Home > TrailWest Bank > Securities
TrailWest Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $52,328,000 | 2,544 |
| U.S. Government securities | $19,163,000 | 3,004 |
| U.S. Treasury securities | $16,288,000 | 1,037 |
| U.S. Government agency obligations | $2,875,000 | 3,876 |
| Securities issued by states & political subdivisions | $9,543,000 | 2,496 |
| Other domestic debt securities | $23,622,000 | 660 |
| 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 | $23,622,000 | 360 |
| 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 | $503,000 | 3,841 |
| Mortgage-backed securities | $145,000 | 3,699 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $145,000 | 3,513 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $45,427,000 | 570 |
| Available-for-sale securities (fair market value) | $6,901,000 | 3,892 |
| Total debt securities | $52,328,000 | 2,529 |
| Structured notes | ||
| Amortized cost | $979,000 | 881 |
| Fair value | $755,000 | 894 |
| 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 | $61,007,000 | 2,329 |
| U.S. Government securities | $27,543,000 | 2,564 |
| U.S. Treasury securities | $24,659,000 | 831 |
| U.S. Government agency obligations | $2,884,000 | 3,897 |
| Securities issued by states & political subdivisions | $9,487,000 | 2,493 |
| Other domestic debt securities | $23,977,000 | 649 |
| 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 | $23,977,000 | 355 |
| 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 | $504,000 | 3,852 |
| Mortgage-backed securities | $154,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $154,000 | 3,529 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $54,377,000 | 531 |
| Available-for-sale securities (fair market value) | $6,630,000 | 3,905 |
| Total debt securities | $61,008,000 | 2,313 |
| Structured notes | ||
| Amortized cost | $978,000 | 905 |
| Fair value | $728,000 | 915 |
| 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 | $63,808,000 | 2,328 |
| U.S. Government securities | $29,910,000 | 2,513 |
| U.S. Treasury securities | $27,013,000 | 787 |
| U.S. Government agency obligations | $2,897,000 | 3,927 |
| Securities issued by states & political subdivisions | $9,323,000 | 2,563 |
| Other domestic debt securities | $24,575,000 | 640 |
| 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 | $24,575,000 | 349 |
| 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 | $505,000 | 3,850 |
| Mortgage-backed securities | $167,000 | 3,725 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $167,000 | 3,531 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $57,037,000 | 522 |
| Available-for-sale securities (fair market value) | $6,771,000 | 3,933 |
| Total debt securities | $63,808,000 | 2,313 |
| Structured notes | ||
| Amortized cost | $978,000 | 951 |
| Fair value | $735,000 | 966 |
| 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 | $65,952,000 | 2,370 |
| U.S. Government securities | $32,272,000 | 2,513 |
| U.S. Treasury securities | $29,362,000 | 788 |
| U.S. Government agency obligations | $2,910,000 | 3,942 |
| Securities issued by states & political subdivisions | $8,005,000 | 2,732 |
| Other domestic debt securities | $25,675,000 | 656 |
| 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 | $25,675,000 | 360 |
| 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 | $505,000 | 3,861 |
| Mortgage-backed securities | $180,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $180,000 | 3,573 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $59,070,000 | 533 |
| Available-for-sale securities (fair market value) | $6,882,000 | 3,990 |
| Total debt securities | $65,951,000 | 2,352 |
| Structured notes | ||
| Amortized cost | $977,000 | 984 |
| Fair value | $758,000 | 994 |
| 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 | $66,141,000 | 2,407 |
| U.S. Government securities | $32,139,000 | 2,519 |
| U.S. Treasury securities | $29,212,000 | 839 |
| U.S. Government agency obligations | $2,927,000 | 3,952 |
| Securities issued by states & political subdivisions | $7,995,000 | 2,769 |
| Other domestic debt securities | $26,007,000 | 660 |
| 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 | $26,007,000 | 367 |
| 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 | $506,000 | 3,820 |
| Mortgage-backed securities | $197,000 | 3,804 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $197,000 | 3,599 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $59,436,000 | 539 |
| Available-for-sale securities (fair market value) | $6,705,000 | 4,025 |
| Total debt securities | $66,141,000 | 2,389 |
| Structured notes | ||
| Amortized cost | $977,000 | 1,012 |
| Fair value | $703,000 | 1,030 |
| 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 | $56,011,000 | 2,605 |
| U.S. Government securities | $20,806,000 | 3,092 |
| U.S. Treasury securities | $19,593,000 | 1,100 |
| U.S. Government agency obligations | $1,213,000 | 4,168 |
| Securities issued by states & political subdivisions | $8,201,000 | 2,771 |
| Other domestic debt securities | $27,004,000 | 621 |
| 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 | $27,004,000 | 352 |
| 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 | $507,000 | 3,838 |
| Mortgage-backed securities | $213,000 | 3,818 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $213,000 | 3,612 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $48,829,000 | 588 |
| Available-for-sale securities (fair market value) | $7,182,000 | 4,042 |
| Total debt securities | $56,010,000 | 2,587 |
| Structured notes | ||
| Amortized cost | $976,000 | 999 |
| Fair value | $742,000 | 1,007 |
| 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 | $53,404,000 | 2,697 |
| U.S. Government securities | $19,760,000 | 3,167 |
| U.S. Treasury securities | $19,524,000 | 1,096 |
| U.S. Government agency obligations | $236,000 | 4,355 |
| Securities issued by states & political subdivisions | $8,349,000 | 2,808 |
| Other domestic debt securities | $25,295,000 | 612 |
| 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 | $25,295,000 | 379 |
| 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 | $508,000 | 3,871 |
| Mortgage-backed securities | $236,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $236,000 | 3,701 |
| Issued or guaranteed by U.S. | $236,000 | 3,623 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $45,970,000 | 540 |
| Available-for-sale securities (fair market value) | $7,434,000 | 4,062 |
| Total debt securities | $53,404,000 | 2,684 |
| Structured notes | ||
| Amortized cost | $976,000 | 978 |
| Fair value | $798,000 | 985 |
| 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 | $33,736,000 | 3,243 |
| U.S. Government securities | $261,000 | 4,515 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $261,000 | 4,349 |
| Securities issued by states & political subdivisions | $7,765,000 | 2,867 |
| Other domestic debt securities | $25,710,000 | 588 |
| 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 | $25,710,000 | 364 |
| 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 | $509,000 | 3,888 |
| Mortgage-backed securities | $261,000 | 3,866 |
| Certificates of participation in pools of residential mortgages | $261,000 | 3,710 |
| Issued or guaranteed by U.S. | $261,000 | 3,641 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $25,818,000 | 626 |
| Available-for-sale securities (fair market value) | $7,918,000 | 4,015 |
| Total debt securities | $33,732,000 | 3,224 |
| Structured notes | ||
| Amortized cost | $975,000 | 866 |
| Fair value | $886,000 | 868 |
| 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 | $33,476,000 | 3,181 |
| U.S. Government securities | $282,000 | 4,497 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $282,000 | 4,356 |
| Securities issued by states & political subdivisions | $7,864,000 | 2,898 |
| Other domestic debt securities | $25,330,000 | 570 |
| 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 | $25,330,000 | 342 |
| 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 | $510,000 | 3,918 |
| Mortgage-backed securities | $282,000 | 3,877 |
| Certificates of participation in pools of residential mortgages | $282,000 | 3,718 |
| Issued or guaranteed by U.S. | $282,000 | 3,638 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $24,876,000 | 534 |
| Available-for-sale securities (fair market value) | $8,600,000 | 3,983 |
| Total debt securities | $33,475,000 | 3,161 |
| Structured notes | ||
| Amortized cost | $975,000 | 766 |
