,074 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $49,957,000 | 2,019 |
| Total debt securities | $49,956,000 | 2,146 |
| 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 | $44,404,000 | 2,266 |
| U.S. Government securities | $20,736,000 | 2,454 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $20,736,000 | 2,336 |
| Securities issued by states & political subdivisions | $23,668,000 | 1,377 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,603,000 | 1,914 |
| Mortgage-backed securities | $20,736,000 | 1,960 |
| Certificates of participation in pools of residential mortgages | $12,802,000 | 1,801 |
| Issued or guaranteed by U.S. | $12,802,000 | 1,752 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $6,769,000 | 1,421 |
| CMOs issued by government agencies or sponsored agencies | $6,769,000 | 1,383 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,165,000 | 1,535 |
| Commercial mortgage pass-through securities | $1,165,000 | 1,053 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $44,404,000 | 2,118 |
| Total debt securities | $44,406,000 | 2,248 |
| 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 | $39,697,000 | 2,460 |
| U.S. Government securities | $19,527,000 | 2,604 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $19,527,000 | 2,460 |
| Securities issued by states & political subdivisions | $20,170,000 | 1,515 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,620,000 | 2,041 |
| Mortgage-backed securities | $19,527,000 | 1,981 |
| Certificates of participation in pools of residential mortgages | $10,999,000 | 1,903 |
| Issued or guaranteed by U.S. | $10,999,000 | 1,851 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,405,000 | 1,350 |
| CMOs issued by government agencies or sponsored agencies | $7,405,000 | 1,314 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,123,000 | 1,514 |
| Commercial mortgage pass-through securities | $1,123,000 | 1,048 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $39,697,000 | 2,289 |
| Total debt securities | $39,695,000 | 2,443 |
| 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 | $36,530,000 | 2,594 |
| U.S. Government securities | $19,399,000 | 2,655 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $19,399,000 | 2,516 |
| Securities issued by states & political subdivisions | $17,131,000 | 1,699 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,263,000 | 2,089 |
| Mortgage-backed securities | $19,399,000 | 1,971 |
| Certificates of participation in pools of residential mortgages | $10,081,000 | 1,984 |
| Issued or guaranteed by U.S. | $10,081,000 | 1,925 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,175,000 | 1,300 |
| CMOs issued by government agencies or sponsored agencies | $8,175,000 | 1,265 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,143,000 | 1,497 |
| Commercial mortgage pass-through securities | $1,143,000 | 1,047 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $36,530,000 | 2,405 |
| Total debt securities | $36,529,000 | 2,576 |
| 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 | $35,733,000 | 2,670 |
| U.S. Government securities | $20,467,000 | 2,625 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $20,467,000 | 2,476 |
| Securities issued by states & political subdivisions | $15,266,000 | 1,878 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,013,000 | 2,157 |
| Mortgage-backed securities | $20,467,000 | 1,885 |
| Certificates of participation in pools of residential mortgages | $10,598,000 | 1,917 |
| Issued or guaranteed by U.S. | $10,598,000 | 1,882 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,715,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $8,715,000 | 1,214 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,154,000 | 1,490 |
| Commercial mortgage pass-through securities | $1,154,000 | 1,037 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $35,733,000 | 2,487 |
| Total debt securities | $35,732,000 | 2,651 |
| 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 | $36,034,000 | 2,689 |
| U.S. Government securities | $23,649,000 | 2,454 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $23,649,000 | 2,318 |
| Securities issued by states & political subdivisions | $12,385,000 | 2,189 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,242,000 | 2,187 |
| Mortgage-backed securities | $23,649,000 | 1,738 |
| Certificates of participation in pools of residential mortgages | $9,710,000 | 2,012 |
| Issued or guaranteed by U.S. | $9,710,000 | 1,968 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $12,816,000 | 1,023 |
| CMOs issued by government agencies or sponsored agencies | $12,816,000 | 982 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,123,000 | 1,422 |
| Commercial mortgage pass-through securities | $1,123,000 | 1,030 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $36,034,000 | 2,491 |
| Total debt securities | $36,034,000 | 2,669 |
| 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 | $34,270,000 | 2,801 |
| U.S. Government securities | $22,951,000 | 2,510 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $22,951,000 | 2,374 |
| Securities issued by states & political subdivisions | $11,319,000 | 2,353 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,141,000 | 2,272 |
| Mortgage-backed securities | $22,951,000 | 1,772 |
| Certificates of participation in pools of residential mortgages | $9,875,000 | 2,006 |
| Issued or guaranteed by U.S. | $9,875,000 | 1,976 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,996,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $11,996,000 | 1,017 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,080,000 | 1,401 |
| Commercial mortgage pass-through securities | $1,080,000 | 1,036 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $34,270,000 | 2,597 |
| Total debt securities | $34,271,000 | 2,783 |
| 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 | $31,215,000 | 2,954 |
| U.S. Government securities | $20,887,000 | 2,647 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $20,887,000 | 2,508 |
| Securities issued by states & political subdivisions | $10,328,000 | 2,473 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,263,000 | 2,359 |
| Mortgage-backed securities | $20,887,000 | 1,849 |
| Certificates of participation in pools of residential mortgages | $8,579,000 | 2,146 |
| Issued or guaranteed by U.S. | $8,579,000 | 2,134 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,242,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $11,242,000 | 1,035 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,066,000 | 1,387 |
| Commercial mortgage pass-through securities | $1,066,000 | 1,021 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $31,215,000 | 2,734 |
| Total debt securities | $31,216,000 | 2,937 |
| 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 | $29,787,000 | 3,051 |
| U.S. Government securities | $19,814,000 | 2,726 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $19,814,000 | 2,590 |
| Securities issued by states & political subdivisions | $9,973,000 | 2,567 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,546,000 | 2,381 |
| Mortgage-backed securities | $19,814,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | $7,998,000 | 2,255 |
| Issued or guaranteed by U.S. | $7,998,000 | 2,152 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $10,735,000 | 1,115 |
| CMOs issued by government agencies or sponsored agencies | $10,735,000 | 1,078 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,081,000 | 1,348 |
| Commercial mortgage pass-through securities | $1,081,000 | 987 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $29,787,000 | 2,820 |
| Total debt securities | $29,789,000 | 3,033 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $26,267,000 | 3,261 |
| U.S. Government securities | $16,527,000 | 3,053 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $16,527,000 | 2,912 |
| Securities issued by states & political subdivisions | $9,740,000 | 2,636 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,059,000 | 2,365 |
| Mortgage-backed securities | $16,527,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $9,484,000 | 2,141 |
| Issued or guaranteed by U.S. | $9,484,000 | 2,139 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,043,000 | 1,354 |
| CMOs issued by government agencies or sponsored agencies | $7,043,000 | 1,303 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $26,267,000 | 3,011 |
| Total debt securities | $26,267,000 | 3,240 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $26,345,000 | 3,317 |
| U.S. Government securities | $15,710,000 | 3,152 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $15,710,000 | 3,003 |
| Securities issued by states & political subdivisions | $10,635,000 | 2,594 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,097,000 | 2,394 |
| Mortgage-backed securities | $15,710,000 | 2,223 |
| Certificates of participation in pools of residential mortgages | $10,034,000 | 2,125 |
| Issued or guaranteed by U.S. | $10,034,000 | 2,124 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,676,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $5,676,000 | 1,429 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $26,345,000 | 3,066 |
| Total debt securities | $26,344,000 | 3,289 |
| 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 | $22,980,000 | 3,579 |
| U.S. Government securities | $13,231,000 | 3,396 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $13,231,000 | 3,269 |
| Securities issued by states & political subdivisions | $9,749,000 | 2,745 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,994,000 | 2,511 |
| Mortgage-backed securities | $13,231,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $8,335,000 | 2,354 |
| Issued or guaranteed by U.S. | $8,335,000 | 2,353 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,896,000 | 1,576 |
| CMOs issued by government agencies or sponsored agencies | $4,896,000 | 1,524 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $22,980,000 | 3,293 |
| Total debt securities | $22,980,000 | 3,552 |
| 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 | $21,863,000 | 3,705 |
| U.S. Government securities | $11,731,000 | 3,605 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $11,731,000 | 3,476 |
| Securities issued by states & political subdivisions | $10,132,000 | 2,716 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,760,000 | 2,548 |
| Mortgage-backed securities | $11,731,000 | 2,602 |
| Certificates of participation in pools of residential mortgages | $7,663,000 | 2,487 |
| Issued or guaranteed by U.S. | $7,663,000 | 2,486 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,068,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $4,068,000 | 1,669 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $21,863,000 | 3,405 |
| Total debt securities | $21,863,000 | 3,681 |
| 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 | $23,972,000 | 3,591 |
| U.S. Government securities | $11,957,000 | 3,633 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $11,957,000 | 3,496 |
| Securities issued by states & political subdivisions | $12,015,000 | 2,542 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,359,000 | 2,616 |
| Mortgage-backed securities | $11,957,000 | 2,612 |
| Certificates of participation in pools of residential mortgages | $7,720,000 | 2,518 |
| Issued or guaranteed by U.S. | $7,720,000 | 2,518 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,237,000 | 1,715 |
| CMOs issued by government agencies or sponsored agencies | $4,237,000 | 1,656 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $23,972,000 | 3,307 |
| Total debt securities | $23,972,000 | 3,566 |
| 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 | $27,560,000 | 3,357 |
| U.S. Government securities | $13,138,000 | 3,483 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,138,000 | 3,353 |
| Securities issued by states & political subdivisions | $14,422,000 | 2,314 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,046,000 | 2,544 |
| Mortgage-backed securities | $13,138,000 | 2,490 |
| Certificates of participation in pools of residential mortgages | $9,776,000 | 2,268 |
| Issued or guaranteed by U.S. | $9,776,000 | 2,264 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,362,000 | 1,843 |
| CMOs issued by government agencies or sponsored agencies | $3,362,000 | 1,778 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $27,560,000 | 3,076 |
| Total debt securities | $27,560,000 | 3,331 |
| 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 | $28,442,000 | 3,299 |
| U.S. Government securities | $14,325,000 | 3,364 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $14,325,000 | 3,249 |
| Securities issued by states & political subdivisions | $14,117,000 | 2,346 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,459,000 | 2,591 |
| Mortgage-backed securities | $14,325,000 | 2,402 |
| Certificates of participation in pools of residential mortgages | $10,717,000 | 2,194 |
| Issued or guaranteed by U.S. | $10,717,000 | 2,193 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,608,000 | 1,814 |
| CMOs issued by government agencies or sponsored agencies | $3,608,000 | 1,748 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $28,442,000 | 3,026 |
| Total debt securities | $28,442,000 | 3,274 |
| 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 | $26,531,000 | 3,491 |
| U.S. Government securities | $11,859,000 | 3,730 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $11,859,000 | 3,603 |
| Securities issued by states & political subdivisions | $14,672,000 | 2,313 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,744,000 | 2,713 |
| Mortgage-backed securities | $11,859,000 | 2,658 |
| Certificates of participation in pools of residential mortgages | $10,276,000 | 2,285 |
| Issued or guaranteed by U.S. | $10,276,000 | 2,281 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,583,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $1,583,000 | 2,254 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $26,531,000 | 3,203 |
| Total debt securities | $26,531,000 | 3,467 |
| 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 | $28,188,000 | 3,441 |
| U.S. Government securities | $14,513,000 | 3,534 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $14,513,000 | 3,410 |
| Securities issued by states & political subdivisions | $13,675,000 | 2,389 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,534,000 | 2,689 |
| Mortgage-backed securities | $13,787,000 | 2,477 |
| Certificates of participation in pools of residential mortgages | $12,124,000 | 2,106 |
| Issued or guaranteed by U.S. | $12,124,000 | 2,103 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,663,000 | 2,323 |
| CMOs issued by government agencies or sponsored agencies | $1,663,000 | 2,255 |
| 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) | $125,000 | 2,182 |
| Available-for-sale securities (fair market value) | $28,063,000 | 3,156 |
| Total debt securities | $28,188,000 | 3,416 |
| 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 | $29,063,000 | 3,421 |
| U.S. Government securities | $14,041,000 | 3,622 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,041,000 | 3,492 |
| Securities issued by states & political subdivisions | $15,022,000 | 2,279 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,470,000 | 2,613 |
| Mortgage-backed securities | $13,329,000 | 2,535 |
| Certificates of participation in pools of residential mortgages | $11,591,000 | 2,164 |
| Issued or guaranteed by U.S. | $11,591,000 | 2,162 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,738,000 | 2,318 |
| CMOs issued by government agencies or sponsored agencies | $1,738,000 | 2,251 |
| 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) | $125,000 | 2,220 |
| Available-for-sale securities (fair market value) | $28,938,000 | 3,143 |
| Total debt securities | $29,063,000 | 3,393 |
| 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 | $28,374,000 | 3,523 |
| U.S. Government securities | $14,834,000 | 3,618 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $14,834,000 | 3,505 |
| Securities issued by states & political subdivisions | $13,540,000 | 2,426 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,367,000 | 2,651 |
| Mortgage-backed securities | $14,114,000 | 2,493 |
| Certificates of participation in pools of residential mortgages | $12,282,000 | 2,125 |