| Fair value | $968,000 | 754 |
| 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 | $32,189,000 | 3,179 |
| U.S. Government securities | $1,317,000 | 4,380 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,317,000 | 4,226 |
| Securities issued by states & political subdivisions | $7,868,000 | 2,891 |
| Other domestic debt securities | $23,004,000 | 577 |
| 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 | $23,004,000 | 351 |
| 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 | $511,000 | 3,947 |
| Mortgage-backed securities | $317,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $317,000 | 3,752 |
| Issued or guaranteed by U.S. | $317,000 | 3,675 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $23,465,000 | 517 |
| Available-for-sale securities (fair market value) | $8,724,000 | 3,978 |
| Total debt securities | $32,180,000 | 3,159 |
| Structured notes | ||
| Amortized cost | $975,000 | 682 |
| Fair value | $972,000 | 676 |
| 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 | $28,502,000 | 3,248 |
| U.S. Government securities | $1,341,000 | 4,406 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,341,000 | 4,260 |
| Securities issued by states & political subdivisions | $8,560,000 | 2,808 |
| Other domestic debt securities | $18,601,000 | 618 |
| 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 | $18,601,000 | 384 |
| 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 | $511,000 | 3,975 |
| Mortgage-backed securities | $341,000 | 3,930 |
| Certificates of participation in pools of residential mortgages | $341,000 | 3,754 |
| Issued or guaranteed by U.S. | $341,000 | 3,672 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $20,801,000 | 518 |
| Available-for-sale securities (fair market value) | $7,701,000 | 4,052 |
| Total debt securities | $28,502,000 | 3,227 |
| Structured notes | ||
| Amortized cost | $504,000 | 659 |
| Fair value | $501,000 | 664 |
| 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 | $26,995,000 | 3,226 |
| U.S. Government securities | $1,365,000 | 4,372 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,365,000 | 4,239 |
| Securities issued by states & political subdivisions | $8,547,000 | 2,774 |
| Other domestic debt securities | $17,083,000 | 623 |
| 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 | $17,083,000 | 387 |
| 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 | $512,000 | 3,997 |
| Mortgage-backed securities | $365,000 | 3,919 |
| Certificates of participation in pools of residential mortgages | $365,000 | 3,741 |
| Issued or guaranteed by U.S. | $365,000 | 3,658 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $20,824,000 | 491 |
| Available-for-sale securities (fair market value) | $6,171,000 | 4,088 |
| Total debt securities | $26,995,000 | 3,204 |
| 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 | $23,778,000 | 3,239 |
| U.S. Government securities | $1,401,000 | 4,318 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,401,000 | 4,190 |
| Securities issued by states & political subdivisions | $8,582,000 | 2,754 |
| Other domestic debt securities | $13,795,000 | 655 |
| 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 | $13,795,000 | 422 |
| 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 | $513,000 | 4,017 |
| Mortgage-backed securities | $401,000 | 3,911 |
| Certificates of participation in pools of residential mortgages | $401,000 | 3,722 |
| Issued or guaranteed by U.S. | $401,000 | 3,645 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $16,464,000 | 535 |
| Available-for-sale securities (fair market value) | $7,314,000 | 3,992 |
| Total debt securities | $23,779,000 | 3,219 |
| Structured notes | ||
| Amortized cost | $491,000 | 293 |
| Fair value | $500,000 | 269 |
| 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 | $23,727,000 | 3,171 |
| U.S. Government securities | $2,459,000 | 4,177 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,459,000 | 4,031 |
| Securities issued by states & political subdivisions | $8,571,000 | 2,627 |
| Other domestic debt securities | $12,697,000 | 664 |
| 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 | $12,697,000 | 434 |
| 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 | $514,000 | 4,034 |
| Mortgage-backed securities | $459,000 | 3,904 |
| Certificates of participation in pools of residential mortgages | $459,000 | 3,701 |
| Issued or guaranteed by U.S. | $459,000 | 3,623 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $18,026,000 | 492 |
| Available-for-sale securities (fair market value) | $5,701,000 | 4,081 |
| Total debt securities | $23,726,000 | 3,150 |
| Structured notes | ||
| Amortized cost | $490,000 | 286 |
| Fair value | $501,000 | 266 |
| 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 | $23,263,000 | 3,164 |
| U.S. Government securities | $2,507,000 | 4,195 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,507,000 | 4,042 |
| Securities issued by states & political subdivisions | $9,157,000 | 2,500 |
| Other domestic debt securities | $11,599,000 | 654 |
| 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 | $11,599,000 | 429 |
| 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 | $515,000 | 4,082 |
| Mortgage-backed securities | $507,000 | 3,908 |
| Certificates of participation in pools of residential mortgages | $507,000 | 3,685 |
| Issued or guaranteed by U.S. | $507,000 | 3,608 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $18,923,000 | 481 |
| Available-for-sale securities (fair market value) | $4,340,000 | 4,214 |
| Total debt securities | $23,264,000 | 3,144 |
| Structured notes | ||
| Amortized cost | $490,000 | 322 |
| Fair value | $493,000 | 317 |
| 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 | $21,850,000 | 3,200 |
| U.S. Government securities | $2,574,000 | 4,242 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,574,000 | 4,091 |
| Securities issued by states & political subdivisions | $8,938,000 | 2,432 |
| Other domestic debt securities | $10,338,000 | 675 |
| 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 | $10,338,000 | 429 |
| 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 | $515,000 | 4,121 |
| Mortgage-backed securities | $574,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | $574,000 | 3,686 |
| Issued or guaranteed by U.S. | $574,000 | 3,592 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $18,993,000 | 487 |
| Available-for-sale securities (fair market value) | $2,857,000 | 4,382 |
| Total debt securities | $21,852,000 | 3,179 |
| 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 | $21,656,000 | 3,268 |
| U.S. Government securities | $2,665,000 | 4,323 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,665,000 | 4,151 |
| Securities issued by states & political subdivisions | $8,987,000 | 2,403 |
| Other domestic debt securities | $10,004,000 | 657 |
| 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 | $10,004,000 | 421 |
| 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 | $516,000 | 4,189 |
| Mortgage-backed securities | $665,000 | 3,896 |
| Certificates of participation in pools of residential mortgages | $665,000 | 3,654 |
| Issued or guaranteed by U.S. | $665,000 | 3,569 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $19,088,000 | 520 |
| Available-for-sale securities (fair market value) | $2,568,000 | 4,474 |
| Total debt securities | $21,658,000 | 3,244 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $20,738,000 | 3,344 |
| U.S. Government securities | $2,734,000 | 4,392 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,734,000 | 4,230 |
| Securities issued by states & political subdivisions | $9,001,000 | 2,418 |
| Other domestic debt securities | $9,003,000 | 686 |
| 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 | $9,003,000 | 447 |
| 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 | $517,000 | 4,250 |
| Mortgage-backed securities | $734,000 | 3,913 |
| Certificates of participation in pools of residential mortgages | $734,000 | 3,660 |
| Issued or guaranteed by U.S. | $734,000 | 3,571 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $19,166,000 | 549 |
| Available-for-sale securities (fair market value) | $1,572,000 | 4,658 |
| Total debt securities | $20,739,000 | 3,322 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $21,962,000 | 3,336 |
| U.S. Government securities | $3,795,000 | 4,281 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,795,000 | 4,117 |