| Issued or guaranteed by U.S. | $12,282,000 | 2,124 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,832,000 | 2,304 |
| CMOs issued by government agencies or sponsored agencies | $1,832,000 | 2,235 |
| 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) | $125,000 | 2,230 |
| Available-for-sale securities (fair market value) | $28,249,000 | 3,230 |
| Total debt securities | $28,374,000 | 3,497 |
| 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 | $26,975,000 | 3,670 |
| U.S. Government securities | $15,032,000 | 3,691 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $15,032,000 | 3,578 |
| Securities issued by states & political subdivisions | $11,943,000 | 2,596 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,666,000 | 2,541 |
| Mortgage-backed securities | $14,332,000 | 2,529 |
| Certificates of participation in pools of residential mortgages | $12,397,000 | 2,169 |
| Issued or guaranteed by U.S. | $12,397,000 | 2,168 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,935,000 | 2,340 |
| CMOs issued by government agencies or sponsored agencies | $1,935,000 | 2,263 |
| 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) | $511,000 | 2,078 |
| Available-for-sale securities (fair market value) | $26,464,000 | 3,387 |
| Total debt securities | $26,975,000 | 3,641 |
| 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 | $27,224,000 | 3,704 |
| U.S. Government securities | $15,911,000 | 3,679 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $15,911,000 | 3,562 |
| Securities issued by states & political subdivisions | $11,313,000 | 2,656 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,135,000 | 2,288 |
| Mortgage-backed securities | $15,195,000 | 2,515 |
| Certificates of participation in pools of residential mortgages | $13,165,000 | 2,124 |
| Issued or guaranteed by U.S. | $13,165,000 | 2,124 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,030,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $2,030,000 | 2,270 |
| 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) | $511,000 | 2,076 |
| Available-for-sale securities (fair market value) | $26,713,000 | 3,411 |
| Total debt securities | $27,224,000 | 3,674 |
| 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 | $25,613,000 | 3,852 |
| U.S. Government securities | $14,433,000 | 3,893 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,433,000 | 3,765 |
| Securities issued by states & political subdivisions | $11,180,000 | 2,683 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,858,000 | 2,314 |
| Mortgage-backed securities | $13,731,000 | 2,676 |
| Certificates of participation in pools of residential mortgages | $12,620,000 | 2,237 |
| Issued or guaranteed by U.S. | $12,620,000 | 2,235 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,111,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $1,111,000 | 2,625 |
| 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) | $512,000 | 2,093 |
| Available-for-sale securities (fair market value) | $25,101,000 | 3,540 |
| Total debt securities | $25,613,000 | 3,828 |
| 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 | $25,757,000 | 3,923 |
| U.S. Government securities | $14,932,000 | 3,943 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $14,932,000 | 3,821 |
| Securities issued by states & political subdivisions | $10,825,000 | 2,756 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,290,000 | 2,458 |
| Mortgage-backed securities | $14,246,000 | 2,699 |
| Certificates of participation in pools of residential mortgages | $13,058,000 | 2,275 |
| Issued or guaranteed by U.S. | $13,058,000 | 2,273 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,188,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $1,188,000 | 2,637 |
| 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) | $513,000 | 2,127 |
| Available-for-sale securities (fair market value) | $25,244,000 | 3,615 |
| Total debt securities | $25,757,000 | 3,896 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $29,531,000 | 3,718 |
| U.S. Government securities | $18,728,000 | 3,581 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,728,000 | 3,472 |
| Securities issued by states & political subdivisions | $10,803,000 | 2,766 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,124,000 | 2,311 |
| Mortgage-backed securities | $18,053,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $16,786,000 | 1,981 |
| Issued or guaranteed by U.S. | $16,786,000 | 1,981 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,267,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $1,267,000 | 2,653 |
| 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) | $514,000 | 2,139 |
| Available-for-sale securities (fair market value) | $29,017,000 | 3,427 |
| Total debt securities | $29,531,000 | 3,693 |
| 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 | $28,443,000 | 3,812 |
| U.S. Government securities | $17,591,000 | 3,726 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,591,000 | 3,626 |
| Securities issued by states & political subdivisions | $10,852,000 | 2,767 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,464,000 | 2,305 |
| Mortgage-backed securities | $17,591,000 | 2,495 |
| Certificates of participation in pools of residential mortgages | $16,257,000 | 2,028 |
| Issued or guaranteed by U.S. | $16,257,000 | 2,028 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,334,000 | 2,728 |
| CMOs issued by government agencies or sponsored agencies | $1,334,000 | 2,633 |
| 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) | $625,000 | 2,106 |
| Available-for-sale securities (fair market value) | $27,818,000 | 3,522 |
| Total debt securities | $28,443,000 | 3,783 |
| 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 | $26,157,000 | 3,972 |
| U.S. Government securities | $14,616,000 | 4,060 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,616,000 | 3,960 |
| Securities issued by states & political subdivisions | $11,541,000 | 2,669 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,539,000 | 2,345 |
| Mortgage-backed securities | $14,616,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $13,218,000 | 2,292 |
| Issued or guaranteed by U.S. | $13,218,000 | 2,291 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,398,000 | 2,698 |
| CMOs issued by government agencies or sponsored agencies | $1,398,000 | 2,592 |
| 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) | $826,000 | 2,042 |
| Available-for-sale securities (fair market value) | $25,331,000 | 3,688 |
| Total debt securities | $26,157,000 | 3,944 |
| 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 | $25,455,000 | 4,060 |
| U.S. Government securities | $14,352,000 | 4,123 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,352,000 | 4,023 |
| Securities issued by states & political subdivisions | $11,103,000 | 2,736 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,892,000 | 2,462 |
| Mortgage-backed securities | $14,352,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | $12,889,000 | 2,336 |
| Issued or guaranteed by U.S. | $12,889,000 | 2,334 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,463,000 | 2,696 |
| CMOs issued by government agencies or sponsored agencies | $1,463,000 | 2,589 |
| 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) | $1,477,000 | 1,849 |
| Available-for-sale securities (fair market value) | $23,978,000 | 3,810 |
| Total debt securities | $25,455,000 | 4,030 |
| 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 | $23,207,000 | 4,221 |
| U.S. Government securities | $11,932,000 | 4,411 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $11,932,000 | 4,316 |
| Securities issued by states & political subdivisions | $11,275,000 | 2,702 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,692,000 | 2,565 |
| Mortgage-backed securities | $11,932,000 | 3,019 |
| Certificates of participation in pools of residential mortgages | $10,395,000 | 2,592 |
| Issued or guaranteed by U.S. | $10,395,000 | 2,590 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,537,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $1,537,000 | 2,601 |
| 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) | $1,724,000 | 1,737 |