| Securities issued by states & political subdivisions | $9,167,000 | 2,450 |
| Other domestic debt securities | $9,000,000 | 662 |
| 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 | $9,000,000 | 453 |
| 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 | $518,000 | 4,291 |
| Mortgage-backed securities | $795,000 | 3,904 |
| Certificates of participation in pools of residential mortgages | $795,000 | 3,647 |
| Issued or guaranteed by U.S. | $795,000 | 3,570 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $19,959,000 | 561 |
| Available-for-sale securities (fair market value) | $2,003,000 | 4,649 |
| Total debt securities | $21,962,000 | 3,312 |
| 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 | $21,639,000 | 3,400 |
| U.S. Government securities | $2,845,000 | 4,497 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,845,000 | 4,327 |
| Securities issued by states & political subdivisions | $9,307,000 | 2,508 |
| Other domestic debt securities | $9,487,000 | 645 |
| 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 | $9,487,000 | 439 |
| 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 | $500,000 | 4,348 |
| Mortgage-backed securities | $845,000 | 3,931 |
| Certificates of participation in pools of residential mortgages | $845,000 | 3,655 |
| Issued or guaranteed by U.S. | $845,000 | 3,571 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $21,139,000 | 567 |
| Available-for-sale securities (fair market value) | $500,000 | 4,857 |
| Total debt securities | $21,639,000 | 3,380 |
| 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 | $21,242,000 | 3,463 |
| U.S. Government securities | $2,920,000 | 4,521 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,920,000 | 4,351 |
| Securities issued by states & political subdivisions | $9,333,000 | 2,581 |
| Other domestic debt securities | $8,989,000 | 645 |
| 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 | $8,989,000 | 449 |
| 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 | $519,000 | 4,387 |
| Mortgage-backed securities | $920,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $920,000 | 3,643 |
| Issued or guaranteed by U.S. | $920,000 | 3,568 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $21,242,000 | 605 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $21,240,000 | 3,444 |
| 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 | $21,339,000 | 3,495 |
| U.S. Government securities | $3,005,000 | 4,565 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,005,000 | 4,402 |
| Securities issued by states & political subdivisions | $9,344,000 | 2,597 |
| Other domestic debt securities | $8,990,000 | 614 |
| 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 | $8,990,000 | 440 |
| 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 | $500,000 | 4,458 |
| Mortgage-backed securities | $1,005,000 | 3,937 |
| Certificates of participation in pools of residential mortgages | $1,005,000 | 3,650 |
| Issued or guaranteed by U.S. | $1,005,000 | 3,621 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $21,339,000 | 606 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $21,339,000 | 3,473 |
| 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 | $26,051,000 | 3,247 |
| U.S. Government securities | $5,185,000 | 4,267 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,185,000 | 4,114 |
| Securities issued by states & political subdivisions | $11,374,000 | 2,427 |
| Other domestic debt securities | $9,492,000 | 689 |
| 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 | $9,492,000 | 436 |
| 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 | $2,159,000 | 4,060 |
| Mortgage-backed securities | $3,185,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $3,185,000 | 3,080 |
| Issued or guaranteed by U.S. | $3,185,000 | 2,924 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $26,051,000 | 545 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $26,052,000 | 3,227 |
| 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 | $26,325,000 | 3,260 |
| U.S. Government securities | $5,443,000 | 4,299 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,443,000 | 4,152 |
| Securities issued by states & political subdivisions | $11,396,000 | 2,448 |
| Other domestic debt securities | $9,486,000 | 600 |
| 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 | $9,486,000 | 440 |
| 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 | $2,304,000 | 4,085 |
| Mortgage-backed securities | $3,443,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | $3,443,000 | 3,079 |
| Issued or guaranteed by U.S. | $3,443,000 | 3,073 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| 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) | $26,325,000 | 564 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $26,323,000 | 3,238 |
| 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 | $25,687,000 | 3,363 |
| U.S. Government securities | $5,619,000 | 4,324 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,619,000 | 4,184 |
| Securities issued by states & political subdivisions | $10,566,000 | 2,602 |
| Other domestic debt securities | $9,502,000 | 598 |
| 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 | $9,502,000 | 436 |
| 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 | $2,412,000 | 4,116 |
| Mortgage-backed securities | $3,619,000 | 3,514 |
| Certificates of participation in pools of residential mortgages | $3,619,000 | 3,078 |
| Issued or guaranteed by U.S. | $3,619,000 | 3,075 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| 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) | $25,687,000 | 575 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $25,688,000 | 3,335 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $25,665,000 | 3,393 |
| U.S. Government securities | $5,845,000 | 4,357 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,845,000 | 4,220 |
| Securities issued by states & political subdivisions | $10,315,000 | 2,669 |
| Other domestic debt securities | $9,505,000 | 600 |
| 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 | $9,505,000 | 447 |
| 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 | $2,515,000 | 4,144 |
| Mortgage-backed securities | $3,845,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $3,844,000 | 3,091 |
| Issued or guaranteed by U.S. | $3,844,000 | 3,089 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,000 | 1,463 |
| Commercial mortgage pass-through securities | $1,000 | 1,046 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $25,665,000 | 601 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $25,664,000 | 3,369 |
| 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 | $26,664,000 | 3,390 |
| U.S. Government securities | $6,103,000 | 4,356 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,103,000 | 4,228 |
| Securities issued by states & political subdivisions | $11,052,000 | 2,612 |
| Other domestic debt securities | $9,509,000 | 616 |
| 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 | $9,509,000 | 461 |
| 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 | $2,711,000 | 4,138 |
| Mortgage-backed securities | $4,103,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $4,100,000 | 3,072 |
| Issued or guaranteed by U.S. | $4,100,000 | 3,070 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $3,000 | 1,416 |
| Commercial mortgage pass-through securities | $3,000 | 1,015 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $26,664,000 | 597 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $26,664,000 | 3,368 |
| 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 | $29,376,000 | 3,256 |
| U.S. Government securities | $6,400,000 | 4,370 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,400,000 | 4,235 |
| Securities issued by states & political subdivisions | $11,084,000 | 2,628 |
| Other domestic debt securities | $9,493,000 | 625 |
| 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 | $9,493,000 | 461 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,399,000 | 340 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,748,000 | 4,173 |
| Mortgage-backed securities | $4,400,000 | 3,509 |
| Certificates of participation in pools of residential mortgages | $4,396,000 | 3,073 |
| Issued or guaranteed by U.S. | $4,396,000 | 3,070 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $4,000 | 1,386 |
| Commercial mortgage pass-through securities | $4,000 | 973 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $26,977,000 | 608 |