| Available-for-sale securities (fair market value) | $21,483,000 | 4,019 |
| Total debt securities | $23,207,000 | 4,191 |
| 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 | $24,867,000 | 4,106 |
| U.S. Government securities | $11,540,000 | 4,499 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,540,000 | 4,398 |
| Securities issued by states & political subdivisions | $13,327,000 | 2,436 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,324,000 | 2,533 |
| Mortgage-backed securities | $11,540,000 | 3,104 |
| Certificates of participation in pools of residential mortgages | $9,914,000 | 2,672 |
| Issued or guaranteed by U.S. | $9,914,000 | 2,671 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,626,000 | 2,748 |
| CMOs issued by government agencies or sponsored agencies | $1,626,000 | 2,631 |
| 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) | $1,726,000 | 1,711 |
| Available-for-sale securities (fair market value) | $23,141,000 | 3,906 |
| Total debt securities | $24,867,000 | 4,078 |
| 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 | $23,010,000 | 4,209 |
| U.S. Government securities | $9,563,000 | 4,762 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,563,000 | 4,668 |
| Securities issued by states & political subdivisions | $13,447,000 | 2,385 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,597,000 | 2,481 |
| Mortgage-backed securities | $9,563,000 | 3,358 |
| Certificates of participation in pools of residential mortgages | $7,869,000 | 2,979 |
| Issued or guaranteed by U.S. | $7,869,000 | 2,978 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,694,000 | 2,763 |
| CMOs issued by government agencies or sponsored agencies | $1,694,000 | 2,647 |
| 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) | $1,728,000 | 1,720 |
| Available-for-sale securities (fair market value) | $21,282,000 | 4,020 |
| Total debt securities | $23,010,000 | 4,183 |
| 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 | $22,722,000 | 4,274 |
| U.S. Government securities | $9,174,000 | 4,923 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,174,000 | 4,828 |
| Securities issued by states & political subdivisions | $13,548,000 | 2,341 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,156,000 | 2,660 |
| Mortgage-backed securities | $9,174,000 | 3,550 |
| Certificates of participation in pools of residential mortgages | $7,405,000 | 3,190 |
| Issued or guaranteed by U.S. | $7,405,000 | 3,189 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,769,000 | 2,823 |
| CMOs issued by government agencies or sponsored agencies | $1,769,000 | 2,702 |
| 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) | $1,730,000 | 1,754 |
| Available-for-sale securities (fair market value) | $20,992,000 | 4,096 |
| Total debt securities | $22,722,000 | 4,245 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $24,148,000 | 4,202 |
| U.S. Government securities | $10,067,000 | 4,880 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,067,000 | 4,783 |
| Securities issued by states & political subdivisions | $14,081,000 | 2,243 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,425,000 | 2,661 |
| Mortgage-backed securities | $10,067,000 | 3,459 |
| Certificates of participation in pools of residential mortgages | $8,239,000 | 3,081 |
| Issued or guaranteed by U.S. | $8,239,000 | 3,081 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,828,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $1,828,000 | 2,700 |
| 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) | $1,957,000 | 1,713 |
| Available-for-sale securities (fair market value) | $22,191,000 | 4,040 |
| Total debt securities | $24,148,000 | 4,163 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $24,651,000 | 4,191 |
| U.S. Government securities | $10,409,000 | 4,904 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,409,000 | 4,805 |
| Securities issued by states & political subdivisions | $14,242,000 | 2,160 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,550,000 | 2,639 |
| Mortgage-backed securities | $10,409,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $8,522,000 | 3,033 |
| Issued or guaranteed by U.S. | $8,522,000 | 3,031 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,887,000 | 2,837 |
| CMOs issued by government agencies or sponsored agencies | $1,887,000 | 2,713 |
| 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) | $1,959,000 | 1,741 |
| Available-for-sale securities (fair market value) | $22,692,000 | 4,022 |
| Total debt securities | $24,651,000 | 4,151 |
| 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 | $26,749,000 | 3,953 |
| U.S. Government securities | $12,241,000 | 4,586 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,241,000 | 4,498 |
| Securities issued by states & political subdivisions | $14,508,000 | 2,086 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,446,000 | 2,445 |
| Mortgage-backed securities | $12,241,000 | 3,145 |
| Certificates of participation in pools of residential mortgages | $8,448,000 | 2,941 |
| Issued or guaranteed by U.S. | $8,448,000 | 2,941 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,793,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $3,793,000 | 2,142 |
| 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) | $1,961,000 | 1,806 |
| Available-for-sale securities (fair market value) | $24,788,000 | 3,771 |
| Total debt securities | $26,749,000 | 3,924 |
| 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 | $26,634,000 | 3,871 |
| U.S. Government securities | $11,981,000 | 4,596 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,981,000 | 4,506 |
| Securities issued by states & political subdivisions | $14,653,000 | 2,000 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,552,000 | 2,421 |
| Mortgage-backed securities | $11,981,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $8,049,000 | 2,953 |
| Issued or guaranteed by U.S. | $8,049,000 | 2,949 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,932,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $3,932,000 | 2,076 |
| 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) | $2,163,000 | 1,767 |
| Available-for-sale securities (fair market value) | $24,471,000 | 3,732 |
| Total debt securities | $26,634,000 | 3,832 |
| 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 | $37,544,000 | 3,162 |
| U.S. Government securities | $23,017,000 | 3,349 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $23,017,000 | 3,253 |
| Securities issued by states & political subdivisions | $14,527,000 | 1,976 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,274,000 | 2,476 |
| Mortgage-backed securities | $23,017,000 | 2,168 |
| Certificates of participation in pools of residential mortgages | $18,990,000 | 1,735 |
| Issued or guaranteed by U.S. | $18,990,000 | 1,732 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,027,000 | 2,219 |
| CMOs issued by government agencies or sponsored agencies | $4,027,000 | 2,031 |
| 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) | $2,296,000 | 1,782 |
| Available-for-sale securities (fair market value) | $35,248,000 | 2,999 |
| Total debt securities | $37,544,000 | 3,137 |
| 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 | $36,748,000 | 3,150 |
| U.S. Government securities | $24,314,000 | 3,227 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $24,314,000 | 3,137 |
| Securities issued by states & political subdivisions | $12,434,000 | 2,155 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,215,000 | 2,470 |
| Mortgage-backed securities | $23,961,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $19,908,000 | 1,639 |
| Issued or guaranteed by U.S. | $19,908,000 | 1,635 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,053,000 | 2,154 |
| CMOs issued by government agencies or sponsored agencies | $4,053,000 | 1,958 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,298,000 | 1,805 |
| Available-for-sale securities (fair market value) | $34,450,000 | 3,011 |
| Total debt securities | $36,748,000 | 3,124 |
| 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 | $32,521,000 | 3,314 |
| U.S. Government securities | $18,667,000 | 3,610 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $18,667,000 | 3,510 |
| Securities issued by states & political subdivisions | $13,854,000 | 1,970 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,758,000 | 2,918 |
| Mortgage-backed securities | $18,030,000 | 2,358 |
| Certificates of participation in pools of residential mortgages | $18,030,000 | 1,692 |
| Issued or guaranteed by U.S. | $18,030,000 | 1,686 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,700,000 | 1,742 |
| Available-for-sale securities (fair market value) | $29,821,000 | 3,222 |
| Total debt securities | $32,521,000 | 3,287 |
| 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 | $29,998,000 | 3,475 |
| U.S. Government securities | $17,177,000 | 3,753 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $17,177,000 | 3,650 |
| Securities issued by states & political subdivisions | $12,821,000 | 2,012 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,973,000 | 2,909 |
| Mortgage-backed securities | $16,523,000 | 2,451 |
| Certificates of participation in pools of residential mortgages | $16,523,000 | 1,757 |
| Issued or guaranteed by U.S. | $16,523,000 | 1,752 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $2,702,000 | 1,784 |
| Available-for-sale securities (fair market value) | $27,296,000 | 3,368 |
| Total debt securities | $29,998,000 | 3,444 |
| 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 | $22,457,000 | 4,121 |
| U.S. Government securities | $10,413,000 | 4,851 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,413,000 | 4,738 |
| Securities issued by states & political subdivisions | $12,044,000 | 2,001 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,576,000 | 3,298 |
| Mortgage-backed securities | $9,262,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | $9,262,000 | 2,539 |
| Issued or guaranteed by U.S. | $9,262,000 | 2,533 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $2,704,000 | 1,844 |
| Available-for-sale securities (fair market value) | $19,753,000 | 4,018 |
| Total debt securities | $22,457,000 | 4,081 |
| 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 | $22,233,000 | 4,193 |
| U.S. Government securities | $10,821,000 | 4,838 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,821,000 | 4,722 |
| Securities issued by states & political subdivisions | $11,412,000 | 2,062 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,479,000 | 3,412 |
| Mortgage-backed securities | $9,675,000 | 3,259 |
| Certificates of participation in pools of residential mortgages | $9,675,000 | 2,576 |
| Issued or guaranteed by U.S. | $9,675,000 | 2,569 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,706,000 | 1,864 |
| Available-for-sale securities (fair market value) | $19,527,000 | 4,097 |
| Total debt securities | $22,233,000 | 4,156 |
| 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 | $21,872,000 | 4,213 |
| U.S. Government securities | $10,495,000 | 4,888 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,495,000 | 4,785 |
| Securities issued by states & political subdivisions | $11,377,000 | 2,069 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,935,000 | 3,531 |
| Mortgage-backed securities | $9,353,000 | 3,354 |
| Certificates of participation in pools of residential mortgages | $9,353,000 | 2,677 |
| Issued or guaranteed by U.S. | $9,353,000 | 2,670 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $3,389,000 | 1,764 |
| Available-for-sale securities (fair market value) | $18,483,000 | 4,165 |
| Total debt securities | $21,872,000 | 4,183 |
| 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 | $22,626,000 | 4,144 |
| U.S. Government securities | $12,827,000 | 4,480 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,827,000 | 4,386 |
| Securities issued by states & political subdivisions | $9,799,000 | 2,297 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,214,000 | 3,683 |
| Mortgage-backed securities | $9,368,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $9,368,000 | 2,756 |
| Issued or guaranteed by U.S. | $9,368,000 | 2,746 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $4,392,000 | 1,654 |
| Available-for-sale securities (fair market value) | $18,234,000 | 4,223 |
| Total debt securities | $22,626,000 | 4,108 |
| 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 | $22,841,000 | 4,089 |
| U.S. Government securities | $13,281,000 | 4,409 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,281,000 | 4,313 |
| Securities issued by states & political subdivisions | $9,560,000 | 2,268 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,350,000 | 3,655 |
| Mortgage-backed securities | $9,831,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $9,831,000 | 2,744 |
| Issued or guaranteed by U.S. | $9,831,000 | 2,732 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $4,895,000 | 1,617 |
| Available-for-sale securities (fair market value) | $17,946,000 | 4,231 |
| Total debt securities | $22,841,000 | 4,047 |
| 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 | $20,147,000 | 4,422 |
| U.S. Government securities | $13,110,000 | 4,504 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,110,000 | 4,424 |
| Securities issued by states & political subdivisions | $7,037,000 | 2,654 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,312,000 | 3,534 |
| Mortgage-backed securities | $9,640,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | $9,640,000 | 2,824 |
| Issued or guaranteed by U.S. | $9,640,000 | 2,809 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,149,000 | 1,610 |
| Available-for-sale securities (fair market value) | $14,998,000 | 4,618 |
| Total debt securities | $20,147,000 | 4,388 |
| 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 | $21,072,000 | 4,324 |
| U.S. Government securities | $14,275,000 | 4,353 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,275,000 | 4,277 |
| Securities issued by states & political subdivisions | $6,797,000 | 2,662 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,340,000 | 3,727 |
| Mortgage-backed securities | $10,313,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $10,313,000 | 2,679 |
| Issued or guaranteed by U.S. | $10,313,000 | 2,663 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,402,000 | 1,573 |
| Available-for-sale securities (fair market value) | $15,670,000 | 4,528 |
| Total debt securities | $21,072,000 | 4,290 |
| 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 | $14,418,000 | 5,151 |
| U.S. Government securities | $7,828,000 | 5,617 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,828,000 | 5,531 |
| Securities issued by states & political subdivisions | $6,590,000 | 2,705 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,911,000 | 3,821 |
| Mortgage-backed securities | $2,993,000 | 4,796 |
| Certificates of participation in pools of residential mortgages | $2,993,000 | 4,286 |
| Issued or guaranteed by U.S. | $2,993,000 | 4,275 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,755,000 | 1,542 |
| Available-for-sale securities (fair market value) | $8,663,000 | 5,606 |
| Total debt securities | $14,418,000 | 5,108 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $15,544,000 | 5,046 |
| U.S. Government securities | $8,948,000 | 5,347 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,948,000 | 5,269 |
| Securities issued by states & political subdivisions | $6,596,000 | 2,705 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,399,000 | 3,668 |
| Mortgage-backed securities | $3,126,000 | 4,751 |
| Certificates of participation in pools of residential mortgages | $3,126,000 | 4,246 |
| Issued or guaranteed by U.S. | $3,126,000 | 4,230 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,259,000 | 1,476 |
| Available-for-sale securities (fair market value) | $9,285,000 | 5,539 |
| Total debt securities | $15,544,000 | 4,992 |
| 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 | $13,972,000 | 5,253 |
| U.S. Government securities | $8,784,000 | 5,389 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,784,000 | 5,304 |
| Securities issued by states & political subdivisions | $5,188,000 | 3,080 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,890,000 | 3,558 |
| Mortgage-backed securities | $26,000 | 6,437 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,167 |