| Available-for-sale securities (fair market value) | $2,399,000 | 5,098 |
| Total debt securities | $26,977,000 | 3,367 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $29,383,000 | 3,241 |
| U.S. Government securities | $6,745,000 | 4,308 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,745,000 | 4,168 |
| Securities issued by states & political subdivisions | $10,721,000 | 2,699 |
| Other domestic debt securities | $9,518,000 | 616 |
| 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 | $9,518,000 | 447 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $2,399,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,026,000 | 4,127 |
| Mortgage-backed securities | $4,745,000 | 3,459 |
| Certificates of participation in pools of residential mortgages | $4,738,000 | 3,017 |
| Issued or guaranteed by U.S. | $4,738,000 | 3,011 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $7,000 | 1,334 |
| Commercial mortgage pass-through securities | $7,000 | 938 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $26,984,000 | 609 |
| Available-for-sale securities (fair market value) | $2,399,000 | 5,121 |
| Total debt securities | $26,985,000 | 3,373 |
| 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 | $28,508,000 | 3,292 |
| U.S. Government securities | $7,092,000 | 4,272 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,092,000 | 4,158 |
| Securities issued by states & political subdivisions | $10,525,000 | 2,736 |
| Other domestic debt securities | $8,455,000 | 655 |
| 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 | $8,455,000 | 487 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,436,000 | 352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,169,000 | 4,134 |
| Mortgage-backed securities | $5,092,000 | 3,437 |
| Certificates of participation in pools of residential mortgages | $5,082,000 | 2,978 |
| Issued or guaranteed by U.S. | $5,082,000 | 2,977 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $10,000 | 1,272 |
| Commercial mortgage pass-through securities | $10,000 | 864 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $26,072,000 | 629 |
| Available-for-sale securities (fair market value) | $2,436,000 | 5,172 |
| Total debt securities | $26,063,000 | 3,437 |
| 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 | $29,874,000 | 3,293 |
| U.S. Government securities | $8,468,000 | 4,149 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,468,000 | 4,029 |
| Securities issued by states & political subdivisions | $10,524,000 | 2,740 |
| Other domestic debt securities | $8,451,000 | 667 |
| 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 | $8,451,000 | 490 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,431,000 | 359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,363,000 | 4,179 |
| Mortgage-backed securities | $5,468,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | $5,455,000 | 2,965 |
| Issued or guaranteed by U.S. | $5,455,000 | 2,963 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $13,000 | 1,204 |
| Commercial mortgage pass-through securities | $13,000 | 821 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $27,443,000 | 623 |
| Available-for-sale securities (fair market value) | $2,431,000 | 5,243 |
| Total debt securities | $27,443,000 | 3,410 |
| 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 | $32,584,000 | 3,202 |
| U.S. Government securities | $9,823,000 | 4,076 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $9,823,000 | 3,956 |
| Securities issued by states & political subdivisions | $11,877,000 | 2,569 |
| Other domestic debt securities | $8,453,000 | 661 |
| 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 | $8,453,000 | 490 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,431,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,543,000 | 4,187 |
| Mortgage-backed securities | $5,823,000 | 3,354 |
| Certificates of participation in pools of residential mortgages | $5,807,000 | 2,914 |
| Issued or guaranteed by U.S. | $5,807,000 | 2,914 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $16,000 | 1,185 |
| Commercial mortgage pass-through securities | $16,000 | 806 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $30,153,000 | 590 |
| Available-for-sale securities (fair market value) | $2,431,000 | 5,308 |
| Total debt securities | $30,153,000 | 3,305 |
| 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 | $33,981,000 | 3,146 |
| U.S. Government securities | $11,151,000 | 3,941 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,151,000 | 3,801 |
| Securities issued by states & political subdivisions | $11,951,000 | 2,578 |
| Other domestic debt securities | $8,455,000 | 650 |
| 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 | $8,455,000 | 471 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,424,000 | 366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,705,000 | 4,190 |
| Mortgage-backed securities | $6,151,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | $6,131,000 | 2,854 |
| Issued or guaranteed by U.S. | $6,131,000 | 2,852 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $20,000 | 1,136 |
| Commercial mortgage pass-through securities | $20,000 | 777 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $31,557,000 | 589 |
| Available-for-sale securities (fair market value) | $2,424,000 | 5,353 |
| Total debt securities | $31,557,000 | 3,254 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 988 |
| Fair value | $991,000 | 1,080 |
| 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 | $35,384,000 | 3,107 |
| U.S. Government securities | $12,521,000 | 3,874 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $12,521,000 | 3,749 |
| Securities issued by states & political subdivisions | $11,959,000 | 2,585 |
| Other domestic debt securities | $8,456,000 | 656 |
| 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 | $8,456,000 | 473 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,448,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,878,000 | 4,199 |
| Mortgage-backed securities | $6,521,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $6,497,000 | 2,830 |
| Issued or guaranteed by U.S. | $6,497,000 | 2,828 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $24,000 | 1,087 |
| Commercial mortgage pass-through securities | $24,000 | 747 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $32,936,000 | 576 |
| Available-for-sale securities (fair market value) | $2,448,000 | 5,427 |
| Total debt securities | $32,936,000 | 3,212 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 822 |
| Fair value | $1,998,000 | 860 |
| 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 | $36,347,000 | 3,109 |
| U.S. Government securities | $12,951,000 | 3,931 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $12,951,000 | 3,808 |
| Securities issued by states & political subdivisions | $12,497,000 | 2,546 |
| Other domestic debt securities | $8,458,000 | 645 |
| 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 | $8,458,000 | 454 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,441,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,897,000 | 4,251 |
| Mortgage-backed securities | $6,951,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $6,924,000 | 2,844 |
| Issued or guaranteed by U.S. | $6,924,000 | 2,842 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $27,000 | 1,044 |
| Commercial mortgage pass-through securities | $27,000 | 708 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $33,906,000 | 577 |
| Available-for-sale securities (fair market value) | $2,441,000 | 5,495 |
| Total debt securities | $33,906,000 | 3,228 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 930 |
| Fair value | $1,961,000 | 1,017 |
| 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 | $36,818,000 | 3,133 |
| U.S. Government securities | $13,388,000 | 3,964 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,388,000 | 3,843 |
| Securities issued by states & political subdivisions | $12,507,000 | 2,522 |
| Other domestic debt securities | $8,460,000 | 638 |
| 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 | $8,460,000 | 454 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,463,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,034,000 | 4,270 |
| Mortgage-backed securities | $7,388,000 | 3,327 |
| Certificates of participation in pools of residential mortgages | $7,355,000 | 2,827 |