| Issued or guaranteed by U.S. | $26,000 | 6,138 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,161,000 | 1,497 |
| Available-for-sale securities (fair market value) | $7,811,000 | 5,829 |
| Total debt securities | $13,972,000 | 5,190 |
| 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 | $17,306,000 | 4,812 |
| U.S. Government securities | $13,074,000 | 4,659 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,074,000 | 4,559 |
| Securities issued by states & political subdivisions | $4,232,000 | 3,346 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,224,000 | 3,719 |
| Mortgage-backed securities | $26,000 | 6,379 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,101 |
| Issued or guaranteed by U.S. | $26,000 | 6,081 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,458,000 | 1,417 |
| Available-for-sale securities (fair market value) | $9,848,000 | 5,464 |
| Total debt securities | $17,306,000 | 4,759 |
| 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 | $17,720,000 | 4,786 |
| U.S. Government securities | $13,484,000 | 4,678 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,484,000 | 4,580 |
| Securities issued by states & political subdivisions | $4,236,000 | 3,340 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,325,000 | 3,938 |
| Mortgage-backed securities | $27,000 | 6,345 |
| Certificates of participation in pools of residential mortgages | $27,000 | 6,056 |
| Issued or guaranteed by U.S. | $27,000 | 6,033 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,710,000 | 1,433 |
| Available-for-sale securities (fair market value) | $10,010,000 | 5,467 |
| Total debt securities | $17,720,000 | 4,738 |
| 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 | $17,620,000 | 4,808 |
| U.S. Government securities | $13,308,000 | 4,727 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,308,000 | 4,617 |
| Securities issued by states & political subdivisions | $4,312,000 | 3,298 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,017,000 | 3,766 |
| Mortgage-backed securities | $28,000 | 6,369 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,073 |
| Issued or guaranteed by U.S. | $28,000 | 6,052 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,262,000 | 1,389 |
| Available-for-sale securities (fair market value) | $9,358,000 | 5,609 |
| Total debt securities | $17,620,000 | 4,765 |
| 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 | $18,452,000 | 4,716 |
| U.S. Government securities | $14,133,000 | 4,576 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,133,000 | 4,455 |
| Securities issued by states & political subdivisions | $4,319,000 | 3,307 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,544,000 | 3,506 |
| Mortgage-backed securities | $30,000 | 6,377 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,078 |
| Issued or guaranteed by U.S. | $30,000 | 6,056 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,764,000 | 1,373 |
| Available-for-sale securities (fair market value) | $9,688,000 | 5,552 |
| Total debt securities | $18,452,000 | 4,666 |
| 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 | $18,489,000 | 4,759 |
| U.S. Government securities | $14,265,000 | 4,608 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $14,265,000 | 4,482 |
| Securities issued by states & political subdivisions | $4,224,000 | 3,356 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,155,000 | 3,562 |
| Mortgage-backed securities | $31,000 | 6,399 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,094 |
| Issued or guaranteed by U.S. | $31,000 | 6,071 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,666,000 | 1,333 |
| Available-for-sale securities (fair market value) | $8,823,000 | 5,767 |
| Total debt securities | $18,489,000 | 4,710 |
| 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 | $16,789,000 | 5,057 |
| U.S. Government securities | $13,237,000 | 4,859 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,237,000 | 4,727 |
| Securities issued by states & political subdivisions | $3,552,000 | 3,559 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,309,000 | 3,739 |
| Mortgage-backed securities | $33,000 | 6,441 |
| Certificates of participation in pools of residential mortgages | $33,000 | 6,130 |
| Issued or guaranteed by U.S. | $33,000 | 6,101 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,990,000 | 1,431 |
| Available-for-sale securities (fair market value) | $7,799,000 | 6,002 |
| Total debt securities | $16,789,000 | 5,012 |
| 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 | $16,688,000 | 5,061 |
| U.S. Government securities | $12,894,000 | 4,922 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,894,000 | 4,786 |
| Securities issued by states & political subdivisions | $3,794,000 | 3,484 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,311,000 | 3,732 |
| Mortgage-backed securities | $34,000 | 6,485 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,175 |
| Issued or guaranteed by U.S. | $34,000 | 6,149 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,492,000 | 1,498 |
| Available-for-sale securities (fair market value) | $8,196,000 | 5,920 |
| Total debt securities | $16,688,000 | 5,007 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $16,497,000 | 5,138 |
| U.S. Government securities | $12,692,000 | 5,001 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,692,000 | 4,862 |
| Securities issued by states & political subdivisions | $3,805,000 | 3,486 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,206,000 | 3,761 |
| Mortgage-backed securities | $36,000 | 6,513 |
| Certificates of participation in pools of residential mortgages | $36,000 | 6,195 |
| Issued or guaranteed by U.S. | $36,000 | 6,173 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,494,000 | 1,623 |
| Available-for-sale securities (fair market value) | $9,003,000 | 5,799 |
| Total debt securities | $16,497,000 | 5,084 |
| 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 | $15,532,000 | 5,282 |
| U.S. Government securities | $11,718,000 | 5,186 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,718,000 | 5,040 |
| Securities issued by states & political subdivisions | $3,814,000 | 3,506 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,100,000 | 3,764 |
| Mortgage-backed securities | $39,000 | 6,575 |
| Certificates of participation in pools of residential mortgages | $39,000 | 6,243 |
| Issued or guaranteed by U.S. | $39,000 | 6,222 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,998,000 | 1,698 |
| Available-for-sale securities (fair market value) | $8,534,000 | 5,917 |
| Total debt securities | $15,531,000 | 5,232 |
| 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 | $15,754,000 | 5,252 |
| U.S. Government securities | $11,793,000 | 5,143 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,793,000 | 4,990 |
| Securities issued by states & political subdivisions | $3,961,000 | 3,430 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,620,000 | 3,648 |
| Mortgage-backed securities | $46,000 | 6,578 |
| Certificates of participation in pools of residential mortgages | $46,000 | 6,249 |
| Issued or guaranteed by U.S. | $46,000 | 6,231 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,504,000 | 1,658 |
| Available-for-sale securities (fair market value) | $8,250,000 | 5,988 |
| Total debt securities | $15,754,000 | 5,197 |
| 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 | $15,538,000 | 5,319 |
| U.S. Government securities | $11,563,000 | 5,244 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,563,000 | 5,091 |
| Securities issued by states & political subdivisions | $3,975,000 | 3,418 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,162,000 | 3,526 |
| Mortgage-backed securities | $50,000 | 6,608 |
| Certificates of participation in pools of residential mortgages | $50,000 | 6,286 |
| Issued or guaranteed by U.S. | $50,000 | 6,267 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,511,000 | 1,678 |
| Available-for-sale securities (fair market value) | $8,027,000 | 6,066 |
| Total debt securities | $15,538,000 | 5,266 |
| 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 | $14,984,000 | 5,477 |
| U.S. Government securities | $10,902,000 | 5,475 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,902,000 | 5,327 |
| Securities issued by states & political subdivisions | $4,082,000 | 3,359 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,831,000 | 3,609 |
| Mortgage-backed securities | $60,000 | 6,650 |
| Certificates of participation in pools of residential mortgages | $60,000 | 6,332 |
| Issued or guaranteed by U.S. | $60,000 | 6,314 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,267,000 | 1,720 |
| Available-for-sale securities (fair market value) | $7,717,000 | 6,174 |
| Total debt securities | $14,984,000 | 5,413 |
| 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 | $14,120,000 | 5,658 |
| U.S. Government securities | $10,013,000 | 5,687 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,013,000 | 5,523 |
| Securities issued by states & political subdivisions | $4,107,000 | 3,372 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,986,000 | 3,791 |
| Mortgage-backed securities | $67,000 | 6,682 |
| Certificates of participation in pools of residential mortgages | $67,000 | 6,349 |
| Issued or guaranteed by U.S. | $67,000 | 6,335 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,524,000 | 1,812 |
| Available-for-sale securities (fair market value) | $7,596,000 | 6,205 |
| Total debt securities | $14,120,000 | 5,584 |
| 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 | $12,976,000 | 5,883 |
| U.S. Government securities | $8,850,000 | 5,981 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,850,000 | 5,830 |
| Securities issued by states & political subdivisions | $4,126,000 | 3,380 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,054,000 | 3,741 |
| Mortgage-backed securities | $76,000 | 6,704 |
| Certificates of participation in pools of residential mortgages | $76,000 | 6,353 |
| Issued or guaranteed by U.S. | $76,000 | 6,339 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,325,000 | 1,868 |
| Available-for-sale securities (fair market value) | $6,651,000 | 6,472 |
| Total debt securities | $12,976,000 | 5,815 |
| 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 | $13,218,000 | 5,903 |
| U.S. Government securities | $9,111,000 | 5,983 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,111,000 | 5,825 |
| Securities issued by states & political subdivisions | $4,107,000 | 3,383 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,425,000 | 3,861 |
| Mortgage-backed securities | $89,000 | 6,736 |
| Certificates of participation in pools of residential mortgages | $89,000 | 6,377 |
| Issued or guaranteed by U.S. | $89,000 | 6,362 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,431,000 | 1,862 |
| Available-for-sale securities (fair market value) | $6,787,000 | 6,514 |
| Total debt securities | $13,218,000 | 5,830 |
| 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 | $11,592,000 | 6,231 |
| U.S. Government securities | $7,421,000 | 6,399 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,421,000 | 6,241 |
| Securities issued by states & political subdivisions | $4,171,000 | 3,372 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,775,000 | 3,980 |
| Mortgage-backed securities | $108,000 | 6,716 |
| Certificates of participation in pools of residential mortgages | $108,000 | 6,341 |
| Issued or guaranteed by U.S. | $108,000 | 6,319 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,047,000 | 1,888 |
| Available-for-sale securities (fair market value) | $5,545,000 | 6,805 |
| Total debt securities | $11,592,000 | 6,148 |
| 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 | $10,904,000 | 6,416 |
| U.S. Government securities | $6,753,000 | 6,673 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,753,000 | 6,507 |
| Securities issued by states & political subdivisions | $4,151,000 | 3,377 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,465,000 | 3,995 |
| Mortgage-backed securities | $117,000 | 6,734 |
| Certificates of participation in pools of residential mortgages | $117,000 | 6,369 |
| Issued or guaranteed by U.S. | $117,000 | 6,344 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,016,000 | 1,912 |
| Available-for-sale securities (fair market value) | $4,888,000 | 7,017 |
| Total debt securities | $10,904,000 | 6,329 |
| 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 | $12,432,000 | 6,026 |
| U.S. Government securities | $8,276,000 | 6,097 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,276,000 | 5,909 |
| Securities issued by states & political subdivisions | $4,156,000 | 3,375 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,647,000 | 3,609 |
| Mortgage-backed securities | $137,000 | 6,735 |
| Certificates of participation in pools of residential mortgages | $137,000 | 6,363 |
| Issued or guaranteed by U.S. | $137,000 | 6,335 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,521,000 | 1,856 |
| Available-for-sale securities (fair market value) | $5,911,000 | 6,743 |
| Total debt securities | $12,432,000 | 5,938 |
| 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 | $10,388,000 | 6,403 |
| U.S. Government securities | $6,026,000 | 6,715 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,026,000 | 6,542 |
| Securities issued by states & political subdivisions | $4,362,000 | 3,257 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,757,000 | 3,819 |
| Mortgage-backed securities | $194,000 | 6,693 |
| Certificates of participation in pools of residential mortgages | $194,000 | 6,277 |
| Issued or guaranteed by U.S. | $194,000 | 6,255 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,131,000 | 2,046 |
| Available-for-sale securities (fair market value) | $5,257,000 | 6,879 |
| Total debt securities | $10,388,000 | 6,301 |
| 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 | $11,577,000 | 6,188 |
| U.S. Government securities | $7,321,000 | 6,351 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,321,000 | 6,170 |
| Securities issued by states & political subdivisions | $4,256,000 | 3,216 |
| 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 | $6,860,000 | 3,792 |
| Mortgage-backed securities | $263,000 | 6,617 |
| Certificates of participation in pools of residential mortgages | $263,000 | 6,157 |
| Issued or guaranteed by U.S. | $263,000 | 6,139 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,305,000 | 2,072 |
| Available-for-sale securities (fair market value) | $6,272,000 | 6,630 |
| Total debt securities | $11,577,000 | 6,095 |
| 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 | $12,827,000 | 5,885 |
| U.S. Government securities | $8,220,000 | 6,099 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,220,000 | 5,895 |
| Securities issued by states & political subdivisions | $4,570,000 | 3,077 |
| Other domestic debt securities | $37,000 | 3,989 |
| 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 | $37,000 | 3,520 |
| 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 | $6,640,000 | 3,835 |
| Mortgage-backed securities | $407,000 | 6,455 |
| Certificates of participation in pools of residential mortgages | $317,000 | 6,056 |
| Issued or guaranteed by U.S. | $317,000 | 6,037 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $90,000 | 4,139 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 3,954 |
| 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) | $5,051,000 | 2,165 |
| Available-for-sale securities (fair market value) | $7,776,000 | 6,250 |
| Total debt securities | $12,827,000 | 5,792 |
| 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 | $8,664,000 | 6,845 |
| U.S. Government securities | $4,600,000 | 7,391 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,600,000 | 7,137 |
| Securities issued by states & political subdivisions | $3,962,000 | 3,268 |
| Other domestic debt securities | $102,000 | 3,925 |
| 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 | $102,000 | 3,395 |
| 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 | $6,413,000 | 3,855 |
| Mortgage-backed securities | $657,000 | 6,187 |
| Certificates of participation in pools of residential mortgages | $499,000 | 5,716 |
| Issued or guaranteed by U.S. | $499,000 | 5,695 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $158,000 | 4,169 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 3,984 |