| Issued or guaranteed by U.S. | $7,355,000 | 2,826 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $33,000 | 1,024 |
| Commercial mortgage pass-through securities | $33,000 | 690 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $34,355,000 | 570 |
| Available-for-sale securities (fair market value) | $2,463,000 | 5,548 |
| Total debt securities | $34,354,000 | 3,246 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 987 |
| Fair value | $1,997,000 | 1,056 |
| 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 | $38,195,000 | 3,100 |
| U.S. Government securities | $14,682,000 | 3,856 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,682,000 | 3,733 |
| Securities issued by states & political subdivisions | $12,599,000 | 2,533 |
| Other domestic debt securities | $8,461,000 | 638 |
| 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 | $8,461,000 | 452 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,453,000 | 368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,155,000 | 4,321 |
| Mortgage-backed securities | $7,682,000 | 3,331 |
| Certificates of participation in pools of residential mortgages | $7,644,000 | 2,838 |
| Issued or guaranteed by U.S. | $7,644,000 | 2,837 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $38,000 | 1,004 |
| Commercial mortgage pass-through securities | $38,000 | 696 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $35,742,000 | 552 |
| Available-for-sale securities (fair market value) | $2,453,000 | 5,641 |
| Total debt securities | $35,740,000 | 3,206 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,057 |
| Fair value | $1,976,000 | 1,127 |
| 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 | $40,835,000 | 3,020 |
| U.S. Government securities | $15,133,000 | 3,914 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $15,133,000 | 3,790 |
| Securities issued by states & political subdivisions | $12,343,000 | 2,569 |
| Other domestic debt securities | $8,462,000 | 665 |
| 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 | $8,462,000 | 460 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $4,897,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,360,000 | 4,310 |
| Mortgage-backed securities | $8,133,000 | 3,369 |
| Certificates of participation in pools of residential mortgages | $8,089,000 | 2,860 |
| Issued or guaranteed by U.S. | $8,089,000 | 2,857 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $44,000 | 971 |
| Commercial mortgage pass-through securities | $44,000 | 686 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $35,938,000 | 555 |
| Available-for-sale securities (fair market value) | $4,897,000 | 5,476 |
| Total debt securities | $35,938,000 | 3,277 |
| 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 | $41,340,000 | 3,037 |
| U.S. Government securities | $15,592,000 | 3,919 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,592,000 | 3,804 |
| Securities issued by states & political subdivisions | $12,271,000 | 2,577 |
| Other domestic debt securities | $8,565,000 | 684 |
| 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 | $8,565,000 | 472 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $4,912,000 | 258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,707,000 | 4,271 |
| Mortgage-backed securities | $8,592,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $8,542,000 | 2,838 |
| Issued or guaranteed by U.S. | $8,542,000 | 2,838 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $50,000 | 968 |
| Commercial mortgage pass-through securities | $50,000 | 686 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $36,428,000 | 535 |
| Available-for-sale securities (fair market value) | $4,912,000 | 5,527 |
| Total debt securities | $36,429,000 | 3,280 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,576 |
| Fair value | $931,000 | 1,740 |
| 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 | $42,259,000 | 3,019 |
| U.S. Government securities | $16,520,000 | 3,854 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $16,520,000 | 3,759 |
| Securities issued by states & political subdivisions | $12,276,000 | 2,587 |
| Other domestic debt securities | $8,571,000 | 710 |
| 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 | $8,571,000 | 493 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $4,892,000 | 265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,939,000 | 4,232 |
| Mortgage-backed securities | $9,022,000 | 3,332 |
| Certificates of participation in pools of residential mortgages | $8,967,000 | 2,789 |
| Issued or guaranteed by U.S. | $8,967,000 | 2,789 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $55,000 | 953 |
| Commercial mortgage pass-through securities | $55,000 | 682 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $37,367,000 | 517 |
| Available-for-sale securities (fair market value) | $4,892,000 | 5,582 |
| Total debt securities | $37,367,000 | 3,235 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,438 |
| Fair value | $1,411,000 | 1,457 |
| 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 | $40,772,000 | 3,082 |
| U.S. Government securities | $15,394,000 | 3,953 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,394,000 | 3,856 |
| Securities issued by states & political subdivisions | $12,050,000 | 2,614 |
| Other domestic debt securities | $8,466,000 | 743 |
| 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 | $8,466,000 | 504 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $4,862,000 | 268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,494,000 | 4,346 |
| Mortgage-backed securities | $8,398,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $8,339,000 | 2,892 |
| Issued or guaranteed by U.S. | $8,339,000 | 2,891 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $59,000 | 891 |
| Commercial mortgage pass-through securities | $59,000 | 628 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $35,910,000 | 516 |
| Available-for-sale securities (fair market value) | $4,862,000 | 5,636 |
| Total debt securities | $35,910,000 | 3,316 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $905,000 | 1,766 |
| 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 | $39,830,000 | 3,154 |
| U.S. Government securities | $16,837,000 | 3,842 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,837,000 | 3,740 |
| Securities issued by states & political subdivisions | $12,060,000 | 2,599 |
| Other domestic debt securities | $6,046,000 | 915 |
| 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 | $6,046,000 | 640 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $4,887,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,667,000 | 4,105 |
| Mortgage-backed securities | $8,841,000 | 3,363 |
| Certificates of participation in pools of residential mortgages | $8,777,000 | 2,827 |
| Issued or guaranteed by U.S. | $8,777,000 | 2,824 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $64,000 | 876 |
| Commercial mortgage pass-through securities | $64,000 | 605 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $34,943,000 | 507 |
| Available-for-sale securities (fair market value) | $4,887,000 | 5,695 |
| Total debt securities | $34,943,000 | 3,368 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $916,000 | 1,758 |
| 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 | $37,155,000 | 3,285 |
| U.S. Government securities | $16,577,000 | 3,853 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,577,000 | 3,762 |
| Securities issued by states & political subdivisions | $12,518,000 | 2,529 |
| Other domestic debt securities | $3,153,000 | 1,297 |
| 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 | $3,153,000 | 961 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,907,000 | 273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,094,000 | 4,003 |
| Mortgage-backed securities | $9,577,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | $9,506,000 | 2,698 |
| Issued or guaranteed by U.S. | $9,506,000 | 2,696 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $71,000 | 847 |
| Commercial mortgage pass-through securities | $71,000 | 604 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $16,337,000 | 791 |
| Available-for-sale securities (fair market value) | $20,818,000 | 4,080 |
| Total debt securities | $32,248,000 | 3,521 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $967,000 | 1,674 |
| 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 | $34,219,000 | 3,471 |
| U.S. Government securities | $13,443,000 | 4,256 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $13,443,000 | 4,150 |