| 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) | $2,471,000 | 2,991 |
| Available-for-sale securities (fair market value) | $6,193,000 | 6,623 |
| Total debt securities | $8,664,000 | 6,740 |
| 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 | $8,385,000 | 7,256 |
| U.S. Government securities | $4,997,000 | 7,754 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,997,000 | 7,408 |
| Securities issued by states & political subdivisions | $2,879,000 | 3,780 |
| Other domestic debt securities | $179,000 | 3,484 |
| 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 | $179,000 | 3,049 |
| Foreign debt securities | NA | NA |
| Equity securities | $330,000 | 4,775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,594,000 | 4,032 |
| Mortgage-backed securities | $883,000 | 5,656 |
| Certificates of participation in pools of residential mortgages | $698,000 | 5,148 |
| Issued or guaranteed by U.S. | $698,000 | 5,134 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $185,000 | 3,797 |
| CMOs issued by government agencies or sponsored agencies | $185,000 | 3,616 |
| 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) | $1,019,000 | 4,438 |
| Available-for-sale securities (fair market value) | $7,366,000 | 6,459 |
| Total debt securities | $8,055,000 | 7,232 |
| 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 | $8,219,000 | 7,577 |
| U.S. Government securities | $4,214,000 | 8,400 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,214,000 | 7,884 |
| Securities issued by states & political subdivisions | $3,454,000 | 3,643 |
| Other domestic debt securities | $285,000 | 3,162 |
| 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 | $285,000 | 2,692 |
| Foreign debt securities | NA | NA |
| Equity securities | $266,000 | 5,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,584,000 | 4,402 |
| Mortgage-backed securities | $1,177,000 | 5,690 |
| Certificates of participation in pools of residential mortgages | $899,000 | 5,163 |
| Issued or guaranteed by U.S. | $899,000 | 5,152 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $278,000 | 3,855 |
| CMOs issued by government agencies or sponsored agencies | $278,000 | 3,683 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,078,000 | 4,788 |
| Available-for-sale securities (fair market value) | $7,141,000 | 6,717 |
| Total debt securities | $7,953,000 | 7,535 |
| 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 | $7,367,000 | 7,899 |
| U.S. Government securities | $3,394,000 | 8,798 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,394,000 | 7,994 |
| Securities issued by states & political subdivisions | $3,606,000 | 3,609 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $367,000 | 4,214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,131,000 | 4,220 |
| Mortgage-backed securities | $1,529,000 | 5,646 |
| Certificates of participation in pools of residential mortgages | $1,183,000 | 5,060 |
| Issued or guaranteed by U.S. | $1,183,000 | 5,044 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $346,000 | 4,010 |
| CMOs issued by government agencies or sponsored agencies | $346,000 | 3,851 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,411,000 | 4,505 |
| Available-for-sale securities (fair market value) | $4,956,000 | 7,379 |
| Total debt securities | $7,000,000 | 7,897 |
| 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 | $6,003,000 | 8,818 |
| U.S. Government securities | $3,007,000 | 9,560 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $3,007,000 | 8,432 |
| Securities issued by states & political subdivisions | $2,895,000 | 3,904 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $101,000 | 6,390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,675,000 | 4,663 |
| Mortgage-backed securities | $737,000 | 6,649 |
| Certificates of participation in pools of residential mortgages | $737,000 | 5,768 |
| Issued or guaranteed by U.S. | $737,000 | 5,749 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,968,000 | 4,584 |
| Available-for-sale securities (fair market value) | $2,035,000 | 8,715 |
| Total debt securities | $5,902,000 | 8,724 |
| 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 | $6,082,000 | 9,342 |
| U.S. Government securities | $3,409,000 | 9,937 |
| U.S. Treasury securities | $250,000 | 8,476 |
| U.S. Government agency obligations | $3,159,000 | 8,703 |
| Securities issued by states & political subdivisions | $2,572,000 | 4,283 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $101,000 | 6,326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,358,000 | 4,437 |
| Mortgage-backed securities | $913,000 | 6,986 |
| Certificates of participation in pools of residential mortgages | $913,000 | 5,960 |
| Issued or guaranteed by U.S. | $913,000 | 5,945 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,234,000 | 4,586 |
| Available-for-sale securities (fair market value) | $848,000 | 9,593 |
| Total debt securities | $5,981,000 | 9,276 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $5,633,000 | 9,928 |
| U.S. Government securities | $3,347,000 | 10,401 |
| U.S. Treasury securities | $253,000 | 9,850 |
| U.S. Government agency obligations | $3,094,000 | 8,912 |
| Securities issued by states & political subdivisions | $2,185,000 | 4,705 |
| 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 | $101,000 | 6,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,592,000 | 5,519 |
| Mortgage-backed securities | $589,000 | 7,846 |
| Certificates of participation in pools of residential mortgages | $589,000 | 6,803 |
| Issued or guaranteed by U.S. | $589,000 | 6,771 |
| 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) | $4,531,000 | 5,217 |
| Available-for-sale securities (fair market value) | $1,102,000 | 9,895 |
| Total debt securities | $5,532,000 | 9,870 |
| Structured notes | ||
| Amortized cost | $500,000 | 3,409 |
| Fair value | $500,000 | 3,443 |
| 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 | $4,094,000 | 11,221 |
| U.S. Government securities | $2,562,000 | 11,483 |
| U.S. Treasury securities | $256,000 | 10,837 |
| U.S. Government agency obligations | $2,306,000 | 9,644 |
| Securities issued by states & political subdivisions | $1,431,000 | 5,936 |
| 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 | $101,000 | 5,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $633,000 | 9,003 |
| Mortgage-backed securities | $102,000 | 9,590 |
| Certificates of participation in pools of residential mortgages | $102,000 | 8,803 |
| Issued or guaranteed by U.S. | $102,000 | 8,774 |
| 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) | $3,046,000 | 9,286 |
| Available-for-sale securities (fair market value) | $1,048,000 | 9,611 |
| Total debt securities | $3,993,000 | 11,162 |
| 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 | $7,382,000 | 10,136 |
| U.S. Government securities | $7,002,000 | 9,422 |
| U.S. Treasury securities | $258,000 | 11,256 |
| U.S. Government agency obligations | $6,744,000 | 6,943 |
| Securities issued by states & political subdivisions | $289,000 | 8,515 |
| 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 | $91,000 | 5,811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $507,000 | 9,442 |
| Mortgage-backed securities | $194,000 | 9,967 |
| Certificates of participation in pools of residential mortgages | $194,000 | 9,041 |
| Issued or guaranteed by U.S. | $194,000 | 8,987 |
| 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 | $7,291,000 | 10,044 |
| 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 | $7,981,000 | 10,043 |
| U.S. Government securities | $7,890,000 | 9,064 |
| U.S. Treasury securities | $1,020,000 | 10,231 |
| U.S. Government agency obligations | $6,870,000 | 6,893 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $91,000 | 5,318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $515,000 | 9,647 |
| Mortgage-backed securities | $300,000 | 10,219 |
| Certificates of participation in pools of residential mortgages | $300,000 | 9,146 |
| Issued or guaranteed by U.S. | $300,000 | 9,076 |
| 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 | $7,890,000 | 9,954 |
| 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 |