| Securities issued by states & political subdivisions | $12,515,000 | 2,531 |
| Other domestic debt securities | $3,285,000 | 1,276 |
| 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 | $3,285,000 | 927 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,976,000 | 278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,595,000 | 3,946 |
| Mortgage-backed securities | $10,422,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $10,344,000 | 2,618 |
| Issued or guaranteed by U.S. | $10,344,000 | 2,617 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $78,000 | 761 |
| Commercial mortgage pass-through securities | $78,000 | 556 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $12,212,000 | 884 |
| Available-for-sale securities (fair market value) | $22,007,000 | 3,999 |
| Total debt securities | $29,243,000 | 3,738 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,000,000 | 1,653 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $38,104,000 | 3,192 |
| U.S. Government securities | $17,194,000 | 3,793 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $17,194,000 | 3,699 |
| Securities issued by states & political subdivisions | $12,602,000 | 2,485 |
| Other domestic debt securities | $3,318,000 | 1,239 |
| 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 | $3,318,000 | 885 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $4,990,000 | 262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,975,000 | 3,846 |
| Mortgage-backed securities | $11,165,000 | 3,167 |
| Certificates of participation in pools of residential mortgages | $11,082,000 | 2,518 |
| Issued or guaranteed by U.S. | $11,082,000 | 2,517 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $83,000 | 650 |
| Commercial mortgage pass-through securities | $83,000 | 485 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $14,259,000 | 811 |
| Available-for-sale securities (fair market value) | $23,845,000 | 3,811 |
| Total debt securities | $33,114,000 | 3,455 |
| 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 | $41,143,000 | 3,072 |
| U.S. Government securities | $20,186,000 | 3,562 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $20,186,000 | 3,485 |
| Securities issued by states & political subdivisions | $12,647,000 | 2,457 |
| Other domestic debt securities | $3,300,000 | 1,277 |
| 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 | $3,300,000 | 929 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,010,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,454,000 | 3,800 |
| Mortgage-backed securities | $12,145,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $12,058,000 | 2,548 |
| Issued or guaranteed by U.S. | $12,058,000 | 2,546 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $87,000 | 620 |
| Commercial mortgage pass-through securities | $87,000 | 452 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $15,306,000 | 792 |
| Available-for-sale securities (fair market value) | $25,837,000 | 3,704 |
| Total debt securities | $36,132,000 | 3,309 |
| 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 | $42,966,000 | 3,006 |
| U.S. Government securities | $26,286,000 | 3,090 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $26,286,000 | 3,027 |
| Securities issued by states & political subdivisions | $13,445,000 | 2,315 |
| Other domestic debt securities | $3,235,000 | 1,300 |
| 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 | $3,235,000 | 952 |
| 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 | $8,607,000 | 3,609 |
| Mortgage-backed securities | $13,227,000 | 3,114 |
| Certificates of participation in pools of residential mortgages | $13,135,000 | 2,452 |
| Issued or guaranteed by U.S. | $13,135,000 | 2,451 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $92,000 | 583 |
| Commercial mortgage pass-through securities | $92,000 | 416 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $16,490,000 | 750 |
| Available-for-sale securities (fair market value) | $26,476,000 | 3,676 |
| Total debt securities | $42,966,000 | 2,982 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $2,004,000 | 1,544 |
| 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 | $48,517,000 | 2,733 |
| U.S. Government securities | $32,048,000 | 2,754 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $32,048,000 | 2,694 |
| Securities issued by states & political subdivisions | $13,312,000 | 2,266 |
| Other domestic debt securities | $3,157,000 | 1,304 |
| 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 | $3,157,000 | 947 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,971,000 | 3,560 |
| Mortgage-backed securities | $13,885,000 | 3,051 |
| Certificates of participation in pools of residential mortgages | $13,786,000 | 2,381 |
| Issued or guaranteed by U.S. | $13,786,000 | 2,377 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $99,000 | 542 |
| Commercial mortgage pass-through securities | $99,000 | 383 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $15,445,000 | 790 |
| Available-for-sale securities (fair market value) | $33,072,000 | 3,298 |
| Total debt securities | $48,517,000 | 2,713 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 1,042 |
| Fair value | $4,999,000 | 1,030 |
| 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 | $10,116,000 | 5,725 |
| U.S. Government securities | $0 | 7,030 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $0 | 6,948 |
| Securities issued by states & political subdivisions | $10,116,000 | 2,608 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $10,116,000 | 995 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $10,116,000 | 5,697 |
| 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 | $10,271,000 | 5,683 |
| U.S. Government securities | $0 | 7,111 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $0 | 7,028 |
| Securities issued by states & political subdivisions | $10,271,000 | 2,529 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $10,271,000 | 997 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $10,271,000 | 5,644 |
| 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 | $10,745,000 | 5,711 |
| U.S. Government securities | $0 | 7,198 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $0 | 7,103 |
| Securities issued by states & political subdivisions | $10,745,000 | 2,413 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $10,745,000 | 985 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $10,745,000 | 5,674 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $10,745,000 | 5,679 |
| U.S. Government securities | $0 | 7,252 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $0 | 7,165 |
| Securities issued by states & political subdivisions | $10,745,000 | 2,378 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $10,745,000 | 987 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $10,745,000 | 5,647 |
| 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 | $10,744,000 | 5,613 |
| U.S. Government securities | $0 | 7,301 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $0 | 7,211 |
| Securities issued by states & political subdivisions | $10,744,000 | 2,362 |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| 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) | $10,744,000 | 980 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $10,744,000 | 5,571 |
| 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 | $10,744,000 | 5,567 |
| U.S. Government securities | $0 | 7,375 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $0 | 7,288 |
| Securities issued by states & political subdivisions | $10,744,000 | 2,277 |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $10,744,000 | 1,004 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $10,744,000 | 5,532 |
| 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 | $10,729,000 | 5,610 |
| U.S. Government securities | $0 | 7,469 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $0 | 7,387 |
| Securities issued by states & political subdivisions | $10,729,000 | 2,164 |
| 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 | $0 | 6,254 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $10,729,000 | 1,034 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $10,729,000 | 5,571 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $10,664,000 | 5,676 |
| U.S. Government securities | $0 | 7,572 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $0 | 7,484 |
| Securities issued by states & political subdivisions | $10,664,000 | 2,146 |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $10,664,000 | 1,059 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $10,664,000 | 5,637 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $10,778,000 | 5,658 |
| U.S. Government securities | $0 | 7,608 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $0 | 7,522 |
| Securities issued by states & political subdivisions | $10,778,000 | 2,129 |
| 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 | $0 | 6,398 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $10,778,000 | 1,054 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $10,778,000 | 5,614 |
| 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 | $10,778,000 | 5,697 |
| U.S. Government securities | $0 | 7,692 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | $10,778,000 | 2,135 |
| 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 | $0 | 6,412 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $10,778,000 | 1,090 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $10,778,000 | 5,654 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $8,686,000 | 6,067 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $8,686,000 | 2,419 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| 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) | $8,686,000 | 1,248 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $8,686,000 | 6,014 |
| 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 | $8,755,000 | 6,126 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $8,755,000 | 2,335 |
| 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 | $0 | 6,516 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| 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) | $8,755,000 | 1,250 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $8,755,000 | 6,069 |
| 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 | $8,831,000 | 6,148 |
| U.S. Government securities | $0 | 7,896 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $8,831,000 | 2,279 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| 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) | $8,831,000 | 1,234 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $8,831,000 | 6,101 |
| 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 | $8,830,000 | 6,113 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $8,830,000 | 2,251 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| 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) | $8,830,000 | 1,238 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $8,830,000 | 6,071 |
| 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 | $6,160,000 | 6,714 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $6,160,000 | 2,813 |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $6,160,000 | 1,485 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $6,161,000 | 6,654 |
| 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 | $5,950,000 | 6,777 |
| U.S. Government securities | $0 | 8,032 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | $5,950,000 | 2,880 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| 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) | $5,950,000 | 1,534 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $5,950,000 | 6,707 |
| 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 | $4,768,000 | 7,145 |
| U.S. Government securities | $0 | 8,104 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $4,768,000 | 3,171 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,768,000 | 1,739 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $4,769,000 | 7,090 |
| 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 | $3,556,000 | 7,478 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $3,556,000 | 3,562 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| 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) | $3,556,000 | 1,988 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $3,557,000 | 7,437 |
| 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 | $2,016,000 | 7,861 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $2,016,000 | 4,245 |
| 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 | $0 | 6,778 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| 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) | $2,016,000 | 2,365 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $2,017,000 | 7,811 |
| 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 | $709,000 | 8,197 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $709,000 | 5,224 |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $709,000 | 2,959 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $709,000 | 8,153 |
| 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 | $3,717,000 | 7,558 |
| U.S. Government securities | $2,993,000 | 7,394 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,993,000 | 7,267 |
| Securities issued by states & political subdivisions | $724,000 | 5,226 |
| 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 | $2,993,000 | 5,329 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| 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) | $724,000 | 3,018 |
| Available-for-sale securities (fair market value) | $2,993,000 | 6,993 |
| Total debt securities | $3,717,000 | 7,510 |
| 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 | $4,427,000 | 7,468 |
| U.S. Government securities | $3,977,000 | 7,174 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,977,000 | 7,036 |
| Securities issued by states & political subdivisions | $450,000 | 5,569 |
| 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 | $3,977,000 | 4,954 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| 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) | $450,000 | 3,282 |
| Available-for-sale securities (fair market value) | $3,977,000 | 6,845 |
| Total debt securities | $4,427,000 | 7,412 |
| 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 | $4,473,000 | 7,498 |
| U.S. Government securities | $3,953,000 | 7,206 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,953,000 | 7,064 |
| Securities issued by states & political subdivisions | $520,000 | 5,494 |
| 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 | $3,593,000 | 5,115 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $520,000 | 3,244 |
| Available-for-sale securities (fair market value) | $3,953,000 | 6,867 |
| Total debt securities | $4,473,000 | 7,442 |
| 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 | $4,469,000 | 7,528 |
| U.S. Government securities | $3,949,000 | 7,257 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,949,000 | 7,118 |
| Securities issued by states & political subdivisions | $520,000 | 5,531 |
| 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 | $3,949,000 | 4,980 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $520,000 | 3,311 |
| Available-for-sale securities (fair market value) | $3,949,000 | 6,907 |
| Total debt securities | $4,469,000 | 7,476 |
| 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 | $4,539,000 | 7,552 |
| U.S. Government securities | $3,949,000 | 7,270 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,949,000 | 7,121 |
| Securities issued by states & political subdivisions | $590,000 | 5,474 |
| 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 | $3,949,000 | 4,971 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $590,000 | 3,333 |
| Available-for-sale securities (fair market value) | $3,949,000 | 6,940 |
| Total debt securities | $4,539,000 | 7,500 |
| 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 | $4,550,000 | 7,590 |
| U.S. Government securities | $3,960,000 | 7,295 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,960,000 | 7,155 |
| Securities issued by states & political subdivisions | $590,000 | 5,494 |
| 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 | $3,998,000 | 4,946 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $590,000 | 3,377 |
| Available-for-sale securities (fair market value) | $3,960,000 | 6,954 |
| Total debt securities | $4,550,000 | 7,535 |
| 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 | $4,574,000 | 7,625 |
| U.S. Government securities | $3,984,000 | 7,332 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,984,000 | 7,179 |
| Securities issued by states & political subdivisions | $590,000 | 5,504 |
| 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 | $3,998,000 | 4,929 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $590,000 | 3,435 |
| Available-for-sale securities (fair market value) | $3,984,000 | 6,979 |
| Total debt securities | $4,574,000 | 7,566 |
| 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 | $4,586,000 | 7,689 |
| U.S. Government securities | $3,996,000 | 7,404 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,996,000 | 7,236 |
| Securities issued by states & political subdivisions | $590,000 | 5,507 |
| 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 | $3,998,000 | 4,985 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $590,000 | 3,482 |
| Available-for-sale securities (fair market value) | $3,996,000 | 7,049 |
| Total debt securities | $4,588,000 | 7,635 |
| 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 | $1,586,000 | 8,445 |
| U.S. Government securities | $996,000 | 8,377 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $996,000 | 8,257 |
| Securities issued by states & political subdivisions | $590,000 | 5,540 |
| 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 | $997,000 | 6,519 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $590,000 | 3,518 |
| Available-for-sale securities (fair market value) | $996,000 | 7,811 |
| Total debt securities | $1,586,000 | 8,393 |
| 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 | $1,587,000 | 8,482 |
| U.S. Government securities | $997,000 | 8,432 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $997,000 | 8,313 |
| Securities issued by states & political subdivisions | $590,000 | 5,582 |
| 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 | $997,000 | 6,562 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $590,000 | 3,590 |
| Available-for-sale securities (fair market value) | $997,000 | 7,864 |
| Total debt securities | $1,587,000 | 8,433 |
| 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 | $1,586,000 | 8,557 |
| U.S. Government securities | $996,000 | 8,496 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $996,000 | 8,370 |
| Securities issued by states & political subdivisions | $590,000 | 5,610 |
| 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 | $996,000 | 6,577 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $590,000 | 3,612 |
| Available-for-sale securities (fair market value) | $996,000 | 7,926 |
| Total debt securities | $1,586,000 | 8,511 |
| 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 | $590,000 | 8,794 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $590,000 | 5,612 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $590,000 | 3,667 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $590,000 | 8,738 |
| 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 | $1,841,000 | 8,588 |
| U.S. Government securities | $1,251,000 | 8,482 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,251,000 | 8,337 |
| Securities issued by states & political subdivisions | $590,000 | 5,664 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $590,000 | 3,711 |
| Available-for-sale securities (fair market value) | $1,251,000 | 7,929 |
| Total debt securities | $1,841,000 | 8,525 |
| 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 | $2,527,000 | 8,424 |
| U.S. Government securities | $2,527,000 | 8,015 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,527,000 | 7,845 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | $0 | 7,307 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $2,527,000 | 7,587 |
| Total debt securities | $2,527,000 | 8,345 |
| 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 | $2,534,000 | 8,444 |
| U.S. Government securities | $2,534,000 | 7,994 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,534,000 | 7,820 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $2,534,000 | 7,608 |
| Total debt securities | $2,534,000 | 8,365 |
| 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 | $2,548,000 | 8,502 |
| U.S. Government securities | $2,548,000 | 8,062 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,548,000 | 7,876 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,548,000 | 7,646 |
| Total debt securities | $2,548,000 | 8,420 |
| 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 | $2,547,000 | 8,545 |
| U.S. Government securities | $2,547,000 | 8,106 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,547,000 | 7,913 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $2,547,000 | 7,658 |
| Total debt securities | $2,547,000 | 8,455 |
| 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 | $0 | 9,430 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $0 | 9,380 |
| 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 | $2,636,000 | 9,107 |
| U.S. Government securities | $1,497,000 | 9,165 |
| U.S. Treasury securities | $1,497,000 | 2,314 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,139,000 | 2,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $2,636,000 | 7,977 |
| Total debt securities | $1,497,000 | 9,308 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $2,559,000 | 9,471 |
| U.S. Government securities | $1,493,000 | 9,526 |
| U.S. Treasury securities | $1,493,000 | 3,201 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,066,000 | 2,306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $2,559,000 | 8,228 |
| Total debt securities | $1,493,000 | 9,668 |
| 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 | $1,791,000 | 9,858 |
| U.S. Government securities | $801,000 | 9,914 |
| U.S. Treasury securities | $801,000 | 5,441 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $990,000 | 2,341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $1,791,000 | 8,544 |
| Total debt securities | $801,000 | 10,007 |
| 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 | $3,726,000 | 9,709 |
| U.S. Government securities | $2,790,000 | 9,668 |
| U.S. Treasury securities | $2,590,000 | 4,579 |
| U.S. Government agency obligations | $200,000 | 10,166 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $936,000 | 2,433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $3,726,000 | 8,034 |
| Total debt securities | $2,790,000 | 9,955 |
| 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 | $3,039,000 | 10,532 |
| U.S. Government securities | $2,184,000 | 10,526 |
| U.S. Treasury securities | $2,184,000 | 5,761 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $855,000 | 2,562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $3,039,000 | 8,587 |
| Total debt securities | $2,184,000 | 10,712 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $4,164,000 | 10,558 |
| U.S. Government securities | $3,660,000 | 10,245 |
| U.S. Treasury securities | $3,011,000 | 6,038 |
| U.S. Government agency obligations | $649,000 | 10,739 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $504,000 | 3,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $4,164,000 | 8,429 |
| Total debt securities | $3,660,000 | 10,659 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $5,389,000 | 10,671 |
| U.S. Government securities | $4,932,000 | 10,205 |
| U.S. Treasury securities | $4,107,000 | 6,137 |
| U.S. Government agency obligations | $825,000 | 11,049 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $457,000 | 3,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $5,389,000 | 6,667 |
| Total debt securities | $4,932,000 | 10,789 |
| 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 | $3,284,000 | 12,042 |
| U.S. Government securities | $2,979,000 | 11,666 |
| U.S. Treasury securities | $2,979,000 | 7,441 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $16,000 | 6,396 |
| 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 | $16,000 | 4,981 |
| Foreign debt securities | NA | NA |
| Equity securities | $289,000 | 3,956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,995,000 | 12,047 |
| 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 | $2,039,000 | 13,050 |
| U.S. Government securities | $2,014,000 | 12,699 |
| U.S. Treasury securities | $2,014,000 | 8,727 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $25,000 | 7,219 |
| Privately issued residential mortgage-backed securities | $25,000 | 3,939 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $25,000 | 11,029 |
| Certificates of participation in pools of residential mortgages | $25,000 | 10,125 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $25,000 | 789 |
| 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 | $2,039,000 | 12,929 |
| 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 |